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feat: add azure automl experiment #246

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merged 22 commits into from
Mar 7, 2024
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this experiment compares TimeGPT and AzureAutoML in diverse datasets.

@AzulGarza AzulGarza requested a review from jmoralez March 7, 2024 21:10
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github-actions bot commented Mar 7, 2024

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 4.0754 13.1233 0.0109 0.0065

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 15.8555 15.4877 0.0064 0.0054

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 10.939 4.4713 0.0087 0.0079

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 9.8305 6.7939 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 805038 441118 1.61572e+06 6.04619e+06
total_time 12.8087 6.5337 0.0084 0.0077

Plot:

@AzulGarza AzulGarza merged commit 866cd6f into main Mar 7, 2024
12 checks passed
@AzulGarza AzulGarza deleted the feat/azure-automl-experiment branch March 7, 2024 23:34
MMenchero pushed a commit that referenced this pull request Apr 23, 2024
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