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)