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 GMAPEs for the given data, diferent horizons and methods, the second one contains ranked list of the methods according to GMAPEs. Also the function plots GMAPEs for different hirizons and methods.
1 |
frame |
A data frame containing columns "actual", "forecast", "method" and "horizon". |
sort |
logical. If TRUE the resulting list of GMAPEs dataframe and ranked dataframe of GMAPEs sorting by average value. |
calculateGMAPEs
function calculates and returns list of two dataframes,
where the first data frame contains GMAPEs for the given data, diferent horizons and methods,
the second one contains ranked dataframe of the methods according to GMAPEs.
Also the function plots GMAPEs for different hirizons and methods.
Sai Van Cuong, Maixm Shcherbakov and Andrey Davydenko
Rob J. Hyndman, Anne B. Koehler (2006) Volume title: "International Journal of Forecasting". Chapter title: Another look at measures of forecast accuracy. Chapter pages : (p.679-688). http://eva.fcea.edu.uy/pluginfile.php/109034/mod_resource/content/0/2006_Hyndman_Predicc.pdf.
calculateAvgRelMAEs
, calculateGMRAEs
, calculateMAD_MEAN_ratio
,
calculateMAEs
, calculateMAPEs
, calculateMASEs
, calculateMdAPEs
,
calculateMPEs
, calculateMSEs
, calculatePB_MAEs
, calculateRMSEs
,
calculateSMAPEs
, calculateSMdAPEs
.
1 2 3 4 5 6 | calculateGMAPEs(frame = FORAYearForecast)
calculateGMAPEs(frame = FORAYearForecast, sort = TRUE)
data1 <- subset(FORAYearForecast, actual >= 5000| forecast < 8000)
data2 <- FORAYearForecast[1:300,]
calculateGMAPEs(frame = data1, sort = TRUE)
calculateGMAPEs(frame = data2, sort = TRUE)
|
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