ForecastAccuracy.jl

Implementation of forecast accuracy measures
Author LAMPSPUC
Github
Popularity
4 Stars
Updated Last
2 Years Ago
Started In
December 2019

ForecastAccuracy.jl

Build Status Coverage Documentation
Build Status Codecov branch

Implementation of forecast accuracy measures

  • ME
  • MdE
  • MAE
  • GMAE
  • MdAE
  • MSE
  • MdSE
  • RMSE
  • MPE
  • MdPE
  • MAPE
  • MdAPE
  • SMAPE
  • SMdAPE
  • MAAPE
  • MASE
  • MdASE
  • RMSSE
  • Pinball Loss

For more information please read the documentation.