Add M5 accuracy measures - Githubissues

tidyverts / fabletools

General fable features useful for extension packages

http://fabletools.tidyverts.org/

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Add M5 accuracy measures #164

Closed mitchelloharawild closed 4 years ago

mitchelloharawild commented 4 years ago

RMSSE: root mean squared scaled error SPL: scaled pinball loss

Weighted versions used in M5 can be computed by the user.