SciSharp/SiaNet

Error using Accuracy metric on the timeseries example

linkerro opened this issue · 1 comments

I've tried using the Accuracy metric on the TimeSeriesPrediction example and I get an error caused by the fact that Predictions variable has 1 dynamic axis while the Labels variable has 2 dynamic axes.

System.ApplicationException: Operation 'TransposeTimes': Operand 'Output('Hardmax571_Output_0', [1], [#])' has dynamic axes, that do not match the dynamic axes '[*, #]' of the other operands.

Is this a bug or is this intended behavior?

Time series prediction is kind of regression so MSE is being used. Here is an answer on how to calculate accuracy for your reference. https://stats.stackexchange.com/questions/114752/forecast-accuracy-calculation