mase: Compute Mean Absolute Scaled Error (MASE)
Description
MASE is computed as \(sum(abs(validation - forecast)) / sum(abs(validation[-1] - validation[-n])) / (n/(n-1))\).
Usage
mase(forecast, validation)
Arguments
forecast
A numeric vector of forecasted values
validation
A numeric vector of actual (real) values
Value
A Mean Absolute Scaled Error (MASE)