MAPE 平均绝对百分误差

 

from fbprophet.diagnostics import performance_metrics
df_p = performance_metrics(df_cv)
df_p.head()

 

  horizon mse rmse mae mape coverage
3297 37 days 0.481970 0.694241 0.502930 0.058371 0.673367
35 37 days 0.480991 0.693535 0.502007 0.058262 0.675879
2207 37 days 0.480936 0.693496 0.501928 0.058257 0.675879
2934 37 days 0.481455 0.693870 0.502999 0.058393 0.675879
393 37 days 0.483990 0.695694 0.503418 0.058494 0.675879

 

mape平均绝对百分误差

    • 定义
  • def evalmape(preds, dtrain):
        gaps = dtrain.get_label()
        err = abs(gaps-preds)/gaps
        err[(gaps==0)] = 0 err = np.mean(err)*100 return 'error',err 

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