Add Why TimeGPT notebook

[Yibei990826]

This is the first draft of the Why TimeGPT notebook. There are some items needed to be checked before merging:

• Upload the aggregated M5 dataset and change loading path (https://drive.google.com/file/d/1Xo9LzhnhredJ1XdTkGgAyjqU-Wh6OMGY/view?usp=sharing)
• Upload NHiTS result and change loading path (https://drive.google.com/file/d/1vvDhaaQ0yESDCGbcCtDpNhaglVGPzI47/view?usp=sharing)
• Add link to User dashboard login
• Change wording with GTM team

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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	9.1788	1.7804	0.0057	0.0058

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	1.4927	1.1431	0.0044	0.0039

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	178.293	268.13	269.23	1331.02
mape	0.0234	0.0311	0.0304	0.1692
mse	121589	219485	213677	4.68961e+06
total_time	0.6853	1.5273	0.0053	0.0048

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	465.497	346.972	398.956	1119.26
mape	0.062	0.0436	0.0512	0.1583
mse	835021	403760	656723	3.17316e+06
total_time	0.9156	1.1254	0.0057	0.0053

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	558.673	459.757	602.926	1340.95
mape	0.0697	0.0565	0.0787	0.17
mse	1.22723e+06	739114	1.61572e+06	6.04619e+06
total_time	0.6965	0.4074	0.0059	0.0053

Plot: