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 PB_MAEs for the given data, diferent horizons and methods, the second one contains ranked list of the methods according to PB_MAEs. Also the function plots PB_MAEs for different hirizons and methods.
1 | calculatePB_MAEs(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 "series_id" and "value"). |
sort |
logical. If TRUE the resulting list of MSEs dataframe and ranked dataframe of MSEs sorting by average value. |
calculatePB_MAEs
function calculates and returns list of two dataframes,
where the first data frame contains PB_MAEs for the given data, diferent horizons and methods,
the second one contains ranked dataframe of the methods according to PB_MAEs.
Also the function plots PB_MAEs 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.
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.
calculateAvgRelMAEs
, calculateGMAPEs
, calculateGMRAEs
, calculateMAD_MEAN_ratio
,
calculateMAEs
, calculateMAPEs
, calculateMASEs
, calculateMdAPEs
,
calculateMPEs
, calculateMSEs
, calculateRMSEs
, calculateSMAPEs
,
calculateSMdAPEs
.
1 2 | calculatePB_MAEs(frame = FORAYearForecast, frame2 = FORAYearSeries)
calculatePB_MAEs(frame = FORAYearForecast, frame2 = FORAYearSeries, sort = TRUE)
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