time-to-botec

README.md (4747B)

---

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 # incrmmpe
 
 > Compute a moving [mean percentage error][mean-percentage-error] (MPE) incrementally.
 
 <section class="intro">
 
 For a window of size `W`, the [mean percentage error][mean-percentage-error] is defined as
 
 <!-- <equation class="equation" label="eq:mean_percentage_error" align="center" raw="\operatorname{MPE}  = \frac{100}{W} \sum_{i=0}^{W-1} \frac{a_i - f_i}{a_i}" alt="Equation for the mean percentage error."> -->
 
 <div class="equation" align="center" data-raw-text="\operatorname{MPE}  = \frac{100}{W} \sum_{i=0}^{W-1} \frac{a_i - f_i}{a_i}" data-equation="eq:mean_percentage_error">
     <img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@d97022bce00ceb9db681cb6cc8fb6c87ad86287f/lib/node_modules/@stdlib/stats/incr/mmpe/docs/img/equation_mean_percentage_error.svg" alt="Equation for the mean percentage error.">
     <br>
 </div>
 
 <!-- </equation> -->
 
 where `f_i` is the forecast value and `a_i` is the actual value.
 
 </section>
 
 <!-- /.intro -->
 
 <section class="usage">
 
 ## Usage
 
 ```javascript
 var incrmmpe = require( '@stdlib/stats/incr/mmpe' );
 ```
 
 #### incrmmpe( window )
 
 Returns an accumulator `function` which incrementally computes a moving [mean percentage error][mean-percentage-error]. The `window` parameter defines the number of values over which to compute the moving [mean percentage error][mean-percentage-error].
 
 ```javascript
 var accumulator = incrmmpe( 3 );
 ```
 
 #### accumulator( \[f, a] )
 
 If provided input values `f` and `a`, the accumulator function returns an updated [mean percentage error][mean-percentage-error]. If not provided input values `f` and `a`, the accumulator function returns the current [mean percentage error][mean-percentage-error].
 
 ```javascript
 var accumulator = incrmmpe( 3 );
 
 var m = accumulator();
 // returns null
 
 // Fill the window...
 m = accumulator( 2.0, 3.0 ); // [(2.0,3.0)]
 // returns ~33.33
 
 m = accumulator( 1.0, 4.0 ); // [(2.0,3.0), (1.0,4.0)]
 // returns ~54.17
 
 m = accumulator( 3.0, 9.0 ); // [(2.0,3.0), (1.0,4.0), (3.0,9.0)]
 // returns ~58.33
 
 // Window begins sliding...
 m = accumulator( 7.0, 3.0 ); // [(1.0,4.0), (3.0,9.0), (7.0,3.0)]
 // returns ~2.78
 
 m = accumulator( 5.0, 3.0 ); // [(3.0,9.0), (7.0,3.0), (5.0,3.0)]
 // returns ~-44.44
 
 m = accumulator();
 // returns ~-44.44
 ```
 
 </section>
 
 <!-- /.usage -->
 
 <section class="notes">
 
 ## Notes
 
 -   Input values are **not** type checked. If provided `NaN` or a value which, when used in computations, results in `NaN`, the accumulated value is `NaN` for **at least** `W-1` future invocations. If non-numeric inputs are possible, you are advised to type check and handle accordingly **before** passing the value to the accumulator function.
 -   As `W` (f,a) pairs are needed to fill the window buffer, the first `W-1` returned values are calculated from smaller sample sizes. Until the window is full, each returned value is calculated from all provided values.
 -   Be careful when interpreting the [mean percentage error][mean-percentage-error] as errors can cancel. This stated, that errors can cancel makes the [mean percentage error][mean-percentage-error] suitable for measuring the bias in forecasts. 
 -   **Warning**: the [mean percentage error][mean-percentage-error] is **not** suitable for intermittent demand patterns (i.e., when `a_i` is `0`). Interpretation is most straightforward when actual and forecast values are positive valued (e.g., number of widgets sold).
 
 </section>
 
 <!-- /.notes -->
 
 <section class="examples">
 
 ## Examples
 
 <!-- eslint no-undef: "error" -->
 
 ```javascript
 var randu = require( '@stdlib/random/base/randu' );
 var incrmmpe = require( '@stdlib/stats/incr/mmpe' );
 
 var accumulator;
 var v1;
 var v2;
 var i;
 
 // Initialize an accumulator:
 accumulator = incrmmpe( 5 );
 
 // For each simulated datum, update the moving mean percentage error...
 for ( i = 0; i < 100; i++ ) {
     v1 = ( randu()*100.0 ) + 50.0;
     v2 = ( randu()*100.0 ) + 50.0;
     accumulator( v1, v2 );
 }
 console.log( accumulator() );
 ```
 
 </section>
 
 <!-- /.examples -->
 
 <section class="links">
 
 [mean-percentage-error]: https://en.wikipedia.org/wiki/Mean_percentage_error
 
 </section>
 
 <!-- /.links -->