jdestefani/MEMTS: Multivariate Error Measures for Time Series forecasting

The package implements several multivariate error measures for time series forecasting. The error measures (MSE,MASE,MAPE,MASE,SMAPE,WAPE) are defined as a multivariate, aggregated version of their univariate counterpart.

Getting started

Package details

Maintainer
LicenseGPL-3 + file LICENSE
Version0.1.0.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("jdestefani/MEMTS")
jdestefani/MEMTS documentation built on Dec. 20, 2021, 10:04 p.m.