cal_m4measures.Rd
Calculate MASE and sMAPE for an individual time series
cal_m4measures(training, test, forecast)
training | training period of a time series |
---|---|
test | test peiod of a time series |
forecast | forecast obtained from a fitted to the training period |
returns a single value: mean on MASE and sMAPE
require(Mcomp)#>#>require(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