A New Type of Model Validity Used in Linear Combining Forecasting Model
When combining numerous individual forecasting models linearly, it is common to construct a measure of model validity based on AD(Absolute Deviation=yi−y^i) or APE(Absolute Percentage Error=yi−y^i/yi×100%). Specifically, we generally construct model validity by using the mean and the standard deviat...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2024-01-01
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| Series: | Journal of Mathematics |
| Online Access: | http://dx.doi.org/10.1155/jom/8823517 |
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