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Use of MAPE #7

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pranithsrujanroy opened this issue May 5, 2019 · 0 comments
Open

Use of MAPE #7

pranithsrujanroy opened this issue May 5, 2019 · 0 comments

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@pranithsrujanroy
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Can this be updated with MAPE metrics, because as I see from the graph the reported RMSE doesn't seem to provide much insights. And as seen from this paper ARIMA doesn't work well. Most stocks in BSE are capped at 5% high or low for a day and with that in mind a model with a MAPE of greater than that value isn't of much help.

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