Hi, I have tried the intermittent models (Croston....
# statsforecastn
Nasreddine D
07/26/2023, 5:55 PMHi, I have tried the intermittent models (Croston...) and it seems they forecast straight lines. I'va also seen it in your tutorial. Is it the normal behaviour? Thank you
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Mariana Menchero
07/26/2023, 6:31 PMHi @Nasreddine D yes, that is the usual behavior of most of the intermittent methods.
Mariana Menchero
07/26/2023, 6:34 PMIf you need something different to that, check the hierarchical forecast with non-intermittent methods for the upper levels. This can result in more variability (this assuming that your data has a hierarchical structure)
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Nasreddine D
07/26/2023, 6:36 PMThank you Mariana, I will check that.
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Max (Nixtla)
07/26/2023, 6:38 PMYes, this is normal and expected. Often flat lines are better than nice looking curves. The visual appeal of a generated forecast or the possibility of such a forecast to happen in general are not good criteria to judge forecasts. This is a common theme.
Check this https://link.springer.com/article/10.1007/s10618-022-00894-5
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Nasreddine D
07/26/2023, 6:39 PMThank you Max, I compared it with an autoArima which had a better RMSE.
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Max (Nixtla)
07/26/2023, 6:53 PMNice!!! 🙂
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marah othman
07/31/2023, 2:10 PMso what is the best method to evaluate performance for model is it the mse and mae ? or there is something else ?
@Max (Nixtla)
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