simts: MAPE – R documentation

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MAPE

Median Absolute Prediction Error

Description

This function calculates Median Absolute Prediction Error (MAPE), which assesses the prediction performance with respect to point forecasts of a given model. It is calculated based on one-step ahead prediction and reforecasting.

Usage

MAPE(model, Xt, start = 0.8, plot = TRUE)

Arguments

`model`	A time series model.
`Xt`	A `vector` of time series data.
`start`	A `numeric` indicating the starting proportion of the data that is used for prediction.
`plot`	A `boolean` indicating whether a model accuracy plot based on MAPE is returned or not.

Value

The MAPE calculated based on one-step ahead prediction and reforecasting is returned along with its standard deviation.

Author(s)

Stéphane Guerrier and Yuming Zhang

simts

Time Series Analysis Tools

v0.1.1

AGPL-3 | file LICENSE

Authors

Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]

Initial release

2019-07-21