mase: Mean absolut scaled error (MASE)

Description Usage Arguments Value

View source: R/ts_accuracy.R

Description

Mean absolut scaled error (MASE)

Usage

1
mase(y_true, y_pred, in_sample, ...)

Arguments

y_true

actual value of time series

y_pred

predicted value of time series

in_sample

in sample (hystorical values) of time series

Value

Returns mean of the absolute differences scaled by the mean in-sample error of naive


yvesmauron/univariate-time-series-forecasting documentation built on March 2, 2020, 12:20 a.m.