1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
//! Model evaluation metrics for ARIMA forecasting models.
use crate::model::arima_fitting_metrics::ArimaFittingMetrics;
use crate::model::arima_order::ArimaOrder;
use crate::model::arima_single_model_forecasting_metrics::ArimaSingleModelForecastingMetrics;
#[derive(Debug, Default, Clone, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct ArimaForecastingMetrics {
/// Id to differentiate different time series for the large-scale case.
pub time_series_id: Option<Vec<String>>,
/// Seasonal periods. Repeated because multiple periods are supported for one time series.
pub seasonal_periods: Option<Vec<SeasonalPeriods>>,
/// Whether Arima model fitted with drift or not. It is always false when d is not 1.
pub has_drift: Option<Vec<bool>>,
/// Non-seasonal order.
pub non_seasonal_order: Option<Vec<ArimaOrder>>,
/// Repeated as there can be many metric sets (one for each model) in auto-arima and the large-scale case.
pub arima_single_model_forecasting_metrics: Option<Vec<ArimaSingleModelForecastingMetrics>>,
/// Arima model fitting metrics.
pub arima_fitting_metrics: Option<Vec<ArimaFittingMetrics>>,
}
#[derive(Debug, Clone, Serialize, Deserialize)]
#[serde(rename_all = "SCREAMING_SNAKE_CASE")]
pub enum SeasonalPeriods {
/// Unspecified seasonal period type
SeasonalPeriodTypeUnspecified,
/// No seasonality
NoSeasonality,
/// Daily period, 24 hours.
Daily,
/// Weekly period, 7 days.
Weekly,
/// Monthly period, 30 days or irregular.
Monthly,
/// Quarterly period, 90 days or irregular.
Quarterly,
/// Yearly period, 365 days or irregular.
Yearly,
}