A new accuracy measure based on bounded relative error for time series forecasting

A new accuracy measure based on bounded relative error for time series forecasting

Many accuracy measures have been proposed in the past for time series forecasting comparisons. However, many of these measures suffer from one or more issues such as poor resistance to outliers and scale dependence. In this paper, while summarising commonly used accuracy measures, a special review i...

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Bibliographic Details
Main Authors: Chen, Chao, Twycross, Jamie, Garibaldi, Jonathan M.
Format: Article
Published: Public Library of Science 2017
Subjects:
Forecasting performance; Accuracy measure; Relative measure; Bounded error; Unscaled mean bounded relative absolute error
Online Access:https://eprints.nottingham.ac.uk/41565/

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