The FitM object provides functions for making fit maps for QoF measures.
Attributes
Members list
Value members
Concrete methods
Build a map of quality of fit measures (use of LinkedHashMap makes it ordered).
Build a map of quality of fit measures (use of LinkedHashMap makes it ordered).
Value parameters
- ftLab
-
the array of QoF labels
- ftVec
-
the vector of QoF values
Attributes
Build a map of quality of fit measures (use of LinkedHashMap makes it ordered).
Build a map of quality of fit measures (use of LinkedHashMap makes it ordered).
Value parameters
- ftLab
-
the array of QoF labels
- ftMat
-
the matrix of QoF values
Attributes
Return common Time Series (TS) results (sample size, sMAPEs, normalized MAEs and MSEs) for all horizons (0->h1, 1->h2, ..., hh-1->hh) using the forecast matrix and return averages. These results are commonly given in research papers.
Return common Time Series (TS) results (sample size, sMAPEs, normalized MAEs and MSEs) for all horizons (0->h1, 1->h2, ..., hh-1->hh) using the forecast matrix and return averages. These results are commonly given in research papers.
Value parameters
- hh
-
total numer of horizons
- tForm
-
the transformation to scale the data
- yf
-
the forecast matrix
Attributes
Return the Mean Absolute Error (MAE) score on the normalized/transformed data.
Return the Mean Absolute Error (MAE) score on the normalized/transformed data.
Value parameters
- tForm
-
the transformation to scale the data
- y
-
the given time-series (must be aligned with the forecast)
- yp
-
the forecasted time-series
Attributes
Return the Mean Squared Error (MSE) score on the normalized/transformed data.
Return the Mean Squared Error (MSE) score on the normalized/transformed data.
Value parameters
- tForm
-
the transformation to scale the data
- y
-
the given time-series (must be aligned with the forecast)
- yp
-
the forecasted time-series
Attributes
Show the quality of fit measures/metrics for each response/output variable.
Show the quality of fit measures/metrics for each response/output variable.
Value parameters
- ftLab
-
the array of QoF labels
- ftMat
-
the matrix of QoF values (qof x var)
Attributes
Show the table storing the statistics for QoF measures.
Show the table storing the statistics for QoF measures.
Value parameters
- stats
-
the table of statistics for QoF measures
Attributes
Return the symmetric Mean Absolute Percentage Error (sMAPE) score.
Return the symmetric Mean Absolute Percentage Error (sMAPE) score.
Value parameters
- e_
-
the error/residual vector (if null, recompute)
- y
-
the given time-series (must be aligned with the forecast)
- yp
-
the forecasted time-series