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feat: add prophet comparison experiment #204

Merged
merged 6 commits into from
Jan 4, 2024
Merged

feat: add prophet comparison experiment #204

merged 6 commits into from
Jan 4, 2024

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AzulGarza
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  • chore: git ignore tar gz files
  • feat: add prophet experiment
  • feat: add .env.example file prophet exp
  • chore: add info to request data

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github-actions bot commented Jan 4, 2024

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 9.5159 10.8829 7.2074 0.7834

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 8.6709 2.7449 0.0064 0.0056

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 142.394 196.363 269.23 1331.02
mape 0.0203 0.0234 0.0304 0.1692
mse 63464.7 123119 213677 4.68961e+06
total_time 3.4028 3.3863 1.2792 0.8454

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 522.427 353.528 398.956 1119.26
mape 0.069 0.0454 0.0512 0.1583
mse 966294 422332 656723 3.17316e+06
total_time 5.5719 3.5145 0.0084 0.0079

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 478.362 361.033 602.926 1340.95
mape 0.0622 0.046 0.0787 0.17
mse 805039 441118 1.61572e+06 6.04619e+06
total_time 5.5762 4.7599 0.0084 0.0081

Plot:

@AzulGarza AzulGarza merged commit d80184e into main Jan 4, 2024
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@AzulGarza AzulGarza deleted the feat/prophet-comparison branch January 4, 2024 23:59
@mergenthaler
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Amazing work

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@AzulGarza @mergenthaler