Utility_MSVR.py

import numpy as np
from numpy import concatenate

# from sklearn.preprocessing import MinMaxScaler
from sklearn.metrics import mean_squared_error


# import statistics

def create_dataset(ts, dim, h):
    look_back = dim + h - 1
    # dataset = np.insert(dataset, [0] * look_back, 0)
    dataX, dataY = [], []
    for i in range(len(ts) - look_back):
        a = ts[i:(i + look_back)]
        dataX.append(a)
        dataY.append(ts[i + look_back])
    dataY = np.array(dataY)
    dataY = np.reshape(dataY, (dataY.shape[0], 1))
    dataset = np.concatenate((dataX, dataY), axis=1)
    return dataset


def unpadding(y):
    a = y.copy()
    h = y.shape[1]
    s = np.empty(y.shape[0] + y.shape[1] - 1)

    for i in range(s.shape[0]):
        s[i] = np.diagonal(np.flip(a, 1), offset=-i + h - 1, axis1=0, axis2=1).copy().mean()

    return s


def mape(y_true, y_pred):
    y_true = unpadding(y_true)
    y_pred = unpadding(y_pred)

    mask = y_true != 0.0
    ## Note: does not handle mix 1d representation
    # if _is_1d(y_true):
    #    y_true, y_pred = _check_1d_array(y_true, y_pred)
    N_metric = (y_true[mask] - y_pred[mask]) / y_true[mask]
    N_metric = np.fabs(N_metric)
    metric = N_metric.mean()

    return metric


def smape(y_true, y_pred):
    y_true = unpadding(y_true)
    y_pred = unpadding(y_pred)

    mask = y_true != 0.0
    ## Note: does not handle mix 1d representation
    # if _is_1d(y_true):
    #    y_true, y_pred = _check_1d_array(y_true, y_pred)
    N_metric = (y_true[mask] - y_pred[mask]) / (y_true[mask] + y_pred[mask])
    N_metric = np.fabs(N_metric)
    metric = N_metric.mean()


def rmse(y_true, y_pred):
    y_true = unpadding(y_true)
    y_pred = unpadding(y_pred)

    return np.sqrt(mean_squared_error(y_true, y_pred))