calculateAvgRelMAEs: Average Relative Mean Absolute Error for the given data from...
In svcuonghvktqs/FORA: A package for time sereis forecast accuracy evaluation

Description Usage Arguments Value Author(s) References See Also Examples

This function calculates and returns list of two dataframes, where the first data frame contains AvgRelMAEs for the given data, diferent horizons and methods, the second one contains ranked dataframe of the methods according to AvgRelMAEs. Also the function plots AvgRelMAEs for different hirizons and methods.

1	calculateAvgRelMAEs(frame, frame2, sort = FALSE)

`frame`	A data frame containing columns "seies_id", "actual", "forecast", "method", and "horizon".
`frame2`	A data frame containing observations of each time series (containing columns named "series_id" and "value").
`sort`	logical. If TRUE the resulting list of AvgRelMAEs dataframe and ranked dataframe of AvgRelMAEs sorting by average value.

calculateAvgRelMAEs function calculates and returns list of two dataframes, where the first data frame contains AvgRelMAEs for the given data, diferent horizons and methods, the second one contains ranked dataframe of the methods according to AvgRelMAEs. Also the function plots AvgRelMAEs for different horizons and methods.

Sai Van Cuong, Maixm Shcherbakov and Andrey Davydenko

Andrey Davydenko, Robert Fildes (2015) Volume title: Forecast Error Measures: Critical Review and Practical Recommendations. https://www.researchgate.net/publication/284947381_Forecast_Error_Measures_Critical_Review_and_Practical_Recommendations.

Chao Chen, Jamie Twycross, Jonathan M. Garibaldi (2017) Volume title: A new accuracy measure based on bounded relative error for time series forecasting. http://journals.plos.org/plosone/article?id=10.1371/journal.pone.0174202.

MV Shcherbakov, A Brebels, NL Shcherbakova (2013) Volume title: Information Technologies in Modern Industry, Education & Society. https://www.researchgate.net/publication/281718517_A_survey_of_forecast_error_measures. http://eva.fcea.edu.uy/pluginfile.php/109034/mod_resource/content/0/2006_Hyndman_Predicc.pdf.

calculateGMAPEs, calculateGMRAEs, calculateMAD_MEAN_ratio, calculateMAEs, calculateMAPEs, calculateMASEs, calculateMdAPEs, calculateMPEs, calculateMSEs, calculatePB_MAEs, calculateRMSEs, calculateSMAPEs, calculateSMdAPEs.

1 2	calculateAvgRelMAEs(frame = FORAYearForecast, frame2 = FORAYearSeries) calculateAvgRelMAEs(frame = FORAYearForecast, frame2 = FORAYearSeries, sort = TRUE)