The best Side of mstl

The best Side of mstl

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It does this by comparing the prediction mistakes of the two products in excess of a certain period of time. The test checks the null hypothesis which the two designs provide the exact functionality on average, from the choice that they do not. If the check statistic exceeds a critical value, we reject the null hypothesis, indicating that the real difference in the forecast accuracy is statistically major.

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We develop a time series with hourly frequency that has a each day and weekly seasonality which comply with a sine wave. We show a far more authentic planet example more info afterwards inside the notebook.

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