{"id":140,"date":"2013-04-19T16:52:12","date_gmt":"2013-04-19T16:52:12","guid":{"rendered":"http:\/\/kourentzes.com\/forecasting\/?p=140"},"modified":"2016-08-15T06:19:05","modified_gmt":"2016-08-15T06:19:05","slug":"nemenyi-test","status":"publish","type":"post","link":"https:\/\/kourentzes.com\/forecasting\/2013\/04\/19\/nemenyi-test\/","title":{"rendered":"ANOM and Nemenyi tests"},"content":{"rendered":"<p>Code for the ANOM and Nemenyi tests for MatLab. Download <a href=\"http:\/\/kourentzes.com\/forecasting\/wp-content\/uploads\/2016\/08\/anom_nem_tests_matlab.zip\">here<\/a>.<\/p>\n<p>For a discussion of the two tests and the various ways to visualise the results look at this <a title=\"Statistical Significance of Forecasting Methods \u2013 an empirical evaluation of the robustness and interpretability of the MCB, ANOM and Friedman-Nemenyi Test\" href=\"http:\/\/kourentzes.com\/forecasting\/2012\/04\/19\/statistical-significance-of-forecasting-methods-an-empirical-evaluation-of-the-robustness-and-interpretability-of-the-mcb-anom-and-friedman-nemenyi-test\/\">post<\/a>.<\/p>\n<p>Here are some examples, using the M3 results:<\/p>\n<pre>&gt;&gt; anom(X,0.05,labels);\r\n<\/pre>\n<p><a href=\"http:\/\/kourentzes.com\/forecasting\/wp-content\/uploads\/2014\/04\/nemM.fig1_.png\"><img decoding=\"async\" loading=\"lazy\" class=\"size-full wp-image-255 aligncenter\" src=\"http:\/\/kourentzes.com\/forecasting\/wp-content\/uploads\/2014\/04\/nemM.fig1_.png\" alt=\"nemM.fig1\" width=\"350\" height=\"337\" \/><\/a><br \/>\nThe models in red are significantly better than the average (solid line).<\/p>\n<p>For the Nemenyi test:<\/p>\n<pre>&gt;&gt; nemenyi(X,1,'labels',labels,'colormap','hsv');\r\n<\/pre>\n<p><a href=\"http:\/\/kourentzes.com\/forecasting\/wp-content\/uploads\/2014\/04\/nemM.fig2_.png\"><img decoding=\"async\" loading=\"lazy\" class=\"size-full wp-image-256 aligncenter\" src=\"http:\/\/kourentzes.com\/forecasting\/wp-content\/uploads\/2014\/04\/nemM.fig2_.png\" alt=\"nemM.fig2\" width=\"350\" height=\"303\" srcset=\"https:\/\/kourentzes.com\/forecasting\/wp-content\/uploads\/2014\/04\/nemM.fig2_.png 449w, https:\/\/kourentzes.com\/forecasting\/wp-content\/uploads\/2014\/04\/nemM.fig2_-300x259.png 300w\" sizes=\"(max-width: 350px) 100vw, 350px\" \/><\/a><br \/>\nThere is no evidence of significant differences for models joined by the vertical lines. Depending on the model we are considering, different groups can be formed. The groups are identified using the mean rank of a model \u00b1 the critical distance.<br \/>\nThere are several plotting options coded for the the <em>nemenyi.m<\/em>. I have also put an option for changing the colourmap to better visualise the comparisons. A potentially useful option is to set:<\/p>\n<pre>&gt;&gt; nemenyi(X,1,'labels',labels,'colormap','omcb');\r\n<\/pre>\n<p>which gives you the MCB test with ordered models. These two tests use exactly the same statistic, although MCB compares only with the best model.<br \/>\n<a href=\"http:\/\/kourentzes.com\/forecasting\/wp-content\/uploads\/2014\/04\/nemM.fig3_.png\"><img decoding=\"async\" loading=\"lazy\" class=\"size-full wp-image-257 aligncenter\" src=\"http:\/\/kourentzes.com\/forecasting\/wp-content\/uploads\/2014\/04\/nemM.fig3_.png\" alt=\"nemM.fig3\" width=\"350\" height=\"303\" srcset=\"https:\/\/kourentzes.com\/forecasting\/wp-content\/uploads\/2014\/04\/nemM.fig3_.png 449w, https:\/\/kourentzes.com\/forecasting\/wp-content\/uploads\/2014\/04\/nemM.fig3_-300x259.png 300w\" sizes=\"(max-width: 350px) 100vw, 350px\" \/><\/a><\/p>\n<p>You may also be interested in this very nice visualisation of Nemenyi post-hoc test by Farshid Sepehrband available <a href=\"https:\/\/github.com\/sepehrband\/drawNemenyi\" target=\"_blank\">here<\/a>.<\/p>\n<div class=\"SPOSTARBUST-Related-Posts\"><H3>Related Posts<\/H3><ul class=\"entry-meta\"><li class=\"SPOSTARBUST-Related-Post\"><a title=\"Tutorial for the nnfor R package\" href=\"https:\/\/kourentzes.com\/forecasting\/2019\/01\/16\/tutorial-for-the-nnfor-r-package\/\" rel=\"bookmark\">Tutorial for the nnfor R package<\/a><\/li>\n<li class=\"SPOSTARBUST-Related-Post\"><a title=\"Update for nnfor: reuse and retrain models\" href=\"https:\/\/kourentzes.com\/forecasting\/2017\/12\/11\/update-for-nnfor-reuse-and-retrain-models\/\" rel=\"bookmark\">Update for nnfor: reuse and retrain models<\/a><\/li>\n<li class=\"SPOSTARBUST-Related-Post\"><a title=\"MAPAx example for R\" href=\"https:\/\/kourentzes.com\/forecasting\/2017\/11\/09\/mapax-example-for-r\/\" rel=\"bookmark\">MAPAx example for R<\/a><\/li>\n<\/ul><\/div><!-- AddThis Advanced Settings generic via filter on the_content --><!-- AddThis Share Buttons generic via filter on the_content -->","protected":false},"excerpt":{"rendered":"<p>Code for the ANOM and Nemenyi tests for MatLab. Download here. For a discussion of the two tests and the various ways to visualise the results look at this post. Here are some examples, using the M3 results: &gt;&gt; anom(X,0.05,labels); The models in red are significantly better than the average (solid line). For the Nemenyi\u2026 <span class=\"read-more\"><a href=\"https:\/\/kourentzes.com\/forecasting\/2013\/04\/19\/nemenyi-test\/\">Read More &raquo;<\/a><\/span><!-- AddThis Advanced Settings generic via filter on get_the_excerpt --><!-- AddThis Share Buttons generic via filter on get_the_excerpt --><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[11],"tags":[45,40,25],"_links":{"self":[{"href":"https:\/\/kourentzes.com\/forecasting\/wp-json\/wp\/v2\/posts\/140"}],"collection":[{"href":"https:\/\/kourentzes.com\/forecasting\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/kourentzes.com\/forecasting\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/kourentzes.com\/forecasting\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/kourentzes.com\/forecasting\/wp-json\/wp\/v2\/comments?post=140"}],"version-history":[{"count":0,"href":"https:\/\/kourentzes.com\/forecasting\/wp-json\/wp\/v2\/posts\/140\/revisions"}],"wp:attachment":[{"href":"https:\/\/kourentzes.com\/forecasting\/wp-json\/wp\/v2\/media?parent=140"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/kourentzes.com\/forecasting\/wp-json\/wp\/v2\/categories?post=140"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/kourentzes.com\/forecasting\/wp-json\/wp\/v2\/tags?post=140"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}<!-- WP Super Cache is installed but broken. 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