metrics#

Metrics for (multi-horizon) timeseries forecasting.

Modules

_distributions_pkg

Package container files for distribution metrics in PyTorch Forecasting.

_mqf2_utils

Classes and functions for the MQF2 metric.

_point_pkg

Package container for point metrics in PyTorch Forecasting.

_quantile_pkg

Package containers for quantile metrics in PyTorch Forecasting.

base_metrics

Base classes for pytorch-forecasting metrics.

distributions

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

point

Point metrics for forecasting a single point per time step.

quantile

Quantile metrics for forecasting multiple quantiles per time step.