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[FEAT] - Tutorials update (Marco) #311

Merged
merged 8 commits into from
Apr 29, 2024
Merged

[FEAT] - Tutorials update (Marco) #311

merged 8 commits into from
Apr 29, 2024

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marcopeix
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@marcopeix marcopeix commented Apr 25, 2024 •
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Better structure and overall improvements to explanations in the following tutorials:

  • long-horizon forecasting
  • multiple series
  • cross-validation
  • anomaly detection

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Experiment Results

Experiment 1: air-passengers

Description:

variable experiment
h 12
season_length 12
freq MS
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 12.6793 11.0623 47.8333 76
mape 0.027 0.0232 0.0999 0.1425
mse 213.936 199.132 2571.33 10604.2
total_time 3.6241 3.4814 0.009 0.0049

Plot:

Experiment 2: air-passengers

Description:

variable experiment
h 24
season_length 12
freq MS
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 58.1031 58.4587 71.25 115.25
mape 0.1257 0.1267 0.1552 0.2358
mse 4040.21 4110.79 5928.17 18859.2
total_time 3.776 4.2471 0.0056 0.0048

Plot:

Experiment 3: electricity-multiple-series

Description:

variable experiment
h 24
season_length 24
freq H
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 142.394 196.363 269.23 1331.02
mape 0.0203 0.0234 0.0304 0.1692
mse 63464.8 123119 213677 4.68961e+06
total_time 7.6742 8.5303 0.008 0.0069

Plot:

Experiment 4: electricity-multiple-series

Description:

variable experiment
h 168
season_length 24
freq H
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 522.427 353.528 398.956 1119.26
mape 0.069 0.0454 0.0512 0.1583
mse 966294 422332 656723 3.17316e+06
total_time 11.2585 11.2731 0.0078 0.0071

Plot:

Experiment 5: electricity-multiple-series

Description:

variable experiment
h 336
season_length 24
freq H
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 478.362 361.033 602.926 1340.95
mape 0.0622 0.046 0.0787 0.17
mse 805039 441118 1.61572e+06 6.04619e+06
total_time 9.2449 10.634 0.0076 0.0074

Plot:

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Experiment Results

Experiment 1: air-passengers

Description:

variable experiment
h 12
season_length 12
freq MS
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 12.6793 11.0623 47.8333 76
mape 0.027 0.0232 0.0999 0.1425
mse 213.935 199.132 2571.33 10604.2
total_time 3.6759 3.4032 0.0081 0.0046

Plot:

Experiment 2: air-passengers

Description:

variable experiment
h 24
season_length 12
freq MS
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 58.1031 58.4587 71.25 115.25
mape 0.1257 0.1267 0.1552 0.2358
mse 4040.21 4110.79 5928.17 18859.2
total_time 5.3886 11.5487 0.0056 0.0047

Plot:

Experiment 3: electricity-multiple-series

Description:

variable experiment
h 24
season_length 24
freq H
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 142.394 196.363 269.23 1331.02
mape 0.0203 0.0234 0.0304 0.1692
mse 63464.7 123119 213677 4.68961e+06
total_time 10.2106 8.7708 0.0076 0.0077

Plot:

Experiment 4: electricity-multiple-series

Description:

variable experiment
h 168
season_length 24
freq H
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 522.427 353.528 398.956 1119.26
mape 0.069 0.0454 0.0512 0.1583
mse 966294 422332 656723 3.17316e+06
total_time 9.5523 10.154 0.0075 0.007

Plot:

Experiment 5: electricity-multiple-series

Description:

variable experiment
h 336
season_length 24
freq H
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 478.362 361.033 602.926 1340.95
mape 0.0622 0.046 0.0787 0.17
mse 805039 441118 1.61572e+06 6.04619e+06
total_time 10.9106 9.2891 0.0075 0.0069

Plot:

mergenthaler
mergenthaler approved these changes Apr 29, 2024
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Thanks!

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@AzulGarza: I think this is ready for your review.

@AzulGarza AzulGarza marked this pull request as ready for review April 29, 2024 19:43
AzulGarza
AzulGarza approved these changes Apr 29, 2024
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awesome! lgtm🥰

@AzulGarza AzulGarza merged commit 8fee338 into main Apr 29, 2024
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@AzulGarza AzulGarza deleted the feature/tutorials-update-marco branch April 29, 2024 19:46
MMenchero pushed a commit that referenced this pull request Apr 29, 2024
@marcopeix @MMenchero
[FEAT] - Tutorials update (Marco) (#311)
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@AzulGarza AzulGarza AzulGarza approved these changes

@mergenthaler mergenthaler mergenthaler approved these changes

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@marcopeix @mergenthaler @AzulGarza