Re: Time series: Comparing algorithms

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Thanks Eibe.

Regards,
Peter



On Fri, Jul 5, 2024 at 3:12=E2=80=AFAM Eibe Frank <[email protected]=
> wrote:

> As I said, it depends on your application. If you want to know the most
> accurate forecast for the exact point in time 10 years in the future, it
> will be different from the case where you want to minimize average error
> across all timesteps.
>
>
>
> Cheers,
>
> Eibe
>
>
>
> *From: *Peter holunaro <[email protected]>
> *Date: *Friday, 5 July 2024 at 1:54=E2=80=AFPM
> *To: *Weka machine learning workbench list. <[email protected]>
> *Subject: *[Wekalist] Re: Time series: Comparing algorithms
>
> Thank you Eibe for the fast response.
>
>
>
> In your opinion, in time series forecasting, when comparing 2 algorithms
> that forecast a certain time (e.g., 10 years), what is your approach to
> determine the best algorithm?
>
>
>
> Kind regards,
>
> Peter
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<div dir=3D"ltr">Thanks Eibe.<div><br></div><div>Regards,=C2=A0</div><div>P=
eter<br><div><br></div><div><br></div></div></div><br><div class=3D"gmail_q=
uote"><div dir=3D"ltr" class=3D"gmail_attr">On Fri, Jul 5, 2024 at 3:12=E2=
=80=AFAM Eibe Frank &lt;<a href=3D"mailto:[email protected]">eibe.fr=
[email protected]</a>&gt; wrote:<br></div><blockquote class=3D"gmail_quote"=
 style=3D"margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);p=
adding-left:1ex"><div class=3D"msg-6195603417513495192">





<div lang=3D"EN-NZ" style=3D"overflow-wrap: break-word;">
<div class=3D"m_-6195603417513495192WordSection1">
<p class=3D"MsoNormal"><span style=3D"font-size:11pt">As I said, it depends=
 on your application. If you want to know the most accurate forecast for th=
e exact point in time 10 years in the future, it will be different from the=
 case where
 you want to minimize average error across all timesteps. <u></u><u></u></s=
pan></p>
<p class=3D"MsoNormal"><span style=3D"font-size:11pt"><u></u>=C2=A0<u></u><=
/span></p>
<p class=3D"MsoNormal"><span style=3D"font-size:11pt">Cheers,<u></u><u></u>=
</span></p>
<p class=3D"MsoNormal"><span style=3D"font-size:11pt">Eibe<u></u><u></u></s=
pan></p>
<p class=3D"MsoNormal"><span style=3D"font-size:11pt"><u></u>=C2=A0<u></u><=
/span></p>
<div id=3D"m_-6195603417513495192mail-editor-reference-message-container">
<div>
<div style=3D"border-right:none;border-bottom:none;border-left:none;border-=
top:1pt solid rgb(181,196,223);padding:3pt 0cm 0cm">
<p class=3D"MsoNormal" style=3D"margin-bottom:12pt"><b><span style=3D"color=
:black">From:
</span></b><span style=3D"color:black">Peter holunaro &lt;<a href=3D"mailto=
:[email protected]" target=3D"_blank">[email protected]</a>&gt;=
<br>
<b>Date: </b>Friday, 5 July 2024 at 1:54</span><span style=3D"font-family:A=
rial,sans-serif;color:black">=E2=80=AF</span><span style=3D"color:black">PM=
<br>
<b>To: </b>Weka machine learning workbench list. &lt;<a href=3D"mailto:weka=
[email protected]" target=3D"_blank">[email protected]</a>&=
gt;<br>
<b>Subject: </b>[Wekalist] Re: Time series: Comparing algorithms<u></u><u><=
/u></span></p>
</div>
<div>
<div>
<p class=3D"MsoNormal"><span style=3D"font-size:13.5pt">Thank you Eibe for =
the fast response.=C2=A0</span><u></u><u></u></p>
</div>
<div>
<p class=3D"MsoNormal"><u></u>=C2=A0<u></u></p>
</div>
<div>
<p class=3D"MsoNormal"><span style=3D"font-size:13.5pt">In your opinion, in=
 time series forecasting, when comparing 2 algorithms that f</span><span st=
yle=3D"font-size:18pt">orecast a certain time (e.g., 10 years),=C2=A0what i=
s your approach to determine the best algorithm?=C2=A0=C2=A0</span><u></u><=
u></u></p>
</div>
<div>
<p class=3D"MsoNormal"><u></u>=C2=A0<u></u></p>
</div>
<div>
<p class=3D"MsoNormal"><span style=3D"font-size:13.5pt">Kind regards,</span=
><u></u><u></u></p>
</div>
<div>
<p class=3D"MsoNormal"><span style=3D"font-size:13.5pt">Peter</span><u></u>=
<u></u></p>
</div>
</div>
</div>
</div>
</div>
</div>

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