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Update accuracy.py
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fix MASE Description
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DavisTownsend committed Jun 4, 2018
1 parent f5e6745 commit 03ca808
Showing 1 changed file with 14 additions and 9 deletions.
23 changes: 14 additions & 9 deletions magi/accuracy.py
Original file line number Diff line number Diff line change
Expand Up @@ -5,6 +5,9 @@
def accuracy(actual,predicted=None,separate_series=False):

"""returns accuracy measures
prints accuracy measures for forecasting and returns them as a dictionary
Args:
actual: actual values as numpy array or time series
predicted: predicted values as numpy array or time series
Expand All @@ -14,8 +17,6 @@ def accuracy(actual,predicted=None,separate_series=False):
Returns:
accuracy_dict: dictionary of accuracy measures
prints accuracy measures for forecasting and returns them as a dictionary
"""
#handle different incoming data types
try:
Expand Down Expand Up @@ -149,14 +150,18 @@ def autocorrelation_lag_1(y_true, y_pred, lag=1):
return sum_product / ((len(error) - lag) * np.var(error))

def mase(insample, y_test, y_hat_test, freq):

"""calculates Mean Absolute Scaled Error
Args:
insample: insample data
y_test: out of sample target values
y_hat_test: predicted values
freq: data frequency
Returns:
MASE: MASE accuracy scoe
"""
Calculates MAsE
:param insample: insample data
:param y_test: out of sample target values
:param y_hat_test: predicted values
:param freq: data frequency
:return:
"""

y_hat_naive = []
for i in range(freq, len(insample)):
y_hat_naive.append(insample[(i - freq)])
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