This repository is the reporisity of PromptCast: A New Prompt-based Learning Paradigm for Time Series Forecasting (TKDE2023). PISA is a large-scale dataset including three real-world forecasting scenarios (three sub-sets) with 311,932 data instances in total. It is designed to support and facilitate the novel PromptCast task proposed in the paper.
Exisiting numerical-based forecasting VS. Prompt-based forecasting
The proposed PISA dataset contrains three real-world forecasting scenarios:
Details of three sub-sets
Dataset
|── PISA-Prompt
│── CT
│-- train_x_prompt.txt
│-- train_y_prompt.txt
│-- val_x_prompt.txt
│-- val_y_prompt.txt
│-- test_x_prompt.txt
│-- test_y_prompt.txt
│── ECL
│-- train_x_prompt.txt
│-- train_y_prompt.txt
│-- val_x_prompt.txt
│-- val_y_prompt.txt
│-- test_x_prompt.txt
│-- test_y_prompt.txt
│── SG
│-- train_x_prompt.txt
│-- train_y_prompt.txt
│-- val_x_prompt.txt
│-- val_y_prompt.txt
│-- test_x_prompt.txt
│-- test_y_prompt.txt
Please check Benchmark folder for the implementations of benchmarked methods.
RMSE and MAE performance
Missing Rate results
Results under train-from-scratch and cross-scenario zero-shot settings
If you think this repo is useful, please cite our papers
@ARTICLE{xue2023promptcast,
author={Xue, Hao and Salim, Flora D.},
journal={IEEE Transactions on Knowledge and Data Engineering},
title={PromptCast: A New Prompt-Based Learning Paradigm for Time Series Forecasting},
year={2023},
volume={},
number={},
pages={1-14},
doi={10.1109/TKDE.2023.3342137}}
@inproceedings{xue2022translating,
title={Translating human mobility forecasting through natural language generation},
author={Xue, Hao and Salim, Flora D and Ren, Yongli and Clarke, Charles LA},
booktitle={Proceedings of the Fifteenth ACM International Conference on Web Search and Data Mining},
pages={1224--1233},
year={2022}
}
@inproceedings{xue2022leveraging,
title={Leveraging language foundation models for human mobility forecasting},
author={Xue, Hao and Voutharoja, Bhanu Prakash and Salim, Flora D},
booktitle={Proceedings of the 30th International Conference on Advances in Geographic Information Systems},
pages={1--9},
year={2022}
}