yohou.metrics¶

Scorers for evaluating point forecasts, prediction intervals, and conformal prediction calibration.

Name	Description
`BaseScorer`	Base class for all forecasting metrics.
`BasePointScorer`	Base class for point forecast metrics.
`BaseIntervalScorer`	Base class for interval forecast metrics.
`BaseConformityScorer`	Base class for conformal prediction conformity scorers.

Name	Description
`MeanAbsoluteError`	Mean Absolute Error metric for point forecasts.
`MeanAbsolutePercentageError`	Mean Absolute Percentage Error metric for point forecasts.
`MeanAbsoluteScaledError`	Mean Absolute Scaled Error metric for point forecasts.
`MeanSquaredError`	Mean Squared Error metric for point forecasts.
`MedianAbsoluteError`	Median Absolute Error metric for point forecasts.
`RootMeanSquaredError`	Root Mean Squared Error metric for point forecasts.
`RootMeanSquaredScaledError`	Root Mean Squared Scaled Error metric for point forecasts.
`SymmetricMeanAbsolutePercentageError`	Symmetric Mean Absolute Percentage Error metric for point forecasts.

Name	Description
`CalibrationError`	Calibration Error for prediction intervals.
`EmpiricalCoverage`	Empirical coverage rate for prediction intervals.
`IntervalScore`	Interval Score (Winkler Score) for prediction intervals.
`MeanIntervalWidth`	Mean width of prediction intervals.
`PinballLoss`	Pinball Loss (Quantile Score) for prediction intervals.

Name	Description
`AbsoluteGammaResidual`	Absolute gamma residual scorer using absolute relative errors.
`AbsoluteResidual`	Absolute residual conformity scorer using unsigned prediction errors.
`GammaResidual`	Gamma residual scorer using relative prediction errors.
`Residual`	Residual-based conformity scorer using signed prediction errors.

Name	Description
`Accuracy`	Categorical accuracy from class-probability forecasts.
`BrierScore`	Multi-class Brier score for class-probability forecasts.
`LogLoss`	Logarithmic loss (cross-entropy) for class-probability forecasts.