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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?
The text was updated successfully, but these errors were encountered:
// compute RMSE to be used in confidence interval computation
final double rmseValidation = ArimaSolver.computeRMSEValidation(
data, ForecastUtil.testSetPercentage, paramsXValidation);
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?
The text was updated successfully, but these errors were encountered: