UEI {UEI} | R Documentation |
Uniform Error Index
Description
Uniform Error Index
Usage
UEI(actual, predicted)
Arguments
actual |
Univariate Data Series |
predicted |
Predicted Data Series from Models |
Value
ErrorSeries: Uniform Error Index Series
ErrorMetrics: Values of Different Error Measures i.e.,Relative Absolute Error (RAE),Mean Absolute Error(MAE),Median Absolute Error (MDAE),Mean Absolute Percent Error (MAPE),Root Mean Squared Error (RMSE),Mean Squared Error (MSE),Symmetric Mean Absolute Percentage Error(SMAPE), Sum of Squared Errors (SSE),Mean Uniform Error Index (MUEI).
References
Yeasin, M. and Paul, R.K., 2024. OptiSembleForecasting: optimization-based ensemble forecasting using MCS algorithm and PCA-based error index. The Journal of Supercomputing, 80(2), pp.1568-1597.
Examples
library("UEI")
actual<- as.ts(rnorm(50,100,50))
predicted<- as.ts(rnorm(50,110,60))
Result <- UEI(actual, predicted)
[Package UEI version 0.1.0 Index]