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antoinecarme / pyaf

PyAF is an Open Source Python library for Automatic Time Series Forecasting built on top of popular pydata modules.
BSD 3-Clause "New" or "Revised" License
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Add Median Absolute Error (MedAE) performance measure #144

Closed antoinecarme closed 3 years ago

antoinecarme commented 3 years ago

And some other non-paramteric performance measures (distribution-based, likely more robust)

See

https://scikit-learn.org/stable/modules/generated/sklearn.metrics.median_absolute_error.html#sklearn.metrics.median_absolute_error

antoinecarme commented 3 years ago

Ozone model (model selection based on MedAE)

https://github.com/antoinecarme/pyaf/blob/master/tests/perf_MedAE/test_ozone_MedAE.py

image

antoinecarme commented 3 years ago

Air Passengers model (model selection based on MedAE)

https://github.com/antoinecarme/pyaf/blob/master/tests/perf_MedAE/test_air_passengers_MedAE.py

image

antoinecarme commented 3 years ago

Closing