Calculate MASE and sMAPE for an individual time series

cal_m4measures(training, test, forecast)

Arguments

training

training period of a time series

test

test peiod of a time series

forecast

forecast obtained from a fitted to the training period

Value

returns a single value: mean on MASE and sMAPE

Examples

require(Mcomp)
#> Loading required package: Mcomp
#> Loading required package: forecast
require(magrittr)
#> Loading required package: magrittr
ts <- M3[[1]]$x fcast_arima <- auto.arima(ts) %>% forecast(h=6) cal_m4measures(M3[[1]]$x, M3[[1]]$xx, fcast_arima$mean)
#> MASE sMAPE #> 1.566974 6.260296