Re: How to Use Model Metrics to Gauge Uncertainty
ngo.phil@...
1. Correct  autocorr_resid is rho 2. The value of n should be 365, that is correct. It sounds like you have the right idea for m as well (i.e, if you have 30 daily predictions and want to know the uncertainty of the sum of those thirty predictions, m should be 30) with a slight caveat that CalTRACK suggests handling these calculations using a polynomial correction using experimentally derived coefficients. See section 4.3, http://docs.caltrack.org/en/latest/methods.html#section4aggregation. In that case, there is also an M (capitalized) to keep track of, which is the number of months (regardless of frequency  which is taken into account by using different coefficients for daily and monthly billing data.)
On Wed, Mar 4, 2020 at 3:01 PM Si Chen <sichen@...> wrote:

