Concepedia

Root Mean Squared Forecast Error

Root Mean Squared Forecast Error is a forecast evaluation metric that quantifies the average magnitude of forecast errors by taking the square root of the mean squared differences between predicted and actual values, thereby emphasizing larger errors through squaring.

223

Publications

9.2K

Citations

605

Authors

337

Institutions

Publications per year

2017–2026

96

Variants

Rmsfe

Parents

Publications

223

Economic Forecast Evaluation: Profits versus the Conventional Error Measures

Gordon Leitch, J. Ernest Tanner · American Economic Review · 1991 · 462 citations

, , +17

On the limitations of comparing mean square forecast errors

Michael P. Clements, David F. Hendry · Journal of Forecasting · 1993 · 398 citations

, , +14

Macroeconomic forecasting and structural change

Antonello D’Agostino, Luca Gambetti, Domenico Giannone · Journal of Applied Econometrics · 2011 · 378 citations

, , +16

Forecasting Error Calculation with Mean Absolute Deviation and Mean Absolute Percentage Error

Ummul Khair, Hasanul Fahmi, Sarudin Al Hakim et al. · Journal of Physics Conference Series · 2017 · 314 citations · Full text

, , +15

Load Forecasting Techniques for Power System: Research Challenges and Survey

Naqash Ahmad, Yazeed Yasin Ghadi, Muhammad Adnan et al. · IEEE Access · 2022 · 298 citations · Full text

, , +13

1–5 of 223

Authors

605

  1. JR
    Jan R. Magnus

    Tilburg University, Netherlands

    3 publications · 89 citations

    3

    h-index

  2. PM
    Paras Mandal

    The University of Texas at El Paso, United States

    3 publications · 162 citations

    3

    h-index

  3. BP
    Bahram Pesaran

    Bank of England, United Kingdom

    3 publications · 89 citations

    3

    h-index

  4. AK
    Anurag K. Srivastava

    Washington State University, United States

    3 publications · 162 citations

    3

    h-index

  5. PP
    Pablo Pincheira

    Adolfo Ibáñez University, Chile

    3 publications · 38 citations

    3

    h-index

1–5 of 605

Institutions

337

  1. Federal Reserve Board of Governors

    Washington D.C., United States

    6 h-index

    9 publications

    410 citations

  2. University of Chicago

    Chicago, United States

    5 h-index

    5 publications

    150 citations

  3. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    5 h-index

    8 publications

    321 citations

  4. Federal Reserve

    Washington D.C., United States

    5 h-index

    8 publications

    354 citations

  5. University of Tasmania

    Hobart, Australia

    3 h-index

    5 publications

    134 citations

  6. University of Southern California

    Los Angeles, United States

    3 h-index

    4 publications

    144 citations

  7. Centre for Economic Policy Research

    London, United Kingdom

    3 h-index

    3 publications

    434 citations

  8. Tinbergen Institute

    Rotterdam, The Netherlands

    3 h-index

    4 publications

    160 citations

1–8 of 337

Venues

  1. Journal of Forecasting

    11 publications · 760 citations

    11

    h-index

  2. SSRN Electronic Journal

    Repository · 10 publications · 243 citations

    10

    h-index

  3. Monthly Weather Review

    4 publications · 140 citations

    4

    h-index

  4. International Journal of Forecasting

    4 publications · 71 citations

    4

    h-index

  5. Journal of Econometrics

    4 publications · 136 citations

    4

    h-index

1–5