pkg/R/computeError.R

   1 #' Compute error
   2 #'
   3 #' Compute the errors between forecasted and measured series.
   4 #'
   5 #' @param data Object of class \code{Data} output of \code{getData}
   6 #' @param pred Object of class \code{Forecast} output of \code{computeForecast}
   7 #' @param horizon Horizon where to compute the error
   8 #'   (<= horizon used in \code{computeForecast})
   9 #'
  10 #' @return A list (abs,MAPE) of lists (day,indices). The "indices" slots contain series
  11 #'   of size L where L is the number of predicted days; i-th value is the averaged error
  12 #'   (absolute or MAPE) on day i. The "day" slots contain curves of errors, for each time
  13 #'   step, averaged on the L forecasting days.
  14 #'
  15 #' @export
  16 computeError = function(data, pred, horizon=data$getStdHorizon())
  17 {
  18     L = pred$getSize()
  19     mape_day = rep(0, horizon)
  20     abs_day = rep(0, horizon)
  21     mape_indices = rep(NA, L)
  22     abs_indices = rep(NA, L)
  23
  24     nb_no_NA_data = 0
  25     for (i in seq_len(L))
  26     {
  27         index = pred$getIndexInData(i)
  28         serie = data$getSerie(index+1)[1:horizon]
  29         forecast = pred$getForecast(i)[1:horizon]
  30         if (!any(is.na(serie)) && !any(is.na(forecast)))
  31         {
  32             nb_no_NA_data = nb_no_NA_data + 1
  33             mape_increment = abs(serie - forecast) / serie
  34             mape_increment[is.nan(mape_increment)] = 0. # 0 / 0
  35             mape_increment[!is.finite(mape_increment)] = 1. # >0 / 0
  36             mape_day = mape_day + mape_increment
  37             abs_increment = abs(serie - forecast)
  38             abs_day = abs_day + abs_increment
  39             mape_indices[i] = mean(mape_increment)
  40             abs_indices[i] = mean(abs_increment)
  41         }
  42     }
  43
  44     list(
  45         "abs" = list(
  46             "day" = abs_day / nb_no_NA_data,
  47             "indices" = abs_indices),
  48         "MAPE" = list(
  49             "day" = mape_day / nb_no_NA_data,
  50             "indices" = mape_indices) )
  51 }