diff --git a/darts/metrics/metrics.py b/darts/metrics/metrics.py index dfce88568c..40a7e6e15e 100644 --- a/darts/metrics/metrics.py +++ b/darts/metrics/metrics.py @@ -507,10 +507,11 @@ def err( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -584,10 +585,11 @@ def merr( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -666,15 +668,11 @@ def ae( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. - series_reduction - Optionally, a function taking as input a ``np.ndarray`` and returning either a scalar value or a ``np.ndarray``. - This function is used to aggregate the metrics in case the metric is evaluated on multiple series - (e.g., on a ``Sequence[TimeSeries]``). By default, returns the metric for each series. - Example: ``series_reduction=np.nanmean``, will return the average over all series metrics. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -748,15 +746,11 @@ def mae( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. - series_reduction - Optionally, a function taking as input a ``np.ndarray`` and returning either a scalar value or a ``np.ndarray``. - This function is used to aggregate the metrics in case the metric is evaluated on multiple series - (e.g., on a ``Sequence[TimeSeries]``). By default, returns the metric for each series. - Example: ``series_reduction=np.nanmean``, will return the average over all series metrics. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -852,10 +846,11 @@ def ase( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -958,10 +953,11 @@ def mase( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -1052,10 +1048,11 @@ def se( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -1129,10 +1126,11 @@ def mse( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -1228,10 +1226,11 @@ def sse( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -1334,10 +1333,11 @@ def msse( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -1422,10 +1422,11 @@ def rmse( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -1514,10 +1515,11 @@ def rmsse( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -1607,10 +1609,11 @@ def sle( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -1687,10 +1690,11 @@ def rmsle( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -1774,10 +1778,11 @@ def ape( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -1866,10 +1871,11 @@ def mape( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -1958,10 +1964,11 @@ def sape( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -2053,10 +2060,11 @@ def smape( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -2136,10 +2144,11 @@ def ope( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -2231,10 +2240,11 @@ def arre( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -2324,10 +2334,11 @@ def marre( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -2407,10 +2418,11 @@ def r2_score( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -2489,10 +2501,11 @@ def coefficient_of_variation( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -2572,10 +2585,11 @@ def dtw_metric( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -2657,10 +2671,11 @@ def qr( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -2767,10 +2782,11 @@ def ql( parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the time axis. If `None`, will return a metric per time step. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1` @@ -2868,10 +2884,11 @@ def mql( parameter named `axis`, and returns the reduced array. The `axis` receives value `1` corresponding to the component axis. If `None`, will return a metric per component. series_reduction - Optionally, a function to aggregate the metrics over the series axis. It must reduce a `np.ndarray` + Optionally, a function to aggregate the metrics over multiple series. It must reduce a `np.ndarray` of shape `(s, t, c)` to a `np.ndarray` of shape `(t, c)` The function takes as input a ``np.ndarray`` and a parameter named `axis`, and returns the reduced array. The `axis` receives value `0` corresponding to the - series axis. If `None`, will return a metric per series. + series axis. For example with `np.nanmean`, will return the average over all series metrics. If `None`, will + return a metric per component. n_jobs The number of jobs to run in parallel. Parallel jobs are created only when a ``Sequence[TimeSeries]`` is passed as input, parallelising operations regarding different ``TimeSeries``. Defaults to `1`