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I have a real data set and I'm trying to use MMSE as a forecast method, but I have no idea how to use them for real data set, I was wondering if anybody can help?

i.e SKU1 1 2 4 6 8 2 3 4 5 6 7 9 1 0 4 1 6 7 2 How MMSE do a forecast for the period 20?

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What is MMSE? If it's Minimum Mean Squared Error, it's not a forecast method, but a criterion. (Actually, MSE is the criterion, and MMSE is the objective of the optimization routine that estimates the parameters of your model.) You need a model, too, e.g., constant, linear trend, ... – jbowman Jun 28 '12 at 20:49

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