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[FIX] Contiguity on exogenous #591

Merged
merged 12 commits into from
Jan 20, 2025
Merged

[FIX] Contiguity on exogenous #591

merged 12 commits into from
Jan 20, 2025

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elephaint
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@elephaint elephaint commented Jan 16, 2025

When using num_partitions != None and exogenous features are being used, the contiguity of the payload isn't ensured when orjson receives it.

@elephaint elephaint added the bug label Jan 16, 2025
@elephaint elephaint requested a review from jmoralez January 16, 2025 18:51
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github-actions bot commented Jan 16, 2025

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 0.3538 0.509 0.0048 0.0032

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 0.4924 0.6313 0.0038 0.0034

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 178.293 268.121 269.23 1331.02
mape 0.0234 0.0311 0.0304 0.1692
mse 121589 219457 213677 4.68961e+06
total_time 0.3566 1.3277 0.0046 0.0041

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 0.837 1.1453 0.0049 0.0044

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 0.5732 0.5121 0.005 0.0044

Plot:

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@jmoralez jmoralez left a comment

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Thanks!

@jmoralez jmoralez added fix and removed bug labels Jan 16, 2025
@jmoralez jmoralez merged commit deed23b into main Jan 20, 2025
20 checks passed
@jmoralez jmoralez deleted the fix/contiguity_on_exogenous branch January 20, 2025 20:56
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2 participants