Measures of Fit for Time Series Prediction


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Last update: February 19, 2014

Measures of Fit for Time Series Prediction

Pearson Correlation Coefficient
R-square
Mean Squared Error
Root Mean Squared Error
Relative Absolute Error
Mean Absolute Error
Relative Squared Error
Root Relative Squared Error
Up/Down Accuracy
Up/Down Error
Up/Down Hits
Up/Down Errors

Fitness Functions

See Also:

Measures of Fit for Regression
Measures of Fit for Classification
Measures of Fit for Logistic Regression
Measures of Fit for Logic Synthesis

Related Tutorials:

Getting Started with Regression
Getting Started with Classification
Getting Started with Logistic Regression
Getting Started with Time Series Prediction
Getting Started with Logic Synthesis

Related Videos:

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Released February 19, 2014

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