Percentage and Relative Error Measures in Forecast Evaluation

DOI10.1287/opre.2016.1550zbMath1414.91109OpenAlexW2550172790MaRDI QIDQ5739122

Victor Richmond R. Jose

Publication date: 2 June 2017

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.2016.1550

zbMATH Keywords

forecast accuracyforecast evaluationoptimismpessimismscale-free measuresscale-independence

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Decision theory (91B06) Prediction theory (aspects of stochastic processes) (60G25)

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