roll.win.rmse.nn.wge {tswge}

Function to Calculate the Rolling Window RMSE

Description

This function creates as many "windows" as is possible with the data and calculates an RMSE for each window. The resulting "rolling window RMSE" is the average of the individual RMSEs from each window.

Usage

roll.win.rmse.nn.wge(series, horizon = 1, fit_model)

Arguments

series

The data

horizon

The number of observations ahead to be forecasted.

fit_model

The mlp object (model) to be evaluated. This model will have been fit before the call to this function.

Value

rwRMSE

The average of the individual RMSEs of each window

numwindows

The number of windows

horizon

The number of observations ahead to be forecasted.

Author(s)

Bivin Sadler

References

"The Time Series Tool Kit"