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robjhyndman / forecast

Forecasting Functions for Time Series and Linear Models
http://pkg.robjhyndman.com/forecast
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tsCV - save predicted values and real values too #879

Closed palmierieugenio closed 2 years ago

palmierieugenio commented 3 years ago

I suggest a small modification of tsCV. I think it would be valuable to add as output not just a matrix of residuals, where residuals=true-predicted, but a list of 3 matrices, that inclued residuals, predicted and true values.

It is a small change, but it would make easier to calculate not just simple statistics like MSE, RMSE and MAE, but also other statistics such as MAPE, MPE, SMAPE and MASE, that are function of predicted and real values and can't be computed with just the residuals.

palmierieugenio commented 3 years ago

I think it could be useful to add also a fourth matrix with the most common metrics (MSE, RMSE, MAE, MAPE, MPE, SMAPE, MASE, ecc.) for each horizon.

mitchelloharawild commented 2 years ago

This package is retired in favour of the {fable} package, which allows you to do what you request. We suggest that to do this, you use these new packages as we will only be making bug fixes to the {forecast} package going forward.