时间序列预测误差_时间序列-误差指标

时间序列预测误差

时间序列-误差指标 (Time Series - Error Metrics)

It is important for us to quantify the performance of a model to use it as a feedback and comparison. In this tutorial we have used one of the most popular error metric root mean squared error. There are various other error metrics available. This chapter discusses them in brief.

对我们来说，量化模型的性能以将其用作反馈和比较非常重要。 在本教程中，我们使用了最流行的误差度量均方根误差之一。 还有其他各种错误度量标准。 本章简要讨论它们。

均方误差 (Mean Square Error)

It is the average of square of difference between the predicted values and true values. Sklearn provides it as a function