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When calling gluonts.evaluation.Evaluator(), include all the metrics that are calculated in the aggregate metrics in the metrics per time series, e.g. RMSE
#3152
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conorhamill36 opened this issue
Mar 26, 2024
· 0 comments
Some of the metrics are included in the aggregated metrics, but not the per time series metrics, for example MAPE. Including the metrics for the per time series metrics would seem to be more consistent, and given they're being calculated for the aggregate metrics using numpy in gluonts.evaluation.Evaluator().get_aggregate_metrics() , it wouldn't be computationally expensive.
The text was updated successfully, but these errors were encountered:
Whenever an instance of
gluonts.evaluation.Evaluator()
is called with time series and forecast iterators, aggregate and per time series metrics are returned. A simple example of this is in the tutorial: https://ts.gluon.ai/stable/tutorials/forecasting/extended_tutorial.html?highlight=evaluator#Compute-metrics.Some of the metrics are included in the aggregated metrics, but not the per time series metrics, for example
MAPE
. Including the metrics for the per time series metrics would seem to be more consistent, and given they're being calculated for the aggregate metrics using numpy ingluonts.evaluation.Evaluator().get_aggregate_metrics()
, it wouldn't be computationally expensive.The text was updated successfully, but these errors were encountered: