Intermediate30 min
Forecast Evaluation and Backtesting
MAE, RMSE, MAPE, sMAPE and MASE; rolling-origin cross-validation and why random k-fold is invalid here.
Assumes you know
Not yet written
This lesson is on the syllabus but has no text yet
The full curriculum is published up front so you can see the whole route and its dependencies. Lessons are being written in curriculum order.
What it will cover
- MASE
- MAPE
- rolling origin
- backtesting