Cumulative, MAD, and Signal

Tracking Signal

Tracking signal compares final cumulative error with MAD.

highlighted = computed this step

Signal Formula

Tracking signal divides final cumulative error by MAD.

tracking signal=final cumulative error/MAD\text{tracking signal}=\text{final cumulative error}/\text{MAD}
Tracking metricsThe final cumulative error, MAD, and tracking signal are exact.tracking metricsvaluefinal cumulative4MAD3/2tracking signal8/3

Signal Value

The exact tracking signal is 8/3.

4/3/2=8/34 / 3/2 = 8/3
Tracking signalThe chart shows cumulative error bars and exact summary metrics.cumulative error and signalMAD 3/2; tracking signal 8/3periodactualforecasterrorcumabs120182222222113132122-12142523242period 1cum 2period 2cum 3period 3cum 2period 4cum 4final cum4MAD3/2tracking signal8/3what-if MAD 1; tracking signal 2