A new accuracy measure based on bounded relative error for time series forecasting
(2017)
Journal Article
Chen, C., Twycross, J., & Garibaldi, J. M. (2017). A new accuracy measure based on bounded relative error for time series forecasting. PLoS ONE, 12(3), Article e0174202. https://doi.org/10.1371/journal.pone.0174202
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 c... Read More about A new accuracy measure based on bounded relative error for time series forecasting.