loss_function

numeric: vector of forecasted values

forecast

numeric: vector of observed values

observed

metric

A function to calculate various error loss functions. Options include:
MSE, RMSE, MAE, and MAPE. The default is MSE loss.

A comprehensive and cohesive API for the out-of-sample forecasting workflow:
data preparation, forecasting - including both traditional econometric time series models and
modern machine learning techniques - forecast combination, model and error analysis, and
forecast visualization.

loss_function: Calculate error via loss functions

Description

Usage

Arguments

Value