accuracy_mstl {seer}

Calculate accuracy based on MSTL

Description

Calculate accuracy based on MSTL

Usage

accuracy_mstl(ts_info, function_name, length_out, mtd)

Arguments

ts_info

list containing training and test part of a time series

function_name

function to calculate the accuracy function, the arguments of this function should be forecast, training and test set of the time series

length_out

number of measures calculated by the function

mtd

Method to use for forecasting the seasonally adjusted series

Value

accuracy measure calculated based on multiple seasonal decomposition