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.