Search results
Results From The WOW.Com Content Network
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.
Main page; Contents; Current events; Random article; About Wikipedia; Contact us; Help; Learn to edit; Community portal; Recent changes; Upload file
The absolute difference between A t and F t is divided by half the sum of absolute values of the actual value A t and the forecast value F t. The value of this calculation is summed for every fitted point t and divided again by the number of fitted points n .
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 ...
This page was last edited on 12 February 2025, at 20:31 (UTC).; Text is available under the Creative Commons Attribution-ShareAlike 4.0 License; additional terms may apply.
Main page; Contents; Current events; Random article; About Wikipedia; Contact us; Help; Learn to edit; Community portal; Recent changes; Upload file
It is remarkable that the sum of squares of the residuals and the sample mean can be shown to be independent of each other, using, e.g. Basu's theorem.That fact, and the normal and chi-squared distributions given above form the basis of calculations involving the t-statistic:
Forecasting skill for single-value forecasts (i.e., time series of a scalar quantity) is commonly represented in terms of metrics such as correlation, root mean squared error, mean absolute error, relative mean absolute error, bias, and the Brier score, among others.