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How does RMSE get calculated? #17

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alexkokorin2 opened this issue May 25, 2018 · 1 comment
Closed

How does RMSE get calculated? #17

alexkokorin2 opened this issue May 25, 2018 · 1 comment

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@alexkokorin2
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My understanding is that it should be get calculated on a validation set but this model forecasts values for the future (I don't provide a true 'future' values to calculated RMSE on), so how do we get that RMSE error?

@alexkokorin2
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// compute RMSE to be used in confidence interval computation
            final double rmseValidation = ArimaSolver.computeRMSEValidation(
                data, ForecastUtil.testSetPercentage, paramsXValidation);

Found this piece of code, close the issue.

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