The Altair Community is migrating to a new platform to provide a better experience for you. The RapidMiner Community will merge with the Altair Community at the same time. In preparation for the migration, both communities are on read-only mode from July 15th - July 24th, 2024. Technical support via cases will continue to work as is. For any urgent requests from Students/Faculty members, please submit the form linked here.

Options

# "Forecasting Performance is not always Coefficient Correlation?"

Hi,

I am running some prediction models using neural network and I always use Forecasting Performance as an indicator for how good is my model using out of sample data and/or cross validation, and my interpretation for the Forecasting Performance number is that it is the same as Coefficient Correlation, but for my current exp. I am getting different number, as I managed to dump to the output results into excel sheet, and I measured the CC, I found it is 10% absolute better than the forecasting performance number!

I don't know if this is a bug or something?

Any tip experts?

Cheers,

-Ahmed

I am running some prediction models using neural network and I always use Forecasting Performance as an indicator for how good is my model using out of sample data and/or cross validation, and my interpretation for the Forecasting Performance number is that it is the same as Coefficient Correlation, but for my current exp. I am getting different number, as I managed to dump to the output results into excel sheet, and I measured the CC, I found it is 10% absolute better than the forecasting performance number!

I don't know if this is a bug or something?

Any tip experts?

Cheers,

-Ahmed

Tagged:

0

## Answers

5Contributor IIThanks,

Ahmed

2,531Unicornwhich operator are you referring to?

Greetings,

Sebastian

13Contributor IIAhmed emailed me about this question and I realized that I didn't have an answer either. What he wants to know is how does the Forecasting Operator, in the Time Series plugin, calculate its accuracy on the training data set. Is it MAPE? RMSE? etc.

Tom

5Contributor III am using the Forecasting Performance

It exists under Series -> Evaluation -> Performance

As I am using rapid Miner for my study, I was wondering if I can have some exploitation for this operator results. is it CC, MPE, RMSE..etc?

Thanks again,

Ahmed

2,531Unicornok, now I found the operator. Sorry, forgot to take a look in the time series extension. Here's the explanation given by Criterions description: Greetings,

Sebastian