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added relative bias evaluation

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Kashif Rasul
2020-01-15 17:01:52 +01:00
parent 7fd92875fe
commit 850cbd43b4
1 changed files with 6 additions and 0 deletions
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pts/evaluation/evaluator.py
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@@ -197,6 +197,7 @@ class Evaluator:
"abs_target_sum": self.abs_target_sum(pred_target),
"abs_target_mean": self.abs_target_mean(pred_target),
"seasonal_error": seasonal_error,
"relative_bias": self.relative_bias(pred_target, median_fcst),
"MASE": self.mase(pred_target, median_fcst, seasonal_error),
"sMAPE": self.smape(pred_target, median_fcst),
"MSIS": self.msis(
@@ -229,6 +230,7 @@ class Evaluator:
"abs_target_sum": "sum",
"abs_target_mean": "mean",
"seasonal_error": "mean",
"relative_bias": "mean",
"MASE": "mean",
"sMAPE": "mean",
"MSIS": "mean",
@@ -292,6 +294,10 @@ class Evaluator:
def coverage(target, quantile_forecast):
return np.mean((target < quantile_forecast))
@staticmethod
def relative_bias(target, forecast):
return np.mean(forecast - target) / np.mean(target)
@staticmethod
def mase(target, forecast, seasonal_error):
r"""