nixtla Feat/token function

Description:

Implemented new method for token information retrieval.

Changes:

Added new request_df method to TimeGPT class.
Added supporting methods and minor changes.
Supports main methods from TimeGPT class: forecast, detect_anomalies, and cross_validation.

Testing:

See tests at the end of nb.

Notes:

Need to remove temporary fix to a minor issue when calling the cross_validation method.

Apr 02 '24 06:04 MMenchero

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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	4.167	3.3738	0.0097	0.0053

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	3.9678	8.9966	0.0065	0.0056

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	4.7311	4.3503	0.0084	0.0073

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	7.2099	3.992	0.0084	0.0077

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	805038	441118	1.61572e+06	6.04619e+06
total_time	12.5244	4.7556	0.0084	0.0078

Plot:

Apr 03 '24 22:04 github-actions[bot]

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	3.5608	3.5339	0.0091	0.0074

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	7.4293	15.3817	0.0056	0.005

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	9.3882	7.3983	0.0078	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	966295	422332	656723	3.17316e+06
total_time	11.1683	8.745	0.0077	0.0073

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	805038	441118	1.61572e+06	6.04619e+06
total_time	9.6867	6.4091	0.0077	0.007

Plot:

Apr 03 '24 23:04 github-actions[bot]

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	4.2414	4.5077	0.0094	0.0055

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	5.7826	7.8683	0.0064	0.0054

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	9.4784	7.2296	0.0089	0.0079

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	8.2987	10.2321	0.0084	0.0079

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	10.1406	5.535	0.0086	0.0082

Plot:

Apr 03 '24 23:04 github-actions[bot]

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	3.1328	4.4132	0.009	0.0055

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	6.7054	9.2113	0.0062	0.0054

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	4.3342	8.3783	0.0086	0.0078

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	6.0356	6.2586	0.0084	0.0077

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	6.0142	5.6327	0.0085	0.0079

Plot:

Apr 13 '24 06:04 github-actions[bot]

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	3.9354	6.4594	0.0103	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	12.3057	3.2406	0.0065	0.0057

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	6.2116	4.7569	0.0084	0.0074

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	6.7584	6.674	0.0088	0.0088

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	5.9458	4.9508	0.0084	0.008

Plot:

Apr 18 '24 06:04 github-actions[bot]

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	3.6912	5.9895	0.009	0.0054

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	7.7088	3.5901	0.0061	0.0053

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	5.3668	5.7567	0.0084	0.0076

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	4.0966	8.4653	0.0081	0.0076

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	6.556	4.7745	0.0087	0.0079

Plot:

Apr 18 '24 06:04 github-actions[bot]

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	3.0095	2.7405	0.0099	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	2.7184	2.9373	0.0063	0.0054

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	3.2151	3.7486	0.0087	0.009

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	4.2893	3.635	0.0085	0.0108

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	6.7626	11.3515	0.0086	0.0083

Plot:

Apr 18 '24 06:04 github-actions[bot]

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	2.6035	2.3018	0.0092	0.0056

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	3.0631	4.3259	0.0063	0.0054

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	3.0722	4.5437	0.0085	0.0075

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	966295	422332	656723	3.17316e+06
total_time	5.2125	4.2181	0.0081	0.0075

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	6.1176	4.7093	0.0082	0.0077

Plot:

Apr 18 '24 07:04 github-actions[bot]

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	2.7341	2.533	0.0095	0.0055

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	4.3224	7.006	0.0066	0.0057

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	9.0968	6.7385	0.0087	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	6.2187	6.3749	0.0086	0.0088

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	6.4553	4.9063	0.0085	0.0082

Plot:

Apr 18 '24 07:04 github-actions[bot]

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	4.5938	3.2094	0.0103	0.0062

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	3.7404	6.9138	0.0062	0.0054

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	8.2648	5.2583	0.0086	0.0075

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	5.9645	4.9266	0.0082	0.0076

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	7.4739	6.5832	0.0083	0.0076

Plot:

Apr 18 '24 21:04 github-actions[bot]

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	4.6874	7.1259	0.0087	0.0053

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	9.8397	5.6781	0.0061	0.0053

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	8.2602	8.3371	0.0087	0.0078

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	6.9183	4.671	0.0083	0.0077

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	7.1381	7.4159	0.0085	0.0077

Plot:

Apr 18 '24 21:04 github-actions[bot]

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	5.637	13.1157	0.0095	0.0055

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	3.1434	3.6444	0.0062	0.0053

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	5.0692	8.2879	0.0086	0.0105

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	6.3219	3.6343	0.0085	0.0078

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	5.6794	5.7169	0.0085	0.0079

Plot:

Apr 18 '24 22:04 github-actions[bot]

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	3.1336	4.0482	0.0095	0.0055

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	6.9877	6.7907	0.0062	0.0055

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	5.1373	4.8255	0.0088	0.0076

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	7.2528	5.6403	0.0084	0.0079

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	6.1073	5.9913	0.0086	0.0079

Plot:

Apr 18 '24 23:04 github-actions[bot]

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	5.7987	5.4488	0.0092	0.0053

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	6.1744	5.1086	0.0063	0.0055

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	3.8501	6.7565	0.0087	0.0075

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	8.4011	6.6929	0.0082	0.0077

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	7.5764	6.4494	0.0084	0.0078

Plot:

Apr 19 '24 05:04 github-actions[bot]

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	8.3732	9.9708	0.009	0.0054

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	3.5803	5.5793	0.0058	0.0053

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	4.248	8.1314	0.0082	0.0076

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	7.0817	4.359	0.0076	0.0073

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	6.6856	7.3261	0.0078	0.0075

Plot:

Apr 23 '24 05:04 github-actions[bot]

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	5.2629	7.2848	0.0092	0.0048

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	8.4738	7.7945	0.0057	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	10.3384	10.8062	0.0078	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	9.7669	10.0022	0.0076	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	12.081	10.8004	0.0078	0.0075

Plot:

Apr 24 '24 20:04 github-actions[bot]

This PR is ready for review @AzulGarza

Apr 29 '24 20:04 MMenchero

nixtla nixtla copied to clipboard

Feat/token function

Description:

Changes:

Testing:

Notes:

Experiment 1: air-passengers

Description:

Results:

Plot:

Experiment 2: air-passengers

Description:

Results:

Plot:

Experiment 3: electricity-multiple-series

Description:

Results:

Plot:

Experiment 4: electricity-multiple-series

Description:

Results:

Plot:

Experiment 5: electricity-multiple-series

Description:

Results:

Plot:

Experiment 1: air-passengers

Description:

Results:

Plot:

Experiment 2: air-passengers

Description:

Results:

Plot:

Experiment 3: electricity-multiple-series

Description:

Results:

Plot:

Experiment 4: electricity-multiple-series

Description:

Results:

Plot:

Experiment 5: electricity-multiple-series

Description:

Results:

Plot:

Experiment 1: air-passengers

Description:

Results:

Plot:

Experiment 2: air-passengers

Description:

Results:

Plot:

Experiment 3: electricity-multiple-series

Description:

Results:

Plot:

Experiment 4: electricity-multiple-series

Description:

Results:

Plot:

Experiment 5: electricity-multiple-series

Description:

Results:

Plot:

Experiment 1: air-passengers

Description:

Results:

Plot:

Experiment 2: air-passengers

Description:

Results:

Plot:

Experiment 3: electricity-multiple-series

Description:

Results:

Plot:

Experiment 4: electricity-multiple-series

Description:

nixtla
nixtla copied to clipboard