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Metrics

Source code in docs_src/capo_forecast/types/metrics.py 
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class Metrics(TypedDict, closed=True):
    rmse: NotRequired["capo_forecast.types.double.Double"]
    """<p>The root-mean-square error (RMSE).</p>"""
    weighted_quantile_losses: NotRequired[
        "capo_forecast.types.weighted_quantile_losses.WeightedQuantileLosses"
    ]
    """<p>An array of weighted quantile losses. Quantiles divide a probability distribution into regions of equal probability. The distribution in this case is the loss function.</p>"""
    error_metrics: NotRequired["capo_forecast.types.error_metrics.ErrorMetrics"]
    """<p> Provides detailed error metrics for each forecast type. Metrics include root-mean square-error (RMSE), mean absolute percentage error (MAPE), mean absolute scaled error (MASE), and weighted average percentage error (WAPE). </p>"""
    average_weighted_quantile_loss: NotRequired["capo_forecast.types.double.Double"]
    """<p>The average value of all weighted quantile losses.</p>"""

average_weighted_quantile_loss instance-attribute 

average_weighted_quantile_loss: NotRequired[Double]

The average value of all weighted quantile losses.

error_metrics instance-attribute 

error_metrics: NotRequired[ErrorMetrics]

Provides detailed error metrics for each forecast type. Metrics include root-mean square-error (RMSE), mean absolute percentage error (MAPE), mean absolute scaled error (MASE), and weighted average percentage error (WAPE).

rmse instance-attribute 

rmse: NotRequired[Double]

The root-mean-square error (RMSE).

weighted_quantile_losses instance-attribute 

weighted_quantile_losses: NotRequired[WeightedQuantileLosses]

An array of weighted quantile losses. Quantiles divide a probability distribution into regions of equal probability. The distribution in this case is the loss function.