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From: Nils Tobias on 10 Jun 2010 16:00
Hi Community,

at the moment I'm working on a project to evaluate the quality of forecasts and I was wondering if there's something similar to the verification package for weather forecast (Forecast verification utilities for R, http://cran.r-project.org/web/packages/verification/) but for Matlab?

I want to assess the quality of a single point forecast (if there is anything for probablistic forecasting I'm also interested) using measures like MAPE, RMSE, Theil's U, hit rate, correlation or any other measure like Brier score or Prognostic Horizon.

If there is anything that compares real values with prognostic values from a model and tries to measure the quality of the forecast performance I'd be happy to get a hint where to find.

Thanks in advance
Nils
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