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Co-authored-by: Oleksandr Shchur <shchuro@users.noreply.huggingface.co>

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+ path: uber_tlc_hourly/train-*
1597
+ - config_name: ushcn_daily
1598
+ data_files:
1599
+ - split: train
1600
+ path: ushcn_daily/train-*
1601
+ - config_name: weatherbench_daily
1602
+ data_files:
1603
+ - split: train
1604
+ path: weatherbench_daily/train-*
1605
+ - config_name: weatherbench_hourly_10m_u_component_of_wind
1606
+ data_files:
1607
+ - split: train
1608
+ path: weatherbench_hourly/10m_u_component_of_wind/train-*
1609
+ - config_name: weatherbench_hourly_10m_v_component_of_wind
1610
+ data_files:
1611
+ - split: train
1612
+ path: weatherbench_hourly/10m_v_component_of_wind/train-*
1613
+ - config_name: weatherbench_hourly_2m_temperature
1614
+ data_files:
1615
+ - split: train
1616
+ path: weatherbench_hourly/2m_temperature/train-*
1617
+ - config_name: weatherbench_hourly_geopotential
1618
+ data_files:
1619
+ - split: train
1620
+ path: weatherbench_hourly/geopotential/train-*
1621
+ - config_name: weatherbench_hourly_potential_vorticity
1622
+ data_files:
1623
+ - split: train
1624
+ path: weatherbench_hourly/potential_vorticity/train-*
1625
+ - config_name: weatherbench_hourly_relative_humidity
1626
+ data_files:
1627
+ - split: train
1628
+ path: weatherbench_hourly/relative_humidity/train-*
1629
+ - config_name: weatherbench_hourly_specific_humidity
1630
+ data_files:
1631
+ - split: train
1632
+ path: weatherbench_hourly/specific_humidity/train-*
1633
+ - config_name: weatherbench_hourly_temperature
1634
+ data_files:
1635
+ - split: train
1636
+ path: weatherbench_hourly/temperature/train-*
1637
+ - config_name: weatherbench_hourly_toa_incident_solar_radiation
1638
+ data_files:
1639
+ - split: train
1640
+ path: weatherbench_hourly/toa_incident_solar_radiation/train-*
1641
+ - config_name: weatherbench_hourly_total_cloud_cover
1642
+ data_files:
1643
+ - split: train
1644
+ path: weatherbench_hourly/total_cloud_cover/train-*
1645
+ - config_name: weatherbench_hourly_total_precipitation
1646
+ data_files:
1647
+ - split: train
1648
+ path: weatherbench_hourly/total_precipitation/train-*
1649
+ - config_name: weatherbench_hourly_u_component_of_wind
1650
+ data_files:
1651
+ - split: train
1652
+ path: weatherbench_hourly/u_component_of_wind/train-*
1653
+ - config_name: weatherbench_hourly_v_component_of_wind
1654
+ data_files:
1655
+ - split: train
1656
+ path: weatherbench_hourly/v_component_of_wind/train-*
1657
+ - config_name: weatherbench_hourly_vorticity
1658
+ data_files:
1659
+ - split: train
1660
+ path: weatherbench_hourly/vorticity/train-*
1661
+ - config_name: weatherbench_weekly
1662
+ data_files:
1663
+ - split: train
1664
+ path: weatherbench_weekly/train-*
1665
+ - config_name: wiki_daily_100k
1666
+ data_files:
1667
+ - split: train
1668
+ path: wiki_daily_100k/train-*
1669
+ - config_name: wind_farms_daily
1670
+ data_files:
1671
+ - split: train
1672
+ path: wind_farms_daily/train-*
1673
+ - config_name: wind_farms_hourly
1674
+ data_files:
1675
+ - split: train
1676
+ path: wind_farms_hourly/train-*
1677
+ ---
1678
+
1679
+ # Chronos datasets
1680
+
1681
+ Time series datasets used for training and evaluation of the [Chronos](https://github.com/amazon-science/chronos-forecasting) forecasting models.
1682
+
1683
+ Note that some Chronos datasets (`ETTh`, `ETTm`, `brazilian_cities_temperature` and `spanish_energy_and_weather`) that rely on a custom builder script are available in the companion repo [`autogluon/chronos_datasets_extra`](https://huggingface.co/datasets/autogluon/chronos_datasets_extra).
1684
+
1685
+ See the [paper](https://arxiv.org/abs/2403.07815) for more information.
1686
+
1687
+ ## Data format and usage
1688
+
1689
+ All datasets satisfy the following high-level schema:
1690
+ - Each dataset row corresponds to a single (univariate or multivariate) time series.
1691
+ - There exists one column with name `id` and type `string` that contains the unique identifier of each time series.
1692
+ - There exists one column of type `Sequence` with dtype `timestamp[ms]`. This column contains the timestamps of the observations. Timestamps are guaranteed to have a regular frequency that can be obtained with [`pandas.infer_freq`](https://pandas.pydata.org/docs/reference/api/pandas.infer_freq.html).
1693
+ - There exists at least one column of type `Sequence` with numeric (`float`, `double`, or `int`) dtype. These columns can be interpreted as target time series.
1694
+ - For each row, all columns of type `Sequence` have same length.
1695
+ - Remaining columns of types other than `Sequence` (e.g., `string` or `float`) can be interpreted as static covariates.
1696
+
1697
+ Datasets can be loaded using the 🤗 [`datasets`](https://huggingface.co/docs/datasets/en/index) library
1698
+ ```python
1699
+ import datasets
1700
+
1701
+ ds = datasets.load_dataset("autogluon/chronos_datasets", "m4_daily", split="train")
1702
+ ds.set_format("numpy") # sequences returned as numpy arrays
1703
+ ```
1704
+
1705
+ > **NOTE:** The `train` split of all datasets contains the full time series and has no relation to the train/test split used in the Chronos paper.
1706
+
1707
+
1708
+ Example entry in the `m4_daily` dataset
1709
+ ```python
1710
+ >>> ds[0]
1711
+ {'id': 'T000000',
1712
+ 'timestamp': array(['1994-03-01T12:00:00.000', '1994-03-02T12:00:00.000',
1713
+ '1994-03-03T12:00:00.000', ..., '1996-12-12T12:00:00.000',
1714
+ '1996-12-13T12:00:00.000', '1996-12-14T12:00:00.000'],
1715
+ dtype='datetime64[ms]'),
1716
+ 'target': array([1017.1, 1019.3, 1017. , ..., 2071.4, 2083.8, 2080.6], dtype=float32),
1717
+ 'category': 'Macro'}
1718
+ ```
1719
+
1720
+ ### Converting to pandas
1721
+ We can easily convert data in such format to a long format data frame
1722
+ ```python
1723
+ def to_pandas(ds: datasets.Dataset) -> "pd.DataFrame":
1724
+ """Convert dataset to long data frame format."""
1725
+ sequence_columns = [col for col in ds.features if isinstance(ds.features[col], datasets.Sequence)]
1726
+ return ds.to_pandas().explode(sequence_columns).infer_objects()
1727
+ ```
1728
+ Example output
1729
+ ```python
1730
+ >>> print(to_pandas(ds).head())
1731
+ id timestamp target category
1732
+ 0 T000000 1994-03-01 12:00:00 1017.1 Macro
1733
+ 1 T000000 1994-03-02 12:00:00 1019.3 Macro
1734
+ 2 T000000 1994-03-03 12:00:00 1017.0 Macro
1735
+ 3 T000000 1994-03-04 12:00:00 1019.2 Macro
1736
+ 4 T000000 1994-03-05 12:00:00 1018.7 Macro
1737
+ ```
1738
+
1739
+
1740
+ ### Dealing with large datasets
1741
+ Note that some datasets, such as subsets of WeatherBench, are extremely large (~100GB). To work with them efficiently, we recommend either loading them from disk (files will be downloaded to disk, but won't be all loaded into memory)
1742
+ ```python
1743
+ ds = datasets.load_dataset("autogluon/chronos_datasets", "weatherbench_daily", keep_in_memory=False, split="train")
1744
+ ```
1745
+ or, for the largest datasets like `weatherbench_hourly_temperature`, reading them in streaming format (chunks will be downloaded one at a time)
1746
+ ```python
1747
+ ds = datasets.load_dataset("autogluon/chronos_datasets", "weatherbench_hourly_temperature", streaming=True, split="train")
1748
+ ```
1749
+
1750
+ ## Chronos training corpus with TSMixup & KernelSynth
1751
+ The training corpus used for training the Chronos models can be loaded via the configs `training_corpus_tsmixup_10m` (10M TSMixup augmentations of real-world data) and `training_corpus_kernel_synth_1m` (1M synthetic time series generated with KernelSynth), e.g.,
1752
+ ```python
1753
+ ds = datasets.load_dataset("autogluon/chronos_datasets", "training_corpus_tsmixup_10m", streaming=True, split="train")
1754
+ ```
1755
+ Note that since data in the training corpus was obtained by combining various synthetic & real-world time series, the timestamps contain dummy values that have no connection to the original data.
1756
+
1757
+
1758
+ ## License
1759
+ Different datasets available in this collection are distributed under different open source licenses. Please see `ds.info.license` and `ds.info.homepage` for each individual dataset.
1760
+
1761
+ ## Citation
1762
+
1763
+ If you find these datasets useful for your research, please consider citing the associated paper:
1764
+ ```markdown
1765
+ @article{ansari2024chronos,
1766
+ author = {Ansari, Abdul Fatir and Stella, Lorenzo and Turkmen, Caner and Zhang, Xiyuan and Mercado, Pedro and Shen, Huibin and Shchur, Oleksandr and Rangapuram, Syama Syndar and Pineda Arango, Sebastian and Kapoor, Shubham and Zschiegner, Jasper and Maddix, Danielle C. and Wang, Hao and Mahoney, Michael W. and Torkkola, Kari and Gordon Wilson, Andrew and Bohlke-Schneider, Michael and Wang, Yuyang},
1767
+ title = {Chronos: Learning the Language of Time Series},
1768
+ journal = {arXiv preprint arXiv:2403.07815},
1769
+ year = {2024}
1770
+ }
1771
+ ```
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