README.md

metadata

license: apache-2.0
task_categories:
  - time-series-forecasting
tags:
  - time-series
  - forecasting
  - benchmark

This repository contains the extracted time series features (tsfeatures) for each variate and the detailed forecasting results for every experiment.

Note: These files are for building leaderboard and visualization; users do not need to download this directory.

• features/: Statistical Features (tsfeatures)

  Each dataset's features are saved to: output/features/{dataset}/{freq}/. This directory stores the computed tsfeatures for the variates in the dataset. The folder contains a CSV file named either:

  • test.csv: Features calculated on the test split.
  • full.csv: Features calculated on the full dataset.

• results/: Experimental Results

  Each experiment is saved to: output/results/{model}/{dataset}/{freq}/{horizon}/. Each directory represents a specific model-dataset-frequency-horizon combination and contains the following files:

  • config.json: The experiment settings and hyperparameters.
  • metrics.npz: Window-level forecasting metrics (e.g., MASE, CRPS).
  • predictions.npz: Quantile prediction results for each sliding window.