make_errors: Calculate forecast errors and percentage errors

In ahaeusser/tscv: Functions and utilities for tidy time series forecasting and time series cross-validation

Calculate forecast errors and percentage errors

Description

make_errors calculates the forecast errors (error) and percentage forecast errors (pct_error).

• series_id: Unique identifier for the time series as specified in context.

• model: Character value. The forecasting model.

• split: Integer value. The number of the train data split.

• horizon: The forecast horizon as integer.

• error: The forecast errors as numeric value.

• pct_error: The percentage forecast errors as numeric value.

Usage

make_errors(future_frame, main_frame, context)

Arguments

future_frame	A tibble containing the forecasts for the models, splits, etc.
main_frame	A tibble containing the actual values.
context	A named list with the identifiers for seried_id, value_id and index_id.

Value

error_frame is a tibble with forecast errors and percentage forecast errors.

ahaeusser/tscv documentation built on July 26, 2023, 3:18 p.m.