Mean Absolute Error (MAE)

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Table of contents

1. Introduction
2. Method
2.1 ARIMA
2.2 Naïve Method
2.3 Neural Network
2.4 Akaike’s Information Criterion (AIC)
2.5 Residual Diagnostics
2.6 Cross-validation
2.7 Forecasting Accuracy Measures
2.8 Diebold-Mariano Test
3. Data
4. Results
4.1 One-step Forecasting
4.2 Multi-step Forecasting
5. Discussion
Bibliography