[losses] Add CFE and PIS

[wkCircle]

Description

Hi I am using Nixtla packages and pretty like the framework. Regarding the losses, I'd like to propose to add 2 additional metrics especially relevant for demand forecasting, the Cumulative Forecast Error and the (scaled) Periods in Stocks.

Theses metrics come from the classic paper: Wallström, Peter, and Anders Segerstedt. "Evaluation of forecasting error measurements and techniques for intermittent demand." International Journal of Production Economics 128.2 (2010): 625-636. (Click here or here to see the paper.),

which is then also menteiond in another classic paper: Kourentzes, Nikolaos. "On intermittent demand model optimisation and selection." International Journal of Production Economics 156 (2014): 180-190. (click here for paper link)

Please feel free to let me know your idea. I would also love to create a PR for it.

Use case

No response

[wkCircle]

Hello, any feedback? Thanks in advance.