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fix: update docs to add hist exog list instead of previous behaviour #520

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merged 3 commits into from
Nov 4, 2024

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this pr updates the documentation to reflect the changes made in #505

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github-actions bot commented Nov 4, 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 0.8445 0.7606 0.0058 0.0042

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 0.8494 0.6897 0.0045 0.0043

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 178.293 268.13 269.23 1331.02
mape 0.0234 0.0311 0.0304 0.1692
mse 121588 219485 213677 4.68961e+06
total_time 1.369 0.7498 0.006 0.0053

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 465.532 346.972 398.956 1119.26
mape 0.062 0.0436 0.0512 0.1583
mse 835120 403760 656723 3.17316e+06
total_time 1.1174 0.8427 0.0059 0.0055

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 558.673 459.757 602.926 1340.95
mape 0.0697 0.0565 0.0787 0.17
mse 1.22723e+06 739114 1.61572e+06 6.04619e+06
total_time 0.9012 2.6618 0.006 0.0056

Plot:

@AzulGarza AzulGarza merged commit f293217 into main Nov 4, 2024
11 of 12 checks passed
@AzulGarza AzulGarza deleted the fix/hist-exog-doc branch November 4, 2024 04:16
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