evaluate_forecasters

tsml_eval.evaluation.evaluate_forecasters(forecaster_results, save_path, error_on_missing=True, eval_name=None, estimator_names=None)

Evaluate multiple forecasters on multiple datasets.

Writes multiple csv files and figures to save_path, one for each statistic evaluated. Provides a summary csv file with the average statistic and average rank for each forecaster.

Parameters:

forecaster_resultslist of ForecasterResults

The results to evaluate.

save_pathstr

The path to save the evaluation results to.

error_on_missingbool, default=True

Whether to raise an error if results are missing.

eval_namestr, default=None

The name of the evaluation, used in save_path.

estimator_nameslist of str, default=None

The names of the estimator for each forecaster result. If None, uses the estimator_name attribute of each forecaster result.