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Period Demand Naïve Absolute error In sample MAE Error Scaled Error Absolute MASE

2.5217391304 Scaled Error


1 0
2 2 0 2 2 0.7931 0.7931
3 0 2 2 -2 -0.7931 0.7931
4 1 0 1 1 0.3966 0.3966
5 0 1 1 -1 -0.3966 0.3966
6 11 0 11 11 4.3621 4.3621
7 0 11 11 -11 -4.3621 4.3621
8 0 0 0 0 0.0000 0.0000
9 0 0 0 0 0.0000 0.0000
10 0 0 0 0 0.0000 0.0000
11 2 0 2 2 0.7931 0.7931
12 0 2 2 -2 -0.7931 0.7931
13 6 0 6 6 2.3793 2.3793
14 3 6 3 -3 -1.1897 1.1897
15 0 3 3 -3 -1.1897 1.1897
16 0 0 0 0 0.0000 0.0000
17 0 0 0 0 0.0000 0.0000
18 0 0 0 0 0.0000 0.0000
19 0 0 0 0 0.0000 0.0000
20 7 0 7 7 2.7759 2.7759
21 0 7 7 -7 -2.7759 2.7759
22 0 0 0 0 0.0000 0.0000
23 0 0 0 0 0.0000 0.0000
24 0 0 0 0 0.0000 0.0000 1.00
25 0 0 0 0.0000 0.0000
26 0 0 0 0.0000 0.0000
27 0 0 0 0.0000 0.0000
28 3 0 3 1.1897 1.1897
29 1 0 1 0.3966 0.3966
30 0 0 0 0.0000 0.0000
31 0 0 0 0.0000 0.0000
32 1 0 1 0.3966 0.3966
33 0 0 0 0.0000 0.0000
34 1 0 1 0.3966 0.3966
35 0 0 0 0.0000 0.0000
36 0 0 0 0.0000 0.0000
0.20
Total Average Error Scaled Error Absolute MASE 0.05 SES Error Scaled Error
Scaled Error (IJF article)
1.4482
0.0000 2.0000 0.7931 0.7931 1.3758 0.6242 0.2475
1.0000 -1.0000 -0.3966 0.3966 1.4070 -1.4070 -0.5579
0.6667 0.3333 0.1322 0.1322 1.3367 -0.3367 -0.1335
0.7500 -0.7500 -0.2974 0.2974 1.3198 -1.3198 -0.5234
0.6000 10.4000 4.1241 4.1241 1.2538 9.7462 3.8649
2.3333 -2.3333 -0.9253 0.9253 1.7411 -1.7411 -0.6905
2.0000 -2.0000 -0.7931 0.7931 1.6541 -1.6541 -0.6559
1.7500 -1.7500 -0.6940 0.6940 1.5714 -1.5714 -0.6231
1.5556 -1.5556 -0.6169 0.6169 1.4928 -1.4928 -0.5920
1.4000 0.6000 0.2379 0.2379 1.4182 0.5818 0.2307
1.4545 -1.4545 -0.5768 0.5768 1.4473 -1.4473 -0.5739
1.3333 4.6667 1.8506 1.8506 1.3749 4.6251 1.8341
1.6923 1.3077 0.5186 0.5186 1.6061 1.3939 0.5527
1.7857 -1.7857 -0.7081 0.7081 1.6758 -1.6758 -0.6646
1.6667 -1.6667 -0.6609 0.6609 1.5921 -1.5921 -0.6313
1.5625 -1.5625 -0.6196 0.6196 1.5124 -1.5124 -0.5998
1.4706 -1.4706 -0.5832 0.5832 1.4368 -1.4368 -0.5698
1.3889 -1.3889 -0.5508 0.5508 1.3650 -1.3650 -0.5413
1.3158 5.6842 2.2541 2.2541 1.2967 5.7033 2.2616
1.6000 -1.6000 -0.6345 0.6345 1.5819 -1.5819 -0.6273
1.5238 -1.5238 -0.6043 0.6043 1.5028 -1.5028 -0.5959
1.4545 -1.4545 -0.5768 0.5768 1.4277 -1.4277 -0.5661
1.3913 -1.3913 -0.5517 0.5517 0.86 1.3563 -1.3563 -0.5378
1.3333 -1.3333 -0.5287 0.5287 1.2885 -1.2885 -0.5109
1.3333 -1.3333 -0.5287 0.5287 1.2885 -1.2885 -0.5109
1.3333 -1.3333 -0.5287 0.5287 1.2885 -1.2885 -0.5109
1.3333 1.6667 0.6609 0.6609 1.2885 1.7115 0.6787
1.3333 -0.3333 -0.1322 0.1322 1.2885 -0.2885 -0.1144
1.3333 -1.3333 -0.5287 0.5287 1.2885 -1.2885 -0.5109
1.3333 -1.3333 -0.5287 0.5287 1.2885 -1.2885 -0.5109
1.3333 -0.3333 -0.1322 0.1322 1.2885 -0.2885 -0.1144
1.3333 -1.3333 -0.5287 0.5287 1.2885 -1.2885 -0.5109
1.3333 -0.3333 -0.1322 0.1322 1.2885 -0.2885 -0.1144
1.3333 -1.3333 -0.5287 0.5287 1.2885 -1.2885 -0.5109
1.3333 -1.3333 -0.5287 0.5287 1.2885 -1.2885 -0.5109
0.44
Absolute MASE 0.1 SES Error Scaled Error Absolute MASE 0.05 0.05
Scaled Error (Foresight article) Scaled Error
0 2.0860 -0.0466
0.2475 0.0000 2.0000 0.7931 0.7931 1.9374 -0.0517
0.5579 0.2000 -0.2000 -0.0793 0.0793 1.8914 -0.0514
0.1335 0.1800 0.8200 0.3252 0.3252 1.7480 -0.0560
0.5234 0.2620 -0.2620 -0.1039 0.1039 1.6574 -0.0577
3.8649 0.2358 10.7642 4.2686 4.2686 1.5197 -0.0617
0.6905 1.3122 -1.3122 -0.5204 0.5204 1.9350 -0.0379
0.6559 1.1810 -1.1810 -0.4683 0.4683 1.8023 -0.0426
0.6231 1.0629 -1.0629 -0.4215 0.4215 1.6717 -0.0470
0.5920 0.9566 -0.9566 -0.3793 0.3793 1.5434 -0.0511
0.2307 0.8609 1.1391 0.4517 0.4517 1.4177 -0.0548
0.5739 0.9749 -0.9749 -0.3866 0.3866 1.3947 -0.0532
1.8341 0.8774 5.1226 2.0314 2.0314 1.2744 -0.0566
0.5527 1.3896 1.6104 0.6386 0.6386 1.4569 -0.0446
0.6646 1.5507 -1.5507 -0.6149 0.6149 1.4917 -0.0407
0.6313 1.3956 -1.3956 -0.5534 0.5534 1.3785 -0.0443
0.5998 1.2560 -1.2560 -0.4981 0.4981 1.2675 -0.0476
0.5698 1.1304 -1.1304 -0.4483 0.4483 1.1589 -0.0507
0.5413 1.0174 -1.0174 -0.4034 0.4034 1.0528 -0.0534
2.2616 0.9157 6.0843 2.4128 2.4128 0.9494 -0.0559
0.6273 1.5241 -1.5241 -0.6044 0.6044 1.1988 -0.0407
0.5959 1.3717 -1.3717 -0.5439 0.5439 1.1002 -0.0436
0.5661 1.2345 -1.2345 -0.4895 0.4895 1.0038 -0.0462
0.5378 0.81 1.1111 -1.1111 -0.4406 0.4406 0.78 0.9097 -0.0486
0.5109 1.0000 -1.0000 -0.3965 0.3965 0.8180 -0.0508
0.5109 1.0000 -1.0000 -0.3965 0.3965
0.5109 1.0000 -1.0000 -0.3965 0.3965
0.6787 1.0000 2.0000 0.7931 0.7931
0.1144 1.0000 0.0000 0.0000 0.0000
0.5109 1.0000 -1.0000 -0.3965 0.3965
0.5109 1.0000 -1.0000 -0.3965 0.3965
0.1144 1.0000 0.0000 0.0000 0.0000
0.5109 1.0000 -1.0000 -0.3965 0.3965
0.1144 1.0000 0.0000 0.0000 0.0000
0.5109 1.0000 -1.0000 -0.3965 0.3965
0.5109 1.0000 -1.0000 -0.3965 0.3965
0.43 0.33
Holt Error Scaled Error Absolute MASE 0.1 Croston Actual Forecast Actual Forecast
Scaled Error Sizes sizes intervals intervals

2.0394 -0.0394 -0.0156 0.0156


1.8857 -1.8857 -0.7478 0.7478 0 2.0000 0.0000 2.0000
1.8400 -0.8400 -0.3331 0.3331 1 2.0000 2.0000 2.0000
1.6920 -1.6920 -0.6710 0.6710 0 1.9000 0.0000 2.0000
1.5996 9.4004 3.7277 3.7277 11 1.9000 2.0000 2.0000
1.4579 -1.4579 -0.5781 0.5781 0 2.8100 0.0000 2.0000
1.8971 -1.8971 -0.7523 0.7523 0 2.8100 0.0000 2.0000
1.7596 -1.7596 -0.6978 0.6978 0 2.8100 0.0000 2.0000
1.6246 -1.6246 -0.6442 0.6442 0 2.8100 0.0000 2.0000
1.4923 0.5077 0.2013 0.2013 2 2.8100 5.0000 2.0000
1.3629 -1.3629 -0.5404 0.5404 0 2.7290 0.0000 2.3000
1.3415 4.6585 1.8473 1.8473 6 2.7290 2.0000 2.3000
1.2178 1.7822 0.7067 0.7067 3 3.0561 1.0000 2.2700
1.4123 -1.4123 -0.5601 0.5601 0 3.0505 0.0000 2.1430
1.4510 -1.4510 -0.5754 0.5754 0 3.0505 0.0000 2.1430
1.3342 -1.3342 -0.5291 0.5291 0 3.0505 0.0000 2.1430
1.2199 -1.2199 -0.4837 0.4837 0 3.0505 0.0000 2.1430
1.1082 -1.1082 -0.4395 0.4395 0 3.0505 0.0000 2.1430
0.9993 6.0007 2.3796 2.3796 7 3.0505 6.0000 2.1430
0.8934 -0.8934 -0.3543 0.3543 0 3.4454 0.0000 2.5287
1.1581 -1.1581 -0.4592 0.4592 0 3.4454 0.0000 2.5287
1.0566 -1.0566 -0.4190 0.4190 0 3.4454 0.0000 2.5287
0.9576 -0.9576 -0.3797 0.3797 0.78 0 3.4454 0.0000 2.5287
0.8611 -0.8611 -0.3415 0.3415 0 3.4454 0.0000 2.5287
0.7673 -0.7673 -0.3043 0.3043 0 3.4454 0.0000 2.5287
0.7165 -0.7165 -0.2841 0.2841 0 3.4454 0.0000 2.5287
0.6658 2.3342 0.9256 0.9256 3 3.4454 8.0000 2.5287
0.6150 0.3850 0.1527 0.1527 1 3.4454 1.0000 2.5287
0.5642 -0.5642 -0.2238 0.2238 0 3.4454 0.0000 2.5287
0.5135 -0.5135 -0.2036 0.2036 0 3.4454 0.0000 2.5287
0.4627 0.5373 0.2131 0.2131 1 3.4454 3.0000 2.5287
0.4120 -0.4120 -0.1634 0.1634 0 3.4454 0.0000 2.5287
0.3612 0.6388 0.2533 0.2533 1 3.4454 2.0000 2.5287
0.3105 -0.3105 -0.1231 0.1231 0 3.4454 0.0000 2.5287
0.2597 -0.2597 -0.1030 0.1030 0 3.4454 0.0000 2.5287
0.27
Error Scaled Error Absolute MASE
forecasts Scaled Error

1.0000 -1.0000 -0.3966 0.3966


1.0000 0.0000 0.0000 0.0000
0.9500 -0.9500 -0.3767 0.3767
0.9500 10.0500 3.9853 3.9853
1.4050 -1.4050 -0.5572 0.5572
1.4050 -1.4050 -0.5572 0.5572
1.4050 -1.4050 -0.5572 0.5572
1.4050 -1.4050 -0.5572 0.5572
1.4050 0.5950 0.2359 0.2359
1.1865 -1.1865 -0.4705 0.4705
1.1865 4.8135 1.9088 1.9088
1.3463 1.6537 0.6558 0.6558
1.4235 -1.4235 -0.5645 0.5645
1.4235 -1.4235 -0.5645 0.5645
1.4235 -1.4235 -0.5645 0.5645
1.4235 -1.4235 -0.5645 0.5645
1.4235 -1.4235 -0.5645 0.5645
1.4235 5.5765 2.2114 2.2114
1.3625 -1.3625 -0.5403 0.5403
1.3625 -1.3625 -0.5403 0.5403
1.3625 -1.3625 -0.5403 0.5403
1.3625 -1.3625 -0.5403 0.5403 0.79
1.3625 -1.3625 -0.5403 0.5403
1.3625 -1.3625 -0.5403 0.5403
1.3625 -1.3625 -0.5403 0.5403
1.3625 1.6375 0.6493 0.6493
1.3625 -0.3625 -0.1438 0.1438
1.3625 -1.3625 -0.5403 0.5403
1.3625 -1.3625 -0.5403 0.5403
1.3625 -0.3625 -0.1438 0.1438
1.3625 -1.3625 -0.5403 0.5403
1.3625 -0.3625 -0.1438 0.1438
1.3625 -1.3625 -0.5403 0.5403
1.3625 -1.3625 -0.5403 0.5403
0.45

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