Upload 102 files

results/AR/AR.csv

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+Model,Metric,Regular_Mean,Regular_Med.,Stationary_Mean,Stationary_Med.,Non_Stationary_Mean,Non_Stationary_Med.,"Trend_Strength_[0,0.1]_Mean","Trend_Strength_[0,0.1]_Med.","Trend_Strength_(0.1,0.5]_Mean","Trend_Strength_(0.1,0.5]_Med.","Trend_Strength_(0.5,0.9]_Mean","Trend_Strength_(0.5,0.9]_Med.","Trend_Strength_(0.9,1.0]_Mean","Trend_Strength_(0.9,1.0]_Med.","Seasonality_Strength_[0,0.25]_Mean","Seasonality_Strength_[0,0.25]_Med.","Seasonality_Strength_(0.25,0.5]_Mean","Seasonality_Strength_(0.25,0.5]_Med.","Seasonality_Strength_(0.5,0.75]_Mean","Seasonality_Strength_(0.5,0.75]_Med.","Seasonality_Strength_(0.75,1.0]_Mean","Seasonality_Strength_(0.75,1.0]_Med.",Seasonality_Count_0_Mean,Seasonality_Count_0_Med.,Seasonality_Count_1_Mean,Seasonality_Count_1_Med.,Seasonality_Count_≥1_Mean,Seasonality_Count_≥1_Med.,"Volatility_[0,0.4]_Mean","Volatility_[0,0.4]_Med.","Volatility_(0.4,0.6]_Mean","Volatility_(0.4,0.6]_Med.","Volatility_(0.6,0.8]_Mean","Volatility_(0.6,0.8]_Med.",Volatility_>0.8_Mean,Volatility_>0.8_Med.,"Memory_[0,0.25]_Mean","Memory_[0,0.25]_Med.","Memory_(0.25,0.5]_Mean","Memory_(0.25,0.5]_Med.","Memory_(0.5,0.75]_Mean","Memory_(0.5,0.75]_Med.","Memory_(0.75,1]_Mean","Memory_(0.75,1]_Med.",Homo-Scedasticity_Mean,Homo-Scedasticity_Med.,Hetero-Scedasticity_Mean,Hetero-Scedasticity_Med.,"Anomaly_[0,0.05]_Mean","Anomaly_[0,0.05]_Med.","Anomaly_(0.05,0.1]_Mean","Anomaly_(0.05,0.1]_Med.","Anomaly_(0.1,0.15]_Mean","Anomaly_(0.1,0.15]_Med.",Anomaly_>0.15_Mean,Anomaly_>0.15_Med.
+AR,MAE,0.75,0.8,0.773,0.793,0.748,0.802,0.84,0.825,0.858,0.829,0.776,0.812,0.435,0.248,0.583,0.403,0.713,0.788,0.794,0.812,0.846,0.828,0.561,0.349,0.846,0.82,0.822,0.824,0.809,0.804,0.696,0.781,0.807,0.83,0.814,0.856,0.783,0.808,0.802,0.815,0.857,0.857,0.647,0.606,0.452,0.237,0.771,0.81,0.728,0.794,0.708,0.792,0.812,0.812,0.866,0.791
+AR,MSE,0.97,0.963,1.032,0.984,0.963,0.958,1.074,0.991,1.183,0.997,1.089,0.905,0.473,0.069,0.751,0.19,0.843,0.964,0.991,0.981,1.096,0.994,0.711,0.136,1.119,0.975,1.044,0.997,1.134,0.992,0.865,0.916,1.067,0.975,1.056,0.993,1.017,0.966,1.0,0.991,1.073,1.007,0.848,0.457,0.432,0.064,1.004,0.967,0.911,0.813,0.892,0.928,1.085,0.994,1.234,0.998

results/AR/config.json

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+{
+  "model": "AR",
+  "model_type": "local-forecast",
+  "strategies": {
+    "Stationary": true,
+    "Non-stationary": false,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": false,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": false,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": false,
+    "Channel Independency": false,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": false,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}

results/ARCH/ARCH.csv

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+Model,Metric,Regular_Mean,Regular_Med.,Stationary_Mean,Stationary_Med.,Non_Stationary_Mean,Non_Stationary_Med.,"Trend_Strength_[0,0.1]_Mean","Trend_Strength_[0,0.1]_Med.","Trend_Strength_(0.1,0.5]_Mean","Trend_Strength_(0.1,0.5]_Med.","Trend_Strength_(0.5,0.9]_Mean","Trend_Strength_(0.5,0.9]_Med.","Trend_Strength_(0.9,1.0]_Mean","Trend_Strength_(0.9,1.0]_Med.","Seasonality_Strength_[0,0.25]_Mean","Seasonality_Strength_[0,0.25]_Med.","Seasonality_Strength_(0.25,0.5]_Mean","Seasonality_Strength_(0.25,0.5]_Med.","Seasonality_Strength_(0.5,0.75]_Mean","Seasonality_Strength_(0.5,0.75]_Med.","Seasonality_Strength_(0.75,1.0]_Mean","Seasonality_Strength_(0.75,1.0]_Med.",Seasonality_Count_0_Mean,Seasonality_Count_0_Med.,Seasonality_Count_1_Mean,Seasonality_Count_1_Med.,Seasonality_Count_≥1_Mean,Seasonality_Count_≥1_Med.,"Volatility_[0,0.4]_Mean","Volatility_[0,0.4]_Med.","Volatility_(0.4,0.6]_Mean","Volatility_(0.4,0.6]_Med.","Volatility_(0.6,0.8]_Mean","Volatility_(0.6,0.8]_Med.",Volatility_>0.8_Mean,Volatility_>0.8_Med.,"Memory_[0,0.25]_Mean","Memory_[0,0.25]_Med.","Memory_(0.25,0.5]_Mean","Memory_(0.25,0.5]_Med.","Memory_(0.5,0.75]_Mean","Memory_(0.5,0.75]_Med.","Memory_(0.75,1]_Mean","Memory_(0.75,1]_Med.",Homo-Scedasticity_Mean,Homo-Scedasticity_Med.,Hetero-Scedasticity_Mean,Hetero-Scedasticity_Med.,"Anomaly_[0,0.05]_Mean","Anomaly_[0,0.05]_Med.","Anomaly_(0.05,0.1]_Mean","Anomaly_(0.05,0.1]_Med.","Anomaly_(0.1,0.15]_Mean","Anomaly_(0.1,0.15]_Med.",Anomaly_>0.15_Mean,Anomaly_>0.15_Med.
+ARCH,MAE,0.79,0.804,0.774,0.794,0.792,0.807,0.852,0.829,0.883,0.835,1.013,0.863,0.519,0.249,0.682,0.413,0.732,0.794,0.823,0.823,0.861,0.834,0.655,0.357,0.87,0.833,0.843,0.827,0.837,0.809,0.712,0.787,0.852,0.837,1.037,0.875,0.79,0.817,0.822,0.821,0.877,0.855,0.758,0.618,0.466,0.238,0.818,0.815,0.778,0.82,0.774,0.801,0.83,0.812,0.832,0.788
+ARCH,MSE,2.378,1.0,1.034,0.986,2.537,1.001,1.204,1.05,1.288,1.055,3.782,1.083,6.265,0.068,5.083,0.19,0.929,0.99,1.156,1.045,1.217,1.055,5.082,0.14,1.603,1.013,1.2,1.064,1.227,1.012,0.961,0.972,1.691,1.026,15.201,1.226,1.052,0.999,1.162,1.068,1.309,1.187,5.392,0.488,0.462,0.061,2.698,1.009,1.502,0.898,4.256,0.981,1.243,1.061,1.146,1.008

results/ARCH/config.json

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+{
+  "model": "ARCH",
+  "model_type": "local-forecast",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": false,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": false,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": false,
+    "Channel Independency": false,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": false,
+    "RevIN-like": false,
+    "Covariate Shift": true,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}

results/ARIMA/ARIMA.csv

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+Model,Metric,Regular_Mean,Regular_Med.,Stationary_Mean,Stationary_Med.,Non_Stationary_Mean,Non_Stationary_Med.,"Trend_Strength_[0,0.1]_Mean","Trend_Strength_[0,0.1]_Med.","Trend_Strength_(0.1,0.5]_Mean","Trend_Strength_(0.1,0.5]_Med.","Trend_Strength_(0.5,0.9]_Mean","Trend_Strength_(0.5,0.9]_Med.","Trend_Strength_(0.9,1.0]_Mean","Trend_Strength_(0.9,1.0]_Med.","Seasonality_Strength_[0,0.25]_Mean","Seasonality_Strength_[0,0.25]_Med.","Seasonality_Strength_(0.25,0.5]_Mean","Seasonality_Strength_(0.25,0.5]_Med.","Seasonality_Strength_(0.5,0.75]_Mean","Seasonality_Strength_(0.5,0.75]_Med.","Seasonality_Strength_(0.75,1.0]_Mean","Seasonality_Strength_(0.75,1.0]_Med.",Seasonality_Count_0_Mean,Seasonality_Count_0_Med.,Seasonality_Count_1_Mean,Seasonality_Count_1_Med.,Seasonality_Count_≥1_Mean,Seasonality_Count_≥1_Med.,"Volatility_[0,0.4]_Mean","Volatility_[0,0.4]_Med.","Volatility_(0.4,0.6]_Mean","Volatility_(0.4,0.6]_Med.","Volatility_(0.6,0.8]_Mean","Volatility_(0.6,0.8]_Med.",Volatility_>0.8_Mean,Volatility_>0.8_Med.,"Memory_[0,0.25]_Mean","Memory_[0,0.25]_Med.","Memory_(0.25,0.5]_Mean","Memory_(0.25,0.5]_Med.","Memory_(0.5,0.75]_Mean","Memory_(0.5,0.75]_Med.","Memory_(0.75,1]_Mean","Memory_(0.75,1]_Med.",Homo-Scedasticity_Mean,Homo-Scedasticity_Med.,Hetero-Scedasticity_Mean,Hetero-Scedasticity_Med.,"Anomaly_[0,0.05]_Mean","Anomaly_[0,0.05]_Med.","Anomaly_(0.05,0.1]_Mean","Anomaly_(0.05,0.1]_Med.","Anomaly_(0.1,0.15]_Mean","Anomaly_(0.1,0.15]_Med.",Anomaly_>0.15_Mean,Anomaly_>0.15_Med.
+ARIMA,MAE,0.832,0.791,0.773,0.793,0.839,0.79,0.854,0.827,1.428,0.843,1.145,0.721,0.131,0.018,0.508,0.076,0.754,0.8,0.832,0.818,1.048,0.83,0.451,0.05,0.947,0.813,1.07,0.835,1.155,0.808,0.706,0.775,1.013,0.808,0.805,0.767,0.692,0.796,1.071,0.83,1.059,0.866,0.84,0.233,0.332,0.007,0.878,0.799,0.611,0.518,0.802,0.786,1.144,0.821,0.732,0.777
+ARIMA,MSE,6.469,0.953,1.032,0.984,7.111,0.941,1.578,0.995,25.595,1.058,6.177,0.868,0.243,0.0,3.608,0.009,1.045,0.98,1.163,0.989,10.256,0.997,3.697,0.004,9.237,0.972,8.227,1.007,19.159,1.005,2.027,0.909,13.431,0.952,6.621,0.808,0.963,0.946,11.352,1.007,3.137,1.015,13.439,0.089,0.517,0.0,7.622,0.957,1.996,0.394,8.933,0.927,10.511,1.004,1.032,0.969

results/ARIMA/config.json

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+{
+  "model": "ARIMA",
+  "model_type": "local-forecast",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": false,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": false,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": false,
+    "Channel Independency": false,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": false,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}

results/ARMA/ARMA.csv

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+Model,Metric,Regular_Mean,Regular_Med.,Stationary_Mean,Stationary_Med.,Non_Stationary_Mean,Non_Stationary_Med.,"Trend_Strength_[0,0.1]_Mean","Trend_Strength_[0,0.1]_Med.","Trend_Strength_(0.1,0.5]_Mean","Trend_Strength_(0.1,0.5]_Med.","Trend_Strength_(0.5,0.9]_Mean","Trend_Strength_(0.5,0.9]_Med.","Trend_Strength_(0.9,1.0]_Mean","Trend_Strength_(0.9,1.0]_Med.","Seasonality_Strength_[0,0.25]_Mean","Seasonality_Strength_[0,0.25]_Med.","Seasonality_Strength_(0.25,0.5]_Mean","Seasonality_Strength_(0.25,0.5]_Med.","Seasonality_Strength_(0.5,0.75]_Mean","Seasonality_Strength_(0.5,0.75]_Med.","Seasonality_Strength_(0.75,1.0]_Mean","Seasonality_Strength_(0.75,1.0]_Med.",Seasonality_Count_0_Mean,Seasonality_Count_0_Med.,Seasonality_Count_1_Mean,Seasonality_Count_1_Med.,Seasonality_Count_≥1_Mean,Seasonality_Count_≥1_Med.,"Volatility_[0,0.4]_Mean","Volatility_[0,0.4]_Med.","Volatility_(0.4,0.6]_Mean","Volatility_(0.4,0.6]_Med.","Volatility_(0.6,0.8]_Mean","Volatility_(0.6,0.8]_Med.",Volatility_>0.8_Mean,Volatility_>0.8_Med.,"Memory_[0,0.25]_Mean","Memory_[0,0.25]_Med.","Memory_(0.25,0.5]_Mean","Memory_(0.25,0.5]_Med.","Memory_(0.5,0.75]_Mean","Memory_(0.5,0.75]_Med.","Memory_(0.75,1]_Mean","Memory_(0.75,1]_Med.",Homo-Scedasticity_Mean,Homo-Scedasticity_Med.,Hetero-Scedasticity_Mean,Hetero-Scedasticity_Med.,"Anomaly_[0,0.05]_Mean","Anomaly_[0,0.05]_Med.","Anomaly_(0.05,0.1]_Mean","Anomaly_(0.05,0.1]_Med.","Anomaly_(0.1,0.15]_Mean","Anomaly_(0.1,0.15]_Med.",Anomaly_>0.15_Mean,Anomaly_>0.15_Med.
+ARMA,MAE,0.671,0.781,0.773,0.792,0.659,0.774,0.785,0.816,0.722,0.789,0.73,0.735,0.311,0.141,0.487,0.269,0.71,0.793,0.783,0.81,0.748,0.811,0.462,0.221,0.675,0.771,0.805,0.822,0.778,0.797,0.631,0.762,0.692,0.791,0.61,0.737,0.63,0.761,0.802,0.815,0.852,0.856,0.568,0.511,0.38,0.139,0.68,0.784,0.551,0.527,0.653,0.773,0.786,0.81,0.609,0.74
+ARMA,MSE,0.855,0.931,1.032,0.983,0.834,0.902,0.992,0.983,0.94,0.948,1.039,0.767,0.344,0.026,0.631,0.094,0.854,0.969,0.976,0.989,0.943,0.976,0.601,0.064,0.833,0.878,1.025,0.995,1.068,0.993,0.784,0.869,0.889,0.918,0.748,0.762,0.768,0.858,1.035,0.995,1.069,1.004,0.749,0.351,0.388,0.026,0.869,0.925,0.662,0.385,0.824,0.89,1.037,0.991,0.77,0.899

results/ARMA/config.json

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+{
+  "model": "ARMA",
+  "model_type": "local-forecast",
+  "strategies": {
+    "Stationary": true,
+    "Non-stationary": false,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": false,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": false,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": false,
+    "Channel Independency": false,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": false,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}

results/Autoformer/Autoformer.csv

@@ -0,0 +1,3 @@
+Model,Metric,Regular_Mean,Regular_Med.,Stationary_Mean,Stationary_Med.,Non_Stationary_Mean,Non_Stationary_Med.,"Trend_Strength_[0,0.1]_Mean","Trend_Strength_[0,0.1]_Med.","Trend_Strength_(0.1,0.5]_Mean","Trend_Strength_(0.1,0.5]_Med.","Trend_Strength_(0.5,0.9]_Mean","Trend_Strength_(0.5,0.9]_Med.","Trend_Strength_(0.9,1.0]_Mean","Trend_Strength_(0.9,1.0]_Med.","Seasonality_Strength_[0,0.25]_Mean","Seasonality_Strength_[0,0.25]_Med.","Seasonality_Strength_(0.25,0.5]_Mean","Seasonality_Strength_(0.25,0.5]_Med.","Seasonality_Strength_(0.5,0.75]_Mean","Seasonality_Strength_(0.5,0.75]_Med.","Seasonality_Strength_(0.75,1.0]_Mean","Seasonality_Strength_(0.75,1.0]_Med.",Seasonality_Count_0_Mean,Seasonality_Count_0_Med.,Seasonality_Count_1_Mean,Seasonality_Count_1_Med.,Seasonality_Count_≥1_Mean,Seasonality_Count_≥1_Med.,"Volatility_[0,0.4]_Mean","Volatility_[0,0.4]_Med.","Volatility_(0.4,0.6]_Mean","Volatility_(0.4,0.6]_Med.","Volatility_(0.6,0.8]_Mean","Volatility_(0.6,0.8]_Med.",Volatility_>0.8_Mean,Volatility_>0.8_Med.,"Memory_[0,0.25]_Mean","Memory_[0,0.25]_Med.","Memory_(0.25,0.5]_Mean","Memory_(0.25,0.5]_Med.","Memory_(0.5,0.75]_Mean","Memory_(0.5,0.75]_Med.","Memory_(0.75,1]_Mean","Memory_(0.75,1]_Med.",Homo-Scedasticity_Mean,Homo-Scedasticity_Med.,Hetero-Scedasticity_Mean,Hetero-Scedasticity_Med.,"Anomaly_[0,0.05]_Mean","Anomaly_[0,0.05]_Med.","Anomaly_(0.05,0.1]_Mean","Anomaly_(0.05,0.1]_Med.","Anomaly_(0.1,0.15]_Mean","Anomaly_(0.1,0.15]_Med.",Anomaly_>0.15_Mean,Anomaly_>0.15_Med.
+Autoformer,MAE,0.504,0.397,0.777,0.81,0.472,0.338,0.375,0.229,0.652,0.571,0.815,0.649,0.397,0.208,0.529,0.392,0.455,0.369,0.48,0.413,0.437,0.294,0.519,0.366,0.419,0.26,0.475,0.381,0.697,0.648,0.435,0.321,0.481,0.278,0.441,0.236,0.38,0.226,0.389,0.265,0.45,0.333,0.636,0.514,0.341,0.008,0.482,0.348,0.418,0.217,0.482,0.356,0.528,0.449,0.343,0.243
+Autoformer,MSE,0.613,0.22,1.049,1.027,0.563,0.157,0.369,0.089,0.829,0.47,1.272,0.576,0.505,0.05,0.733,0.188,0.479,0.209,0.542,0.265,0.465,0.129,0.733,0.159,0.456,0.102,0.508,0.218,0.938,0.642,0.49,0.146,0.595,0.11,0.528,0.082,0.418,0.084,0.369,0.112,0.461,0.156,0.873,0.336,0.472,0.0,0.57,0.165,0.506,0.068,0.587,0.176,0.619,0.293,0.301,0.092

results/Autoformer/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "Autoformer",
+  "model_type": "transformer-based",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": true,
+    "Decomposition (Fourier method)": false,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": true,
+    "Timestamp Embedding": false,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": true,
+    "Channel Independency": false,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": false,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}

results/CATS/CATS.csv

@@ -0,0 +1,3 @@
+Model,Metric,Regular_Mean,Regular_Med.,Stationary_Mean,Stationary_Med.,Non_Stationary_Mean,Non_Stationary_Med.,"Trend_Strength_[0,0.1]_Mean","Trend_Strength_[0,0.1]_Med.","Trend_Strength_(0.1,0.5]_Mean","Trend_Strength_(0.1,0.5]_Med.","Trend_Strength_(0.5,0.9]_Mean","Trend_Strength_(0.5,0.9]_Med.","Trend_Strength_(0.9,1.0]_Mean","Trend_Strength_(0.9,1.0]_Med.","Seasonality_Strength_[0,0.25]_Mean","Seasonality_Strength_[0,0.25]_Med.","Seasonality_Strength_(0.25,0.5]_Mean","Seasonality_Strength_(0.25,0.5]_Med.","Seasonality_Strength_(0.5,0.75]_Mean","Seasonality_Strength_(0.5,0.75]_Med.","Seasonality_Strength_(0.75,1.0]_Mean","Seasonality_Strength_(0.75,1.0]_Med.",Seasonality_Count_0_Mean,Seasonality_Count_0_Med.,Seasonality_Count_1_Mean,Seasonality_Count_1_Med.,Seasonality_Count_≥1_Mean,Seasonality_Count_≥1_Med.,"Volatility_[0,0.4]_Mean","Volatility_[0,0.4]_Med.","Volatility_(0.4,0.6]_Mean","Volatility_(0.4,0.6]_Med.","Volatility_(0.6,0.8]_Mean","Volatility_(0.6,0.8]_Med.",Volatility_>0.8_Mean,Volatility_>0.8_Med.,"Memory_[0,0.25]_Mean","Memory_[0,0.25]_Med.","Memory_(0.25,0.5]_Mean","Memory_(0.25,0.5]_Med.","Memory_(0.5,0.75]_Mean","Memory_(0.5,0.75]_Med.","Memory_(0.75,1]_Mean","Memory_(0.75,1]_Med.",Homo-Scedasticity_Mean,Homo-Scedasticity_Med.,Hetero-Scedasticity_Mean,Hetero-Scedasticity_Med.,"Anomaly_[0,0.05]_Mean","Anomaly_[0,0.05]_Med.","Anomaly_(0.05,0.1]_Mean","Anomaly_(0.05,0.1]_Med.","Anomaly_(0.1,0.15]_Mean","Anomaly_(0.1,0.15]_Med.",Anomaly_>0.15_Mean,Anomaly_>0.15_Med.
+CATS,MAE,0.25,0.082,0.763,0.791,0.191,0.068,0.181,0.067,0.29,0.2,0.341,0.261,0.07,0.011,0.157,0.038,0.244,0.155,0.3,0.223,0.198,0.073,0.145,0.029,0.158,0.063,0.255,0.111,0.517,0.504,0.174,0.067,0.14,0.054,0.131,0.054,0.192,0.066,0.205,0.087,0.2,0.061,0.179,0.057,0.296,0.007,0.183,0.069,0.11,0.043,0.206,0.08,0.263,0.133,0.096,0.054
+CATS,MSE,0.246,0.01,1.01,0.98,0.158,0.007,0.136,0.007,0.258,0.062,0.323,0.107,0.057,0.0,0.145,0.002,0.193,0.037,0.272,0.077,0.153,0.008,0.136,0.001,0.104,0.006,0.219,0.019,0.566,0.395,0.133,0.007,0.098,0.004,0.093,0.004,0.158,0.007,0.152,0.012,0.144,0.006,0.165,0.005,0.366,0.0,0.141,0.007,0.078,0.003,0.175,0.01,0.229,0.028,0.042,0.004

results/CATS/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "CATS",
+  "model_type": "mlp-based",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": false,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": true,
+    "Multi-Scale": false,
+    "Patch": true,
+    "Channel Dependency": false,
+    "Channel Independency": false,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": true,
+    "RevIN": true,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}

results/CatBoost/CatBoost.csv

@@ -0,0 +1,3 @@
+Model,Metric,Regular_Mean,Regular_Med.,Stationary_Mean,Stationary_Med.,Non_Stationary_Mean,Non_Stationary_Med.,"Trend_Strength_[0,0.1]_Mean","Trend_Strength_[0,0.1]_Med.","Trend_Strength_(0.1,0.5]_Mean","Trend_Strength_(0.1,0.5]_Med.","Trend_Strength_(0.5,0.9]_Mean","Trend_Strength_(0.5,0.9]_Med.","Trend_Strength_(0.9,1.0]_Mean","Trend_Strength_(0.9,1.0]_Med.","Seasonality_Strength_[0,0.25]_Mean","Seasonality_Strength_[0,0.25]_Med.","Seasonality_Strength_(0.25,0.5]_Mean","Seasonality_Strength_(0.25,0.5]_Med.","Seasonality_Strength_(0.5,0.75]_Mean","Seasonality_Strength_(0.5,0.75]_Med.","Seasonality_Strength_(0.75,1.0]_Mean","Seasonality_Strength_(0.75,1.0]_Med.",Seasonality_Count_0_Mean,Seasonality_Count_0_Med.,Seasonality_Count_1_Mean,Seasonality_Count_1_Med.,Seasonality_Count_≥1_Mean,Seasonality_Count_≥1_Med.,"Volatility_[0,0.4]_Mean","Volatility_[0,0.4]_Med.","Volatility_(0.4,0.6]_Mean","Volatility_(0.4,0.6]_Med.","Volatility_(0.6,0.8]_Mean","Volatility_(0.6,0.8]_Med.",Volatility_>0.8_Mean,Volatility_>0.8_Med.,"Memory_[0,0.25]_Mean","Memory_[0,0.25]_Med.","Memory_(0.25,0.5]_Mean","Memory_(0.25,0.5]_Med.","Memory_(0.5,0.75]_Mean","Memory_(0.5,0.75]_Med.","Memory_(0.75,1]_Mean","Memory_(0.75,1]_Med.",Homo-Scedasticity_Mean,Homo-Scedasticity_Med.,Hetero-Scedasticity_Mean,Hetero-Scedasticity_Med.,"Anomaly_[0,0.05]_Mean","Anomaly_[0,0.05]_Med.","Anomaly_(0.05,0.1]_Mean","Anomaly_(0.05,0.1]_Med.","Anomaly_(0.1,0.15]_Mean","Anomaly_(0.1,0.15]_Med.",Anomaly_>0.15_Mean,Anomaly_>0.15_Med.
+CatBoost,MAE,0.758,0.476,0.817,0.833,0.751,0.418,0.364,0.286,0.538,0.497,0.769,0.579,1.773,1.648,1.401,0.84,0.412,0.334,0.485,0.441,0.402,0.319,1.487,0.964,0.343,0.239,0.475,0.408,0.681,0.649,0.939,0.481,0.514,0.264,0.431,0.2,0.567,0.341,0.519,0.398,0.491,0.425,1.166,0.571,1.546,1.662,0.69,0.386,0.798,0.328,0.905,0.464,0.536,0.441,0.292,0.208
+CatBoost,MSE,1.972,0.342,1.176,1.086,2.065,0.262,0.334,0.131,0.605,0.365,1.26,0.493,7.379,2.96,5.22,0.92,0.35,0.203,0.519,0.281,0.397,0.159,5.693,1.203,0.32,0.092,0.488,0.259,0.842,0.663,2.862,0.352,1.362,0.107,0.691,0.063,0.878,0.19,0.694,0.242,0.599,0.26,4.617,0.448,3.273,3.003,1.972,0.224,2.226,0.16,2.958,0.324,0.821,0.297,0.226,0.072

results/CatBoost/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "CatBoost",
+  "model_type": "machine-learning",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": false,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": false,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": false,
+    "Channel Independency": false,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": false,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}

results/Crossformer/Crossformer.csv

@@ -0,0 +1,3 @@
+Model,Metric,Regular_Mean,Regular_Med.,Stationary_Mean,Stationary_Med.,Non_Stationary_Mean,Non_Stationary_Med.,"Trend_Strength_[0,0.1]_Mean","Trend_Strength_[0,0.1]_Med.","Trend_Strength_(0.1,0.5]_Mean","Trend_Strength_(0.1,0.5]_Med.","Trend_Strength_(0.5,0.9]_Mean","Trend_Strength_(0.5,0.9]_Med.","Trend_Strength_(0.9,1.0]_Mean","Trend_Strength_(0.9,1.0]_Med.","Seasonality_Strength_[0,0.25]_Mean","Seasonality_Strength_[0,0.25]_Med.","Seasonality_Strength_(0.25,0.5]_Mean","Seasonality_Strength_(0.25,0.5]_Med.","Seasonality_Strength_(0.5,0.75]_Mean","Seasonality_Strength_(0.5,0.75]_Med.","Seasonality_Strength_(0.75,1.0]_Mean","Seasonality_Strength_(0.75,1.0]_Med.",Seasonality_Count_0_Mean,Seasonality_Count_0_Med.,Seasonality_Count_1_Mean,Seasonality_Count_1_Med.,Seasonality_Count_≥1_Mean,Seasonality_Count_≥1_Med.,"Volatility_[0,0.4]_Mean","Volatility_[0,0.4]_Med.","Volatility_(0.4,0.6]_Mean","Volatility_(0.4,0.6]_Med.","Volatility_(0.6,0.8]_Mean","Volatility_(0.6,0.8]_Med.",Volatility_>0.8_Mean,Volatility_>0.8_Med.,"Memory_[0,0.25]_Mean","Memory_[0,0.25]_Med.","Memory_(0.25,0.5]_Mean","Memory_(0.25,0.5]_Med.","Memory_(0.5,0.75]_Mean","Memory_(0.5,0.75]_Med.","Memory_(0.75,1]_Mean","Memory_(0.75,1]_Med.",Homo-Scedasticity_Mean,Homo-Scedasticity_Med.,Hetero-Scedasticity_Mean,Hetero-Scedasticity_Med.,"Anomaly_[0,0.05]_Mean","Anomaly_[0,0.05]_Med.","Anomaly_(0.05,0.1]_Mean","Anomaly_(0.05,0.1]_Med.","Anomaly_(0.1,0.15]_Mean","Anomaly_(0.1,0.15]_Med.",Anomaly_>0.15_Mean,Anomaly_>0.15_Med.
+Crossformer,MAE,0.404,0.193,0.762,0.79,0.363,0.159,0.183,0.074,0.288,0.183,0.405,0.252,0.802,0.363,0.646,0.303,0.275,0.179,0.273,0.174,0.203,0.09,0.681,0.316,0.184,0.084,0.244,0.129,0.48,0.448,0.413,0.195,0.277,0.086,0.211,0.069,0.254,0.142,0.22,0.1,0.178,0.054,0.623,0.254,0.51,0.441,0.351,0.142,0.366,0.131,0.447,0.212,0.267,0.149,0.117,0.062
+Crossformer,MSE,0.944,0.052,1.011,0.979,0.936,0.036,0.144,0.008,0.25,0.05,0.468,0.093,3.41,0.147,2.379,0.112,0.235,0.047,0.249,0.048,0.157,0.012,2.6,0.117,0.134,0.01,0.208,0.025,0.516,0.312,1.086,0.052,0.984,0.011,0.331,0.007,0.215,0.029,0.19,0.015,0.153,0.005,2.436,0.083,0.546,0.214,0.967,0.029,1.083,0.023,1.339,0.062,0.304,0.034,0.054,0.006

results/Crossformer/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "Crossformer",
+  "model_type": "transformer-based",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": false,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": true,
+    "Multi-Scale": true,
+    "Patch": true,
+    "Channel Dependency": false,
+    "Channel Independency": false,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": true,
+    "RevIN": false,
+    "RevIN-like": true,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}

results/CycleNet/CycleNet.csv

@@ -0,0 +1,3 @@
+Model,Metric,Regular_Mean,Regular_Med.,Stationary_Mean,Stationary_Med.,Non_Stationary_Mean,Non_Stationary_Med.,"Trend_Strength_[0,0.1]_Mean","Trend_Strength_[0,0.1]_Med.","Trend_Strength_(0.1,0.5]_Mean","Trend_Strength_(0.1,0.5]_Med.","Trend_Strength_(0.5,0.9]_Mean","Trend_Strength_(0.5,0.9]_Med.","Trend_Strength_(0.9,1.0]_Mean","Trend_Strength_(0.9,1.0]_Med.","Seasonality_Strength_[0,0.25]_Mean","Seasonality_Strength_[0,0.25]_Med.","Seasonality_Strength_(0.25,0.5]_Mean","Seasonality_Strength_(0.25,0.5]_Med.","Seasonality_Strength_(0.5,0.75]_Mean","Seasonality_Strength_(0.5,0.75]_Med.","Seasonality_Strength_(0.75,1.0]_Mean","Seasonality_Strength_(0.75,1.0]_Med.",Seasonality_Count_0_Mean,Seasonality_Count_0_Med.,Seasonality_Count_1_Mean,Seasonality_Count_1_Med.,Seasonality_Count_≥1_Mean,Seasonality_Count_≥1_Med.,"Volatility_[0,0.4]_Mean","Volatility_[0,0.4]_Med.","Volatility_(0.4,0.6]_Mean","Volatility_(0.4,0.6]_Med.","Volatility_(0.6,0.8]_Mean","Volatility_(0.6,0.8]_Med.",Volatility_>0.8_Mean,Volatility_>0.8_Med.,"Memory_[0,0.25]_Mean","Memory_[0,0.25]_Med.","Memory_(0.25,0.5]_Mean","Memory_(0.25,0.5]_Med.","Memory_(0.5,0.75]_Mean","Memory_(0.5,0.75]_Med.","Memory_(0.75,1]_Mean","Memory_(0.75,1]_Med.",Homo-Scedasticity_Mean,Homo-Scedasticity_Med.,Hetero-Scedasticity_Mean,Hetero-Scedasticity_Med.,"Anomaly_[0,0.05]_Mean","Anomaly_[0,0.05]_Med.","Anomaly_(0.05,0.1]_Mean","Anomaly_(0.05,0.1]_Med.","Anomaly_(0.1,0.15]_Mean","Anomaly_(0.1,0.15]_Med.",Anomaly_>0.15_Mean,Anomaly_>0.15_Med.
+CycleNet,MAE,0.272,0.092,0.802,0.833,0.211,0.065,0.181,0.041,0.328,0.241,0.422,0.335,0.097,0.019,0.198,0.077,0.273,0.159,0.346,0.297,0.202,0.052,0.185,0.065,0.165,0.035,0.269,0.1,0.571,0.569,0.195,0.061,0.152,0.041,0.132,0.028,0.194,0.031,0.216,0.065,0.204,0.065,0.231,0.112,0.312,0.001,0.203,0.068,0.119,0.022,0.232,0.09,0.29,0.144,0.09,0.025
+CycleNet,MSE,0.286,0.013,1.118,1.09,0.19,0.007,0.159,0.003,0.307,0.088,0.441,0.169,0.067,0.001,0.176,0.01,0.235,0.039,0.347,0.132,0.18,0.004,0.165,0.007,0.133,0.002,0.255,0.015,0.661,0.501,0.16,0.006,0.123,0.003,0.106,0.001,0.187,0.001,0.18,0.007,0.171,0.006,0.203,0.02,0.408,0.0,0.172,0.007,0.093,0.001,0.208,0.013,0.277,0.032,0.069,0.001

results/CycleNet/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "CycleNet",
+  "model_type": "mlp-based",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": false,
+    "Only Season": true,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": true,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": false,
+    "Channel Independency": true,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": true,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}

results/DLinear/DLinear.csv

@@ -0,0 +1,3 @@
+Model,Metric,Regular_Mean,Regular_Med.,Stationary_Mean,Stationary_Med.,Non_Stationary_Mean,Non_Stationary_Med.,"Trend_Strength_[0,0.1]_Mean","Trend_Strength_[0,0.1]_Med.","Trend_Strength_(0.1,0.5]_Mean","Trend_Strength_(0.1,0.5]_Med.","Trend_Strength_(0.5,0.9]_Mean","Trend_Strength_(0.5,0.9]_Med.","Trend_Strength_(0.9,1.0]_Mean","Trend_Strength_(0.9,1.0]_Med.","Seasonality_Strength_[0,0.25]_Mean","Seasonality_Strength_[0,0.25]_Med.","Seasonality_Strength_(0.25,0.5]_Mean","Seasonality_Strength_(0.25,0.5]_Med.","Seasonality_Strength_(0.5,0.75]_Mean","Seasonality_Strength_(0.5,0.75]_Med.","Seasonality_Strength_(0.75,1.0]_Mean","Seasonality_Strength_(0.75,1.0]_Med.",Seasonality_Count_0_Mean,Seasonality_Count_0_Med.,Seasonality_Count_1_Mean,Seasonality_Count_1_Med.,Seasonality_Count_≥1_Mean,Seasonality_Count_≥1_Med.,"Volatility_[0,0.4]_Mean","Volatility_[0,0.4]_Med.","Volatility_(0.4,0.6]_Mean","Volatility_(0.4,0.6]_Med.","Volatility_(0.6,0.8]_Mean","Volatility_(0.6,0.8]_Med.",Volatility_>0.8_Mean,Volatility_>0.8_Med.,"Memory_[0,0.25]_Mean","Memory_[0,0.25]_Med.","Memory_(0.25,0.5]_Mean","Memory_(0.25,0.5]_Med.","Memory_(0.5,0.75]_Mean","Memory_(0.5,0.75]_Med.","Memory_(0.75,1]_Mean","Memory_(0.75,1]_Med.",Homo-Scedasticity_Mean,Homo-Scedasticity_Med.,Hetero-Scedasticity_Mean,Hetero-Scedasticity_Med.,"Anomaly_[0,0.05]_Mean","Anomaly_[0,0.05]_Med.","Anomaly_(0.05,0.1]_Mean","Anomaly_(0.05,0.1]_Med.","Anomaly_(0.1,0.15]_Mean","Anomaly_(0.1,0.15]_Med.",Anomaly_>0.15_Mean,Anomaly_>0.15_Med.
+DLinear,MAE,0.431,0.343,0.878,0.909,0.38,0.282,0.228,0.057,0.525,0.444,0.762,0.659,0.443,0.388,0.534,0.41,0.33,0.26,0.413,0.334,0.285,0.096,0.536,0.409,0.253,0.08,0.353,0.212,0.695,0.694,0.389,0.346,0.299,0.125,0.266,0.074,0.291,0.132,0.297,0.156,0.32,0.111,0.549,0.423,0.583,0.425,0.363,0.236,0.314,0.198,0.419,0.341,0.415,0.318,0.176,0.049
+DLinear,MSE,0.539,0.172,1.335,1.297,0.447,0.114,0.234,0.005,0.646,0.29,1.195,0.613,0.49,0.207,0.674,0.233,0.32,0.101,0.475,0.17,0.313,0.014,0.682,0.231,0.273,0.01,0.394,0.066,0.963,0.729,0.429,0.173,0.362,0.023,0.312,0.008,0.299,0.027,0.305,0.035,0.359,0.019,0.73,0.251,0.635,0.249,0.432,0.079,0.333,0.056,0.508,0.169,0.51,0.151,0.17,0.004

results/DLinear/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "DLinear",
+  "model_type": "mlp-based",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": true,
+    "Decomposition (Fourier method)": false,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": true,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": false,
+    "Channel Independency": true,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": false,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}

results/DSFormer/DSFormer.csv

@@ -0,0 +1,3 @@
+Model,Metric,Regular_Mean,Regular_Med.,Stationary_Mean,Stationary_Med.,Non_Stationary_Mean,Non_Stationary_Med.,"Trend_Strength_[0,0.1]_Mean","Trend_Strength_[0,0.1]_Med.","Trend_Strength_(0.1,0.5]_Mean","Trend_Strength_(0.1,0.5]_Med.","Trend_Strength_(0.5,0.9]_Mean","Trend_Strength_(0.5,0.9]_Med.","Trend_Strength_(0.9,1.0]_Mean","Trend_Strength_(0.9,1.0]_Med.","Seasonality_Strength_[0,0.25]_Mean","Seasonality_Strength_[0,0.25]_Med.","Seasonality_Strength_(0.25,0.5]_Mean","Seasonality_Strength_(0.25,0.5]_Med.","Seasonality_Strength_(0.5,0.75]_Mean","Seasonality_Strength_(0.5,0.75]_Med.","Seasonality_Strength_(0.75,1.0]_Mean","Seasonality_Strength_(0.75,1.0]_Med.",Seasonality_Count_0_Mean,Seasonality_Count_0_Med.,Seasonality_Count_1_Mean,Seasonality_Count_1_Med.,Seasonality_Count_≥1_Mean,Seasonality_Count_≥1_Med.,"Volatility_[0,0.4]_Mean","Volatility_[0,0.4]_Med.","Volatility_(0.4,0.6]_Mean","Volatility_(0.4,0.6]_Med.","Volatility_(0.6,0.8]_Mean","Volatility_(0.6,0.8]_Med.",Volatility_>0.8_Mean,Volatility_>0.8_Med.,"Memory_[0,0.25]_Mean","Memory_[0,0.25]_Med.","Memory_(0.25,0.5]_Mean","Memory_(0.25,0.5]_Med.","Memory_(0.5,0.75]_Mean","Memory_(0.5,0.75]_Med.","Memory_(0.75,1]_Mean","Memory_(0.75,1]_Med.",Homo-Scedasticity_Mean,Homo-Scedasticity_Med.,Hetero-Scedasticity_Mean,Hetero-Scedasticity_Med.,"Anomaly_[0,0.05]_Mean","Anomaly_[0,0.05]_Med.","Anomaly_(0.05,0.1]_Mean","Anomaly_(0.05,0.1]_Med.","Anomaly_(0.1,0.15]_Mean","Anomaly_(0.1,0.15]_Med.",Anomaly_>0.15_Mean,Anomaly_>0.15_Med.
+DSFormer,MAE,0.27,0.092,0.768,0.793,0.213,0.068,0.168,0.035,0.309,0.196,0.4,0.223,0.157,0.03,0.218,0.086,0.28,0.13,0.32,0.23,0.195,0.048,0.21,0.078,0.165,0.045,0.253,0.091,0.552,0.56,0.197,0.065,0.154,0.044,0.154,0.042,0.198,0.038,0.203,0.065,0.162,0.039,0.249,0.115,0.316,0.001,0.205,0.071,0.134,0.035,0.236,0.09,0.274,0.124,0.099,0.039
+DSFormer,MSE,0.309,0.013,1.022,0.987,0.226,0.007,0.147,0.002,0.289,0.056,0.541,0.071,0.244,0.001,0.288,0.011,0.295,0.026,0.361,0.082,0.171,0.003,0.29,0.009,0.13,0.003,0.25,0.012,0.644,0.495,0.193,0.006,0.163,0.003,0.202,0.003,0.19,0.002,0.168,0.007,0.12,0.002,0.331,0.02,0.425,0.0,0.21,0.008,0.153,0.002,0.253,0.012,0.282,0.023,0.066,0.002

results/DSFormer/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "DSFormer",
+  "model_type": "transformer-based",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": false,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": false,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": false,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": false,
+    "Channel Independency": false,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": false,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}

results/DeepAR/DeepAR.csv

@@ -0,0 +1,3 @@
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results/DeepAR/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "DeepAR",
+  "model_type": "others",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": false,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": true,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": false,
+    "Channel Independency": false,
+    "Implicit Channel Interaction": true,
+    "Explicit Channel Interaction": false,
+    "RevIN": false,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}

results/ETS/ETS.csv

@@ -0,0 +1,3 @@
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results/ETS/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "ETS",
+  "model_type": "local-forecast",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": false,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": false,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": false,
+    "Channel Independency": false,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": false,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}

results/ETSformer/ETSformer.csv

@@ -0,0 +1,3 @@
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results/ETSformer/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "ETSformer",
+  "model_type": "transformer-based",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": true,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": true,
+    "Channel Embedding": true,
+    "Timestamp Embedding": false,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": true,
+    "Channel Independency": false,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": false,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}

results/FEDformer/FEDformer.csv

@@ -0,0 +1,3 @@
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+FEDformer,MAE,0.566,0.526,0.773,0.799,0.542,0.464,0.491,0.441,0.692,0.622,0.885,0.807,0.405,0.197,0.56,0.407,0.521,0.501,0.575,0.563,0.529,0.474,0.547,0.362,0.5,0.407,0.572,0.545,0.76,0.737,0.507,0.447,0.554,0.422,0.499,0.319,0.468,0.383,0.561,0.56,0.44,0.342,0.649,0.507,0.347,0.007,0.557,0.473,0.46,0.241,0.554,0.472,0.625,0.596,0.417,0.267
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results/FEDformer/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "FEDformer",
+  "model_type": "transformer-based",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": true,
+    "Decomposition (Fourier method)": true,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": true,
+    "Timestamp Embedding": false,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": true,
+    "Channel Independency": false,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": false,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": true
+  }
+}

results/FiLM/FiLM.csv

@@ -0,0 +1,3 @@
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+FiLM,MAE,0.442,0.355,0.863,0.897,0.393,0.304,0.312,0.195,0.604,0.522,0.724,0.642,0.257,0.055,0.411,0.252,0.368,0.339,0.432,0.374,0.381,0.316,0.398,0.205,0.408,0.352,0.378,0.294,0.703,0.698,0.348,0.228,0.375,0.282,0.413,0.346,0.391,0.341,0.282,0.115,0.307,0.071,0.481,0.364,0.353,0.009,0.397,0.312,0.342,0.272,0.39,0.271,0.444,0.386,0.446,0.464
+FiLM,MSE,0.544,0.201,1.297,1.261,0.456,0.148,0.314,0.058,0.727,0.411,1.093,0.581,0.306,0.004,0.545,0.084,0.355,0.172,0.489,0.217,0.405,0.172,0.538,0.055,0.423,0.221,0.416,0.137,0.96,0.75,0.387,0.073,0.425,0.124,0.468,0.203,0.419,0.207,0.287,0.018,0.341,0.009,0.626,0.181,0.51,0.0,0.452,0.156,0.369,0.116,0.47,0.107,0.526,0.223,0.443,0.32

results/FiLM/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "FiLM",
+  "model_type": "mlp-based",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": true,
+    "Only Season": true,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": true,
+    "Multi-Scale": true,
+    "Patch": false,
+    "Channel Dependency": false,
+    "Channel Independency": false,
+    "Implicit Channel Interaction": true,
+    "Explicit Channel Interaction": false,
+    "RevIN": true,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": true
+  }
+}

results/FreTS/FreTS.csv

@@ -0,0 +1,3 @@
+Model,Metric,Regular_Mean,Regular_Med.,Stationary_Mean,Stationary_Med.,Non_Stationary_Mean,Non_Stationary_Med.,"Trend_Strength_[0,0.1]_Mean","Trend_Strength_[0,0.1]_Med.","Trend_Strength_(0.1,0.5]_Mean","Trend_Strength_(0.1,0.5]_Med.","Trend_Strength_(0.5,0.9]_Mean","Trend_Strength_(0.5,0.9]_Med.","Trend_Strength_(0.9,1.0]_Mean","Trend_Strength_(0.9,1.0]_Med.","Seasonality_Strength_[0,0.25]_Mean","Seasonality_Strength_[0,0.25]_Med.","Seasonality_Strength_(0.25,0.5]_Mean","Seasonality_Strength_(0.25,0.5]_Med.","Seasonality_Strength_(0.5,0.75]_Mean","Seasonality_Strength_(0.5,0.75]_Med.","Seasonality_Strength_(0.75,1.0]_Mean","Seasonality_Strength_(0.75,1.0]_Med.",Seasonality_Count_0_Mean,Seasonality_Count_0_Med.,Seasonality_Count_1_Mean,Seasonality_Count_1_Med.,Seasonality_Count_≥1_Mean,Seasonality_Count_≥1_Med.,"Volatility_[0,0.4]_Mean","Volatility_[0,0.4]_Med.","Volatility_(0.4,0.6]_Mean","Volatility_(0.4,0.6]_Med.","Volatility_(0.6,0.8]_Mean","Volatility_(0.6,0.8]_Med.",Volatility_>0.8_Mean,Volatility_>0.8_Med.,"Memory_[0,0.25]_Mean","Memory_[0,0.25]_Med.","Memory_(0.25,0.5]_Mean","Memory_(0.25,0.5]_Med.","Memory_(0.5,0.75]_Mean","Memory_(0.5,0.75]_Med.","Memory_(0.75,1]_Mean","Memory_(0.75,1]_Med.",Homo-Scedasticity_Mean,Homo-Scedasticity_Med.,Hetero-Scedasticity_Mean,Hetero-Scedasticity_Med.,"Anomaly_[0,0.05]_Mean","Anomaly_[0,0.05]_Med.","Anomaly_(0.05,0.1]_Mean","Anomaly_(0.05,0.1]_Med.","Anomaly_(0.1,0.15]_Mean","Anomaly_(0.1,0.15]_Med.",Anomaly_>0.15_Mean,Anomaly_>0.15_Med.
+FreTS,MAE,0.335,0.151,0.826,0.855,0.278,0.103,0.216,0.061,0.417,0.339,0.533,0.431,0.196,0.054,0.313,0.118,0.313,0.229,0.367,0.304,0.246,0.08,0.301,0.098,0.21,0.046,0.314,0.179,0.605,0.604,0.259,0.098,0.241,0.061,0.185,0.047,0.217,0.049,0.247,0.101,0.279,0.119,0.369,0.208,0.346,0.053,0.273,0.108,0.188,0.047,0.301,0.141,0.355,0.249,0.135,0.033
+FreTS,MSE,0.41,0.034,1.198,1.146,0.319,0.016,0.203,0.006,0.47,0.172,0.688,0.275,0.31,0.004,0.439,0.021,0.288,0.08,0.39,0.141,0.241,0.01,0.437,0.014,0.207,0.003,0.312,0.049,0.735,0.564,0.27,0.015,0.323,0.006,0.195,0.003,0.21,0.004,0.212,0.015,0.249,0.022,0.531,0.065,0.442,0.004,0.309,0.018,0.218,0.003,0.359,0.03,0.391,0.093,0.114,0.002

results/FreTS/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "FreTS",
+  "model_type": "mlp-based",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": true,
+    "Only Season": true,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": true,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": false,
+    "Channel Independency": true,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": false,
+    "RevIN-like": true,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": true
+  }
+}

results/Fredformer/Fredformer.csv

@@ -0,0 +1,3 @@
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+Fredformer,MAE,0.253,0.103,0.761,0.791,0.194,0.088,0.196,0.085,0.279,0.184,0.301,0.228,0.075,0.016,0.148,0.05,0.277,0.187,0.332,0.284,0.205,0.094,0.134,0.04,0.166,0.077,0.266,0.133,0.517,0.529,0.181,0.086,0.137,0.072,0.131,0.067,0.2,0.073,0.22,0.109,0.203,0.108,0.17,0.09,0.285,0.009,0.187,0.09,0.104,0.049,0.211,0.098,0.272,0.141,0.116,0.075
+Fredformer,MSE,0.232,0.016,1.007,0.981,0.143,0.011,0.14,0.011,0.211,0.05,0.252,0.076,0.05,0.0,0.11,0.004,0.216,0.051,0.294,0.119,0.144,0.013,0.101,0.002,0.099,0.009,0.212,0.027,0.543,0.429,0.122,0.011,0.076,0.008,0.076,0.006,0.159,0.008,0.15,0.018,0.127,0.018,0.123,0.012,0.34,0.0,0.127,0.012,0.054,0.004,0.16,0.015,0.22,0.03,0.049,0.008

results/Fredformer/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "Fredformer",
+  "model_type": "transformer-based",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": true,
+    "Only Season": true,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": true,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": false,
+    "Channel Independency": false,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": true,
+    "RevIN": false,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": true
+  }
+}

results/GARCH/GARCH.csv

@@ -0,0 +1,3 @@
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results/GARCH/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "GARCH",
+  "model_type": "local-forecast",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": false,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": false,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": false,
+    "Channel Independency": false,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": false,
+    "RevIN-like": false,
+    "Covariate Shift": true,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}

results/HI/HI.csv

@@ -0,0 +1,3 @@
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+HI,MSE,1.156,0.41,2.004,1.958,1.058,0.271,1.299,0.722,0.931,0.295,1.763,1.032,0.513,0.066,0.831,0.114,0.824,0.041,1.07,0.443,1.211,0.538,0.784,0.107,0.628,0.013,1.627,1.497,1.641,1.699,1.027,0.298,1.003,0.082,0.843,0.02,0.716,0.056,1.459,1.381,2.449,2.658,0.888,0.165,0.773,0.056,1.081,0.291,0.765,0.056,1.106,0.37,1.357,0.935,0.529,0.009

results/HI/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "HI",
+  "model_type": "others",
+  "strategies": {
+    "Stationary": true,
+    "Non-stationary": false,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": false,
+    "Only Season": true,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": false,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": false,
+    "Channel Independency": true,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": false,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}

results/Informer/Informer.csv

@@ -0,0 +1,3 @@
+Model,Metric,Regular_Mean,Regular_Med.,Stationary_Mean,Stationary_Med.,Non_Stationary_Mean,Non_Stationary_Med.,"Trend_Strength_[0,0.1]_Mean","Trend_Strength_[0,0.1]_Med.","Trend_Strength_(0.1,0.5]_Mean","Trend_Strength_(0.1,0.5]_Med.","Trend_Strength_(0.5,0.9]_Mean","Trend_Strength_(0.5,0.9]_Med.","Trend_Strength_(0.9,1.0]_Mean","Trend_Strength_(0.9,1.0]_Med.","Seasonality_Strength_[0,0.25]_Mean","Seasonality_Strength_[0,0.25]_Med.","Seasonality_Strength_(0.25,0.5]_Mean","Seasonality_Strength_(0.25,0.5]_Med.","Seasonality_Strength_(0.5,0.75]_Mean","Seasonality_Strength_(0.5,0.75]_Med.","Seasonality_Strength_(0.75,1.0]_Mean","Seasonality_Strength_(0.75,1.0]_Med.",Seasonality_Count_0_Mean,Seasonality_Count_0_Med.,Seasonality_Count_1_Mean,Seasonality_Count_1_Med.,Seasonality_Count_≥1_Mean,Seasonality_Count_≥1_Med.,"Volatility_[0,0.4]_Mean","Volatility_[0,0.4]_Med.","Volatility_(0.4,0.6]_Mean","Volatility_(0.4,0.6]_Med.","Volatility_(0.6,0.8]_Mean","Volatility_(0.6,0.8]_Med.",Volatility_>0.8_Mean,Volatility_>0.8_Med.,"Memory_[0,0.25]_Mean","Memory_[0,0.25]_Med.","Memory_(0.25,0.5]_Mean","Memory_(0.25,0.5]_Med.","Memory_(0.5,0.75]_Mean","Memory_(0.5,0.75]_Med.","Memory_(0.75,1]_Mean","Memory_(0.75,1]_Med.",Homo-Scedasticity_Mean,Homo-Scedasticity_Med.,Hetero-Scedasticity_Mean,Hetero-Scedasticity_Med.,"Anomaly_[0,0.05]_Mean","Anomaly_[0,0.05]_Med.","Anomaly_(0.05,0.1]_Mean","Anomaly_(0.05,0.1]_Med.","Anomaly_(0.1,0.15]_Mean","Anomaly_(0.1,0.15]_Med.",Anomaly_>0.15_Mean,Anomaly_>0.15_Med.
+Informer,MAE,1.133,0.833,0.804,0.8,1.171,0.845,0.883,0.83,0.955,0.793,1.011,0.661,2.035,1.654,1.655,1.303,0.866,0.8,0.888,0.817,0.919,0.832,1.732,1.391,0.921,0.837,0.91,0.823,0.931,0.8,1.289,0.853,1.057,0.852,1.057,0.868,1.026,0.859,0.93,0.819,0.934,0.839,1.545,0.903,1.469,1.522,1.148,0.838,1.309,0.928,1.268,0.847,0.924,0.805,0.894,0.81
+Informer,MSE,2.718,1.027,1.137,1.0,2.901,1.032,1.244,1.019,1.59,0.938,2.012,0.598,7.921,2.751,5.787,1.764,1.328,1.002,1.341,1.004,1.369,1.019,6.236,1.977,1.372,1.011,1.377,1.019,1.525,1.001,3.4,1.061,2.643,1.011,2.092,1.095,1.623,1.054,1.431,1.014,1.478,1.026,5.65,1.049,2.773,2.341,2.911,1.023,3.437,1.094,3.559,1.03,1.576,1.019,1.37,1.058

results/Informer/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "Informer",
+  "model_type": "transformer-based",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": false,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": true,
+    "Timestamp Embedding": false,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": true,
+    "Channel Independency": false,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": false,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}

results/Koopa/Koopa.csv

@@ -0,0 +1,3 @@
+Model,Metric,Regular_Mean,Regular_Med.,Stationary_Mean,Stationary_Med.,Non_Stationary_Mean,Non_Stationary_Med.,"Trend_Strength_[0,0.1]_Mean","Trend_Strength_[0,0.1]_Med.","Trend_Strength_(0.1,0.5]_Mean","Trend_Strength_(0.1,0.5]_Med.","Trend_Strength_(0.5,0.9]_Mean","Trend_Strength_(0.5,0.9]_Med.","Trend_Strength_(0.9,1.0]_Mean","Trend_Strength_(0.9,1.0]_Med.","Seasonality_Strength_[0,0.25]_Mean","Seasonality_Strength_[0,0.25]_Med.","Seasonality_Strength_(0.25,0.5]_Mean","Seasonality_Strength_(0.25,0.5]_Med.","Seasonality_Strength_(0.5,0.75]_Mean","Seasonality_Strength_(0.5,0.75]_Med.","Seasonality_Strength_(0.75,1.0]_Mean","Seasonality_Strength_(0.75,1.0]_Med.",Seasonality_Count_0_Mean,Seasonality_Count_0_Med.,Seasonality_Count_1_Mean,Seasonality_Count_1_Med.,Seasonality_Count_≥1_Mean,Seasonality_Count_≥1_Med.,"Volatility_[0,0.4]_Mean","Volatility_[0,0.4]_Med.","Volatility_(0.4,0.6]_Mean","Volatility_(0.4,0.6]_Med.","Volatility_(0.6,0.8]_Mean","Volatility_(0.6,0.8]_Med.",Volatility_>0.8_Mean,Volatility_>0.8_Med.,"Memory_[0,0.25]_Mean","Memory_[0,0.25]_Med.","Memory_(0.25,0.5]_Mean","Memory_(0.25,0.5]_Med.","Memory_(0.5,0.75]_Mean","Memory_(0.5,0.75]_Med.","Memory_(0.75,1]_Mean","Memory_(0.75,1]_Med.",Homo-Scedasticity_Mean,Homo-Scedasticity_Med.,Hetero-Scedasticity_Mean,Hetero-Scedasticity_Med.,"Anomaly_[0,0.05]_Mean","Anomaly_[0,0.05]_Med.","Anomaly_(0.05,0.1]_Mean","Anomaly_(0.05,0.1]_Med.","Anomaly_(0.1,0.15]_Mean","Anomaly_(0.1,0.15]_Med.",Anomaly_>0.15_Mean,Anomaly_>0.15_Med.
+Koopa,MAE,0.351,0.248,0.764,0.792,0.303,0.21,0.327,0.252,0.416,0.353,0.45,0.376,0.096,0.026,0.213,0.093,0.381,0.323,0.461,0.43,0.338,0.252,0.191,0.071,0.305,0.208,0.393,0.319,0.628,0.634,0.287,0.221,0.253,0.171,0.226,0.139,0.324,0.229,0.355,0.303,0.309,0.219,0.246,0.147,0.317,0.015,0.302,0.215,0.188,0.119,0.311,0.229,0.413,0.34,0.262,0.173
+Koopa,MSE,0.331,0.091,1.013,0.983,0.253,0.065,0.248,0.094,0.387,0.183,0.478,0.209,0.063,0.001,0.186,0.011,0.326,0.159,0.446,0.28,0.271,0.094,0.167,0.007,0.228,0.064,0.343,0.153,0.731,0.622,0.232,0.072,0.173,0.043,0.152,0.029,0.279,0.078,0.279,0.136,0.231,0.071,0.211,0.03,0.407,0.0,0.24,0.068,0.12,0.02,0.269,0.077,0.375,0.17,0.164,0.044

results/Koopa/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "Koopa",
+  "model_type": "mlp-based",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": true,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": true,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": false,
+    "Channel Independency": true,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": true,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": true,
+    "Fourier method": true
+  }
+}

results/LightGBM/LightGBM.csv

@@ -0,0 +1,3 @@
+Model,Metric,Regular_Mean,Regular_Med.,Stationary_Mean,Stationary_Med.,Non_Stationary_Mean,Non_Stationary_Med.,"Trend_Strength_[0,0.1]_Mean","Trend_Strength_[0,0.1]_Med.","Trend_Strength_(0.1,0.5]_Mean","Trend_Strength_(0.1,0.5]_Med.","Trend_Strength_(0.5,0.9]_Mean","Trend_Strength_(0.5,0.9]_Med.","Trend_Strength_(0.9,1.0]_Mean","Trend_Strength_(0.9,1.0]_Med.","Seasonality_Strength_[0,0.25]_Mean","Seasonality_Strength_[0,0.25]_Med.","Seasonality_Strength_(0.25,0.5]_Mean","Seasonality_Strength_(0.25,0.5]_Med.","Seasonality_Strength_(0.5,0.75]_Mean","Seasonality_Strength_(0.5,0.75]_Med.","Seasonality_Strength_(0.75,1.0]_Mean","Seasonality_Strength_(0.75,1.0]_Med.",Seasonality_Count_0_Mean,Seasonality_Count_0_Med.,Seasonality_Count_1_Mean,Seasonality_Count_1_Med.,Seasonality_Count_≥1_Mean,Seasonality_Count_≥1_Med.,"Volatility_[0,0.4]_Mean","Volatility_[0,0.4]_Med.","Volatility_(0.4,0.6]_Mean","Volatility_(0.4,0.6]_Med.","Volatility_(0.6,0.8]_Mean","Volatility_(0.6,0.8]_Med.",Volatility_>0.8_Mean,Volatility_>0.8_Med.,"Memory_[0,0.25]_Mean","Memory_[0,0.25]_Med.","Memory_(0.25,0.5]_Mean","Memory_(0.25,0.5]_Med.","Memory_(0.5,0.75]_Mean","Memory_(0.5,0.75]_Med.","Memory_(0.75,1]_Mean","Memory_(0.75,1]_Med.",Homo-Scedasticity_Mean,Homo-Scedasticity_Med.,Hetero-Scedasticity_Mean,Hetero-Scedasticity_Med.,"Anomaly_[0,0.05]_Mean","Anomaly_[0,0.05]_Med.","Anomaly_(0.05,0.1]_Mean","Anomaly_(0.05,0.1]_Med.","Anomaly_(0.1,0.15]_Mean","Anomaly_(0.1,0.15]_Med.",Anomaly_>0.15_Mean,Anomaly_>0.15_Med.
+LightGBM,MAE,0.694,0.439,0.815,0.834,0.679,0.387,0.336,0.242,0.501,0.462,0.698,0.534,1.572,1.332,1.25,0.75,0.388,0.313,0.457,0.413,0.37,0.274,1.326,0.847,0.312,0.207,0.442,0.385,0.661,0.626,0.847,0.45,0.457,0.219,0.375,0.172,0.513,0.322,0.475,0.374,0.451,0.379,1.05,0.499,1.359,1.368,0.627,0.349,0.702,0.275,0.826,0.438,0.497,0.409,0.245,0.159
+LightGBM,MSE,1.724,0.293,1.166,1.087,1.789,0.226,0.304,0.094,0.541,0.315,1.078,0.382,6.347,1.919,4.501,0.738,0.315,0.144,0.464,0.26,0.354,0.118,4.908,0.912,0.279,0.066,0.441,0.229,0.791,0.616,2.456,0.311,1.218,0.074,0.565,0.048,0.702,0.167,0.587,0.218,0.528,0.214,4.076,0.341,2.483,1.959,1.735,0.187,1.859,0.112,2.59,0.289,0.745,0.257,0.164,0.044

results/LightGBM/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "LightGBM",
+  "model_type": "machine-learning",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": false,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": false,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": false,
+    "Channel Independency": false,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": false,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}

results/LightTS/LightTS.csv

@@ -0,0 +1,3 @@
+Model,Metric,Regular_Mean,Regular_Med.,Stationary_Mean,Stationary_Med.,Non_Stationary_Mean,Non_Stationary_Med.,"Trend_Strength_[0,0.1]_Mean","Trend_Strength_[0,0.1]_Med.","Trend_Strength_(0.1,0.5]_Mean","Trend_Strength_(0.1,0.5]_Med.","Trend_Strength_(0.5,0.9]_Mean","Trend_Strength_(0.5,0.9]_Med.","Trend_Strength_(0.9,1.0]_Mean","Trend_Strength_(0.9,1.0]_Med.","Seasonality_Strength_[0,0.25]_Mean","Seasonality_Strength_[0,0.25]_Med.","Seasonality_Strength_(0.25,0.5]_Mean","Seasonality_Strength_(0.25,0.5]_Med.","Seasonality_Strength_(0.5,0.75]_Mean","Seasonality_Strength_(0.5,0.75]_Med.","Seasonality_Strength_(0.75,1.0]_Mean","Seasonality_Strength_(0.75,1.0]_Med.",Seasonality_Count_0_Mean,Seasonality_Count_0_Med.,Seasonality_Count_1_Mean,Seasonality_Count_1_Med.,Seasonality_Count_≥1_Mean,Seasonality_Count_≥1_Med.,"Volatility_[0,0.4]_Mean","Volatility_[0,0.4]_Med.","Volatility_(0.4,0.6]_Mean","Volatility_(0.4,0.6]_Med.","Volatility_(0.6,0.8]_Mean","Volatility_(0.6,0.8]_Med.",Volatility_>0.8_Mean,Volatility_>0.8_Med.,"Memory_[0,0.25]_Mean","Memory_[0,0.25]_Med.","Memory_(0.25,0.5]_Mean","Memory_(0.25,0.5]_Med.","Memory_(0.5,0.75]_Mean","Memory_(0.5,0.75]_Med.","Memory_(0.75,1]_Mean","Memory_(0.75,1]_Med.",Homo-Scedasticity_Mean,Homo-Scedasticity_Med.,Hetero-Scedasticity_Mean,Hetero-Scedasticity_Med.,"Anomaly_[0,0.05]_Mean","Anomaly_[0,0.05]_Med.","Anomaly_(0.05,0.1]_Mean","Anomaly_(0.05,0.1]_Med.","Anomaly_(0.1,0.15]_Mean","Anomaly_(0.1,0.15]_Med.",Anomaly_>0.15_Mean,Anomaly_>0.15_Med.
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results/LightTS/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "LightTS",
+  "model_type": "mlp-based",
+  "strategies": {
+    "Stationary": false,
+    "Non-stationary": true,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": false,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": true,
+    "Multi-Scale": false,
+    "Patch": true,
+    "Channel Dependency": false,
+    "Channel Independency": true,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": false,
+    "RevIN-like": true,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}

results/MA/MA.csv

@@ -0,0 +1,3 @@
+Model,Metric,Regular_Mean,Regular_Med.,Stationary_Mean,Stationary_Med.,Non_Stationary_Mean,Non_Stationary_Med.,"Trend_Strength_[0,0.1]_Mean","Trend_Strength_[0,0.1]_Med.","Trend_Strength_(0.1,0.5]_Mean","Trend_Strength_(0.1,0.5]_Med.","Trend_Strength_(0.5,0.9]_Mean","Trend_Strength_(0.5,0.9]_Med.","Trend_Strength_(0.9,1.0]_Mean","Trend_Strength_(0.9,1.0]_Med.","Seasonality_Strength_[0,0.25]_Mean","Seasonality_Strength_[0,0.25]_Med.","Seasonality_Strength_(0.25,0.5]_Mean","Seasonality_Strength_(0.25,0.5]_Med.","Seasonality_Strength_(0.5,0.75]_Mean","Seasonality_Strength_(0.5,0.75]_Med.","Seasonality_Strength_(0.75,1.0]_Mean","Seasonality_Strength_(0.75,1.0]_Med.",Seasonality_Count_0_Mean,Seasonality_Count_0_Med.,Seasonality_Count_1_Mean,Seasonality_Count_1_Med.,Seasonality_Count_≥1_Mean,Seasonality_Count_≥1_Med.,"Volatility_[0,0.4]_Mean","Volatility_[0,0.4]_Med.","Volatility_(0.4,0.6]_Mean","Volatility_(0.4,0.6]_Med.","Volatility_(0.6,0.8]_Mean","Volatility_(0.6,0.8]_Med.",Volatility_>0.8_Mean,Volatility_>0.8_Med.,"Memory_[0,0.25]_Mean","Memory_[0,0.25]_Med.","Memory_(0.25,0.5]_Mean","Memory_(0.25,0.5]_Med.","Memory_(0.5,0.75]_Mean","Memory_(0.5,0.75]_Med.","Memory_(0.75,1]_Mean","Memory_(0.75,1]_Med.",Homo-Scedasticity_Mean,Homo-Scedasticity_Med.,Hetero-Scedasticity_Mean,Hetero-Scedasticity_Med.,"Anomaly_[0,0.05]_Mean","Anomaly_[0,0.05]_Med.","Anomaly_(0.05,0.1]_Mean","Anomaly_(0.05,0.1]_Med.","Anomaly_(0.1,0.15]_Mean","Anomaly_(0.1,0.15]_Med.",Anomaly_>0.15_Mean,Anomaly_>0.15_Med.
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+MA,MSE,0.959,0.975,1.032,0.984,0.95,0.973,1.063,0.998,1.141,0.995,1.125,0.944,0.476,0.069,0.742,0.196,0.855,0.987,1.02,0.999,1.077,0.998,0.714,0.144,1.095,0.996,1.028,0.997,1.152,1.0,0.859,0.927,1.037,0.989,1.031,0.995,0.996,0.99,0.989,0.994,1.043,1.001,0.851,0.468,0.449,0.061,0.989,0.983,0.888,0.825,0.892,0.949,1.08,0.998,1.122,0.997

results/MA/config.json

@@ -0,0 +1,27 @@
+{
+  "model": "MA",
+  "model_type": "local-forecast",
+  "strategies": {
+    "Stationary": true,
+    "Non-stationary": false,
+    "Decomposition (Moving Avg)": false,
+    "Decomposition (Fourier method)": false,
+    "Only Season": false,
+    "DownSample": false,
+    "Data Augmentation": false,
+    "Channel Embedding": false,
+    "Timestamp Embedding": false,
+    "Multi-Scale": false,
+    "Patch": false,
+    "Channel Dependency": false,
+    "Channel Independency": false,
+    "Implicit Channel Interaction": false,
+    "Explicit Channel Interaction": false,
+    "RevIN": false,
+    "RevIN-like": false,
+    "Covariate Shift": false,
+    "Residual": false,
+    "Time-(in)variant": false,
+    "Fourier method": false
+  }
+}