etna.metrics.compute_metrics#

compute_metrics(metrics: List[Metric], y_true: TSDataset, y_pred: TSDataset) Dict[str, float | None | Dict[str, float | None]][source]#

Compute metrics for given y_true, y_pred.

Parameters:
  • metrics (List[Metric]) – list of metrics to compute

  • y_true (TSDataset) – dataset of true values of time series

  • y_pred (TSDataset) – dataset of time series forecast

Returns:

dict of metrics in format {“metric_name”: metric_value}

Return type:

Dict[str, float | None | Dict[str, float | None]]