tsmetrics: Performance Metrics

In tsmodels/tsvets: Vector ETS Models

Performance Metrics

Description

Performance metrics from an estimated or predicted tsvets model.

Usage

## S3 method for class 'tsvets.predict'
tsmetrics(object, actual, weights = NULL, alpha = 0.1, ...)

## S3 method for class 'tsvets.estimate'
tsmetrics(object, weights = NULL, ...)

Arguments

object	an object of class “tsvets.estimate” or “tsvets.predict”
actual	the actual data matched to the dates of the forecasts.
weights	a vector of series importance weights (which sum to 1), used in generating weighted performance metrics.
alpha	the coverage level for distributional forecast metrics.
...	not currently used.

tsmodels/tsvets documentation built on June 13, 2022, 2:14 p.m.