Metrics for seasonal time series forecasting accuracy












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A time series $Y={1,0,1,0,1,0,1,0} $ is forecasted using two different algorithms. The results are
$A={0,1,0,1,0,1,0,1} $ and $ B={0,0,0,0,1,1,1,1}$. While my application would perform much better when applying forecast A since they are almost identical, the metrics I've looked into to measure forecast accuracy (MAE, RMSE) would rank the accuracy of forecast B higher.



Question: Is there a metric that would, so to speak, include the shift between values?






time-series







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    0












    $begingroup$


    A time series $Y={1,0,1,0,1,0,1,0} $ is forecasted using two different algorithms. The results are
    $A={0,1,0,1,0,1,0,1} $ and $ B={0,0,0,0,1,1,1,1}$. While my application would perform much better when applying forecast A since they are almost identical, the metrics I've looked into to measure forecast accuracy (MAE, RMSE) would rank the accuracy of forecast B higher.



    Question: Is there a metric that would, so to speak, include the shift between values?






    time-series







    share|cite|improve this question









    $endgroup$















      0












      0








      0


      1



      $begingroup$


      A time series $Y={1,0,1,0,1,0,1,0} $ is forecasted using two different algorithms. The results are
      $A={0,1,0,1,0,1,0,1} $ and $ B={0,0,0,0,1,1,1,1}$. While my application would perform much better when applying forecast A since they are almost identical, the metrics I've looked into to measure forecast accuracy (MAE, RMSE) would rank the accuracy of forecast B higher.



      Question: Is there a metric that would, so to speak, include the shift between values?






      time-series







      share|cite|improve this question









      $endgroup$




      A time series $Y={1,0,1,0,1,0,1,0} $ is forecasted using two different algorithms. The results are
      $A={0,1,0,1,0,1,0,1} $ and $ B={0,0,0,0,1,1,1,1}$. While my application would perform much better when applying forecast A since they are almost identical, the metrics I've looked into to measure forecast accuracy (MAE, RMSE) would rank the accuracy of forecast B higher.



      Question: Is there a metric that would, so to speak, include the shift between values?






      time-series




      time-series






      share|cite|improve this question













      share|cite|improve this question











      share|cite|improve this question




      share|cite|improve this question










      asked Jan 30 at 10:33









      cheesuscheesus

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