Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Defaulting MSIS to NaN when it can't be calculated. #923

Merged
merged 2 commits into from
Jul 13, 2020
Merged

Defaulting MSIS to NaN when it can't be calculated. #923

Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
5d9daa1
Defaulting MSIS to NaN when it can't be calculated.
Jul 13, 2020
7abf833
Merge branch 'master' into msis-exception
Jul 13, 2020
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
11 changes: 8 additions & 3 deletions src/gluonts/evaluation/_base.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -319,14 +319,19 @@ def get_metrics_per_ts(
"MAPE": self.mape(pred_target, median_fcst),
"sMAPE": self.smape(pred_target, median_fcst),
"OWA": np.nan, # by default not calculated
"MSIS": self.msis(
}

try:
metrics["MSIS"] = self.msis(
pred_target,
forecast.quantile(self.alpha / 2),
forecast.quantile(1.0 - self.alpha / 2),
seasonal_error,
self.alpha,
),
}
)
except Exception:
logging.warning("Could not calculate MSIS metric.")
metrics["MSIS"] = np.nan

if self.calculate_owa:
metrics["OWA"] = self.owa(
Expand Down