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[FEAT] - Raise error when payload is too large and suggest number of partitions #456

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merged 13 commits into from
Sep 3, 2024

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marcopeix
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When the payload exceeds 200MB, an error is raised and we suggest the minimum number of partitions to be used.

For example, a payload of 275MB raises: ValueError: The payload is too large. Set num_partitions=2.

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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 1.5069 0.9063 0.0063 0.0042

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 4040.22 4110.79 5928.17 18859.2
total_time 1.2211 0.9635 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 178.293 268.121 269.23 1331.02
mape 0.0234 0.0311 0.0304 0.1692
mse 121588 219457 213677 4.68961e+06
total_time 0.7428 1.0001 0.0054 0.005

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 465.532 346.984 398.956 1119.26
mape 0.062 0.0437 0.0512 0.1583
mse 835120 403787 656723 3.17316e+06
total_time 0.8794 1.0377 0.0057 0.0052

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 558.649 459.769 602.926 1340.95
mape 0.0697 0.0566 0.0787 0.17
mse 1.22721e+06 739135 1.61572e+06 6.04619e+06
total_time 1.2062 1.1726 0.0058 0.0053

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 213.936 199.132 2571.33 10604.2
total_time 4.2495 0.7217 0.0075 0.0044

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 0.8204 0.8826 0.0046 0.0045

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 178.293 268.121 269.23 1331.02
mape 0.0234 0.0311 0.0304 0.1692
mse 121588 219457 213677 4.68961e+06
total_time 0.7829 0.7477 0.0059 0.0054

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 465.532 346.984 398.956 1119.26
mape 0.062 0.0437 0.0512 0.1583
mse 835120 403787 656723 3.17316e+06
total_time 2.3603 0.6505 0.0058 0.0052

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 558.649 459.769 602.926 1340.95
mape 0.0697 0.0566 0.0787 0.17
mse 1.22721e+06 739135 1.61572e+06 6.04619e+06
total_time 0.8458 0.7516 0.0059 0.0053

Plot:

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Please also clean the notebook with nbdev_clean --fname nbs/nixtla_client.ipynb --clear_all

nixtla/nixtla_client.py Outdated Show resolved Hide resolved
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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 1.1579 0.8143 0.0062 0.0039

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 0.8524 0.985 0.0046 0.004

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 178.293 268.121 269.23 1331.02
mape 0.0234 0.0311 0.0304 0.1692
mse 121588 219457 213677 4.68961e+06
total_time 5.7974 0.8846 0.0055 0.005

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 465.532 346.984 398.956 1119.26
mape 0.062 0.0437 0.0512 0.1583
mse 835120 403787 656723 3.17316e+06
total_time 0.9347 1.1976 0.0057 0.0051

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 558.649 459.769 602.926 1340.95
mape 0.0697 0.0566 0.0787 0.17
mse 1.22721e+06 739135 1.61572e+06 6.04619e+06
total_time 1.0491 1.5555 0.0058 0.0051

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 213.936 199.132 2571.33 10604.2
total_time 1.0213 0.9613 0.0069 0.0041

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 0.9026 0.699 0.0046 0.0042

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 178.293 268.121 269.23 1331.02
mape 0.0234 0.0311 0.0304 0.1692
mse 121588 219457 213677 4.68961e+06
total_time 0.8128 0.7703 0.0055 0.0053

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 465.532 346.984 398.956 1119.26
mape 0.062 0.0437 0.0512 0.1583
mse 835120 403787 656723 3.17316e+06
total_time 0.742 0.7618 0.0059 0.0054

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 558.649 459.769 602.926 1340.95
mape 0.0697 0.0566 0.0787 0.17
mse 1.22721e+06 739135 1.61572e+06 6.04619e+06
total_time 0.8546 0.7258 0.0058 0.0053

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 213.936 199.132 2571.33 10604.2
total_time 1.3477 1.5296 0.0072 0.0041

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 1.1229 1.26 0.0048 0.004

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 178.293 268.121 269.23 1331.02
mape 0.0234 0.0311 0.0304 0.1692
mse 121588 219457 213677 4.68961e+06
total_time 1.0231 1.3067 0.0055 0.0053

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 465.532 346.984 398.956 1119.26
mape 0.062 0.0437 0.0512 0.1583
mse 835120 403787 656723 3.17316e+06
total_time 0.9333 1.4421 0.0056 0.0052

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 558.649 459.769 602.926 1340.95
mape 0.0697 0.0566 0.0787 0.17
mse 1.22721e+06 739135 1.61572e+06 6.04619e+06
total_time 1.6708 0.888 0.0058 0.0052

Plot:

@marcopeix marcopeix linked an issue Aug 30, 2024 that may be closed by this pull request
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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 2.7223 2.8756 0.0066 0.0041

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 3.8507 2.3361 0.0046 0.0042

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 178.293 268.121 269.23 1331.02
mape 0.0234 0.0311 0.0304 0.1692
mse 121588 219457 213677 4.68961e+06
total_time 2.0473 2.0456 0.0055 0.0054

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 465.532 346.984 398.956 1119.26
mape 0.062 0.0437 0.0512 0.1583
mse 835121 403787 656723 3.17316e+06
total_time 3.7474 2.8038 0.0058 0.0051

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 558.649 459.769 602.926 1340.95
mape 0.0697 0.0566 0.0787 0.17
mse 1.22721e+06 739135 1.61572e+06 6.04619e+06
total_time 2.1915 1.8331 0.0059 0.0053

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 213.936 199.132 2571.33 10604.2
total_time 2.4876 2.2398 0.0069 0.0042

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 1.7696 2.0788 0.0044 0.004

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 178.293 268.121 269.23 1331.02
mape 0.0234 0.0311 0.0304 0.1692
mse 121588 219457 213677 4.68961e+06
total_time 1.5011 1.6145 0.0053 0.0049

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 465.532 346.984 398.956 1119.26
mape 0.062 0.0437 0.0512 0.1583
mse 835120 403787 656723 3.17316e+06
total_time 1.2061 2.8937 0.0058 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 558.649 459.769 602.926 1340.95
mape 0.0697 0.0566 0.0787 0.17
mse 1.22721e+06 739135 1.61572e+06 6.04619e+06
total_time 1.1446 2.0049 0.0058 0.0052

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 213.936 199.132 2571.33 10604.2
total_time 4.1353 2.354 0.0066 0.004

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 2.6132 1.2198 0.0047 0.0042

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 178.293 268.121 269.23 1331.02
mape 0.0234 0.0311 0.0304 0.1692
mse 121588 219457 213677 4.68961e+06
total_time 1.5192 1.2087 0.0054 0.005

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 465.532 346.984 398.956 1119.26
mape 0.062 0.0437 0.0512 0.1583
mse 835120 403787 656723 3.17316e+06
total_time 0.775 0.9235 0.0061 0.0058

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 558.649 459.769 602.926 1340.95
mape 0.0697 0.0566 0.0787 0.17
mse 1.22721e+06 739135 1.61572e+06 6.04619e+06
total_time 0.8667 0.6026 0.0061 0.0058

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 213.936 199.132 2571.33 10604.2
total_time 1.2107 0.9951 0.0065 0.004

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 1.1719 0.5686 0.0046 0.0042

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 178.293 268.121 269.23 1331.02
mape 0.0234 0.0311 0.0304 0.1692
mse 121588 219457 213677 4.68961e+06
total_time 1.1096 1.1933 0.0054 0.0053

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 465.532 346.984 398.956 1119.26
mape 0.062 0.0437 0.0512 0.1583
mse 835120 403787 656723 3.17316e+06
total_time 0.6921 0.6621 0.0059 0.0052

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 558.649 459.769 602.926 1340.95
mape 0.0697 0.0566 0.0787 0.17
mse 1.22721e+06 739135 1.61572e+06 6.04619e+06
total_time 0.7899 0.6206 0.0059 0.0053

Plot:

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github-actions bot commented Sep 3, 2024

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 1.55 1.4796 0.0068 0.004

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 4040.22 4110.79 5928.17 18859.2
total_time 1.0107 1.4661 0.0047 0.0042

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 178.293 268.121 269.23 1331.02
mape 0.0234 0.0311 0.0304 0.1692
mse 121588 219457 213677 4.68961e+06
total_time 1.1021 1.6163 0.0055 0.0049

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 465.532 346.984 398.956 1119.26
mape 0.062 0.0437 0.0512 0.1583
mse 835120 403787 656723 3.17316e+06
total_time 1.1835 1.2553 0.0058 0.005

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 558.649 459.769 602.926 1340.95
mape 0.0697 0.0566 0.0787 0.17
mse 1.22721e+06 739135 1.61572e+06 6.04619e+06
total_time 1.3983 1.281 0.0057 0.0051

Plot:

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github-actions bot commented Sep 3, 2024

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 3.4491 2.8178 0.0061 0.0039

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 1.6491 2.3083 0.0044 0.004

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 178.293 268.121 269.23 1331.02
mape 0.0234 0.0311 0.0304 0.1692
mse 121588 219457 213677 4.68961e+06
total_time 2.6331 2.1143 0.0063 0.0064

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 465.532 346.984 398.956 1119.26
mape 0.062 0.0437 0.0512 0.1583
mse 835120 403787 656723 3.17316e+06
total_time 0.9654 5.9986 0.0055 0.0051

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 558.649 459.769 602.926 1340.95
mape 0.0697 0.0566 0.0787 0.17
mse 1.22721e+06 739135 1.61572e+06 6.04619e+06
total_time 1.214 1.5336 0.0057 0.0052

Plot:

@marcopeix marcopeix marked this pull request as ready for review September 3, 2024 17:53
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github-actions bot commented Sep 3, 2024

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 1.6092 3.2189 0.0068 0.004

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 4040.22 4110.79 5928.17 18859.2
total_time 0.7762 1.1166 0.0053 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 178.293 268.121 269.23 1331.02
mape 0.0234 0.0311 0.0304 0.1692
mse 121588 219457 213677 4.68961e+06
total_time 1.1789 2.6923 0.0052 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 465.532 346.984 398.956 1119.26
mape 0.062 0.0437 0.0512 0.1583
mse 835120 403787 656723 3.17316e+06
total_time 0.865 1.0939 0.0055 0.0049

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 558.649 459.769 602.926 1340.95
mape 0.0697 0.0566 0.0787 0.17
mse 1.22721e+06 739135 1.61572e+06 6.04619e+06
total_time 0.8858 1.0793 0.0057 0.0052

Plot:

@marcopeix marcopeix merged commit 5bb9e05 into main Sep 3, 2024
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@marcopeix marcopeix deleted the feature/partition_automatically branch September 3, 2024 19:27
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