MaxDeviation

class MaxDeviation(mode: str = MetricAggregationMode.per_segment, **kwargs)[source]

Bases: etna.metrics.base.Metric

Max Deviation metric with multi-segment computation support (maximum deviation value of cumulative sums).

MaxDeviation(y_true,y_pred)=maxj|yj|,whereyj=i=1jy_prediy_truei

Notes

You can read more about logic of multi-segment metrics in Metric docs.

Init metric.

Parameters
  • mode ('macro' or 'per-segment') – metrics aggregation mode

  • kwargs – metric’s computation arguments

Inherited-members

Methods

to_dict()

Collect all information about etna object in dict.

Attributes

greater_is_better

Whether higher metric value is better.

name

Name of the metric for representation.

property greater_is_better: bool

Whether higher metric value is better.