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Calculate the WRMSSE for a 28-day forecast for the M5 Kaggle competition

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M5 WRMSSE

Calculate the WRMSSE of a 28-day forecast for the M5 competition hosted by Kaggle. Instead of uploading submission files to Kaggle for an accuracy score, install the m5-wrmsse package and calculate it locally.

For more information on the derivation, visit

https://www.pmorgan.com.au/tutorials/wrmsse-for-the-m5-dataset/

Installation

Clone the repo

git clone git@github.com:pmrgn/m5-wrmsse.git

Or download and install the package using pip

pip install m5-wrmsse

Usage

The wrmsse function returns the WRMSSE of a 28-day forecast, equivalent to what Kaggle calculates for it's public leaderboard. First, import the function

from m5_wrmsse import wrmsse

Pass your forecast as a numpy array to the function, which must be of shape (30490, 28).

my_forecast = np.ones((30490,28))     # Forecast example containing all ones
score = wrmsse(my_forecast)

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Calculate the WRMSSE for a 28-day forecast for the M5 Kaggle competition

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