Skip to content

feat: add stats/incr/nanmmpe #6634

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
wants to merge 1 commit into
base: develop
Choose a base branch
from
Open
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
181 changes: 181 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanmmpe/README.md
Original file line number Diff line number Diff line change
@@ -0,0 +1,181 @@
<!--

@license Apache-2.0

Copyright (c) 2025 The Stdlib Authors.

Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at

http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.

-->

# incrnanmmpe

> Compute a moving [mean percentage error][mean-percentage-error] (MPE) incrementally ignoring NaN values.

<section class="intro">

For a window of size `W`, the [mean percentage error][mean-percentage-error] is defined as

<!-- <equation class="equation" label="eq:mean_percentage_error" align="center" raw="\operatorname{MPE} = \frac{100}{W} \sum_{i=0}^{W-1} \frac{a_i - f_i}{a_i}" alt="Equation for the mean percentage error."> -->

```math
\mathop{\mathrm{MPE}} = \frac{100}{W} \sum_{i=0}^{W-1} \frac{a_i - f_i}{a_i}
```

<!-- <div class="equation" align="center" data-raw-text="\operatorname{MPE} = \frac{100}{W} \sum_{i=0}^{W-1} \frac{a_i - f_i}{a_i}" data-equation="eq:mean_percentage_error">
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@d97022bce00ceb9db681cb6cc8fb6c87ad86287f/lib/node_modules/@stdlib/stats/incr/mmpe/docs/img/equation_mean_percentage_error.svg" alt="Equation for the mean percentage error.">
<br>
</div> -->

<!-- </equation> -->

where `f_i` is the forecast value and `a_i` is the actual value.

</section>

<!-- /.intro -->

<section class="usage">

## Usage

```javascript
var incrnanmmpe = require( '@stdlib/stats/incr/mmpe' );
```

#### incrnanmmpe( window )

Returns an accumulator `function` which incrementally computes a moving [mean percentage error][mean-percentage-error]. The `window` parameter defines the number of values over which to compute the moving [mean percentage error][mean-percentage-error].

```javascript
var accumulator = incrnanmmpe( 3 );
```

#### accumulator( \[f, a] )

If provided input values `f` and `a`, the accumulator function returns an updated [mean percentage error][mean-percentage-error]. If not provided input values `f` and `a`, the accumulator function returns the current [mean percentage error][mean-percentage-error].

```javascript
var accumulator = incrnanmmpe( 3 );

var m = accumulator();
// returns null

// Fill the window...
m = accumulator( 2.0, 3.0 ); // [(2.0,3.0)]
// returns ~33.33

m = accumulator( 1.0, 4.0 ); // [(2.0,3.0), (1.0,4.0)]
// returns ~54.17

// Ignored
m = accumulator( NaN, 1.0 ); // [(2.0,3.0), (1.0,4.0)]
// returns ~54.17

m = accumulator( 3.0, 9.0 ); // [(2.0,3.0), (1.0,4.0), (3.0,9.0)]
// returns ~58.33

// Window begins sliding...
m = accumulator( 7.0, 3.0 ); // [(1.0,4.0), (3.0,9.0), (7.0,3.0)]
// returns ~2.78

m = accumulator( 5.0, 3.0 ); // [(3.0,9.0), (7.0,3.0), (5.0,3.0)]
// returns ~-44.44

m = accumulator();
// returns ~-44.44
```

</section>

<!-- /.usage -->

<section class="notes">

## Notes

- Input values are type checked. If provided `NaN` or a value which, when used in computations, the accumulator function ignores it. If non-numeric inputs are possible, you are advised to use nanmmpe instead of mmpe.
- As `W` (f,a) pairs are needed to fill the window buffer, the first `W-1` returned values are calculated from smaller sample sizes. Until the window is full, each returned value is calculated from all provided values.
- Be careful when interpreting the [mean percentage error][mean-percentage-error] as errors can cancel. This stated, that errors can cancel makes the [mean percentage error][mean-percentage-error] suitable for measuring the bias in forecasts.
- **Warning**: the [mean percentage error][mean-percentage-error] is **not** suitable for intermittent demand patterns (i.e., when `a_i` is `0`). Interpretation is most straightforward when actual and forecast values are positive valued (e.g., number of widgets sold).

</section>

<!-- /.notes -->

<section class="examples">

## Examples

<!-- eslint no-undef: "error" -->

```javascript
var randu = require( '@stdlib/random/base/randu' );
var incrnanmmpe = require( '@stdlib/stats/incr/mmpe' );

var accumulator;
var v1;
var v2;
var i;

// Initialize an accumulator:
accumulator = incrnanmmpe( 5 );

// For each simulated datum, update the moving mean percentage error...
for ( i = 0; i < 100; i++ ) {
v1 = ( randu()*100.0 ) + 50.0;
v2 = ( randu()*100.0 ) + 50.0;
accumulator( v1, v2 );
}
console.log( accumulator() );
```

</section>

<!-- /.examples -->

<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->

<section class="related">

* * *

## See Also

- <span class="package-name">[`@stdlib/stats/incr/mmape`][@stdlib/stats/incr/mmape]</span><span class="delimiter">: </span><span class="description">compute a moving mean absolute percentage error (MAPE) incrementally.</span>
- <span class="package-name">[`@stdlib/stats/incr/mme`][@stdlib/stats/incr/mme]</span><span class="delimiter">: </span><span class="description">compute a moving mean error (ME) incrementally.</span>
- <span class="package-name">[`@stdlib/stats/incr/mpe`][@stdlib/stats/incr/mpe]</span><span class="delimiter">: </span><span class="description">compute the mean percentage error (MPE) incrementally.</span>

</section>

<!-- /.related -->

<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="links">

[mean-percentage-error]: https://en.wikipedia.org/wiki/Mean_percentage_error

<!-- <related-links> -->

[@stdlib/stats/incr/mmape]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mmape

[@stdlib/stats/incr/mme]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mme

[@stdlib/stats/incr/mpe]: https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/incr/mpe

<!-- </related-links> -->

</section>

<!-- /.links -->
69 changes: 69 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanmmpe/benchmark/benchmark.js
Original file line number Diff line number Diff line change
@@ -0,0 +1,69 @@
/**
* @license Apache-2.0
*
* Copyright (c) 2025 The Stdlib Authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/

'use strict';

// MODULES //

var bench = require( '@stdlib/bench' );
var randu = require( '@stdlib/random/base/randu' );
var pkg = require( './../package.json' ).name;
var incrnanmmpe = require( './../lib' );


// MAIN //

bench( pkg, function benchmark( b ) {
var f;
var i;
b.tic();
for ( i = 0; i < b.iterations; i++ ) {
f = incrnanmmpe( (i%5)+1 );
if ( typeof f !== 'function' ) {
b.fail( 'should return a function' );
}
}
b.toc();
if ( typeof f !== 'function' ) {
b.fail( 'should return a function' );
}
b.pass( 'benchmark finished' );
b.end();
});

bench( pkg+'::accumulator', function benchmark( b ) {
var acc;
var v;
var i;

acc = incrnanmmpe( 5 );

b.tic();
for ( i = 0; i < b.iterations; i++ ) {
v = acc( randu()+0.5, randu()+0.5 );
if ( v !== v ) {
b.fail( 'should not return NaN' );
}
}
b.toc();
if ( v !== v ) {
b.fail( 'should not return NaN' );
}
b.pass( 'benchmark finished' );
b.end();
});
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
45 changes: 45 additions & 0 deletions lib/node_modules/@stdlib/stats/incr/nanmmpe/docs/repl.txt
Original file line number Diff line number Diff line change
@@ -0,0 +1,45 @@

{{alias}}( W )
Returns an accumulator function which incrementally computes a moving
mean percentage error (MPE).

The `W` parameter defines the number of values over which to compute the
moving mean percentage error.

If provided input values, the accumulator function returns an updated moving
mean percentage error. If not provided input values, the accumulator
function returns the current moving mean percentage error.

As `W` (f,a) pairs are needed to fill the window buffer, the first `W-1`
returned values are calculated from smaller sample sizes. Until the window
is full, each returned value is calculated from all provided values.

Parameters
----------
W: integer
Window size.

Returns
-------
acc: Function
Accumulator function.

Examples
--------
> var accumulator = {{alias}}( 3 );
> var m = accumulator()
null
> m = accumulator( 2.0, 3.0 )
~33.33
> m = accumulator( 5.0, 2.0 )
~-58.33
> m = accumulator( 3.0, 2.0 )
~-55.56
> m = accumulator( 2.0, 5.0 )
~-46.67
> m = accumulator()
~-46.67

See Also
--------

Loading