errors.calculate_errors()

Calculate forecast accuracy measures for every metric/area/fold.

Usage

Source

errors.calculate_errors(
    forecast,
    error_horizons=(7, 14, 21, 28, 35, 42),
)

Works for ordinary forecasts, cross-validation forecasts, and ensembles, as long as forecast contains actual and mae_insample.

Parameters

forecast: pd.DataFrame

Forecast results.

error_horizons=(7, 14, 21, 28, 35, 42)

Horizons to calculate error at.

Returns

dict

Dictionary of forecast accuracy measures.