powered by
Calculate MASE and sMAPE for an individual time series
cal_m4measures(training, test, forecast)
training period of a time series
test peiod of a time series
forecast obtained from a fitted to the training period
returns a single value: mean on MASE and sMAPE
# NOT RUN { require(Mcomp) require(magrittr) ts <- Mcomp::M3[[1]]$x fcast_arima <- auto.arima(ts) %>% forecast(h=6) cal_m4measures(M3[[1]]$x, M3[[1]]$xx, fcast_arima$mean) # }
Run the code above in your browser using DataLab