Duplicate from autogluon/chronos_datasets
Browse filesCo-authored-by: Oleksandr Shchur <shchuro@users.noreply.huggingface.co>
This view is limited to 50 files because it contains too many changes.
See raw diff
- .gitattributes +55 -0
- README.md +1771 -0
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- electricity_15min/train-00000-of-00001.parquet +3 -0
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- m5/train-00000-of-00001.parquet +3 -0
- mexico_city_bikes/train-00000-of-00001.parquet +3 -0
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- monash_kdd_cup_2018/train-00000-of-00001.parquet +3 -0
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- monash_m3_yearly/train-00000-of-00001.parquet +3 -0
- monash_nn5_weekly/train-00000-of-00001.parquet +3 -0
- monash_pedestrian_counts/train-00000-of-00001.parquet +3 -0
- monash_rideshare/train-00000-of-00001.parquet +3 -0
- monash_saugeenday/train-00000-of-00001.parquet +3 -0
- monash_temperature_rain/train-00000-of-00001.parquet +3 -0
- monash_tourism_monthly/train-00000-of-00001.parquet +3 -0
- monash_tourism_quarterly/train-00000-of-00001.parquet +3 -0
- monash_tourism_yearly/train-00000-of-00001.parquet +3 -0
- monash_traffic/train-00000-of-00001.parquet +3 -0
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- nn5/train-00000-of-00001.parquet +3 -0
- solar/train-00000-of-00009.parquet +3 -0
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- solar/train-00003-of-00009.parquet +3 -0
- solar/train-00004-of-00009.parquet +3 -0
- solar/train-00005-of-00009.parquet +3 -0
- solar/train-00006-of-00009.parquet +3 -0
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README.md
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|
1 |
+
---
|
2 |
+
annotations_creators:
|
3 |
+
- no-annotation
|
4 |
+
license: other
|
5 |
+
source_datasets:
|
6 |
+
- original
|
7 |
+
task_categories:
|
8 |
+
- time-series-forecasting
|
9 |
+
task_ids:
|
10 |
+
- univariate-time-series-forecasting
|
11 |
+
- multivariate-time-series-forecasting
|
12 |
+
pretty_name: Chronos datasets
|
13 |
+
dataset_info:
|
14 |
+
- config_name: dominick
|
15 |
+
features:
|
16 |
+
- name: id
|
17 |
+
dtype: string
|
18 |
+
- name: timestamp
|
19 |
+
sequence: timestamp[ms]
|
20 |
+
- name: target
|
21 |
+
sequence: float64
|
22 |
+
- name: im_0
|
23 |
+
dtype: int64
|
24 |
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splits:
|
25 |
+
- name: train
|
26 |
+
num_bytes: 477140250
|
27 |
+
num_examples: 100014
|
28 |
+
download_size: 60199910
|
29 |
+
dataset_size: 477140250
|
30 |
+
homepage: https://www.chicagobooth.edu/research/kilts/research-data/dominicks
|
31 |
+
- config_name: electricity_15min
|
32 |
+
features:
|
33 |
+
- name: id
|
34 |
+
dtype: string
|
35 |
+
- name: timestamp
|
36 |
+
sequence: timestamp[ms]
|
37 |
+
- name: consumption_kW
|
38 |
+
sequence: float64
|
39 |
+
splits:
|
40 |
+
- name: train
|
41 |
+
num_bytes: 670989988
|
42 |
+
num_examples: 370
|
43 |
+
download_size: 284497403
|
44 |
+
dataset_size: 670989988
|
45 |
+
license: CC BY 4.0
|
46 |
+
homepage: https://archive.ics.uci.edu/dataset/321/electricityloaddiagrams20112014
|
47 |
+
- config_name: ercot
|
48 |
+
features:
|
49 |
+
- name: id
|
50 |
+
dtype: string
|
51 |
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53 |
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54 |
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|
55 |
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|
56 |
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|
57 |
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num_examples: 8
|
58 |
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download_size: 14504261
|
59 |
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|
60 |
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features:
|
61 |
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|
62 |
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dtype: string
|
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splits:
|
68 |
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- name: train
|
69 |
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num_examples: 8
|
70 |
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download_size: 401501
|
71 |
+
license: MIT
|
72 |
+
homepage: https://github.com/laiguokun/multivariate-time-series-data/tree/master/exchange_rate
|
73 |
+
- config_name: m4_daily
|
74 |
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features:
|
75 |
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|
76 |
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dtype: string
|
77 |
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78 |
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|
81 |
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|
84 |
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|
85 |
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|
86 |
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num_examples: 4227
|
87 |
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download_size: 65546675
|
88 |
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dataset_size: 160504176
|
89 |
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homepage: https://github.com/Mcompetitions/M4-methods
|
90 |
+
- config_name: m4_hourly
|
91 |
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features:
|
92 |
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|
93 |
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dtype: string
|
94 |
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95 |
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98 |
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101 |
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|
102 |
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|
103 |
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|
104 |
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download_size: 1336971
|
105 |
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dataset_size: 5985544
|
106 |
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homepage: https://github.com/Mcompetitions/M4-methods
|
107 |
+
- config_name: m4_monthly
|
108 |
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features:
|
109 |
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|
110 |
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dtype: string
|
111 |
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120 |
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|
121 |
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download_size: 52772258
|
122 |
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dataset_size: 181372969
|
123 |
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homepage: https://github.com/Mcompetitions/M4-methods
|
124 |
+
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|
125 |
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features:
|
126 |
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|
127 |
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dtype: string
|
128 |
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|
138 |
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download_size: 13422579
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139 |
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dataset_size: 39205397
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140 |
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homepage: https://github.com/Mcompetitions/M4-methods
|
141 |
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|
142 |
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features:
|
143 |
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|
144 |
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dtype: string
|
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1461 |
+
- config_name: monash_car_parts
|
1462 |
+
data_files:
|
1463 |
+
- split: train
|
1464 |
+
path: monash_car_parts/train-*
|
1465 |
+
- config_name: monash_cif_2016
|
1466 |
+
data_files:
|
1467 |
+
- split: train
|
1468 |
+
path: monash_cif_2016/train-*
|
1469 |
+
- config_name: monash_covid_deaths
|
1470 |
+
data_files:
|
1471 |
+
- split: train
|
1472 |
+
path: monash_covid_deaths/train-*
|
1473 |
+
- config_name: monash_electricity_hourly
|
1474 |
+
data_files:
|
1475 |
+
- split: train
|
1476 |
+
path: monash_electricity_hourly/train-*
|
1477 |
+
- config_name: monash_electricity_weekly
|
1478 |
+
data_files:
|
1479 |
+
- split: train
|
1480 |
+
path: monash_electricity_weekly/train-*
|
1481 |
+
- config_name: monash_fred_md
|
1482 |
+
data_files:
|
1483 |
+
- split: train
|
1484 |
+
path: monash_fred_md/train-*
|
1485 |
+
- config_name: monash_hospital
|
1486 |
+
data_files:
|
1487 |
+
- split: train
|
1488 |
+
path: monash_hospital/train-*
|
1489 |
+
- config_name: monash_kdd_cup_2018
|
1490 |
+
data_files:
|
1491 |
+
- split: train
|
1492 |
+
path: monash_kdd_cup_2018/train-*
|
1493 |
+
- config_name: monash_london_smart_meters
|
1494 |
+
data_files:
|
1495 |
+
- split: train
|
1496 |
+
path: monash_london_smart_meters/train-*
|
1497 |
+
- config_name: monash_m1_monthly
|
1498 |
+
data_files:
|
1499 |
+
- split: train
|
1500 |
+
path: monash_m1_monthly/train-*
|
1501 |
+
- config_name: monash_m1_quarterly
|
1502 |
+
data_files:
|
1503 |
+
- split: train
|
1504 |
+
path: monash_m1_quarterly/train-*
|
1505 |
+
- config_name: monash_m1_yearly
|
1506 |
+
data_files:
|
1507 |
+
- split: train
|
1508 |
+
path: monash_m1_yearly/train-*
|
1509 |
+
- config_name: monash_m3_monthly
|
1510 |
+
data_files:
|
1511 |
+
- split: train
|
1512 |
+
path: monash_m3_monthly/train-*
|
1513 |
+
- config_name: monash_m3_quarterly
|
1514 |
+
data_files:
|
1515 |
+
- split: train
|
1516 |
+
path: monash_m3_quarterly/train-*
|
1517 |
+
- config_name: monash_m3_yearly
|
1518 |
+
data_files:
|
1519 |
+
- split: train
|
1520 |
+
path: monash_m3_yearly/train-*
|
1521 |
+
- config_name: monash_nn5_weekly
|
1522 |
+
data_files:
|
1523 |
+
- split: train
|
1524 |
+
path: monash_nn5_weekly/train-*
|
1525 |
+
- config_name: monash_pedestrian_counts
|
1526 |
+
data_files:
|
1527 |
+
- split: train
|
1528 |
+
path: monash_pedestrian_counts/train-*
|
1529 |
+
- config_name: monash_rideshare
|
1530 |
+
data_files:
|
1531 |
+
- split: train
|
1532 |
+
path: monash_rideshare/train-*
|
1533 |
+
- config_name: monash_saugeenday
|
1534 |
+
data_files:
|
1535 |
+
- split: train
|
1536 |
+
path: monash_saugeenday/train-*
|
1537 |
+
- config_name: monash_temperature_rain
|
1538 |
+
data_files:
|
1539 |
+
- split: train
|
1540 |
+
path: monash_temperature_rain/train-*
|
1541 |
+
- config_name: monash_tourism_monthly
|
1542 |
+
data_files:
|
1543 |
+
- split: train
|
1544 |
+
path: monash_tourism_monthly/train-*
|
1545 |
+
- config_name: monash_tourism_quarterly
|
1546 |
+
data_files:
|
1547 |
+
- split: train
|
1548 |
+
path: monash_tourism_quarterly/train-*
|
1549 |
+
- config_name: monash_tourism_yearly
|
1550 |
+
data_files:
|
1551 |
+
- split: train
|
1552 |
+
path: monash_tourism_yearly/train-*
|
1553 |
+
- config_name: monash_traffic
|
1554 |
+
data_files:
|
1555 |
+
- split: train
|
1556 |
+
path: monash_traffic/train-*
|
1557 |
+
- config_name: monash_weather
|
1558 |
+
data_files:
|
1559 |
+
- split: train
|
1560 |
+
path: monash_weather/train-*
|
1561 |
+
- config_name: nn5
|
1562 |
+
data_files:
|
1563 |
+
- split: train
|
1564 |
+
path: nn5/train-*
|
1565 |
+
- config_name: solar
|
1566 |
+
data_files:
|
1567 |
+
- split: train
|
1568 |
+
path: solar/train-*
|
1569 |
+
- config_name: solar_1h
|
1570 |
+
data_files:
|
1571 |
+
- split: train
|
1572 |
+
path: solar_1h/train-*
|
1573 |
+
- config_name: taxi_1h
|
1574 |
+
data_files:
|
1575 |
+
- split: train
|
1576 |
+
path: taxi_1h/train-*
|
1577 |
+
- config_name: taxi_30min
|
1578 |
+
data_files:
|
1579 |
+
- split: train
|
1580 |
+
path: taxi_30min/train-*
|
1581 |
+
- config_name: training_corpus_kernel_synth_1m
|
1582 |
+
data_files:
|
1583 |
+
- split: train
|
1584 |
+
path: training_corpus/kernel_synth_1m/train-*
|
1585 |
+
- config_name: training_corpus_tsmixup_10m
|
1586 |
+
data_files:
|
1587 |
+
- split: train
|
1588 |
+
path: training_corpus/tsmixup_10m/train-*
|
1589 |
+
- config_name: uber_tlc_daily
|
1590 |
+
data_files:
|
1591 |
+
- split: train
|
1592 |
+
path: uber_tlc_daily/train-*
|
1593 |
+
- config_name: uber_tlc_hourly
|
1594 |
+
data_files:
|
1595 |
+
- split: train
|
1596 |
+
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 |
+
```
|
dominick/train-00000-of-00001.parquet
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|
exchange_rate/train-00000-of-00001.parquet
ADDED
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|
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|
m4_daily/train-00000-of-00001.parquet
ADDED
@@ -0,0 +1,3 @@
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|
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|
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|
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|
m4_hourly/train-00000-of-00001.parquet
ADDED
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
1 |
+
version https://git-lfs.github.com/spec/v1
|
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