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The mase is especially well suited for time series predictions. Mean absolute scaled error (mase) in forecasting in time series forecasting, mean absolute scaled error (mase) is a measure for determining the effectiveness of. In this case the mase is the mean absolute error divided by the mean absolute deviation.

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This note supports their claim by showing that the mase nicely fits within the standard statistical procedures to test equal forecast accuracy initiated in diebold and mariano (1995).

It can be used to compare forecast methods on a single series and also to compare forecast accuracy between series.

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