Download and wrangling utility for long-horizon datasets. These datasets have been used by NHITS, AutoFormer, Informer, PatchTST, TiDE
among many other neural forecasting methods. The datasets include the original ETTh1, ETTh2, ETTm1, ETTm2, Weather, ILI, TrafficL benchmark datasets.
*This Weather dataset contains the 2020 year of 21 meteorological measurements recorded every 10 minutes from the Weather Station of the Max Planck Biogeochemistry Institute in Jena, Germany. Reference: Wu, H., Xu, J., Wang, J., and Long, M. Autoformer: Decomposition Transformers with auto-correlation for long-term series forecasting. NeurIPS 2021. https://arxiv.org/abs/2106.13008.\*
*This large Traffic dataset was collected by the California Department of Transportation, it reports road hourly occupancy rates of 862 sensors, from January 2015 to December 2016. Reference: Lai, G., Chang, W., Yang, Y., and Liu, H. Modeling Long and Short-Term Temporal Patterns with Deep Neural Networks. SIGIR 2018. http://arxiv.org/abs/1703.07015. Wu, H., Xu, J., Wang, J., and Long, M. Autoformer: Decomposition Transformers with auto-correlation for long-term series forecasting. NeurIPS 2021. https://arxiv.org/abs/2106.13008.\*
*The Electricity dataset reports the fifteen minute electricity consumption (KWh) of 321 customers from 2012 to 2014. For comparability, we aggregate it hourly. Reference: Li, S et al. Enhancing the locality and breaking the memory bottleneck of Transformer on time series forecasting. NeurIPS 2019. http://arxiv.org/abs/1907.00235.\*
*The ETTm2 dataset monitors an electricity transformer from a region of a province of China including oil temperature and variants of load (such as high useful load and high useless load) from July 2016 to July 2018 at a fifteen minute frequency. Reference: Zhou, et al. Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting. AAAI 2021. https://arxiv.org/abs/2012.07436\*
The ETTm1 dataset monitors an electricity transformer from a region of a province of China including oil temperature and variants of load (such as high useful load and high useless load) from July 2016 to July 2018 at a fifteen minute frequency.
The ETTh2 dataset monitors an electricity transformer from a region of a province of China including oil temperature and variants of load (such as high useful load and high useless load) from July 2016 to July 2018 at an hourly frequency.
The ETTh1 dataset monitors an electricity transformer from a region of a province of China including oil temperature and variants of load (such as high useful load and high useless load) from July 2016 to July 2018 at an hourly frequency.
*This Long-Horizon datasets wrapper class, provides with utility to download and wrangle the following datasets: