A.5. Can you trust it
MAPE, RMSE, R², and the conditions that change the result
The measures of how well it fitted
How closely a forecast matched reality is measured five ways. These sometimes appear in the answer.
The same forecast measured five ways
actual forecast error
100 95 5
200 210 10
150 148 2
| Measure | Calculation | Result | Meaning |
|---|---|---|---|
| MSE | (5² + 10² + 2²) ÷ 3 | 43 | Squared units, so not intuitive |
| RMSE | √43 | 6.56 | "wrong by about 6.56 on average" |
| MAE | (5 + 10 + 2) ÷ 3 | 5.67 | "the average size of the error" |
| MAPE | (5% + 5% + 1.3%) ÷ 3 | 3.8% | "wrong by 3.8% on average" |
RMSE is larger than MAE. Squaring penalises large errors more heavily. A wide gap between the two is a sign that it was badly wrong a few times.
R² — how much is explained
R² = 0.95 explains 95% of the variation in the data
R² = 0.50 explains half
R² = 0.10 barely helps
| R² | Assessment |
|---|---|
| 0.9 and above | Very good |
| 0.7 to 0.9 | Good |
| 0.5 to 0.7 | Middling |
| Below 0.5 | Needs improvement — treat the result as indicative only |
Which one to look at
| What you want to know | Measure |
|---|---|
| Comparing against another metric | MAPE — being a percentage, it compares across different units |
| Avoiding large mistakes | RMSE — large errors are penalised heavily |
| The average size of the error | MAE |
| Whether the trend is explained | R² |
MAPE grows sharply when the actual value is close to zero, because the divisor shrinks. A MAPE of several hundred percent in the early hours, when there is almost no traffic, is not surprising. Look at RMSE in that case.
Six conditions that change the result
If any of the following applies, treat the result as indicative only.
① The evidence window is short
A time range of one hour means the calculation used a few dozen points. Forecasting is particularly weak over short windows.
→ Widen the range and ask again. Three days is the maximum.
② There was a deployment or an event in that window
Using a window where the trend was broken throws the projection off. In anomaly detection, such windows are flagged even though they are normal.
→ Ask again over a window that avoids it.
③ There is a gap in collection
Missing values make the calculation inaccurate. Check whether the chart has an empty stretch.
④ The value barely changes
If it is always the same, there is no basis for separating "normal" from "different." Correlation also fails to compute, or produces a meaningless value.
⑤ The metric combination does not fit
Custom Setup runs exactly what you chose. Combining two unrelated metrics still produces numbers (Chapter 305).
⑥ The wrong target was picked up
You may have entered the wrong value in the confirmation dialog, or the same name may exist in several places. Check the target name written in the answer first.
How much to trust what
| Result | Degree of trust |
|---|---|
| Queried values (metrics, table structures, raw logs) | Actually read from the source — high |
| Calculated results (correlation coefficients, forecast lines, anomalous windows) | Depends on the evidence window — check the six above |
| Interpretation and suggested actions | Indicative — always verify |
The further down, the more checking is needed. Read the evidence behind a number, and review any command before you run it.
Three habits for checking
- Expand
CogentAI's thoughtsabove the answer - Check that the charts and tables match the answer
- If it looks wrong, change the period and ask again — the same answer twice raises confidence
And the notice that is always shown
The notice always shown on screen is not a formality (Chapter 101). Read it once before running any command as given.
Next
- Criteria for reading results — Appendix: How to read the results
- How it is calculated — Appendix: How forecasts are calculated · Appendix: How anomalies are judged · Appendix: How correlation is measured
- Troubleshooting — When something goes wrong