smape {lfl}

Compute Symmetric Mean Absolute Percentage Error (SMAPE)

Description

SMAPE is computed as mean(abs(forecast - validation) / ((abs(forecast) + abs(validation)) / 2)).

Usage

smape(forecast, validation)

Arguments

forecast

A numeric vector of forecasted values

validation

A numeric vector of actual (real) values

Value

A Symmetric Mean Absolute Percentage Error (SMAPE)

Author(s)

Michal Burda

See Also

rmse(), mase(), frbe()