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Metric

https://otexts.com/fpp2/accuracy.html

  • (MAE) mean absolute error

  • (RMSE) root mean squared error

  • (MAPE) mean absolute percentage error: not good when value is close to zero

  • (MAAPE) mean arctangent absolute percentage error : not consistent with the other metrics, why???

For a combination of parameters, if a metric has different patterns compared to the other metrics, it's not consistent and should not be used. For example, all other metrics show a min for a specific combination of parameters but that metric does not show a min.