accuracy_mstl: Calculate accuracy based on MSTL

In seer: Feature-Based Forecast Model Selection

Calculate accuracy based on MSTL

Description

Calculate accuracy based on MSTL

Usage

accuracy_mstl(ts_info, function_name, length_out, mtd)

Arguments

ts_info	list containing training and test part of a time series
function_name	function to calculate the accuracy function, the arguments of this function should be forecast, training and test set of the time series
length_out	number of measures calculated by the function
mtd	Method to use for forecasting the seasonally adjusted series

Value

accuracy measure calculated based on multiple seasonal decomposition

seer documentation built on Oct. 1, 2022, 9:06 a.m.