在R中寻找HAD-Winters和ARIMA预测的MAD,MAPE和MSE

时间:2017-11-25 16:17:07

标签: r forecasting arima holtwinters

我正在寻找计算Holt-Winters和ARIMA预测模型中R的MAD,MAPE,MSE的最佳方法。下面是我的模型代码,任何指导都很棒

Holt-Winters模型和预测:

#Holt-Winters Exponential Smoothing
forecast.mean <- HoltWinters(Abbeville$Incoming.Examinations,gamma=FALSE)


#Predicting ahead the next 12 months
forecast.predict <- predict(forecast.mean, n.ahead = 12, prediction.interval = TRUE)

ARIMA模型和预测

ARIMA_forecast <- auto.arima(x=Abbeville$Incoming.Examinations)

ARIMA_nextforecasting <- forecast(ARIMA_forecast, h=12)

0 个答案:

没有答案