feat: replace TimeGPT class by NixtlaClient class

[AzulGarza]

to allow the inclusion of more models, this pr replaces TimeGPT with NixtlaClient. this will allow us to include more models trough the model parameter.

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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	213.935	199.132	2571.33	10604.2
total_time	3.28	3.0243	0.0094	0.0055

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	2.747	2.9681	0.0061	0.0051

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	63464.8	123119	213677	4.68961e+06
total_time	3.1863	6.1561	0.0083	0.0074

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	4.0545	4.3312	0.0085	0.008

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	5.3481	4.1466	0.0083	0.0078

Plot:

[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	2.9491	4.029	0.0094	0.0054

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	3.8866	3.0867	0.0065	0.0055

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	63464.8	123119	213677	4.68961e+06
total_time	3.9362	3.9547	0.0085	0.0075

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	7.0738	5.7573	0.0084	0.0078

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	11.9139	5.6488	0.0085	0.0078

Plot:

[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	3.7453	4.2191	0.0093	0.0055

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	5.9722	8.7177	0.0065	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	4.5757	5.4197	0.0087	0.0077

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	7.0357	6.6036	0.0083	0.0077

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	6.087	6.4169	0.0084	0.0078

Plot: