MAPE: Median Absolute Prediction Error
In simts: Time Series Analysis Tools
MAPE R Documentation
Median Absolute Prediction Error
Description
This function calculates Median Absolute Prediction Error (MAPE), which assesses
the prediction performance with respect to point forecasts of a given model.
It is calculated based on one-step ahead prediction and reforecasting.
Usage
MAPE(model, Xt, start = 0.8, plot = TRUE)
Arguments
model
A time series model.
Xt
A vector of time series data.
start
A numeric indicating the starting proportion of the data
that is used for prediction.
plot
A boolean indicating whether a model accuracy plot based
on MAPE is returned or not.
Value
The MAPE calculated based on one-step ahead prediction and reforecasting
is returned along with its standard deviation.
Author(s)
Stéphane Guerrier and Yuming Zhang
simts documentation built on Aug. 31, 2023, 5:07 p.m.
R Package Documentation
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| MAPE | R Documentation |
Median Absolute Prediction Error
Description
This function calculates Median Absolute Prediction Error (MAPE), which assesses the prediction performance with respect to point forecasts of a given model. It is calculated based on one-step ahead prediction and reforecasting.
Usage
MAPE(model, Xt, start = 0.8, plot = TRUE)
Arguments
model |
A time series model. |
Xt |
A |
start |
A |
plot |
A |
Value
The MAPE calculated based on one-step ahead prediction and reforecasting is returned along with its standard deviation.
Author(s)
Stéphane Guerrier and Yuming Zhang
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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