Source code for gluonts.ev.ts_stats

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# Licensed under the Apache License, Version 2.0 (the "License").
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#     http://www.apache.org/licenses/LICENSE-2.0
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import numpy as np


[docs]def seasonal_error(
    time_series: np.ndarray, seasonality: int, time_axis=0
) -> np.ndarray:
    """
    The mean abs. difference of a time series, shifted by its seasonality.

    Some metrics use the seasonal error for normalization.
    """

    time_length = time_series.shape[time_axis]

    if seasonality > time_length:
        seasonality = 1

    y_t = np.take(time_series, range(seasonality, time_length), axis=time_axis)
    y_tm = np.take(
        time_series, range(time_length - seasonality), axis=time_axis
    )

    return np.abs(y_t - y_tm).mean(axis=time_axis, keepdims=True)