Comments (3)
It's alright, thank you for comment. I will make exception (stopping criterion) for lengths of real, forecast and naive arguments of mase
function.
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Good comment, but what to do when N = m, or m > N? For forecasts of seasonal time series, it is not defined really correctly.
I think, the best will be to change the third argument of the mase()
function to bench_error, for directly passing an error from naive forecast (or similar).
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Hmm you are right about this - Hyndman and Koehler do not elaborate very much about seasonality in their paper. But I had a second look at it and saw in their sum-function regarding the naive forcast that they started with i = 2 and, hence, had to set N - 1 (page. 685).
The other formula using "N-m" is around the internet, but not mentioned by them...
Since your calculation of the MASE takes a naive-time-series which is equal in length to the predicted time series, I think your calculation should be right after all. Sorry if I was a bit confused there!
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