calculateMdAPE: MdAPE accuracy tables and plots

In forvis/forvision: Tools for forecast visualisation and evaluation

Description

Generates MdAPE accuracy tables and plots.

Usage

calculateMdAPE(af, sort = FALSE, digits = 3)

Arguments

af	dataframe containing forecast data formatted using the Actual and Forecast Table Schema (AFTS), use showAFTS() to display schema specification details.
sort	if TRUE, sorts accuracy results according to the average MdAPE rank across all available horizons.
digits	number of digits after the dot used to output MdAPE; if digits=NA, MdAPEs and ranks are not rounded.

Details

Calculates MdAPEs for each horizon and each method contained in af. Outputs accuracy tables and plots.

The input dataframe af can be created using createAFTS().

Value

a list with the following variables:

accuracy:

dataframe with accuracy table for MdAPE

rank:

dataframe with MdAPE ranks

plot:

ggplot2 object showing accuracy vs horizon for MdAPE

Author(s)

Cuong Sai, Andrey Davydenko, and Maxim Shcherbakov.

See Also

calculateMAPE, calculateAvgRelMAE, calculateSMAPE, calculateMASE

Examples

af <- createAFTS(example1_ts, example1_fc)
acc <- calculateMdAPE(af)
acc$accuracy
acc$rank
acc$plot

forvis/forvision documentation built on April 30, 2020, 3:28 a.m.