v0.4.0

[jmoralez]

Since #298 changed the package name along with the documentation it's important to make a release under the new name (nixtla).

To test the new version I ran the action that uploads the packages to test pypi (logs), installed from there in colab:

%pip install httpx pandas "pydantic<2" requests tenacity utilsforecast>=0.1.7
%pip install --index-url=https://test.pypi.org/simple/ --no-deps nixtla==0.4.0 nixtlats==0.4.0

and verified that a sample notebook works as expected.

[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	213.935	199.132	2571.33	10604.2
total_time	10.6896	7.1431	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	7.754	9.3175	0.0058	0.0049

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	11.0728	11.6808	0.0079	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	7.0779	8.7709	0.0076	0.0072

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	15.9598	11.8142	0.0079	0.0069

Plot:

[AzulGarza]

awesome @jmoralez! thanks for this.🔥