nixtla
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add special dates to 02_holiday
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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 | 0.7329 | 0.5385 | 0.0043 | 0.0033 |
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 | 0.4993 | 0.5608 | 0.0037 | 0.0035 |
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 | 0.4772 | 0.5966 | 0.0046 | 0.0044 |
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 | 0.5848 | 0.5116 | 0.005 | 0.0045 |
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 | 0.6848 | 0.6481 | 0.0051 | 0.0046 |
Plot:
