A New Measure of Forecast Accuracyad

被引：3
作者：
Chen, Haijun [1 ]
Wu, Lifeng [2 ]
机构：
[1] Handan Coll, Dept Math, Handan, Peoples R China
[2] Ling Sch Dist Handan County, Handan, Peoples R China
来源：
2010 2ND IEEE INTERNATIONAL CONFERENCE ON INFORMATION AND FINANCIAL ENGINEERING (ICIFE) | 2010年
关键词：
Modified MAPE; Forecasting; MAPE; NEURAL-NETWORKS;
D O I：
10.1109/ICIFE.2010.5609455
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, we present a new measure of forecast accuracy: a modified mean absolute percentage error (MAPE). As a means of establishing the goodness of fit, we set different objective functions, by implementation of a global optimization algorithm, the results of setting the objective function as modified MAPE are compared with the results of setting the objective function as MAPE, comparisons demonstrate that modified MAPE comes with lower prediction error.
引用
收藏
页码：710 / 712
页数：3
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