From 52bbb08dee9a732943d8c7d8f1b9dd1ec4b1f019 Mon Sep 17 00:00:00 2001 From: Ben Letham Date: Mon, 3 Dec 2018 19:20:21 -0800 Subject: [PATCH] Add note to documentation about acceptable units for diagnostics --- notebooks/diagnostics.ipynb | 12 +++++++----- 1 file changed, 7 insertions(+), 5 deletions(-) diff --git a/notebooks/diagnostics.ipynb b/notebooks/diagnostics.ipynb index bd51a9e..7dff291 100644 --- a/notebooks/diagnostics.ipynb +++ b/notebooks/diagnostics.ipynb @@ -286,6 +286,8 @@ "cell_type": "markdown", "metadata": {}, "source": [ + "In R, the argument `units` must be a type accepted by `as.difftime`, which is weeks or shorter. In Python, the string for `initial`, `period`, and `horizon` should be in the format used by Pandas Timedelta, which accepts units of days or shorter.\n", + "\n", "The `performance_metrics` utility can be used to compute some useful statistics of the prediction performance (`yhat`, `yhat_lower`, and `yhat_upper` compared to `y`), as a function of the distance from the cutoff (how far into the future the prediction was). The statistics computed are mean squared error (MSE), root mean squared error (RMSE), mean absolute error (MAE), mean absolute percent error (MAPE), and coverage of the `yhat_lower` and `yhat_upper` estimates. These are computed on a rolling window of the predictions in `df_cv` after sorting by horizon (`ds` minus `cutoff`). By default 10% of the predictions will be included in each window, but this can be changed with the `rolling_window` argument." ] }, @@ -482,21 +484,21 @@ ], "metadata": { "kernelspec": { - "display_name": "Python 2", + "display_name": "Python 3", "language": "python", - "name": "python2" + "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", - "version": 2 + "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", - "pygments_lexer": "ipython2", - "version": "2.7.13" + "pygments_lexer": "ipython3", + "version": "3.5.3" } }, "nbformat": 4,