Chicago Crime — Forecast Validation Dashboard

Table 1 — Validation scores (df_validate)

horizon MAE RMSE R2 n
t+1 months 3.654 6.573 0.955 14000
t+2 months 4.242 8.367 0.925 14000
t+3 months 4.383 8.766 0.918 13000
t+4 months 4.542 9.304 0.907 12000

Table 2 — Feature importances (descending)

feature importance
lag_1 0.641
lag_2 0.288
lag_3 0.017
year 0.012
month 0.010
lag_4 0.008
lag_6 0.007
lag_5 0.007
_level_skforecast 0.006