Description Usage Arguments Details Value Author(s) See Also Examples

This function implements some of the more used error metrics. These metrics are "sMAPE", "MAPE", "MAE", "MSE" and they respectively versions with median "sMdAPE", "MdAPE", "MdAE", "MdSE".

1 | ```
errorMetric(obs, forec, type="sAPE", statistic="M")
``` |

`obs` |
A vector or a matrix with the real values. |

`forec` |
A vector or a matrix with the estimated values. |

`type` |
The error type of "sAPE", "APE", "AE" and "SE". |

`statistic` |
The statistic to be returned. Use "M" or "Md" for return the mean or median of the errors. If "N" so a vector with all errors will be returned. |

The metric sMAPE is obtained using `type = "sAPE"`

and `statistic = "M"`

The metric sMdAPE is obtained using `type = "sAPE"`

and `statistic = "Md"`

The metric MAPE is obtained using `type = "APE"`

and `statistic = "M"`

The metric MdAPE is obtained using `type = "APE"`

and `statistic = "Md"`

The metric MAE is obtained using `type = "AE"`

and `statistic = "M"`

The metric MdAE is obtained using codetype = "AE" and `statistic = "Md"`

The metric MSE is obtained using `type = "SE"`

and `statistic = "M"`

The metric MdSE is obtained using `type = "SE"`

and `statistic = "Md"`

If `statistic="M"`

or `statistic="Md"`

it is returned the respectively error metric result.
If `statistic="N"`

so is returned a vector with all errors points according to the chosen error type.

Jose Augusto Fiorucci and Francisco Louzada

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | ```
##############################################################
y1 = 2+ 0.15*(1:20) + rnorm(20,2)
y2 = y1[20]+ 0.3*(1:30) + rnorm(30,2)
y = as.ts(c(y1,y2))
out <- dotm(y=as.ts(y[1:40]), h=10)
### sMAPE metric
errorMetric(obs=as.ts(y[41:50]), forec=out$mean)
### sMdAPE metric
errorMetric(obs=as.ts(y[41:50]), forec=out$mean, statistic = "Md")
### MASE metric
meanDiff1 = mean(abs(diff(as.ts(y[1:40]), lag = 1)))
errorMetric(obs=as.ts(y[41:50]), forec=out$mean, type = "AE", statistic = "M") / meanDiff1
``` |

forecTheta documentation built on May 29, 2017, 7:53 p.m.

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