performance: Performance measure for a predicted set of values.

In cugliari/enercast: Electrical energy forecast tools

Description

Performance measure for a predicted set of values.

Usage

performance(y, yhat, measure = "rmse")

Arguments

y	vector of observed load
yhat	vector of predicted load
measure	rmse Root Mean Square Error: rmse(y,\hat{y})=√{\frac{1}{N}∑\limits_{t=1}^N (y_t - \hat{y}_t)^2} mape Mean Absolute Percentage Error: mape(y,\hat{y})=\frac{1}{N}∑\limits_{t=1}^N \frac{|y_t - \hat{y}_t|}{|y_t|} mae Mean Absolute Error: mae(y,\hat{y}) =\frac{1}{N}∑\limits_{t=1}^N |y_t - \hat{y}_t| pdad Promedio de Desviacion Absoluta de la Demanda: pdad(y,\hat{y})=\frac{1}{N}∑\limits_{t=1}^N \frac{|y_t - \hat{y}_t|}{\hat{y}}*100

Value

single value

Author(s)

Jairo Cugliari, Andres Castrillejo, Fernando Massa, Ignacio Ramirez

References

Hyndman, R.J. and Athanasopoulos, G. 2014 Forecasting: principles and practice. OTexts.

Examples

performance(rep(0, 10), rnorm(10))

cugliari/enercast documentation built on Sept. 15, 2019, 10:13 a.m.