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docs: add notebook tutorial for improve forecast accuracy #495

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merged 8 commits into from
Oct 15, 2024

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Yibei990826
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Added notebook tutorial for improve forecast accuracy

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github-actions bot commented Oct 15, 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 11.7283 4.4447 0.0055 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 2.3729 1.5191 0.0045 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 1.4938 3.9964 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 2.0626 1.2626 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 0.8532 1.5039 0.0059 0.0052

Plot:

@AzulGarza AzulGarza changed the title Doc/edit tutorial faq docs: add notebook tutorial for improve forecast accuracy Oct 15, 2024
@AzulGarza AzulGarza self-requested a review October 15, 2024 23:02
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@AzulGarza AzulGarza left a comment

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nice, @Yibei990826! lgtm :)

@AzulGarza AzulGarza merged commit 1973303 into main Oct 15, 2024
12 checks passed
@AzulGarza AzulGarza deleted the doc/edit_tutorial_faq branch October 15, 2024 23:03
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2 participants