gluonts.model.evaluation module#
- class gluonts.model.evaluation.BatchForecast(forecasts: List[gluonts.model.forecast.Forecast], allow_nan: bool = False)[source]#
Bases:
object
Wrapper around
Forecast
objects, that adds a batch dimension to arrays returned by__getitem__
, for compatibility withgluonts.ev
.- allow_nan: bool = False#
- forecasts: List[gluonts.model.forecast.Forecast]#
- gluonts.model.evaluation.evaluate_forecasts(forecasts: Iterable[gluonts.model.forecast.Forecast], *, test_data: gluonts.dataset.split.TestData, metrics, axis: Optional[Union[int, tuple]] = None, batch_size: int = 100, mask_invalid_label: bool = True, allow_nan_forecast: bool = False, seasonality: Optional[int] = None) pandas.core.frame.DataFrame [source]#
Evaluate
forecasts
by comparing them withtest_data
, according tometrics
.Note
This feature is experimental and may be subject to changes.
The optional
axis
arguments controls aggregation of the metrics: -None
(default) aggregates across all dimensions -0
aggregates across the dataset -1
aggregates across the first data dimension (time, in the univariate setting) -2
aggregates across the second data dimension (time, in the multivariate setting)Return results as a Pandas
DataFrame
.
- gluonts.model.evaluation.evaluate_forecasts_raw(forecasts: Iterable[gluonts.model.forecast.Forecast], *, test_data: gluonts.dataset.split.TestData, metrics, axis: Optional[Union[int, tuple]] = None, batch_size: int = 100, mask_invalid_label: bool = True, allow_nan_forecast: bool = False, seasonality: Optional[int] = None) dict [source]#
Evaluate
forecasts
by comparing them withtest_data
, according tometrics
.Note
This feature is experimental and may be subject to changes.
The optional
axis
arguments controls aggregation of the metrics: -None
(default) aggregates across all dimensions -0
aggregates across the dataset -1
aggregates across the first data dimension (time, in the univariate setting) -2
aggregates across the second data dimension (time, in the multivariate setting)Return results as a dictionary.
- gluonts.model.evaluation.evaluate_model(model: gluonts.model.predictor.Predictor, *, test_data: gluonts.dataset.split.TestData, metrics, axis: Optional[Union[int, tuple]] = None, batch_size: int = 100, mask_invalid_label: bool = True, allow_nan_forecast: bool = False, seasonality: Optional[int] = None) pandas.core.frame.DataFrame [source]#
Evaluate
model
when applied totest_data
, according tometrics
.Note
This feature is experimental and may be subject to changes.
The optional
axis
arguments controls aggregation of the metrics: -None
(default) aggregates across all dimensions -0
aggregates across the dataset -1
aggregates across the first data dimension (time, in the univariate setting) -2
aggregates across the second data dimension (time, in the multivariate setting)Return results as a Pandas
DataFrame
.