MAPE 平均绝对百分误差

from fbprophet.diagnostics import performance_metrics

df_p = performance_metrics(df_cv)

df_p.head()

	horizon	mse	rmse	mae	mape	coverage
3297	37 days	0.481970	0.694241	0.502930	0.058371	0.673367
35	37 days	0.480991	0.693535	0.502007	0.058262	0.675879
2207	37 days	0.480936	0.693496	0.501928	0.058257	0.675879
2934	37 days	0.481455	0.693870	0.502999	0.058393	0.675879
393	37 days	0.483990	0.695694	0.503418	0.058494	0.675879

mape平均绝对百分误差

• 定义
  

• def evalmape(preds, dtrain):
      gaps = dtrain.get_label()
      err = abs(gaps-preds)/gaps
      err[(gaps==0)] = 0
      err = np.mean(err)*100
      return 'error',err