The best Side of mstl

The best Side of mstl

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It does this by comparing the prediction glitches of The 2 types around a specific time period. The exam checks the null hypothesis the two models hold the same general performance on typical, versus the alternative that they do not. If your test statistic exceeds a essential benefit, we reject the null speculation, indicating that the difference inside the forecast precision is statistically sizeable.

A solitary linear layer is adequately sturdy to product and forecast time collection info furnished it's been correctly decomposed. Hence, we allocated only check here one linear layer for each part Within this research.

, is an extension with the Gaussian random walk system, through which, at every time, we could have a Gaussian stage which has a probability of p or stay in the same condition which has a probability of 1 ??p

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