Hi, I'm fairly new to SAS. I'm using Forecast Studio 12.1 for a Forecast Value Add analysis of another system's forecasts. I'd like to know how SAS forecasts the MAE for intermittent demand forecasts. For example, the Holdout MAE for one of my forecasts was 0, the forecast was 1 for all four cycles, and the holdout values were 0 2 0 2. By my calculation this means the MAE is 4, but the 0 is a better representation of how well the forecast is doing. What is the exact calculation for MAE that SAS is using? I'd like to use the same calculation for my other system. I think it is grouping together multiple weeks of demand into one "demand qty" for the forecast accuracy, but I'm not sure how it decides which weeks to group. Is it based on a forecast "demand frequency" or on the actual next demand? I've attached the SAS forecast studio guide definition of MAE.
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