pastas.stats.metrics.sse

sse(obs=None, sim=None, res=None, missing='drop')

Compute the Sum of the Squared Errors (SSE).

Parameters

• sim (pandas.Series, optional) – Series with the simulated values.

• obs (pandas.Series, optional) – The Series with the observed values.

• res (pandas.Series, optional) – The Series with the residual values. If time series for the residuals are provided, the sim and obs arguments are ignored. Note that the residuals must be computed as obs - sim here.

• missing (str, optional) – string with the rule to deal with missing values. Only “drop” is supported now.

Return type

float

Notes

The Sum of the Squared Errors (SSE) is calculated as follows:

\[\text{SSE} = \sum(\epsilon^2)\]

where \(\epsilon\) are the errors.