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metrics.py 843 B

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  1. import numpy as np
  2. import mindspore
  3. def RSE(pred, true):
  4. return np.sqrt(np.sum((true-pred)**2)) / np.sqrt(np.sum((true-true.mean())**2))
  5. def CORR(pred, true):
  6. u = ((true-true.mean(0))*(pred-pred.mean(0))).sum(0)
  7. d = np.sqrt(((true-true.mean(0))**2*(pred-pred.mean(0))**2).sum(0))
  8. return (u/d).mean(-1)
  9. def MAE(pred, true):
  10. return np.mean(np.abs(pred-true))
  11. def MSE(pred, true):
  12. return np.mean((pred-true)**2)
  13. def RMSE(pred, true):
  14. return np.sqrt(MSE(pred, true))
  15. def MAPE(pred, true):
  16. return np.mean(np.abs((pred - true) / true))
  17. def MSPE(pred, true):
  18. return np.mean(np.square((pred - true) / true))
  19. def metric(pred, true):
  20. mae = MAE(pred, true)
  21. mse = MSE(pred, true)
  22. rmse = RMSE(pred, true)
  23. mape = MAPE(pred, true)
  24. mspe = MSPE(pred, true)
  25. return mae,mse,rmse,mape,mspe

基于MindSpore的多模态股票价格预测系统研究 Informer,LSTM,RNN