eval_performance: Evaluate Interpolation Performance of a Single Time Series

In castels/interpTools: Tools for the Systematic Testing of Interpolation Algorithms

Evaluate Interpolation Performance of a Single Time Series

Description

Subroutine of performance(). Function to define and store performance criteria for the comparison of a single interpolated series with its original. Vectors must be conforming in value, except at indices where missing observations have been interpolated.

Usage

eval_performance(x, X, gappyx, custom = NULL)

Arguments

x	numeric; The original time series vector.
X	numeric; The interpolated time series vector.
gappyx	numeric; The gappy time series vector. Gaps must be indicated by NA.
custom	character; A vector of names of user-defined functions used to calculate custom performance metrics (see details)

Details

The following is a description of the list of base performance metrics included in the returned object:

ID	Criterion	Optimal
......	...........	.........
1	pearson_r	max
2	r_squared	max
3	AD	min
4	MBE	min
5	ME	min
6	MAE	min
7	MRE	min
8	MARE	min
9	MAPE	min
10	SSE	min
11	MSE	min
12	RMS	min
13	NMSE	min
14	RE	max
15	RMSE	min
16	NRMSD	min
17	RMSS	min
18	MdAPE	min

Users can define and pass-in their own custom performance metric functions, but must adhere to the following rules:

• Inputs are limited to *ONLY* x (lowercase; the original time series) and X (uppercase; the interpolated time series)
  

• Output must be a single numeric value
  

Examples

 # User-defined functions to calculate a custom performance metric (see Details for rules)
 
 my_metric1 <- function(x,X){
 
  # Sum of original + interpolated values
  
  val <- x + X
  
  return(val) # return value must be a single numeric element
  
  }
  
 my_metric2 <- function(x,X){
 
  # Sum of index positions of interpolated values
 
  val <- sum(which(x != X))
 
  return(val) # return value must be a single numeric element
 
 } 
 
 # Implementing in eval_performance()
 
 eval_performance(x = x, X = X, gappyx = gappyx, custom = c("my_metric1", "my_metric2"))
 

castels/interpTools documentation built on June 7, 2024, 4:20 p.m.