mase {lfl} | R Documentation |
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)
Author(s)
Michal Burda
See Also
[Package lfl version 2.2.0 Index]