Description Usage Arguments Value Author(s) References Examples
This function is to provide performance indicators by using eight different accuracy measures including a new measure UMBRAE.
1 | fuzzyr.accuracy(f, y, f.ref = 0, scale.mase = NULL)
|
f |
A vector of forecasting values produced by a model to be evaluated. |
y |
A vector of observed values. |
f.ref |
A vector of forecasting values produced by a benchmark method to be compared. |
scale.mase |
A single value which is the scaling factor of the measure MASE. |
A vector of results by each measure.
Chao Chen
[1] C. Chen, J. Twycross, and J. M. Garibaldi, “A new accuracy measure based on bounded relative error for time series forecasting,” PLOS ONE, vol. 12, no. 3, pp. 1–23, 2017.
doi: 10.1371/journal.pone.0174202
1 2 3 | f <- rnorm(10)
y <- rnorm(10)
fuzzyr.accuracy(f, y)
|
MAE RMSE MASE MRAE GMRAE MAPE sMAPE
1.347990 1.684060 NA 2.134427 1.486648 213.442676 151.191619
uMbRAE
1.384971
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