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  • data
    • encoders
      • _clipped_log
      • _clipped_logit
      • _identity
      • _minus_one
      • _plus_one
      • _square
      • softplus_inv
      • EncoderNormalizer
      • Expm1Transform
      • GroupNormalizer
      • MinusOneTransform
      • MultiNormalizer
      • NaNLabelEncoder
      • ReLuTransform
      • SoftplusTransform
      • TorchNormalizer
      • TransformMixIn
    • examples
      • _get_data_by_filename
      • generate_ar_data
      • get_stallion_data
    • samplers
      • GroupedSampler
      • TimeSynchronizedBatchSampler
    • timeseries
      • _find_end_indices
      • check_for_nonfinite
      • TimeSeriesDataSet
  • models
    • base_model
      • _concatenate_output
      • _torch_cat_na
      • AutoRegressiveBaseModel
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    • baseline
      • Baseline
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      • submodules
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    • nbeats
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      • sub_modules
        • linear
        • linspace
        • NBEATSBlock
        • NBEATSGenericBlock
        • NBEATSSeasonalBlock
        • NBEATSTrendBlock
    • nhits
      • NHiTS
      • sub_modules
        • init_weights
        • IdentityBasis
        • NHiTS
        • NHiTSBlock
        • StaticFeaturesEncoder
    • nn
      • embeddings
        • MultiEmbedding
        • TimeDistributedEmbeddingBag
      • rnn
        • get_rnn
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        • RNN
    • rnn
      • RecurrentNetwork
    • temporal_fusion_transformer
      • TemporalFusionTransformer
      • sub_modules
        • AddNorm
        • GateAddNorm
        • GatedLinearUnit
        • GatedResidualNetwork
        • InterpretableMultiHeadAttention
        • PositionalEncoder
        • ResampleNorm
        • ScaledDotProductAttention
        • TimeDistributed
        • TimeDistributedInterpolation
        • VariableSelectionNetwork
      • tuning
        • optimize_hyperparameters
        • MetricsCallback
  • metrics
    • base_metrics
      • convert_torchmetric_to_pytorch_forecasting_metric
      • AggregationMetric
      • CompositeMetric
      • DistributionLoss
      • Metric
      • MultiHorizonMetric
      • MultiLoss
      • MultivariateDistributionLoss
      • TorchMetricWrapper
    • distributions
      • BetaDistributionLoss
      • ImplicitQuantileNetwork
      • ImplicitQuantileNetworkDistributionLoss
      • LogNormalDistributionLoss
      • MQF2DistributionLoss
      • MultivariateNormalDistributionLoss
      • NegativeBinomialDistributionLoss
      • NormalDistributionLoss
    • point
      • CrossEntropy
      • MAE
      • MAPE
      • MASE
      • PoissonLoss
      • RMSE
      • SMAPE
      • TweedieLoss
    • quantile
      • QuantileLoss
  • optim
    • Ranger
  • utils
    • apply_to_list
    • autocorrelation
    • create_mask
    • detach
    • get_embedding_size
    • groupby_apply
    • integer_histogram
    • masked_op
    • move_to_device
    • next_fast_len
    • padded_stack
    • profile
    • repr_class
    • to_list
    • unpack_sequence
    • unsqueeze_like
    • InitialParameterRepresenterMixIn
    • OutputMixIn
    • TupleOutputMixIn

metrics#

Metrics for (mulit-horizon) timeseries forecasting.

Modules

pytorch_forecasting.metrics.base_metrics

Base classes for metrics - only for inheritance.

pytorch_forecasting.metrics.distributions

Metrics that allow the parametric forecast of parameters of uni- and multivariate distributions.

pytorch_forecasting.metrics.point

Point metrics for forecasting a single point per time step.

pytorch_forecasting.metrics.quantile

Quantile metrics for forecasting multiple quantiles per time step.

previous

MetricsCallback

next

base_metrics

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