Skip to content

Forecasting strength - MSE metric #1

Open
@andrewczgithub

Description

@andrewczgithub

Hi @compops !
I hope you're well.
I am looking at using the matlab code for a university project, located at -

https://github.com/compops/pmh-tutorial

I am just wondering, my understanding of state space models is that their accuracy can be determined by the mean squared error. However when I run your code, Im not sure how the forecast accuracy is measured. Is it split into test and train sets, then a metric is determined?
What metric is used to measure the forecast accuracy of the state space model?

Many thanks for your help,
Best,
Andrew

Metadata

Metadata

Assignees

No one assigned

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions