smase: Seasonal Mean absolut scaled error (sMASE)
In yvesmauron/univariate-time-series-forecasting: Intelligent Algorithms to be Integrated in Business Intelligence solutions.

Seasonal Mean absolut scaled error (sMASE)

1	smase(y_true, y_pred, in_sample, frequency, ...)

`y_true`	actual value of time series
`y_pred`	predicted value of time series
`in_sample`	in sample (hystorical values) of time series
`frequency`	frequency of time series

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

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

yvesmauron/univariate-time-series-forecasting index

Note that we can't provide technical support on individual packages. You should contact the package authors for that.

Description