metrics

Metrics for (mulit-horizon) timeseries forecasting.

Modules

_mqf2_utils	Classes and functions for the MQF2 metric.
base_metrics	Base classes for metrics - only for inheritance.
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.