fcast_accuracy {seer}

calculate forecast accuracy from different forecasting methods

Description

Calculate forecast accuracy on test set according to a specified criterion

Usage

fcast_accuracy(
  tslist,
  models = c("ets", "arima", "rw", "rwd", "wn", "theta", "stlar", "nn", "snaive",
    "mstlarima", "mstlets", "tbats"),
  database,
  accuracyFun,
  h,
  length_out,
  fcast_save
)

Arguments

tslist

a list of time series

models

a vector of models to compute

database

whether the time series is from mcomp or other

accuracyFun

function to calculate the accuracy measure, the arguments for the accuracy function should be training, test and forecast

h

forecast horizon

length_out

number of measures calculated by a single function

fcast_save

if the argument is TRUE, forecasts from each series are saved

Value

a list with accuracy matrix, vector of arima models and vector of ets models

Author(s)

Thiyanga Talagala