FEAT - Add new sections to documentation

[marcopeix]

• Add tutorial on setting up the token for TimeGPT
• Add tutorial on specifying a loss function for fine-tuning
• Add tutorial on long-horizon forecasting

[github-actions]

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	4.2321	2.7253	0.0096	0.0066

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	5.0846	9.5451	0.0064	0.0057

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	12.6907	4.3309	0.0086	0.0076

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	5.8627	3.4029	0.0086	0.0082

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	5.7617	4.791	0.0085	0.0078

Plot: