Suggested Metric: Mean Absolute Scaled Error

benhamner / Metrics

Machine learning evaluation metrics, implemented in Python, R, Haskell, and MATLAB / Octave

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Suggested Metric: Mean Absolute Scaled Error #28

Closed SteveBronder closed 6 years ago

SteveBronder commented 8 years ago

Mean Absolute Scaled Error (MASE) is pretty widely used in econometrics and is one of the best known metrics for forecasting. I wanted to post that it may be appropriate for this package as well

http://robjhyndman.com/papers/foresight.pdf

mfrasco commented 6 years ago

Hi Steve. I am the new maintainer of the Metrics R package. I added MASE to version 0.1.3 of the package, which you can install from CRAN. If you have any questions, please free to create an issue at the new home of the package.

SteveBronder commented 6 years ago

Awesome thank you!