5 ms·
I’m not sure that’s what MAE measures. What’s the median of a time series? What does that even mean?
by naijaboiler 3y ago
I’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.