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04/29/2023, 8:54 PMKin Gtz. Olivares
04/29/2023, 8:57 PMMarc
04/29/2023, 9:09 PMKin Gtz. Olivares
04/29/2023, 9:17 PMfede (nixtla) (they/them)
05/04/2023, 12:35 AMaccuracy
function from the fable library.
You can pass the outputs of the cross_validation
method (to perform backtesting), and a list of metrics, and you will get the evaluation for each series and each window. In addition, the function can receive any dataframe (pandas, spark, dask, ray), so if you’re working in a distributed environment, you can evaluate your cross-validation windows quickly.
Here’s an example:
from datasetsforecast.evaluation import accuracy
from datasetsforecast.losses import mae, mape
evaluation_df = accuracy(Y_cv_df, [mae, mape], agg_by=['unique_id', 'cutoff'])
Feel free to let us know if you have any further questions. :)