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Questions about the MASE. #19

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zezhishao opened this issue Dec 11, 2023 · 0 comments
Open

Questions about the MASE. #19

zezhishao opened this issue Dec 11, 2023 · 0 comments

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@zezhishao
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zezhishao commented Dec 11, 2023

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?

@zezhishao zezhishao changed the title Inaccurate code comments. Questions about the MASE. Dec 11, 2023
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