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Describe the bug
In split window mode, the order of parameters is misleading. Normally, metrics like mape provided by darts get the actual series first and then the predicted series as input: darts.metrics.metrics.mape(actual_series, pred_series,...).
In the split-window mode of the gridsearch method, this is reversed, leading to incorrect results when comparing the different model configurations:
In darts.models.forecasting.forecasting_model.py (line 784):
ClaraGrthns
changed the title
[BUG] Gridsearch - error metric, split window mode misleading method parameter order
[BUG] Gridsearch: Error metrics in split window mode - misleading order of method parameters.
May 27, 2022
Describe the bug
In split window mode, the order of parameters is misleading. Normally, metrics like mape provided by darts get the actual series first and then the predicted series as input:
darts.metrics.metrics.mape(actual_series, pred_series,...)
.In the split-window mode of the gridsearch method, this is reversed, leading to incorrect results when comparing the different model configurations:
In darts.models.forecasting.forecasting_model.py (line 784):
Expected behavior
error = metric(val_series, pred)
.System:
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