(traffic_reading_df, n_lags=3)
| 112 | |
| 113 | |
| 114 | def eval_var(traffic_reading_df, n_lags=3): |
| 115 | n_forwards = [1, 3, 6, 12] |
| 116 | y_predicts, y_test = var_predict(traffic_reading_df, n_forwards=n_forwards, n_lags=n_lags, |
| 117 | test_ratio=0.2) |
| 118 | logger.info('VAR (lag=%d)' % n_lags) |
| 119 | logger.info('Model\tHorizon\tRMSE\tMAPE\tMAE') |
| 120 | for i, horizon in enumerate(n_forwards): |
| 121 | rmse = masked_rmse_np(preds=y_predicts[i].as_matrix(), labels=y_test.as_matrix(), null_val=0) |
| 122 | mape = masked_mape_np(preds=y_predicts[i].as_matrix(), labels=y_test.as_matrix(), null_val=0) |
| 123 | mae = masked_mae_np(preds=y_predicts[i].as_matrix(), labels=y_test.as_matrix(), null_val=0) |
| 124 | line = 'VAR\t%d\t%.2f\t%.2f\t%.2f' % (horizon, rmse, mape * 100, mae) |
| 125 | logger.info(line) |
| 126 | |
| 127 | |
| 128 | def main(args): |
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