The values of mean absolute deviation (MAD) and mean square error (MSE) depend on the measurement scale of the time-series data.

Question

Quizplus · Accepted Answer

MAD and MSE both depend on the measurement scale of the data because they involve calculating differences between observed values and a model, and the magnitude of these differences will vary based on the units used to measure the data. For example, if one time-series is measured in miles and another in kilometers, the absolute differences between their values will be different even if they are otherwise identical.

The Values of Mean Absolute Deviation (MAD) and Mean Square