3 ms·
The fact that the mean absolute error doesn't even change all that much from ARIMA suggests to me that there's no magic here. Though mean absolute error is a b
by shiandow 3y ago
The fact that the mean absolute error doesn't even change all that much from ARIMA suggests to me that there's no magic here.
Though mean absolute error is a bit of a weird measure. They're basically testing how closely a model predicts the median.
- naijaboiler 3y agoI’m not sure that’s what MAE measures. What’s the median of a time series? What does that even mean?
- shiandow 3y agoThe MAE is minimized by the median. I share your confusion as for why one would use it for a time series. Clearly they had some reason to pick it over others, but I couldn't tell you why. Especially since ARIMA effectively minimizes RMS error.