Type Alias ModelMetricsTimeseries

Timeseries metrics experiments valid for timeseries forecasting.

type ModelMetricsTimeseries = {
    mae?: number;
    maeTest?: number;
    mape?: number;
    mapeTest?: number;
    mase?: number;
    maseTest?: number;
    mdape?: number;
    mdapeTest?: number;
    mdnrmse?: number;
    mdnrmseTest?: number;
    mnrmse?: number;
    mnrmseTest?: number;
    rmse?: number;
    rmseTest?: number;
    smape?: number;
    smapeTest?: number;
    wmape?: number;
    wmapeTest?: number;
}
Index

Properties

mae? maeTest? mape? mapeTest? mase? maseTest? mdape? mdapeTest? mdnrmse? mdnrmseTest? mnrmse? mnrmseTest? rmse? rmseTest? smape? smapeTest? wmape? wmapeTest?

Properties

mae?: number

Mean absolute error (training data)

maeTest?: number

Mean absolute error (test data)

mape?: number

Mean absolute percentage error (training data)

mapeTest?: number

Mean absolute percentage error (test data)

mase?: number

Mean absolute scaled error (training data)

maseTest?: number

Mean absolute scaled error (test data)

mdape?: number

Median absolute percentage error (training data)

mdapeTest?: number

Median absolute percentage error (test data)

mdnrmse?: number

Median root mean squared error (training data)

mdnrmseTest?: number

Median root mean squared error (test data)

mnrmse?: number

Mean root mean squared error (training data)

mnrmseTest?: number

Mean root mean squared error (test data)

rmse?: number

Root mean squared error (training data)

rmseTest?: number

Root mean squared error (test data)

smape?: number

Symmetric mean absolute percentage error (training data)

smapeTest?: number

Symmetric mean absolute percentage error (test data)

wmape?: number

Weighted mean absolute percentage error (training data)

wmapeTest?: number

Weighted mean absolute percentage error (test data)

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