An MSE statistic for comparing forecast accuracy across series
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- Shah, Chandra, 1997. "Model selection in univariate time series forecasting using discriminant analysis," International Journal of Forecasting, Elsevier, vol. 13(4), pages 489-500, December.
- Kim, Sungil & Kim, Heeyoung, 2016. "A new metric of absolute percentage error for intermittent demand forecasts," International Journal of Forecasting, Elsevier, pages 669-679.
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[Integration, Cointegration and Long-Horizont Forecasting of Credit-Default-Cycles]," MPRA Paper 8602, University Library of Munich, Germany.
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- Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
- Thomassey, Sebastien & Happiette, Michel & Castelain, Jean-Marie, 2005. "A global forecasting support system adapted to textile distribution," International Journal of Production Economics, Elsevier, vol. 96(1), pages 81-95, April.
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"Another look at measures of forecast accuracy,"
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- Rob J. Hyndman & Anne B. Koehler, 2005. "Another Look at Measures of Forecast Accuracy," Monash Econometrics and Business Statistics Working Papers 13/05, Monash University, Department of Econometrics and Business Statistics.
- JS Armstrong & Robert Fildes, 2004. "Correspondence On the Selection of Error Measures for Comparisons Among Forecasting Methods," General Economics and Teaching 0412002, EconWPA.
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- Jan G. De Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers 12/05, Monash University, Department of Econometrics and Business Statistics.
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