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lfl (version 2.2.0)

mase: Compute Mean Absolute Scaled Error (MASE)

Description

MASE is computed as \(sum(abs(validation - forecast)) / sum(abs(validation[-1] - validation[-n])) / (n/(n-1))\).

Usage

mase(forecast, validation)

Value

A Mean Absolute Scaled Error (MASE)

Arguments

forecast

A numeric vector of forecasted values

validation

A numeric vector of actual (real) values

Author

Michal Burda

See Also

rmse(), smape(), frbe()