MAPE

This function calculates Median Absolute Prediction Error (MAPE), which assesses 
the prediction performance with respect to point forecasts of a given model. 
It is calculated based on one-step ahead prediction and reforecasting.

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

Stéphane Guerrier

James Balamuta

Roberto Molinari

Justin Lee

Lionel Voirol

Yuming Zhang

Wenchao Yang

Nathanael Claussen

Yunxiang Zhang

Christian Gunning

Romain Francois

Ross Ihaka

R Core Team 

MAPE function

<dl><dt>model</dt>
<dd>A time series model.</dd>
<dt>Xt</dt>
<dd>A <code>vector</code> of time series data.</dd>
<dt>start</dt>
<dd>A <code>numeric</code> indicating the starting proportion of the data
that is used for prediction.</dd>
<dt>plot</dt>
<dd>A <code>boolean</code> indicating whether a model accuracy plot based
on MAPE is returned or not.</dd></dl>

Arguments

Stéphane Guerrier and Yuming Zhang

Author

Median Absolute Prediction Error — MAPE

<dl>

<dt>model</dt>
<dd>A time series model.</dd>


<dt>Xt</dt>
<dd>A <code>vector</code> of time series data.</dd>


<dt>start</dt>
<dd>A <code>numeric</code> indicating the starting proportion of the data
that is used for prediction.</dd>


<dt>plot</dt>
<dd>A <code>boolean</code> indicating whether a model accuracy plot based
on MAPE is returned or not.</dd>

</dl>

Median Absolute Prediction Error

MAPE: Median Absolute Prediction Error

Description

Usage

Value

Arguments

Author