A major difference between forecast accuracy measures MAD and MSE is that MAD is influenced much more by large forecast errors than by small errors.

Name: A major difference between forecast accuracy measures MAD and MSE is that MAD is influenced much more by large forecast errors than by small errors.
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Question

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MAD (Mean Absolute Deviation) treats all errors equally by averaging their absolute values, while MSE (Mean Squared Error) gives more weight to larger errors due to squaring the differences.

A Major Difference Between Forecast Accuracy Measures MAD and MSE