cal_medianscaled: scale MASE and sMAPE by median

In seer: Feature-Based Forecast Model Selection

scale MASE and sMAPE by median

Description

Given a matrix of MASE and sMAPE for each forecasting method and scaled by median and take the mean of MASE-scaled by median and sMAPE-scaled by median as the forecast accuracy measure to identify the class labels

Usage

cal_medianscaled(x)

Arguments

x	output form the function fcast_accuracy, where the parameter accuracyFun = cal_m4measures

Value

a list with accuracy matrix, vector of arima models and vector of ets models the accuracy for each forecast-method is average of scaled-MASE and scaled-sMAPE. Median of MASE and sMAPE calculated based on forecast produced from different models for a given series.

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