WRMSSE score for the M5 dataset
Project description
M5 WRMSSE
Calculate the WRMSSE of a 28-day forecast for the M5 competition hosted by Kaggle. Instead of uploading submission files to Kaggle for an accuracy score, install the m5-wrmsse package and calculate it locally.
For more information on the derivation, visit
https://www.pmorgan.com.au/tutorials/wrmsse-for-the-m5-dataset/
Installation
Clone the repo
git clone git@github.com:pmrgn/m5-wrmsse.git
Or download and install the package using pip
pip install m5-wrmsse
Usage
The wrmsse function returns the WRMSSE of a 28-day forecast, equivalent to what Kaggle calculates for it's public leaderboard. First, import the function
from m5_wrmsse import wrmsse
Pass your forecast as a numpy array to the function, which must be of shape (30490, 28).
my_forecast = np.ones((30490,28)) # Forecast example containing all ones
score = wrmsse(my_forecast)
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