The DOI matches its Crossref record; 33 of the 34 references it cites were found in a registry or an index.
Another look at measures of forecast accuracy
Open accessOverview
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
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?
In the citing paper
“MAE and MAPE are commonly used measures in ML [9] and provide a more natural and intuitive measure of model performance [12,13].”
From Turnaround time prediction for clinical chemistry samples using machine learning (2022) · cites this paper as [12]
Citations
Cites
Forecasting methods and applications
(1993) · Computers & Operations Research · doi:10.1016/0305-0548(93)90040-p · Cited by 2,393
Analysis of Financial Time Series
(2006) · Technometrics · doi:10.1198/tech.2006.s405 · Cited by 2,382
Armstrong, J. S. (2001) · International series in management science/operations research/International series in operations research & management science · doi:10.1007/978-0-306-47630-3 · Cited by 1,962
The M3-Competition: results, conclusions and implications
Makridakis, S., & Hibon, M. (2000) · International Journal of Forecasting · doi:10.1016/s0169-2070(00)00057-1 · Cited by 1,701
The accuracy of extrapolation (time series) methods: Results of a forecasting competition
Makridakis, S., Andersen, A. P., Carbone, R., Fildes, R. A., Hibon, M., Lewandowski, R., Newton, J., Parzen, E., & Winkler, R. L. (1982) · Journal of Forecasting · doi:10.1002/for.3980010202 · Cited by 1,465
Error measures for generalizing about forecasting methods: Empirical comparisons
Armstrong, J. S., & Collopy, F. (1992) · International Journal of Forecasting · doi:10.1016/0169-2070(92)90008-w · Cited by 1,415
Ruist, E., & Theil, H. (1967) · Ekonomisk Tidskrift · doi:10.2307/3439127 · Cited by 1,224
A state space framework for automatic forecasting using exponential smoothing methods
Hyndman, R. J., Koehler, A. B., Snyder, R. D., & Grose, S. D. (2002) · International Journal of Forecasting · doi:10.1016/s0169-2070(01)00110-8 · Cited by 1,076
Self-citationAnalysis of Financial Time Series
Tsay, R. S. (2002) · Wiley series in probability and statistics · doi:10.1002/0471264105 · Cited by 903
Accuracy measures: theoretical and practical concerns
Makridakis, S. (1993) · International Journal of Forecasting · doi:10.1016/0169-2070(93)90079-3 · Cited by 883
Flagged first, then by citations
1 of the 34 references couldn’t be matched to a known paper.
Research works printed but not linked: 1
- Armstrong, 2001, Evaluating forecasting methods, Chapter 14
Cited by
Sorted by citations
Items 1,001–1,003 of 1,003
Piasecki, A., Jurasz, J., & Adamowski, J. F. (2018) · Acta Geophysica · doi:10.1007/s11600-018-0183-5 · Cited by 30
Sørensen, Å. L., Ludvigsen, B., & Andresen, I. (2023) · Applied Energy · doi:10.1016/j.apenergy.2023.121054 · Cited by 23
Turnaround time prediction for clinical chemistry samples using machine learning
Tsai, E. R., Demirtas, D., Hoogendijk, N., Tintu, A. N., & Boucherie, R. J. (2022) · Clinical Chemistry and Laboratory Medicine (CCLM) · doi:10.1515/cclm-2022-0668 · Cited by 17
Metadata
- Authors
- Hyndman, R. J., & Koehler, A. B.
- Affiliations
- Monash University (AU)
- Miami University (US)
- Corresponding author
- Hyndman, Rob J.
- ORCID
- 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
- green
- figshare.com
- Licence
- 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 ›
Are you an author, or do you see a problem with this page? Request a review
