R/getError.R

   1 #' @title Get error
   2 #'
   3 #' @description Obtain the errors between forecast and data
   4 #'
   5 #' @param data Dataset, object of class \code{Data} output of \code{getData}
   6 #' @param forecast Forecast object, class \code{Forecast} output of \code{getForecast}
   7 #' @param horizon Horizon where to compute the error (<= horizon used in \code{getForecast})
   8 #'
   9 #' @return A list (abs,MAPE) of lists (day,indices)
  10 #'
  11 #' @export
  12 getError = function(data, forecast, horizon)
  13 {
  14     L = forecast$getSize()
  15     mape_day = rep(0, horizon)
  16     abs_day = rep(0, horizon)
  17     mape_indices = rep(NA, L)
  18     abs_indices = rep(NA, L)
  19
  20     nb_no_NA_data = 0
  21     for (i in seq_len(L))
  22     {
  23         index = forecast$getIndexInData(i)
  24         serie = data$getSerie(index+1)[1:horizon]
  25         pred = forecast$getSerie(i)[1:horizon]
  26         if (!any(is.na(serie)) && !any(is.na(pred)))
  27         {
  28             nb_no_NA_data = nb_no_NA_data + 1
  29             mape_increment = abs(serie - pred) / serie
  30             mape_increment[is.nan(mape_increment)] = 0. # 0 / 0
  31             mape_increment[!is.finite(mape_increment)] = 1. # >0 / 0
  32             mape_day = mape_day + mape_increment
  33             abs_increment = abs(serie - pred)
  34             abs_day = abs_day + abs_increment
  35             mape_indices[i] = mean(mape_increment)
  36             abs_indices[i] = mean(abs_increment)
  37         }
  38     }
  39
  40     list(
  41         "abs" = list(
  42             "day" = abs_day / nb_no_NA_data,
  43             "indices" = abs_indices),
  44         "MAPE" = list(
  45             "day" = mape_day / nb_no_NA_data,
  46             "indices" = mape_indices) )
  47 }