README.md

In jdestefani/MEMTS: Multivariate Error Measures for Time Series forecasting

MEMTS

R package implementing 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. The considered error measures are discussed in detail in the paper: Hyndman, R. J., & Koehler, A. B. (2006). Another look at measures of forecast accuracy. International journal of forecasting, 22(4), 679-688.

How to Install

The preferred way to install this package is using devtools:

devtools::install_github("jdestefani/MEMTS", upgrade_dependencies = FALSE)

Overview

To see the full list of exported functions:

library("MEMTS")
ls("package:MEMTS")

jdestefani/MEMTS documentation built on Dec. 20, 2021, 10:04 p.m.