module timeseries.metrics#

Short summary#

module mlinsights.timeseries.metrics

Timeseries metrics.

source on GitHub

Functions#

function

truncated documentation

ts_mape

Computes \frac{\sum_i | \hat{Y_t} - Y_t |} {\sum_i | Y_t - Y_{t-1} |}. It compares the prediction to what …

Documentation#

Timeseries metrics.

source on GitHub

mlinsights.timeseries.metrics.ts_mape(expected_y, predicted_y, sample_weight=None)#

Computes \frac{\sum_i | \hat{Y_t} - Y_t |}
{\sum_i | Y_t - Y_{t-1} |}. It compares the prediction to what a dummy predictor would do by using the previous day as a prediction.

Parameters
  • expected_y – expected values

  • predicted_y – predictions

Returns

metrics

source on GitHub