You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

metrics.py 826 B

123456789101112131415161718192021222324252627282930313233
  1. import numpy as np
  2. def RSE(pred, true):
  3. return np.sqrt(np.sum((true-pred)**2)) / np.sqrt(np.sum((true-true.mean())**2))
  4. def CORR(pred, true):
  5. u = ((true-true.mean(0))*(pred-pred.mean(0))).sum(0)
  6. d = np.sqrt(((true-true.mean(0))**2*(pred-pred.mean(0))**2).sum(0))
  7. return (u/d).mean(-1)
  8. def MAE(pred, true):
  9. return np.mean(np.abs(pred-true))
  10. def MSE(pred, true):
  11. return np.mean((pred-true)**2)
  12. def RMSE(pred, true):
  13. return np.sqrt(MSE(pred, true))
  14. def MAPE(pred, true):
  15. return np.mean(np.abs((pred - true) / true))
  16. def MSPE(pred, true):
  17. return np.mean(np.square((pred - true) / true))
  18. def metric(pred, true):
  19. mae = MAE(pred, true)
  20. mse = MSE(pred, true)
  21. rmse = RMSE(pred, true)
  22. mape = MAPE(pred, true)
  23. mspe = MSPE(pred, true)
  24. 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