PyAF is an Open Source Python library for Automatic Time Series Forecasting built on top of popular pydata modules.
BSD 3-Clause "New" or "Revised" License
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Add MASE Performance measure #44
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antoinecarme closed 7 years ago
According to
https://www.otexts.org/fpp/2/5
MAPE/SMAPE are not reliable performance measures for model selection.
The authors recommend MASE (mean absolute scaled error):
MASE=mean(|qj|).
where qj is the scaled error.