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docs: Audit and clean data methods

Open MMenchero opened this issue 10 months ago • 3 comments

Description

Includes a new tutorial showing the new audit and clean data methods from TimeGPT.

MMenchero avatar Apr 22 '25 03:04 MMenchero

Check out this pull request on  ReviewNB

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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 0.789 0.5711 0.0044 0.0034

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 0.5549 0.482 0.0039 0.0034

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 178.296 268.121 269.23 1331.02
mape 0.0234 0.0311 0.0304 0.1692
mse 121588 219457 213677 4.68961e+06
total_time 1.6119 2.6587 0.0047 0.0042

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 465.454 346.978 398.956 1119.26
mape 0.062 0.0436 0.0512 0.1583
mse 834903 403769 656723 3.17316e+06
total_time 1.4017 1.8919 0.0049 0.0044

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 558.702 459.769 602.926 1340.95
mape 0.0697 0.0565 0.0787 0.17
mse 1.22728e+06 739162 1.61572e+06 6.04619e+06
total_time 0.5429 1.2165 0.005 0.0044

Plot:

github-actions[bot] avatar Apr 22 '25 03:04 github-actions[bot]

This been seating here for a few days, but tagging reviewers for validation.

MMenchero avatar Apr 24 '25 19:04 MMenchero