I have a large number of time series with different properties, and applied tsCV() function to them based on different models. Now I need to compare the forecast accuracy based on tsCV output. But I cannot use RMSE or other scale-dependent measures because I applied log transformation on these time series, nor MAPE because there are many observations close to 0.
It seems that I should use MASE here But if I am not wrong in selecting MASE in this case, how should I calculate MASE based on tsCV() output?
