Comments (6)
YES! Thanks a lot ... too old file. I will update it ASAP...
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I updated this file.
These datasets are only to be downloaded once. I
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I used these datasets some time ago for benchmarking. There is a copy in another repository
https://github.com/antoinecarme/TimeSeriesData
https://github.com/antoinecarme/TimeSeriesData/tree/master/YahooFinance
You can add your own datasets there too.
Feel free to adapt/improve this code ... IT is a little bit yours now !!!
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These seems to be another copy of the same file. updated it also.
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Be aware that these benchmarks (even the downloads) may take too much CPU time (parallelized on 24-core machine).
If you have access to a better machine ... let me know.
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Yes it is keeping my 6-Core Xeon busy!
I do notice pesky little read_csv() errors (from your repo direct) in the stand alone examples, but not in the benchmark tests. I'll play a bit and formulate the issue a bit more clearly, or resolve.
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Related Issues (20)
- Projections Wrongfully Linear HOT 22
- Failure to build a multiplicative ozone model with Lag1 trend HOT 5
- Add Differentiable Variant of SMAPE Performance Measure HOT 3
- Re-run the Benchmarking process for PyAF 5.0 HOT 1
- Revisit Model Complexity Definition HOT 8
- Run some Sanity Checks for PyAF 5.0 HOT 5
- Forecast Quantiles Plots can be improved HOT 6
- Python 3.11 support HOT 1
- PyAF 5.0 Release Process HOT 8
- Use MASE by default for PyAF Model Selection HOT 9
- PyAF 5.0 Final Touch 1 : discard some non-significant components HOT 1
- PyAF 5.0 Final Touch 2: Disable alpha in ridge regressions HOT 3
- Pyaf 5.0 Final Touch 3 : report plot filenames in the logs
- Provide some UML docs for PyAF integrators HOT 7
- Pyaf 5.0 Final Touch 4 : Add More Tests
- Use MaxAbsScaler for some Multiplicative Signal Transformations HOT 1
- Pyaf 5.0 Final Touch 5 : Add more info about Exogenous Data Used in ARX Models HOT 2
- Pyaf 5.0 Final Touch 6 : Disable Timing Loggers by default HOT 1
- Pyaf 5.0 Final Touch 7 : Improve the Guess of Window Length for Moving Average Trends HOT 2
- Pyaf 5.0 Final Touch 8 : Use an Optimal Choice Rule for the Quantization Signal transform HOT 3
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