acd: Absolute coverage difference (ACD)

In thfuchs/tsRNN: Time Series Forecasting using Recurrent Neural Networks by Keras

Description

Absolute coverage difference (ACD)

Usage

acd(actual, lower, upper, level)

Arguments

actual	actual values (Equivalent of upper/lower)
lower	lower bound of prediction interval
upper	upper bound of prediction interval
level	level used for prediction interval construction

Value

numeric vector of length 1

References

• Makridakis, S., Spiliotis, E., & Assimakopoulos, V. (2020). The M4 Competition: 100,000 time series and 61 forecasting methods. International Journal of Forecasting, 36(1), 54–74. https://doi.org/10.1016/j.ijforecast.2019.04.014

See Also

Other PI accuracy measures: smis()

thfuchs/tsRNN documentation built on April 17, 2021, 11:03 p.m.