Module: tfp.experimental.timeseries

Experimental methods and objectives for variational inference.

Functions

horizoned_mase(...): Return the mean absolute scaled error over all the horizons.

horizoned_msis(...): Return the mean scaled interval score over all horizons.

horizoned_smape(...): Return the symmetric mean absolute percentage error over all horizons.

mase(...): Return the mean absolute scaled error.

msis(...): Return the mean scaled interval score.

smape(...): Return the symmetric mean absolute percentage error.