cal_m4measures: Mean of MASE and sMAPE

In seer: Feature-Based Forecast Model Selection

Mean of MASE and sMAPE

Description

Calculate MASE and sMAPE for an individual time series

Usage

cal_m4measures(training, test, forecast)

Arguments

training	training period of a time series
test	test peiod of a time series
forecast	forecast obtained from a fitted to the training period

Value

returns a single value: mean on MASE and sMAPE

Author(s)

Thiyanga Talagala

Examples

require(Mcomp)
require(magrittr)
ts <- Mcomp::M3[[1]]$x
fcast_arima <- auto.arima(ts) %>% forecast(h=6)
cal_m4measures(M3[[1]]$x, M3[[1]]$xx, fcast_arima$mean)

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