Timeline for Acceptable limit for MASE
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
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| Apr 13, 2017 at 12:44 | history | edited | CommunityBot |
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| Oct 30, 2015 at 7:30 | comment | added | Stephan Kolassa | @forecaster: if you have a single series, then I agree that the MASE is less informative than the MAE, since the MASE is simply the MAE scaled by a factor that does not depend on the forecast (namely, the in-sample naive forecast MAE). The MASE makes sense once you have multiple series on different levels, where you can't very well compare "raw" MAEs. | |
| Oct 30, 2015 at 4:19 | vote | accept | Shiv | ||
| Oct 30, 2015 at 2:16 | comment | added | forecaster | MASE is unnecessary complication in this instance, why not MAE or sMAPE? Seems to be both are very apt for this type of problem. | |
| Oct 29, 2015 at 20:22 | comment | added | zbicyclist | It does seem odd to see an MASE of 6. I note in the R forecast package documentation (of accuracy) that by default MASE uses a seasonal naive forecast for seasonal series. So it could be that the model fit is handling seasonality very incorrectly. | |
| Oct 29, 2015 at 20:08 | history | answered | Stephan Kolassa | CC BY-SA 3.0 |