R/sMAPE.R

In TSPred: Functions for Benchmarking Time Series Prediction

#' sMAPE error of prediction 
#' 
#' The function calculates the sMAPE error between actual and predicted values.
#' 
#' 
#' 
#' @param actual A vector or univariate time series containing actual values
#' for a time series that are to be compared against its respective
#' predictions. 
#' @param prediction A vector or univariate time series containing time series
#' predictions that are to be compared against the values in \code{actual}. %%
#' ~~Describe \code{forecast} here~~
#' @return A numeric value of the sMAPE error of prediction.
#' @author Rebecca Pontes Salles 
#' @seealso \code{\link{MAPE}}, \code{\link{MSE}}, \code{\link{NMSE}},
#' \code{\link{MAXError}} ~
#' @references Z. Chen and Y. Yang, 2004, Assessing forecast accuracy measures,
#' Preprint Series, n. 2004-2010, p. 2004-10.  %% ~put references to the
#' literature/web site here ~
#' @keywords SMAPE prediction error
#' @examples
#' 
#' data(SantaFe.A,SantaFe.A.cont)
#' pred <- marimapred(SantaFe.A,n.ahead=100)
#' sMAPE(SantaFe.A.cont[,1], pred)
#' 
#' @export sMAPE
sMAPE <-
function(actual, prediction) {
  if (length(actual) != length(prediction)) stop("actual and prediction have different lengths")
  
  n <- length(actual)
  
  res <- (1/n) * sum(abs(actual-prediction) / ((abs(actual)+abs(prediction))/2))
  res
}