com.amazonaws.services.forecast.model

Class Metrics

java.lang.Object

com.amazonaws.services.forecast.model.Metrics

All Implemented Interfaces:

StructuredPojo, Serializable, Cloneable

@Generated(value="com.amazonaws:aws-java-sdk-code-generator")
public class Metrics
extends Object
implements Serializable, Cloneable, StructuredPojo

Provides metrics that are used to evaluate the performance of a predictor. This object is part of the WindowSummary object.

See Also:

AWS API Documentation, Serialized Form

Constructor Summary

Constructors

Constructor and Description
Metrics()

Method Summary

Modifier and Type	Method and Description
Metrics	clone()
boolean	equals(Object obj)
Double	getAverageWeightedQuantileLoss() The average value of all weighted quantile losses.
List<ErrorMetric>	getErrorMetrics() Provides detailed error metrics for each forecast type.
Double	getRMSE() Deprecated.
List<WeightedQuantileLoss>	getWeightedQuantileLosses() An array of weighted quantile losses.
int	hashCode()
void	marshall(ProtocolMarshaller protocolMarshaller)
void	setAverageWeightedQuantileLoss(Double averageWeightedQuantileLoss) The average value of all weighted quantile losses.
void	setErrorMetrics(Collection<ErrorMetric> errorMetrics) Provides detailed error metrics for each forecast type.
void	setRMSE(Double rMSE) Deprecated.
void	setWeightedQuantileLosses(Collection<WeightedQuantileLoss> weightedQuantileLosses) An array of weighted quantile losses.
String	toString() Returns a string representation of this object.
Metrics	withAverageWeightedQuantileLoss(Double averageWeightedQuantileLoss) The average value of all weighted quantile losses.
Metrics	withErrorMetrics(Collection<ErrorMetric> errorMetrics) Provides detailed error metrics for each forecast type.
Metrics	withErrorMetrics(ErrorMetric... errorMetrics) Provides detailed error metrics for each forecast type.
Metrics	withRMSE(Double rMSE) Deprecated.
Metrics	withWeightedQuantileLosses(Collection<WeightedQuantileLoss> weightedQuantileLosses) An array of weighted quantile losses.
Metrics	withWeightedQuantileLosses(WeightedQuantileLoss... weightedQuantileLosses) An array of weighted quantile losses.

Methods inherited from class java.lang.Object

finalize, getClass, notify, notifyAll, wait, wait, wait

Constructor Detail

Metrics

public Metrics()

Method Detail

setRMSE

@Deprecated
public void setRMSE(Double rMSE)

Deprecated.

The root-mean-square error (RMSE).

Parameters:

rMSE - The root-mean-square error (RMSE).

getRMSE

@Deprecated
public Double getRMSE()

Deprecated.

The root-mean-square error (RMSE).

Returns:

The root-mean-square error (RMSE).

withRMSE

@Deprecated
public Metrics withRMSE(Double rMSE)

Deprecated.

The root-mean-square error (RMSE).

Parameters:

rMSE - The root-mean-square error (RMSE).

Returns:

Returns a reference to this object so that method calls can be chained together.

getWeightedQuantileLosses

public List<WeightedQuantileLoss> getWeightedQuantileLosses()

An array of weighted quantile losses. Quantiles divide a probability distribution into regions of equal probability. The distribution in this case is the loss function.

Returns:

An array of weighted quantile losses. Quantiles divide a probability distribution into regions of equal probability. The distribution in this case is the loss function.

setWeightedQuantileLosses

public void setWeightedQuantileLosses(Collection<WeightedQuantileLoss> weightedQuantileLosses)

An array of weighted quantile losses. Quantiles divide a probability distribution into regions of equal probability. The distribution in this case is the loss function.

Parameters:

weightedQuantileLosses - An array of weighted quantile losses. Quantiles divide a probability distribution into regions of equal probability. The distribution in this case is the loss function.

withWeightedQuantileLosses

public Metrics withWeightedQuantileLosses(WeightedQuantileLoss... weightedQuantileLosses)

An array of weighted quantile losses. Quantiles divide a probability distribution into regions of equal probability. The distribution in this case is the loss function.

NOTE: This method appends the values to the existing list (if any). Use setWeightedQuantileLosses(java.util.Collection) or withWeightedQuantileLosses(java.util.Collection) if you want to override the existing values.

Parameters:

weightedQuantileLosses - An array of weighted quantile losses. Quantiles divide a probability distribution into regions of equal probability. The distribution in this case is the loss function.

Returns:

Returns a reference to this object so that method calls can be chained together.

withWeightedQuantileLosses

public Metrics withWeightedQuantileLosses(Collection<WeightedQuantileLoss> weightedQuantileLosses)

An array of weighted quantile losses. Quantiles divide a probability distribution into regions of equal probability. The distribution in this case is the loss function.

Parameters:

weightedQuantileLosses - An array of weighted quantile losses. Quantiles divide a probability distribution into regions of equal probability. The distribution in this case is the loss function.

Returns:

Returns a reference to this object so that method calls can be chained together.

getErrorMetrics

public List<ErrorMetric> getErrorMetrics()

Provides detailed error metrics for each forecast type. Metrics include root-mean square-error (RMSE), mean absolute percentage error (MAPE), mean absolute scaled error (MASE), and weighted average percentage error (WAPE).

Returns:

Provides detailed error metrics for each forecast type. Metrics include root-mean square-error (RMSE), mean absolute percentage error (MAPE), mean absolute scaled error (MASE), and weighted average percentage error (WAPE).

setErrorMetrics

public void setErrorMetrics(Collection<ErrorMetric> errorMetrics)

Provides detailed error metrics for each forecast type. Metrics include root-mean square-error (RMSE), mean absolute percentage error (MAPE), mean absolute scaled error (MASE), and weighted average percentage error (WAPE).

Parameters:

errorMetrics - Provides detailed error metrics for each forecast type. Metrics include root-mean square-error (RMSE), mean absolute percentage error (MAPE), mean absolute scaled error (MASE), and weighted average percentage error (WAPE).

withErrorMetrics

public Metrics withErrorMetrics(ErrorMetric... errorMetrics)

Provides detailed error metrics for each forecast type. Metrics include root-mean square-error (RMSE), mean absolute percentage error (MAPE), mean absolute scaled error (MASE), and weighted average percentage error (WAPE).

NOTE: This method appends the values to the existing list (if any). Use setErrorMetrics(java.util.Collection) or withErrorMetrics(java.util.Collection) if you want to override the existing values.

Parameters:

errorMetrics - Provides detailed error metrics for each forecast type. Metrics include root-mean square-error (RMSE), mean absolute percentage error (MAPE), mean absolute scaled error (MASE), and weighted average percentage error (WAPE).

Returns:

Returns a reference to this object so that method calls can be chained together.

withErrorMetrics

public Metrics withErrorMetrics(Collection<ErrorMetric> errorMetrics)

Provides detailed error metrics for each forecast type. Metrics include root-mean square-error (RMSE), mean absolute percentage error (MAPE), mean absolute scaled error (MASE), and weighted average percentage error (WAPE).

Parameters:

errorMetrics - Provides detailed error metrics for each forecast type. Metrics include root-mean square-error (RMSE), mean absolute percentage error (MAPE), mean absolute scaled error (MASE), and weighted average percentage error (WAPE).

Returns:

Returns a reference to this object so that method calls can be chained together.

setAverageWeightedQuantileLoss

public void setAverageWeightedQuantileLoss(Double averageWeightedQuantileLoss)

The average value of all weighted quantile losses.

Parameters:

averageWeightedQuantileLoss - The average value of all weighted quantile losses.

getAverageWeightedQuantileLoss

public Double getAverageWeightedQuantileLoss()

The average value of all weighted quantile losses.

Returns:

The average value of all weighted quantile losses.

withAverageWeightedQuantileLoss

public Metrics withAverageWeightedQuantileLoss(Double averageWeightedQuantileLoss)

The average value of all weighted quantile losses.

Parameters:

averageWeightedQuantileLoss - The average value of all weighted quantile losses.

Returns:

Returns a reference to this object so that method calls can be chained together.

toString

public String toString()

Returns a string representation of this object. This is useful for testing and debugging. Sensitive data will be redacted from this string using a placeholder value.

Overrides:

toString in class Object

Returns:

A string representation of this object.

See Also:

Object.toString()

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

clone

public Metrics clone()

Overrides:

clone in class Object

marshall

public void marshall(ProtocolMarshaller protocolMarshaller)

Specified by:

marshall in interface StructuredPojo