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Merged
merged 7 commits into from
Apr 23, 2024
Merged

use fill_gaps in resample_dataframe #267

merged 7 commits into from
Apr 23, 2024

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@jmoralez
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@jmoralez jmoralez commented Mar 25, 2024

Uses the fill_gaps function from utilsforecast to fill missing timestamps instead of pandas' resample.

Fixes #212

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github-actions bot commented Mar 26, 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 3.1396 14.2626 0.0103 0.006

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 5.7386 4.538 0.0063 0.0054

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 7.3925 7.4013 0.0085 0.009

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 8.7331 5.227 0.0082 0.0076

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 10.2277 8.2901 0.0086 0.008

Plot:

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github-actions bot commented Apr 22, 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 4.3471 5.0179 0.0084 0.0048

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 9.8319 10.9724 0.0054 0.0046

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 5.6286 8.787 0.0077 0.0069

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 5.6994 6.1994 0.0074 0.007

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 805038 441118 1.61572e+06 6.04619e+06
total_time 11.0595 4.8931 0.0074 0.0068

Plot:

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github-actions bot commented Apr 22, 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 6.6416 4.2349 0.0085 0.0047

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 12.4041 5.7697 0.0058 0.0047

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 7.8038 7.1223 0.0077 0.0067

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 966295 422332 656723 3.17316e+06
total_time 7.1623 6.489 0.0075 0.0067

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 5.924 5.6535 0.0075 0.0069

Plot:

@github-actions
Copy link
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github-actions bot commented Apr 22, 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 3.9913 15.7764 0.0087 0.0048

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 16.2549 7.7964 0.0089 0.0071

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 6.3834 4.7236 0.0077 0.0068

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 966295 422332 656723 3.17316e+06
total_time 6.6356 6.9207 0.0074 0.0068

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 7.6011 3.845 0.0075 0.0071

Plot:

@jmoralez jmoralez marked this pull request as ready for review April 23, 2024 00:39
@jmoralez jmoralez requested a review from AzulGarza April 23, 2024 00:39
AzulGarza
AzulGarza approved these changes Apr 23, 2024
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😍 lgtm

@jmoralez jmoralez merged commit b962e24 into main Apr 23, 2024
@jmoralez jmoralez deleted the resample-use-fill-gaps branch April 23, 2024 01:42
MMenchero pushed a commit that referenced this pull request Apr 23, 2024
@jmoralez @MMenchero
use fill_gaps in resample_dataframe (#267)
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@AzulGarza AzulGarza AzulGarza approved these changes

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Issue with cross_validation: resampling can lead to wrong time column which cannot be matched with cutoffs.

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@jmoralez @AzulGarza