prediction_errors {ForecastTB}R Documentation

Function working as testbench for comparison of Prediction methods

Description

Function working as testbench for comparison of Prediction methods

Usage

prediction_errors(
  data,
  nval,
  ePara,
  ePara_name,
  Method,
  MethodName,
  strats,
  dval,
  append_
)

Arguments

data

as input time series for testing

nval

as an integer to decide number of values to predict

ePara

as type of error calculation (RMSE and MAE are default), add an error parameter of your choice in the following manner: ePara = c("errorparametername") where errorparametername is should be a source/function which returns desired error set

ePara_name

as list of names of error parameters passed in order

Method

as the list of locations of function for the proposed prediction method (should be recursive) (default:arima)

MethodName

as list of names for function for the proposed prediction method in order

strats

as list of forecasting strategies. Available : recursive and dirrec

dval

as last d values of the data to be used for forecasting

append_

suggests if the function is used to append to another instance

Value

Returns error comparison for forecasting methods

Examples

prediction_errors(data = nottem)

[Package ForecastTB version 1.0.1 Index]