Commit fb05221d authored by Jan Dinkelbach's avatar Jan Dinkelbach

add normalized rmse

parent b9b66bfc
......@@ -43,6 +43,19 @@ class TimeSeries:
"""
return np.sqrt((TimeSeries.diff('diff', ts1, ts2).values ** 2).mean())
@staticmethod
def norm_rmse(ts1, ts2):
""" Calculate root mean square error between two time series,
normalized using the mean value of both mean values of ts1 and ts2
"""
if np.mean(np.array(ts1.values.mean(),ts2.values.mean())) != 0:
nrmse = np.sqrt((TimeSeries.diff('diff', ts1, ts2).values ** 2).mean())/np.mean(np.array(ts1.values.mean(),ts2.values.mean()))
is_norm = True
else:
nrmse = np.sqrt((TimeSeries.diff('diff', ts1, ts2).values ** 2).mean())
is_norm = False
return (nrmse,is_norm)
@staticmethod
def diff(name, ts1, ts2):
"""Returns difference between values of two Timeseries objects.
......
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