Questions about the MASE.
zezhishao opened this issue · 0 comments
zezhishao commented
In the MASE, I find that the shapes of in_sample
, out_sample
, and forecasting
should be time_o
or time_in
, instead of batch, time_i/o
.
Moreover, does the MASE follow the formulation in Section 2 of the paper? The current implementation seems utilize all historical data (instead of the data from 1~T
), and the denominator in current implementation does not include future data, i.e. data from T~T+H
?