https://mstl.org/ Things To Know Before You Buy

https://mstl.org/ Things To Know Before You Buy

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It does this by comparing the prediction problems of the two models in excess of a certain period of time. The test checks the null hypothesis which the two versions contain the very same efficiency on average, in opposition to the choice that they do not. Should the check statistic exceeds a significant value, we reject the null hypothesis, indicating that the primary difference within the forecast accuracy is statistically sizeable.

We are going to have an interest in OperationalLessIndustrial that is the electrical power desire excluding the desire from selected superior energy industrial customers. We will resample the data to hourly and filter the info to exactly the same time period as original MSTL paper [1] that's the primary 149 days in the yr 2012.

We produce a time series with hourly frequency which has a daily and weekly seasonality which adhere to a sine wave. We reveal a far more actual environment example afterwards in the notebook.

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