errors.forecast_errors()

Calculate forecast accuracy measures for a single metric/area/fold.

Usage

Source

errors.forecast_errors(
    forecast,
    horizon=None,
)

Measures included:

  • RMSE (root mean squared error)
  • MASE (mean absolute scaled error)
  • sMAPE (symmetric mean absolute percentage error)
  • Coverage (prediction interval coverage)

Parameters

forecast: pd.DataFrame

Forecast results.

horizon: int | None = None
Number of forecast days to include. If None, uses the full forecast.

Returns

dict
Dictionary of forecast accuracy measures.