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fix level check for restricting input in forecast #265

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@jmoralez jmoralez commented Mar 25, 2024

Fixes the condition to restrict the input if we're not generating prediction intervals.

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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 213.936 199.132 2571.33 10604.2
total_time 3.1019 10.4094 0.0093 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 4040.21 4110.79 5928.17 18859.2
total_time 7.3296 6.1178 0.0062 0.0053

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 7.11 10.1048 0.0084 0.0076

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 4.8028 6.0707 0.0081 0.0075

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 9.9374 18.332 0.0082 0.0076

Plot:

@jmoralez jmoralez added the fix label Mar 25, 2024
@jmoralez jmoralez marked this pull request as ready for review March 25, 2024 20:52
@jmoralez jmoralez requested a review from AzulGarza March 25, 2024 20:52
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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 213.936 199.132 2571.33 10604.2
total_time 4.336 9.0524 0.0101 0.0059

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 5.1154 4.7385 0.0063 0.0053

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 6.6847 6.8401 0.0084 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 9.5621 6.7969 0.0081 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 8.4616 12.4834 0.0083 0.0077

Plot:

@jmoralez jmoralez marked this pull request as draft March 25, 2024 21:59
@jmoralez jmoralez closed this Apr 26, 2024
@jmoralez jmoralez deleted the fix-level-restrict-input branch April 26, 2024 16:25
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