sMAPE function

sMAPE error of prediction

The function calculates the sMAPE error between actual and predicted values.

sMAPE(actual, prediction)

Arguments

• actual: A vector or univariate time series containing actual values for a time series that are to be compared against its respective predictions.

• prediction: A vector or univariate time series containing time series predictions that are to be compared against the values in actual.

  Describe forecast here

Returns

A numeric value of the sMAPE error of prediction.

Examples

data(SantaFe.A,SantaFe.A.cont)
pred <- marimapred(SantaFe.A,n.ahead=100)
sMAPE(SantaFe.A.cont[,1], pred)

References

Z. Chen and Y. Yang, 2004, Assessing forecast accuracy measures, Preprint Series, n. 2004-2010, p. 2004-10.

literature/web site here ~

See Also

MAPE, MSE, NMSE, MAXError ~

Author(s)

Rebecca Pontes Salles