Handle time series data

[eldritchhh]

Hi, is it possible to use Report and Test with time series data? (eg. using past X values as input for a time series forecasting model that predicts the Y future values)

Thanks in advance for your reply!

[0lgaF]

Hi @eldritchhh ! We do not currently have any special time series-focused metrics, but you can use many of the existing metrics and tests with time series data.

You can pass time series data to Evidently and use all existing presets, tests, and metrics.

• If you already have actuals and want to evaluate true model quality, you can use Regression Performance preset and related tests/metrics to evaluate model errors, etc.
• If you do not have actual values, you can monitor prediction drift and data drift and use the data quality checks to verify that values stay within ranges, do not contain nulls/constant values, etc.

However, we did not implement any specific methods related to time series (e.g., autocorrelation lag) yet, so you might find some capabilities lacking. You can also implement custom metrics.