point_metrics#

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Axis point_metrics on sub-layer L5_A_metric_specification (layer l5).

Sub-layer#

L5_A_metric_specification

Axis metadata#

  • Default: ['mse', 'mae']

  • Sweepable: False

  • Status: operational

Operational status summary#

  • Operational: 7 option(s)

  • Future: 0 option(s)

Options#

mae – operational#

Mean absolute error – (1/N) Σ |y_t - ŷ_t|.

See mae function page for full documentation + parameters + standalone usage. Standalone: mf.functions.mae.

mape – operational#

Mean absolute percentage error – (100/N) Σ |y_t - ŷ_t| / |y_t|.

See mape function page for full documentation + parameters + standalone usage. Standalone: mf.functions.mape.

medae – operational#

Median absolute error – median |y_t - ŷ_t|.

See medae function page for full documentation + parameters + standalone usage. Standalone: mf.functions.medae.

mse – operational#

Mean squared error – (1/N) Σ (y_t - ŷ_t)².

See mse function page for full documentation + parameters + standalone usage. Standalone: mf.functions.mse.

rmse – operational#

Root mean squared error – √MSE.

See rmse function page for full documentation + parameters + standalone usage. Standalone: mf.functions.rmse.

theil_u1 – operational#

Theil’s U1 inequality coefficient – bounded in [0, 1].

See theil_u1 function page for full documentation + parameters + standalone usage. Standalone: mf.functions.theil_u1.

theil_u2 – operational#

Theil’s U2 inequality coefficient – ratio of forecast MSE to no-change MSE.

See theil_u2 function page for full documentation + parameters + standalone usage. Standalone: mf.functions.theil_u2.