RMdSPE: RMdSPE - Root Median Squared Percentage Error

In jdestefani/UEMTS: Univariate Error Measures for Time Series forecasting

Description

RMdSPE = √{ median(100 ((y_t - y_hat_t)/(y_t))^2)}

Usage

RMdSPE(y, y_hat)

Arguments

y	True values of the time series
y_hat	Forecasted values of the time series

Value

RMdSPE value

References

Hyndman, R. J., & Koehler, A. B. (2006). Another look at measures of forecast accuracy. International journal of forecasting, 22(4), 679-688.

Examples

y <- AirPassengers
splitting_point <- round(2*length(y)/3)
y_train <- y[1:splitting_point]
h <- 5
y_test <- y[(splitting_point+1):(splitting_point+h)]
y_hat_naive <- rep(tail(y_train,1),h)
result <- RMdSPE(y_test,y_hat_naive)

jdestefani/UEMTS documentation built on Dec. 20, 2021, 10:05 p.m.