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ontime
Your library to work with time series
Apache License 2.0
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Benchmarking module
#2
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fredmontet
opened
9 months ago
fredmontet
commented
9 months ago
Loading data
[ ] some basic datasets
[ ] custom dataset
[ ] TimeEval format (
https://timeeval.readthedocs.io/en/latest/
)
Model training
[ ] encapsulation of models to be tested in a dedicated object (e.g. ModelToBenchmark )
[ ] possibility of running the benchmark on a series of datasets
[ ] optimization with Optuna using e.g. a boolean
Comparison for Predictors
[ ] Test of multiple predictors and select the best one (check prediction quality)
[ ] Performance plot for each model and dataset
[ ] Comparison of characteristics of selected models (confidence interval, point prediction or not, etc.)
[ ] Test of multiple prediction windows and select the best one
[ ] Test at different time along the tested window
Comparison for Detectors
[ ] Test of multiple statistical detection thresholds and select the best one
fredmontet
commented
7 months ago
Chargement des donnée
POC de module de benchmark (MVP test de 2 modèle, 2 datasets) MS1 - Validation archi
Ajout de features (optimisation, longueur de prediction, features de modèle) MSx - feature x
Reporting et format des résultats (.md, .png, .pdf, exécution hors de notebooks de préférence)
Loading data
Model training
Comparison for Predictors
Comparison for Detectors