Answers.Body: <p>AUROC and ROC curves are metrics for classification. Since you seem to have a regression tasks, it does not make any sense to use a classification metric, it simply would give you incorrect results since they do not measure what you actually want.</p>
  <p>So do not use AUROC for regression tasks, only for classification tasks.</p>
  
Answers.ContentLicense: CC BY-SA 4.0
Answers.CreationDate: 2022-12-03T14:33:56.417Z
Answers.LastActivityDate: 2022-12-03T14:33:56.417Z
Answers.UserDisplayName: Dr. Snoopy
Body: <p>I have built a time series forecasting model based on RNN.</p>
  <p>Can I calculate AUCROC on the test set and the actual predicted values?</p>
  <p>Example:</p>
  <pre><code>true_value = [1, 3, 23, 5, 8, ...]
  model_predicted_value = [2, 4, 18, 6, 11, ...]
  </code></pre>
  <p>If it is possible how should I calculate the AUCROC curve?</p>
  
Comments.ContentLicense: CC BY-SA 4.0
Comments.CreationDate: 2022-12-02T17:53:25.230Z
Comments.Text: Is your task regression or classification?
Comments.UserDisplayName: Dr. Snoopy
Comments.ContentLicense: CC BY-SA 4.0
Comments.CreationDate: 2022-12-03T10:19:54.810Z
Comments.Text: That is regression task
Comments.UserDisplayName: KYH
Comments.ContentLicense: CC BY-SA 4.0
Comments.CreationDate: 2022-12-03T13:46:47.127Z
Comments.Text: Then you cannot use AUROC, which is a classification metric. Please do not accept the incorrect answer that was posted, as it is misleading other people!
Comments.UserDisplayName: Dr. Snoopy
Tags: <machine-learning><deep-learning><testing>
Title: Can AUCROC curves be used to evaluate forecasting results for time series data?
UserDisplayName: KYH
ThreadText: # Can AUCROC curves be used to evaluate forecasting results for time series data?
  
  (Asked by: username_0 on 2022-12-02)
  
  I have built a time series forecasting model based on RNN.
  Can I calculate AUCROC on the test set and the actual predicted values?
  Example:
  true_value = [1, 3, 23, 5, 8, ...]
  model_predicted_value = [2, 4, 18, 6, 11, ...]
  
  If it is possible how should I calculate the AUCROC curve?
  
  **Tags:** machine-learning, deep-learning, testing
  > **Comments:**
  > **username_1**: Is your task regression or classification?  
  > **username_0**: That is regression task  
  > **username_1**: Then you cannot use AUROC, which is a classification metric. Please do not accept the incorrect answer that was posted, as it is misleading other people!  
  
  ---
  
  ## 1 answers
  
  ### Answer by username_1 on 2022-12-03. Score: 1 | Accepted answer
  
  AUROC and ROC curves are metrics for classification. Since you seem to have a regression tasks, it does not make any sense to use a classification metric, it simply would give you incorrect results since they do not measure what you actually want.
  
  So do not use AUROC for regression tasks, only for classification tasks.
  
  
  ---
  
  