/AWS1/CL_FCSMETRICS¶
Provides metrics that are used to evaluate the performance of a predictor. This object is part of the WindowSummary object.
CONSTRUCTOR¶
IMPORTING¶
Optional arguments:¶
iv_rmse TYPE /AWS1/RT_DOUBLE_AS_STRING /AWS1/RT_DOUBLE_AS_STRING¶
The root-mean-square error (RMSE).
it_weightedquantilelosses TYPE /AWS1/CL_FCSWEIGHTEDQUANTLOSS=>TT_WEIGHTEDQUANTILELOSSES TT_WEIGHTEDQUANTILELOSSES¶
An array of weighted quantile losses. Quantiles divide a probability distribution into regions of equal probability. The distribution in this case is the loss function.
it_errormetrics TYPE /AWS1/CL_FCSERRORMETRIC=>TT_ERRORMETRICS TT_ERRORMETRICS¶
Provides detailed error metrics for each forecast type. Metrics include root-mean square-error (RMSE), mean absolute percentage error (MAPE), mean absolute scaled error (MASE), and weighted average percentage error (WAPE).
iv_averageweightedquantloss TYPE /AWS1/RT_DOUBLE_AS_STRING /AWS1/RT_DOUBLE_AS_STRING¶
The average value of all weighted quantile losses.
Queryable Attributes¶
RMSE¶
The root-mean-square error (RMSE).
Accessible with the following methods¶
| Method | Description |
|---|---|
GET_RMSE() |
Getter for RMSE, with configurable default |
ASK_RMSE() |
Getter for RMSE w/ exceptions if field has no value |
STR_RMSE() |
String format for RMSE, with configurable default |
HAS_RMSE() |
Determine if RMSE has a value |
WeightedQuantileLosses¶
An array of weighted quantile losses. Quantiles divide a probability distribution into regions of equal probability. The distribution in this case is the loss function.
Accessible with the following methods¶
| Method | Description |
|---|---|
GET_WEIGHTEDQUANTILELOSSES() |
Getter for WEIGHTEDQUANTILELOSSES, with configurable default |
ASK_WEIGHTEDQUANTILELOSSES() |
Getter for WEIGHTEDQUANTILELOSSES w/ exceptions if field has |
HAS_WEIGHTEDQUANTILELOSSES() |
Determine if WEIGHTEDQUANTILELOSSES has a value |
ErrorMetrics¶
Provides detailed error metrics for each forecast type. Metrics include root-mean square-error (RMSE), mean absolute percentage error (MAPE), mean absolute scaled error (MASE), and weighted average percentage error (WAPE).
Accessible with the following methods¶
| Method | Description |
|---|---|
GET_ERRORMETRICS() |
Getter for ERRORMETRICS, with configurable default |
ASK_ERRORMETRICS() |
Getter for ERRORMETRICS w/ exceptions if field has no value |
HAS_ERRORMETRICS() |
Determine if ERRORMETRICS has a value |
AverageWeightedQuantileLoss¶
The average value of all weighted quantile losses.
Accessible with the following methods¶
| Method | Description |
|---|---|
GET_AVERAGEWEIGHTEDQUANTLOSS() |
Getter for AVERAGEWEIGHTEDQUANTILELOSS, with configurable de |
ASK_AVERAGEWEIGHTEDQUANTLOSS() |
Getter for AVERAGEWEIGHTEDQUANTILELOSS w/ exceptions if fiel |
STR_AVERAGEWEIGHTEDQUANTLOSS() |
String format for AVERAGEWEIGHTEDQUANTILELOSS, with configur |
HAS_AVERAGEWEIGHTEDQUANTLOSS() |
Determine if AVERAGEWEIGHTEDQUANTILELOSS has a value |