msis: Mean Scaled interval score (MSIS)

In yvesmauron/univariate-time-series-forecasting: Intelligent Algorithms to be Integrated in Business Intelligence solutions.

Description

Mean Scaled interval score (MSIS)

Usage

msis(y_true, upper, lower, alpha, in_sample, frequency, ...)

Arguments

y_true	true values of forecasts
upper	upper bound
lower	lower bound
alpha	significance level
in_sample	in_sample data
frequency	frequency of data
...	additional parameters, not used

Value

Average MSIS

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