calculateGMRAEs: Geometric Mean Relative Absolute Error for the given data...
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 GMRAEs for the given data, diferent horizons and methods, the second one contains ranked list of the methods according to GMRAEs. Also the function plots GMRAEs for different hirizons and methods.

1	calculateGMRAEs(frame, benchmark_method, sort = FALSE)

`frame`	A data frame containing columns "actual", "forecast", "method" and "horizon".
`benchmark_method`	Name of method called for benchmark.
`sort`	logical. If TRUE the resulting list of GMRAEs dataframe and ranked dataframe of GMRAEs sorting by average value.

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

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

1 2	calculateGMRAEs(frame = FORAYearForecast, benchmark_method = "NAIVE2") calculateGMRAEs(frame = FORAYearForecast, benchmark_method = "NAIVE2", sort = TRUE)