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feat: suggest earlier version for azure endpoints #457

Merged
merged 7 commits into from
Aug 30, 2024
Merged

feat: suggest earlier version for azure endpoints #457

merged 7 commits into from
Aug 30, 2024

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jmoralez
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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 2.3414 10.265 0.0067 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 0.6836 0.7388 0.0046 0.0041

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 1.2238 1.7912 0.0056 0.0052

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 1.0967 0.6972 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 1.0057 1.9917 0.0061 0.0056

Plot:

@Nixtla Nixtla deleted a comment from github-actions bot Aug 28, 2024
@Nixtla Nixtla deleted a comment from github-actions bot Aug 28, 2024
@jmoralez jmoralez marked this pull request as ready for review August 28, 2024 19:51
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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 2.1361 1.9892 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 1.6365 1.3776 0.0048 0.0043

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 1.3203 1.4399 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 1.4759 1.5831 0.0058 0.0055

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 1.4287 1.4279 0.0063 0.0057

Plot:

raise NotImplementedError(
"This version doesn't support Azure endpoints, please install "
"an earlier version with: `pip install 'nixtla<=0.5.2'`"
)
self.supported_models = ["azureai", "timegpt-1-long-horizon"]
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I'd originally done this to support older azure deployments, but I think this should now just be ["azureai"], right @AzulGarza?

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yes, exactly, thank you @jmoralez

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awesome, @jmoralez!🎉

raise NotImplementedError(
"This version doesn't support Azure endpoints, please install "
"an earlier version with: `pip install 'nixtla<=0.5.2'`"
)
self.supported_models = ["azureai", "timegpt-1-long-horizon"]
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yes, exactly, thank you @jmoralez

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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 2.6759 5.9126 0.0067 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 1.5447 1.5146 0.0046 0.0041

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 1.737 1.646 0.0053 0.0051

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 1.465 1.6002 0.0055 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 2.0343 1.8053 0.0057 0.0051

Plot:

@jmoralez jmoralez merged commit f29d1fe into main Aug 30, 2024
13 checks passed
@jmoralez jmoralez deleted the azure-err branch August 30, 2024 21:38
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3 participants