Accuracy

Accuracy for 1 time series y and several forecasting
 methods py and h steps ahead py is h x nMethods x nSeries

Comprehensive analysis and forecasting
of univariate time series using automatic
unobserved components models and algorithms.
Harvey, AC (1989) <doi:10.1017/CBO9781107049994>.
Pedregal DJ and Young PC (2002) <doi:10.1002/9780470996430>.
Durbin J and Koopman SJ (2012) <doi:10.1093/acprof:oso/9780199641178.001.0001>.
Hyndman RJ, Koehler AB, Ord JK, and Snyder RD (2008) <doi:10.1007/978-3-540-71918-2>.

Diego J. Pedregal

UComp

Automatic Unobserved Components and Other Time Series Models

Accuracy function

<dl><dt>py</dt>
<dd>matrix of forecasts (h x nMethods x nForecasts)</dd>
<dt>y</dt>
<dd>a matrix of actual values (n x nForecasts)</dd>
<dt>s</dt>
<dd>seasonal period, number of observations per year</dd>
<dt>collectFun</dt>
<dd>aggregation function (mean, median, etc.)</dd></dl>

Arguments

Author

Accuracy — Accuracy

<dl>

<dt>py</dt>
<dd>matrix of forecasts (h x nMethods x nForecasts)</dd>


<dt>y</dt>
<dd>a matrix of actual values (n x nForecasts)</dd>


<dt>s</dt>
<dd>seasonal period, number of observations per year</dd>


<dt>collectFun</dt>
<dd>aggregation function (mean, median, etc.)</dd>

</dl>

Accuracy: Accuracy

Description

Usage

Value

Arguments

Author

See Also

Examples