Metrics

Details and available models

See the API documentation for further details on available metrics:

etna.metrics.intervals_metrics.Coverage([...])

Coverage metric for prediction intervals - precenteage of samples in the interval [lower quantile, upper quantile].

etna.metrics.metrics.MAE([mode])

Mean absolute error metric with multi-segment computation support.

etna.metrics.metrics.MAPE([mode])

Mean absolute percentage error metric with multi-segment computation support.

etna.metrics.metrics.MSE([mode])

Mean squared error metric with multi-segment computation support.

etna.metrics.metrics.MSLE([mode])

Mean squared logarithmic error metric with multi-segment computation support.

etna.metrics.metrics.MaxDeviation([mode])

Max Deviation metric with multi-segment computation support (maximum deviation value of cumulative sums).

etna.metrics.metrics.MedAE([mode])

Median absolute error metric with multi-segment computation support.

etna.metrics.metrics.R2([mode])

Coefficient of determination metric with multi-segment computation support.

etna.metrics.metrics.RMSE([mode])

Root mean squared error metric with multi-segment computation support.

etna.metrics.metrics.SMAPE([mode])

Symmetric mean absolute percentage error metric with multi-segment computation support.

etna.metrics.metrics.Sign([mode])

Sign error metric with multi-segment computation support.

etna.metrics.metrics.WAPE([mode])

Weighted average percentage Error metric with multi-segment computation support.

etna.metrics.intervals_metrics.Width([...])

Mean width of prediction intervals.