fuzzyr.accuracy {FuzzyR}

Fuzzy Accuracy

Description

This function is to provide performance indicators by using eight different accuracy measures including a new measure UMBRAE.

Usage

fuzzyr.accuracy(f, y, f.ref = 0, scale.mase = NULL)

Arguments

f

A vector of forecasting values produced by a model to be evaluated.

y

A vector of observed values.

f.ref

A vector of forecasting values produced by a benchmark method to be compared.

scale.mase

A single value which is the scaling factor of the measure MASE.

Value

A vector of results by each measure.

Author(s)

Chao Chen

References

[1] C. Chen, J. Twycross, and J. M. Garibaldi, “A new accuracy measure based on bounded relative error for time series forecasting,” PLOS ONE, vol. 12, no. 3, pp. 1–23, 2017.
doi: 10.1371/journal.pone.0174202

Examples

f <- rnorm(10)
y <- rnorm(10)
fuzzyr.accuracy(f, y)