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This page was last edited on 21 December 2024, at 20:13 (UTC).; Text is available under the Creative Commons Attribution-ShareAlike 4.0 License; additional terms may apply.
This page was last edited on 21 December 2024, at 20:12 (UTC).; Text is available under the Creative Commons Attribution-ShareAlike 4.0 License; additional terms may apply.
Any non-linear differentiable function, (,), of two variables, and , can be expanded as + +. If we take the variance on both sides and use the formula [11] for the variance of a linear combination of variables (+) = + + (,), then we obtain | | + | | +, where is the standard deviation of the function , is the standard deviation of , is the standard deviation of and = is the ...
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M. Margin of error; Market risk; McKay's approximation for the coefficient of variation; Mean absolute difference; Mean absolute error; Mean absolute percentage error; Mean absolute scaled error; Mean square quantization error; Mean squared displacement; Mean squared error; Mean squared prediction error; Medcouple; Median absolute deviation ...
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Common metrics of forecast error, such as mean absolute error, geometric mean absolute error, and mean squared error, have shortcomings related to dependence on scale of data and/or handling zeros and negative values within the data.
It is a variant of MAPE in which the mean absolute percent errors is treated as a weighted arithmetic mean. Most commonly the absolute percent errors are weighted by the actuals (e.g. in case of sales forecasting, errors are weighted by sales volume). [3] Effectively, this overcomes the 'infinite error' issue. [4]