Cited by 5,757Forecasting Techniques and ApplicationsTime Series Analysis and ForecastingStatistical and numerical algorithms

Another look at measures of forecast accuracy

Open access
Hyndman, Rob J., Koehler, Anne B.·2006·International Journal of Forecasting

Integrity signals

Registry

Crossref · 10.1016/j.ijforecast.2006.03.001

Cites

33 of 33 references verified0 citation errors · 0 not checkable

Statistics

Recomputing p-values needs the paper’s full text.

Claims the paper makes

We couldn’t retrieve this paper’s full text, so its claims and self-check weren’t run. The registry and citation checks still apply.

Claims other papers make about this one

Each is checked against this paper’s own text: does it say what the citing paper says it does?

  • MAE and MAPE are commonly used measures in machine learning and provide a more natural and intuitive measure of model performance.

    “MAE and MAPE are commonly used measures in ML [9] and provide a more natural and intuitive measure of model performance [12,13].”

Cites

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1 of the 34 references couldn’t be matched to a known paper.

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Authors
Hyndman, R. J., & Koehler, A. B.
Affiliations
  • Monash University (AU)
  • Miami University (US)
Corresponding author
Hyndman, Rob J.
Venue
International Journal of Forecasting
Publisher
Elsevier BV
Published
2006-10
Volume
22
Issue
4
Pages
679-688
ISSN
0169-2070 (ISSN-L)
OpenAlex
W2016210396
Cited by
5,757
References
34
Citations by year
2026: 870 · 2025: 557 · 2024: 451 · 2023: 430 · 2022: 477 · 2021: 612 · 2020: 439 · 2019: 358 · 2018: 325 · 2017: 263 · 2016: 245 · 2015: 185 · 2014: 169 · 2013: 125 · 2012: 80
FWCI
28.03
Type
journal article
Language
en
Open access
Locations
  • International Journal of Forecasting (publishedVersion)
  • RePEc: Research Papers in Economics (submittedVersion)
  • Figshare (submittedVersion, cc-by)
  • Monash University
Topics
  • Social Sciences › Decision Sciences › Management Science and Operations Research › Forecasting Techniques and Applications
  • Physical Sciences › Computer Science › Signal Processing › Time Series Analysis and Forecasting
  • Physical Sciences › Mathematics › Applied Mathematics › Statistical and numerical algorithms
Keywords
forecast accuracy measures, univariate time series forecasting, M3 competition

About these checks

Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.

Statistics and arithmetic are recomputed, not judged.

Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.

What counts as a claim ›How we measure confidence ›How we check this ›

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