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Performance Metric for Chronos #96

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yeongnamtan opened this issue Jun 3, 2024 · 2 comments
Closed

Performance Metric for Chronos #96

yeongnamtan opened this issue Jun 3, 2024 · 2 comments
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@yeongnamtan
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hi, I am new to Chronos.

How do I evaluate the performance of forecast ? is there a way to do BACKTESTING ?

Do we use MAE ?
@lostella lostella added the question Further information is requested label Jun 3, 2024
@lostella
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lostella commented Jun 3, 2024

Hi @yeongnamtan, please check out the discussion in #75

@lostella lostella closed this as completed Jun 3, 2024
@abdulfatir
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Update: We have just open-sourced the datasets used in the paper (thanks @shchur!). Please check the updated README. We have also released an evaluation script and backtest configs to compute the WQL and MASE numbers as reported in the paper. Please follow the instructions in this README to evaluate on the in-domain and zero-shot benchmarks.

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@lostella @abdulfatir @yeongnamtan