M. Ardakani, Omid; Ebrahimi, Nader; Soofi, Ehsan - 2018
provides a representation of the mean absolute error, but by basing ranking on the entire error distribution and divergence …, the SED moves beyond the traditional forecast evaluations. First, we establish connections between ranking forecast models … information theory and reliability. Notions and results are illustrated using various distributions for the error. The empirical …