smooth.acc: Accuracy measures for smoothing results.

In ammarsahab/smoothCV: Wrappers and parameter optimization for time series smoothing methods

Accuracy measures for smoothing results.

Description

Accuracy measures for smoothing results.

Usage

smooth.acc(smoothresult, againstself = T, testset)

Arguments

smoothresult	An object from the output of dma.dt, sma.dt, or esWrapper
againstself	Whether to test forecast accuracy against the training set or a testing set
testset	A set of univariate time series data. Can be a vector (type double) or a data.table.

Value

A data.table containing MSE and MAPE of the inputted smoothing method.

Examples

smooth.acc(sma.dt(crudenow$close,5,nahead=10), againstself=F, crudetest$close)
smooth.acc(es.Wrapper(crudenow$close, HoltWinters(crudenow$close, alpha=0.5, beta=0.5, gamma=F), nahead=10),againstself=T)

ammarsahab/smoothCV documentation built on April 18, 2022, 4:39 p.m.