chronos-forecasting/scripts/evaluation/configs/zero-shot.yaml
Abdul Fatir fead4ecbca
Add evaluation script (#134)
*Description of changes:* This PR adds configs and a script to evaluate
Chronos models in the same way as described in the paper.


By submitting this pull request, I confirm that you can use, modify,
copy, and redistribute this contribution, under the terms of your
choice.

Co-authored-by: Abdul Fatir Ansari <ansarnd@amazon.de>
2024-06-27 17:13:35 +02:00

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YAML

# Backtest configs for the 27 "zero-shot" datasets.
# These datasets were not seen by Chronos models during training.
- name: monash_traffic
hf_repo: autogluon/chronos_datasets
offset: -24
prediction_length: 24
num_rolls: 1
- name: monash_australian_electricity
hf_repo: autogluon/chronos_datasets
offset: -48
prediction_length: 48
num_rolls: 1
- name: ercot
hf_repo: autogluon/chronos_datasets
offset: -24
prediction_length: 24
num_rolls: 1
- name: ETTm
hf_repo: autogluon/chronos_datasets_extra
offset: -96
prediction_length: 24
num_rolls: 1
- name: ETTh
hf_repo: autogluon/chronos_datasets_extra
offset: -24
prediction_length: 24
num_rolls: 1
- name: exchange_rate
hf_repo: autogluon/chronos_datasets
offset: -30
prediction_length: 30
num_rolls: 1
- name: nn5
hf_repo: autogluon/chronos_datasets
offset: -56
prediction_length: 56
num_rolls: 1
- name: monash_nn5_weekly
hf_repo: autogluon/chronos_datasets
offset: -8
prediction_length: 8
num_rolls: 1
- name: monash_weather
hf_repo: autogluon/chronos_datasets
offset: -30
prediction_length: 30
num_rolls: 1
- name: monash_covid_deaths
hf_repo: autogluon/chronos_datasets
offset: -30
prediction_length: 30
num_rolls: 1
- name: monash_fred_md
hf_repo: autogluon/chronos_datasets
offset: -12
prediction_length: 12
num_rolls: 1
- name: m4_quarterly
hf_repo: autogluon/chronos_datasets
offset: -8
prediction_length: 8
num_rolls: 1
- name: m4_yearly
hf_repo: autogluon/chronos_datasets
offset: -6
prediction_length: 6
num_rolls: 1
- name: dominick
hf_repo: autogluon/chronos_datasets
offset: -8
prediction_length: 8
num_rolls: 1
- name: m5
hf_repo: autogluon/chronos_datasets
offset: -28
prediction_length: 28
num_rolls: 1
- name: monash_tourism_monthly
hf_repo: autogluon/chronos_datasets
offset: -24
prediction_length: 24
num_rolls: 1
- name: monash_tourism_quarterly
hf_repo: autogluon/chronos_datasets
offset: -8
prediction_length: 8
num_rolls: 1
- name: monash_tourism_yearly
hf_repo: autogluon/chronos_datasets
offset: -4
prediction_length: 4
num_rolls: 1
- name: monash_car_parts
hf_repo: autogluon/chronos_datasets
offset: -12
prediction_length: 12
num_rolls: 1
- name: monash_hospital
hf_repo: autogluon/chronos_datasets
offset: -12
prediction_length: 12
num_rolls: 1
- name: monash_cif_2016
hf_repo: autogluon/chronos_datasets
offset: -12
prediction_length: 12
num_rolls: 1
- name: monash_m1_yearly
hf_repo: autogluon/chronos_datasets
offset: -6
prediction_length: 6
num_rolls: 1
- name: monash_m1_quarterly
hf_repo: autogluon/chronos_datasets
offset: -8
prediction_length: 8
num_rolls: 1
- name: monash_m1_monthly
hf_repo: autogluon/chronos_datasets
offset: -18
prediction_length: 18
num_rolls: 1
- name: monash_m3_monthly
hf_repo: autogluon/chronos_datasets
offset: -18
prediction_length: 18
num_rolls: 1
- name: monash_m3_yearly
hf_repo: autogluon/chronos_datasets
offset: -6
prediction_length: 6
num_rolls: 1
- name: monash_m3_quarterly
hf_repo: autogluon/chronos_datasets
offset: -8
prediction_length: 8
num_rolls: 1