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Wouldn't a better scaling factor be with the MAE produced by a naive forecast on the test data itself?

When evaluating MASE for the training set, this essentially becomes a comparison for the forecast model with a naive one, why do we not take this approach with the test set?

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    $\begingroup$ Imagine your test set is a single observation, or two observations that happen to be the same value. $\endgroup$ – Rob Hyndman Feb 23 '17 at 21:43

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