err: Forecast error calculations

In LTAR: Tensor Forecasting Functions

Forecast error calculations

Description

Determines the Frobenius norm between true tensor and the actual tensor.

Usage

err(true_tensor, forecast_tensor)

Arguments

true_tensor	: The true tensor from the test set.
forecast_tensor	: The predicted values from LTARpred()

Value

Error: The Frobenius norm between the actual and predictor tensor slices at each forecast step.

Author(s)

Kyle Caudle

Randy Hoover

Jackson Cates

Examples

require(rTensor)
data(tensor)
tnsr <- as.tensor(tensor)
tensorTest <- tnsr[,1:2,]
tensorTrain <- tnsr[,3:2000,]
forecast <- LTARpred(p=5,tensorTrain,h=2)
predTensor <- forecast$ypred
errors <- err(tensorTest,predTensor)
errors

LTAR documentation built on Aug. 22, 2023, 1:08 a.m.