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PiperOrigin-RevId: 650786820
This commit is contained in:
Yichen Zhou
2024-07-09 16:05:18 -07:00
committed by siriuz42
parent 28dcfa669b
commit 179d20df4a
17 changed files with 1241 additions and 334 deletions
@@ -11,6 +11,7 @@
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
"""Evaluation script for timegpt."""
import os
@@ -20,10 +21,11 @@ import time
from absl import flags
import numpy as np
import pandas as pd
from ..baselines.timegpt_pipeline import run_timegpt
from ..baselines.timegpt_pipeline import run_timegpt
from .utils import ExperimentHandler
dataset_names = [
"m1_monthly",
"m1_quarterly",
@@ -61,6 +63,7 @@ _MODEL_NAME = flags.DEFINE_string(
)
_SAVE_DIR = flags.DEFINE_string("save_dir", "./results", "Save directory")
QUANTILES = list(np.arange(1, 10) / 10.0)
@@ -87,9 +90,9 @@ def main():
)
time_df = pd.DataFrame({"time": [total_time], "model": model_name})
fcsts_df = exp.fcst_from_level_to_quantiles(fcsts_df, model_name)
results = exp.evaluate_from_predictions(models=[model_name],
fcsts_df=fcsts_df,
times_df=time_df)
results = exp.evaluate_from_predictions(
models=[model_name], fcsts_df=fcsts_df, times_df=time_df
)
print(results, flush=True)
results_list.append(results)
results_full = pd.concat(results_list)