# Questions tagged [mae]

The Mean Absolute Error (MAE) is a point forecast accuracy measure. In the forecasting literature, Mean Absolute Deviation (MAD) is used interchangeably.

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I have trained two regression models on the same dataset. They perform with comparable mean absolut errors $MAE_{1,2} \approx 0.45$, but the coefficient of determination differs significantly with $R^... 0answers 99 views ### Why does the MAE of my estimation improve substantially when I divide it by 10 (in a very noisy dataset)? I have an extremely noisy dataset, and I try to minimize the MAE. Apparently, when my linear regression makes its prediction - it has something like -1000 MAE (when compared to the MAE of an all-zero ... 0answers 26 views ### huge difference between RMSE and MAE in non-linear regressors I am building non-linear regression models such as a Random Forest regressor , a KNN regressor or a SVM using a RBF kernel and I decided to use both RMSE and MAE as evaluation metrics. I know that a ... 0answers 16 views ### How should i compare this MAE results I'm in need of help to correctly interpret these results. I am analyzing a time series of crime data. The series has 351,980 events. These are the results of the predictions using a regression model:... 1answer 36 views ### Scaling the MAE by the mean of non zero points for intermittent data I am currently trying to find a way of scaling the MAE for my intermittent data. The data is always greater than 0 and is intermittent, with long periods of zeros. I have read a few papers that ... 0answers 70 views ### Error distribution for Huber Regression For linear regression there's an assumption that error terms come from normal distribution. so that$Y = aX + b + \epsilon$, where$\epsilon$has normal distribution with mean zero and certain ... 1answer 92 views ### a measure for MAE (of a regression) I'm running a grid search, in order to fine-tune a NN hyper parameters. the question is: the MAE values I get from the trainings are too close. since I have the statistical attributes of the target ... 0answers 148 views ### Is there an analog for the coefficient of determination with absolute error? Typically to measure the predictive power of a model, R^2 is more useful than RMSE because a RMSE score isn't very meaningful without a basis of comparison. If you are using mean absolute error (MAE) ... 0answers 1k views ### Relationship between$R^2\$ and MAE in forecasting

I have the following linear model based on multivariate timeseries: ...
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### Mean average error normalized by the standard deviation of the target

I'm working on a regression model, aiming at prediction age from structured data. I'm using the mean average error (MAE) as evaluation metric, and want to compare my performances with state-of-the-art ...
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### RMSE vs. MAE for comparing HR between two measuring instruments

I am comparing a cheap measuring instrument to an expensive highly accurate measuring instrument. Both instruments measure heart rate in BPM. The cheap device is vulnerable to noise. I need to report ...
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### What statistical test do I need for comparing forecasted data with actual data?

I’m currently completing my dissertation and need to compare forecasted wave height to the actual wave height. However I am unsure what statistical test to use. Thanks, Jess
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### Relatively low MAE, but also low R-squared? Why

I am testing forecasts against against realized values with a number of observations of 4000. When I calculate the mean MAE, its relatively low. Around 10% deviation to the original variable. ...