Datasets:
docs: update README for Hugging Face dataset
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README.md
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---
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tags:
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- time-series
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- forecasting
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- anomaly-detection
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- classification
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- TSLib
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license: cc-by-4.0
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task_categories:
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- time-series-forecasting
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- anomaly-detection
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- classification
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pretty_name: Time-Series-Library (TSLib)
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language:
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- en
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---
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# Time-Series-Library (TSLib)
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TSLib is an open-source library for deep learning researchers, especially for deep time series analysis.
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We provide a neat code base to evaluate advanced deep time series models or develop your model, which covers five mainstream tasks: **long- and short-term forecasting, imputation, anomaly detection, and classification.**
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This benchmark collection is designed to evaluate and develop advanced deep time-series models. For an in-depth exploration of current time-series models and their performance, please refer to our paper **[Deep Time Series Models: A Comprehensive Survey and Benchmark](https://arxiv.org/abs/2407.13278)**.
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To get started with the codebase and contribute, please visit the **[GitHub repository](https://github.com/thuml/Time-Series-Library)**.
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## Dataset Overview
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| **Tasks** | **Benchmarks** | **Metrics** | **Series Length** |
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|-------------------|-------------------------------------------------------------------------------|--------------------------------------|-----------------------|
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| **Forecasting** | **Long-term:** ETT (4 subsets), Electricity, Traffic, Weather, Exchange, ILI | MSE, MAE | 96~720 (ILI: 24~60) |
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| | **Short-term:** M4 (6 subsets) | SMAPE, MASE, OWA | 6~48 |
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| **Imputation** | ETT (4 subsets), Electricity, Weather | MSE, MAE | 96 |
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| **Classification** | UEA (10 subsets) | Accuracy | 29~1751 |
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| **Anomaly Detection** | SMD, MSL, SMAP, SWaT, PSM | Precision, Recall, F1-Score | 100 |
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## File Structure
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```
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Time-Series-Library/
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├── ETT-small/
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├── EthanolConcentration/
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├── FaceDetection/
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├── Handwriting/
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├── Heartbeat/
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├── JapaneseVowels/
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├── MSL/
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├── PEMS-SF/
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├── PSM/
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├── SMAP/
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├── SMD/
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├── SWaT/
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├── SelfRegulationSCP1/
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├── SelfRegulationSCP2/
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├── SpokenArabicDigits/
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├── UWaveGestureLibrary/
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├── electricity/
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├── exchange_rate/
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├── illness/
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├── m4/
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├── traffic/
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├── weather/
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└── .gitattributes
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```
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## Usage
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You can load the dataset directly using the `datasets` library:
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```
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from datasets import load_dataset
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dataset = load_dataset("lalababa/Time-Series-Library", "ETT-small")
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```
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## License
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This dataset is released under the CC BY 4.0 License.
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## Citation
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If you find this repo useful, please cite our paper.
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```
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@inproceedings{wu2023timesnet,
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title={TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis},
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author={Haixu Wu and Tengge Hu and Yong Liu and Hang Zhou and Jianmin Wang and Mingsheng Long},
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booktitle={International Conference on Learning Representations},
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year={2023},
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}
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@article{wang2024tssurvey,
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title={Deep Time Series Models: A Comprehensive Survey and Benchmark},
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author={Yuxuan Wang and Haixu Wu and Jiaxiang Dong and Yong Liu and Mingsheng Long and Jianmin Wang},
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booktitle={arXiv preprint arXiv:2407.13278},
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year={2024},
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}
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```
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