The function calculates the sMAPE error between actual and predicted values.
sMAPE(actual, prediction)A numeric value of the sMAPE error of prediction.
A vector or univariate time series containing actual values for a time series that are to be compared against its respective predictions.
A vector or univariate time series containing time series
predictions that are to be compared against the values in actual.
~~Describe forecast here~~
Rebecca Pontes Salles
Z. Chen and Y. Yang, 2004, Assessing forecast accuracy measures, Preprint Series, n. 2004-2010, p. 2004-10. literature/web site here ~
MAPE, MSE, NMSE,
MAXError ~
data(SantaFe.A,SantaFe.A.cont)
pred <- marimapred(SantaFe.A,n.ahead=100)
sMAPE(SantaFe.A.cont[,1], pred)
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