Error magnitude and directional accuracy for time series forecasting evaluation

Evaluation of forecast accuracy is very much influenced by the choice of accurate measurement since it can produce different conclusion from the empirical results. Thus, it is important to use appropriate measurement in accordance to the purpose of forecasting. Commonly, accuracy is measured in term...

Full description

Bibliographic Details
Main Author: Nor, Maria Elena
Format: Thesis
Language:English
Published: 2014
Subjects:
Online Access:http://eprints.utm.my/78185/2/MariaElenaNorPFS2014.pdf