MAXError: Maximal error of prediction

In TSPred: Functions for Benchmarking Time Series Prediction

Maximal error of prediction

Description

The function calculates the maximal error between actual and predicted values.

Usage

MAXError(actual, prediction)

Arguments

actual	A vector or univariate time series containing actual values for a time series that are to be compared against its respective predictions.
prediction	A vector or univariate time series containing time series predictions that are to be compared against the values in actual.

Value

A numeric value of the maximal error of prediction.

Author(s)

Rebecca Pontes Salles

See Also

sMAPE, MAPE

Examples

data(SantaFe.A,SantaFe.A.cont)
pred <- marimapred(SantaFe.A,n.ahead=100)
MAXError(SantaFe.A.cont[,1], pred)

TSPred documentation built on June 11, 2025, 1:07 a.m.