CORRELATIONS AMONG VARIOUS FORECAST ACCURACY MEASURES FOR I.I.D. NORMAL TIME SERIES: A SIMULATION STUDY

机译：I.I.D.各种预测准确性措施之间的相关性正常时间序列：模拟研究

获取原文

页面导航

摘要
著录项
相似文献
相关主题

摘要

Linear correlations among various popular forecast accuracy measures are studied throughsimulation when simple moving average (SMA) methods are applied to identically andindependently distributed (i.i.d.) normal time series. This allows us to examine correlationsamong popular forecasting measures.

机译：通过以下方法研究了各种流行的预测准确性测度之间的线性相关性简单移动平均（SMA）方法应用于相同和独立分布的（i.i.d.）正常时间序列。这使我们可以检查相关性在流行的预测措施中。

著录项

来源
《Annual meeting of the Decision Sciences Institute》|2012年|24201-24205|共5页
会议地点
作者
Luh Yu (Louie) Ren; Peter Ren;
展开▼
作者单位

展开▼
会议组织
原文格式 PDF
正文语种
中图分类
关键词
MAD; RMSE; MAPE; U_2; MASE;

机译：MAD ;; RMSE ;; MAPE ;; U_2 ;; MASE;

相似文献

外文文献
中文文献
专利

1. Correlation Determination between COVID-19 and Weather Parameters Using Time Series Forecasting: A Case Study in Pakistan [J] . Humera Batool, Lixin Tian Mathematical Problems in Engineering: Theory, Methods and Applications . 2021,第a期

机译：使用时间序列预测的Covid-19和天气参数的相关性确定 - 以巴基斯坦为例
2. Forecasting financial time-series using data mining models: A simulation study [J] . Bou-Hamad Imad, Jamali Ibrahim Research in International Business and Finance . 2020,第Jana期

机译：使用数据挖掘模型预测财务时间序列：模拟研究
3. A simulation study of artificial neural networks for nonlinear time-series forecasting [J] . G. Peter Zhang, B. Eddy Patuwo, Michael Y. Hu Computers & operations research . 2001,第4期

机译：人工神经网络用于非线性时间序列预测的仿真研究
4. The Boosting Technique using Correlation Coefficient to Improve Time Series Forecasting Accuracy [C] . Luzia Vidal de Souza, Aurora T. R. Pozo, Joel M. C. da Rosa, IEEE Congress on Evolutionary Computation . 2007

机译：使用相关系数来提高时间序列预测精度的升压技术
5. A correlational study of the holistic measure with the index measure of accuracy and complexity in international English -as -a -second -language (ESL) student writings. [D] . Song, Minyung. 2006

机译：国际英语作为第二语言（ESL）的学生作品中的整体性度量与准确性和复杂性指数度量之间的相关性研究。
6. A new accuracy measure based on bounded relative error for time series forecasting [O] . Chao Chen, Jamie Twycross, Jonathan M. Garibaldi 2012

机译：基于有界相对误差的时间序列预测新精度方法
7. A Comparative Simulation Study of ARIMA and Fuzzy Time Series Model for Forecasting Time Series Data [O] . Haji A. Haji, Kusman Sadik, Agus Mohamad Soleh 2018

机译：Arima和模糊时间序列模型预测时间序列数据的比较仿真研究
8. Using Discrete Event Simulations to Evaluate Time Series Forecasting Methods for Security Applications. [R] . Huddleston, S. H., Brown, D. E. 2013

机译：使用离散事件模拟评估安全应用程序的时间序列预测方法。

CORRELATIONS AMONG VARIOUS FORECAST ACCURACY MEASURES FOR I.I.D. NORMAL TIME SERIES: A SIMULATION STUDY

摘要

著录项

相似文献

相关主题

期刊订阅