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.