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Advances, Systems and Applications

Table 2 Selected regression evaluation metrics, their formulas, and symbols

From: VTGAN: hybrid generative adversarial networks for cloud workload prediction

Performance Metric

Equation

Root Mean Squared Error (RMSE)

\(\text {RMSE}=\sqrt{\frac{1}{T} \sum _{t=1}^{T} ( i_{t}-\hat{i}_{t})^2}\)

Mean Absolute Percentage Error

\(\text {MAPE}=\frac{1}{T}\sum _{t=1}^{T} \frac{\mid i_{t}- \hat{i}_{t}\mid }{i_{t}}\times 100\%\)

(MAPE)

 

Mean Absolute Error (MAE)

\(\text {MAE}=\frac{1}{T}\sum _{t=1}^{T} \mid i_{t}-\hat{i}_{t} \mid\)

Theil’s coefficient (Theil) [80]

\(\text {Theil}= \frac{\sqrt{\frac{1}{T} \sum _{t=1}^{T} ( i_{t}- \hat{i}_{t})^2}}{\sqrt{\frac{1}{T} \sum _{t=1}^{T} ( i_{t})^2} +\sqrt{\frac{1}{T} \sum _{t=1}^{T} ( \hat{i}_{t})^2} }\)

Average relative variance (ARV) [11]

\(\text {ARV}= \frac{\sum _{t=1}^{T} (i_{t}- \hat{i}_{t})^2}{\sum _{t=1}^{T} (\hat{i}_{t}- i)}\)

[11]

 

Prediction of Change in Direction

\(\text {POCID}= \frac{\sum _{t=1}^{T} D_t}{T} \times 100\)

(POCID) [11]

where \(D_t= \left\{ \begin{array}{ll} 1, &{} \text {if}\ (i_{t}-i_{t-1})(\hat{i}_{t}- \hat{i}_{t-1}) > 0,\\ 0, &{} otherwise. \end{array}\right.\)

Coefficient of determination (\(R^2\)) [11]

\(R^2= 1- \frac{\sum _{t=1}^{T} ( i_{t}- \hat{i}_{t})^2}{\sum _{t=1}^{T} ( i_{t}- \bar{i})^2}\)

  1. Symbols:
  2. - T: Number of samples in the time series.
  3. - \(i_{t}\): True value at time slot t.
  4. - \(\hat{i}_{t}\): Predicted value at time slot t.
  5. - \(\bar{i}\): mean value of i