Metrics
class Metrics
Provides metrics that are used to evaluate the performance of a predictor. This object is part of the WindowSummary object.
Types
Properties
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The average value of all weighted quantile losses.
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Provides detailed error metrics for each forecast type. Metrics include root-mean square-error (RMSE), mean absolute percentage error (MAPE), mean absolute scaled error (MASE), and weighted average percentage error (WAPE).
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An array of weighted quantile losses. Quantiles divide a probability distribution into regions of equal probability. The distribution in this case is the loss function.