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microprediction / timemachines

Predict time-series with one line of code.
https://www.microprediction.com/blog/popular-timeseries-packages
MIT License
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ETT data #88

Open microprediction opened 2 years ago

microprediction commented 2 years ago

See https://drive.google.com/drive/folders/1Gv1MXjLo5bLGep4bsqDyaNMI2oQC9GH2 for data used in SCINet https://github.com/cure-lab/SCINet which is performing well, seemingly, at https://paperswithcode.com/sota/time-series-forecasting-on-etth1-24

microprediction commented 2 years ago

The Electricity Transformer Temperature (ETT) is a crucial indicator in the electric power long-term deployment. This dataset consists of 2 years data from two separated counties in China. To explore the granularity on the Long sequence time-series forecasting (LSTF) problem, different subsets are created, {ETTh1, ETTh2} for 1-hour-level and ETTm1 for 15-minutes-level. Each data point consists of the target value ”oil temperature” and 6 power load features. The train/val/test is 12/4/4 months.