Generates MASE accuracy tables and plots.
dataframe containing time series actuals needed to calculate the benchmark MAE
for each time series, this dataframe needs to be formatted using the Time Series Table
Schema (TSTS), use
dataframe containing forecast data formatted using the Actual and Forecast Table
Schema (AFTS), use
if TRUE, sorts accuracy results according to the average MASE rank across all available horizons.
number of digits after the dot used to output MASE; if digits=NA, MASEs and ranks are not rounded.
Calculates MASEs for each horizon and each method contained in
Outputs accuracy tables and plots.
The input dataframe
af can be created using
a list with the following variables:
dataframe with accuracy table for MASE
dataframe with MASE ranks
ggplot2 object showing accuracy vs horizon for MASE
Cuong Sai, Andrey Davydenko, and Maxim Shcherbakov.
Hyndman, R.J. and Koehler, A.B. (2006). Another look at measures of forecast accuracy. International Journal of Forecasting, 22(4), 679-688.
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