smape: symmetric Mean Absolute Percentage Error (sMAPE)

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

Description

symmetric Mean Absolute Percentage Error (sMAPE)

Usage

smape(actual, forecast)

Arguments

actual	actual values (Equivalent of forecast)
forecast	predicted values

Value

numeric vector of length 1

References

• Svetunkov, I., Sagaert, Y. R. (2020). greybox: Toolbox for Model Building and Forecasting. https://cran.r-project.org/package=greybox

• 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 PF accuracy measures: mape(), mase()

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