Data projekt 2 – Neebile

Predikce v praxi
data projekt 2

Tento článek slouží jako appendix k sérii „Predikce v praxi“. Obsahuje pouze neupravené výsledky experimentů bez interpretace pro projekt 2. Hlavní článek série zde

Metriky

Statistické modely

Statistic - all history
model	ZERO_MAE	ZERO_HIT_RATE	ZERO_FP_RATE@2	POSITIVE_MAE	POSITIVE_WAPE	POSITIVE_RMSLE	PEAK_POSITIVE_WAPE	SIGNED_BIAS
AutoARIMA	0.2039	56.05	17.98	10.7132	76.0987	0.7548	72.2135	56.7218
SeasonalNaive	0.3206	77.03	10.77	11.7999	103.9228	1.2095	97.8174	60.4059
ETS	0.3245	61.46	14.52	11.8946	107.1579	1.0652	101.1934	55.8955
AutoCES	0.2103	55.66	18.31	10.6339	72.358	0.7485	68.7198	45.8925
AutoTheta	0.2243	58.16	16.92	11.0361	73.8522	0.7722	70.0466	35.601
Naive	0.1624	78.29	9.36	12.9419	93.2897	1.1587	89.3256	13.3431
CrostonSBA	0.2583	58.08	16.5	10.6392	74.7633	0.7956	71.8286	44.4177
TSB	0.2636	58.96	15.71	11.1727	75.2334	0.7929	71.0015	36.9201

Statistic - history > 104
model	ZERO_MAE	ZERO_HIT_RATE	ZERO_FP_RATE@2	POSITIVE_MAE	POSITIVE_WAPE	POSITIVE_RMSLE	PEAK_POSITIVE_WAPE	SIGNED_BIAS
AutoARIMA	0.3827	52.26	20.09	11.3295	75.6335	0.7084	71.1248	72.6395
SeasonalNaive	0.3247	71.74	13.21	12.3503	104.5391	1.1403	97.4745	85.3423
ETS	0.4836	57.23	17	12.5919	110.0379	1.0363	102.8178	75.8544
AutoCES	0.272	53.5	19.6	11.3364	72.1914	0.7153	67.7337	57.4726
AutoTheta	0.2198	56.04	18.07	11.7378	73.6518	0.7433	69.097	45.5712
Naive	0.2314	76.88	10.03	13.7701	93.823	1.1375	89.2043	17.6955
CrostonSBA	0.3188	49.51	19.85	11.0531	71.3684	0.6876	67.845	65.8096
TSB	0.2246	57.14	16.47	11.9104	75.3436	0.7702	70.2951	47.7147

Statistic - history 52-104
model	ZERO_MAE	ZERO_HIT_RATE	ZERO_FP_RATE@2	POSITIVE_MAE	POSITIVE_WAPE	POSITIVE_RMSLE	PEAK_POSITIVE_WAPE	SIGNED_BIAS
AutoARIMA	0.2196	82.61	0	4.2836	91.9104	1.1207	92.7363	-73.8675
SeasonalNaive	0.6178	97.64	1.81	4.5714	100	1.3157	100	-82.1429
ETS	0.9221	79.35	5.62	4.4148	94.9615	1.1801	95.2015	-62.8861
AutoCES	0.4417	76.09	6.52	4.1891	88.3481	1.0451	89.0925	-59.2988
AutoTheta	0.2181	89.13	2.17	4.2266	90.6724	1.0736	91.5946	-70.1598
Naive	0.0652	95.65	0	4.2857	90.4762	1.1705	92.8571	-80.9524
CrostonSBA	0.1309	89.13	0	4.4762	96.4459	1.2308	96.4911	-86.1454
TSB	0.2338	89.13	2.17	4.2385	91.7803	1.0752	92.9113	-76.1691

Statistic - history 21-51
model	ZERO_MAE	ZERO_HIT_RATE	ZERO_FP_RATE@2	POSITIVE_MAE	POSITIVE_WAPE	POSITIVE_RMSLE	PEAK_POSITIVE_WAPE	SIGNED_BIAS
AutoARIMA	1.2984	64.19	14.12	7.9021	76.0069	1.3565	75.8499	-35.2522
SeasonalNaive	0	100	0	9.806	100	2.0866	100	-100
ETS	0.7874	74.05	3.82	8.7255	86.3873	1.5828	89.0016	-67.6702
AutoCES	2.1937	55.73	15.78	7.0717	68.6364	1.2395	70.5655	-15.0485
AutoTheta	1.6376	57.25	16.03	7.622	71.3208	1.2431	72.3046	-14.833
Naive	0.626	79.39	7.63	9.0143	87.8378	1.6329	87.8078	10.787
CrostonSBA	0.2233	95.42	03.05	9.4346	95.7763	1.8787	96.8358	-91.1661
TSB	1.4449	55.73	16.03	7.493	70.22	1.2146	71.2014	-18.872

Statistic - history 1-20
model	ZERO_MAE	ZERO_HIT_RATE	ZERO_FP_RATE@2	POSITIVE_MAE	POSITIVE_WAPE	POSITIVE_RMSLE	PEAK_POSITIVE_WAPE	SIGNED_BIAS
AutoARIMA	0.2045	86.54	2.56	8.7244	86.4215	1.2743	87.2557	-73.5116
SeasonalNaive	0	100	0	8.9848	100	1.4695	100	-100
ETS	0.1547	97.44	2.56	8.9333	97.3426	1.4209	97.5163	-94.0614
AutoCES	1.6051	82.05	10.26	8.7917	88.2608	1.309	88.5849	-72.7608
AutoTheta	1.2744	74.36	10.26	8.7051	84.6136	1.2484	85.5011	-67.2497
Naive	1.2564	87.18	10.26	8.9848	100	1.4695	100	-100
CrostonSBA	0.0862	97.44	2.56	8.9711	99.3536	1.4561	99.3925	-98.2126
TSB	1.8241	76.92	12.82	8.7298	85.5054	1.2643	86.289	-69.2864

Machine learning modely

ML - all history
model	ZERO_MAE	ZERO_HIT_RATE	ZERO_FP_RATE@2	POSITIVE_MAE	POSITIVE_WAPE	POSITIVE_RMSLE	PEAK_POSITIVE_WAPE	SIGNED_BIAS
XGBRegressor	0.3402	44.19	23.27	10.135	74.4593	0.6785	68.5486	105.0478
DecisionTreeRegressor	0.3695	43.83	23.87	10.0692	75.2497	0.6757	68.9701	115.2284
RandomForestRegressor	0.3711	44.83	22.77	10.2271	76.6057	0.6853	70.8428	99.5783
GradientBoostingRegressor	0.3107	45.01	23.07	10.129	75.4225	0.6837	69.7909	104.0922
ExtraTreesRegressor	0.3234	45.15	22.53	10.3153	77.2431	0.692	71.6373	98.6927
Ridge	0.3393	47.57	21.58	10.2163	74.3729	0.7021	69.7856	85.683
Lasso	0.3344	47.62	21.45	10.2181	74.3433	0.7023	69.7672	85.4057
ElasticNet	0.3348	47.62	21.47	10.218	74.3454	0.7023	69.7685	85.4272
QuantileRegressor	0.1869	68.31	10.94	11.3521	81.7342	0.9119	81.0459	-25.898

ML - history > 104
model	ZERO_MAE	ZERO_HIT_RATE	ZERO_FP_RATE@2	POSITIVE_MAE	POSITIVE_WAPE	POSITIVE_RMSLE	PEAK_POSITIVE_WAPE	SIGNED_BIAS
XGBRegressor	0.3784	43.48	23.42	10.8087	73.6127	0.6566	66.853	109.0268
DecisionTreeRegressor	0.3223	44.04	23.09	10.6462	72.9733	0.6565	65.8338	107.1705
RandomForestRegressor	0.3942	44.37	23.05	10.8541	73.7236	0.6594	67.1361	106.4964
GradientBoostingRegressor	0.3759	43.45	23.63	10.679	73.4165	0.6537	66.6948	109.0293
ExtraTreesRegressor	0.3382	44.59	22.91	10.921	73.482	0.6637	67.033	104.1258
Ridge	0.3753	46.26	22.16	10.7905	72.6995	0.6735	67.277	90.2979
Lasso	0.3708	46.32	22.03	10.7924	72.6909	0.6738	67.2812	90.065
ElasticNet	0.3711	46.32	22.03	10.7923	72.6915	0.6737	67.2809	90.0826
QuantileRegressor	0.1131	67.39	11.89	11.9827	77.5106	0.8788	76.6402	-11.5767

ML - history 52-104
model	ZERO_MAE	ZERO_HIT_RATE	ZERO_FP_RATE@2	POSITIVE_MAE	POSITIVE_WAPE	POSITIVE_RMSLE	PEAK_POSITIVE_WAPE	SIGNED_BIAS
XGBRegressor	0.5449	74.82	6.34	4.152	85.7022	1.1989	86.1371	-2.2354
DecisionTreeRegressor	0.7012	75.72	5.43	3.9921	85.5572	1.0391	85.8875	-46.8668
RandomForestRegressor	0.3966	80.43	2.17	4.2249	87.9038	1.0484	88.5861	-47.1418
GradientBoostingRegressor	0.7963	74.09	8.7	4.1234	86.7417	1.0358	87.1763	-48.4199
ExtraTreesRegressor	0.4562	77.17	4.35	4.1082	83.1878	0.9762	84.4932	-42.604
Ridge	0.5703	75	8.7	4.2857	90.1424	1.0872	90.6182	-64.2656
Lasso	0.5634	76.09	8.7	4.2884	90.2438	1.0891	90.7161	-64.6442
ElasticNet	0.567	75.54	8.7	4.2872	90.1936	1.0882	90.6673	-64.4544
QuantileRegressor	0.1542	91.3	0	4.4866	98.1973	1.2372	98.4321	-94.6679

ML - history 21-51
model	ZERO_MAE	ZERO_HIT_RATE	ZERO_FP_RATE@2	POSITIVE_MAE	POSITIVE_WAPE	POSITIVE_RMSLE	PEAK_POSITIVE_WAPE	SIGNED_BIAS
XGBRegressor	0.3981	8.4	67.18	16.2931	163.2849	1.0646	124.8475	506.2532
DecisionTreeRegressor	0.7561	33.21	39.44	6.2016	78.6151	1.0972	71.5948	148.8598
RandomForestRegressor	0.4326	36.01	29.71	7.4626	65.2381	1.0519	64.6004	46.935
GradientBoostingRegressor	0.7513	27.35	46.06	7.4736	68.5689	0.9203	63.6379	147.8938
ExtraTreesRegressor	0.2529	44.02	24.55	7.5934	69.8146	1.1492	70.9558	15.1142
Ridge	0.2373	48.85	20.61	7.5762	71.9023	1.1814	72.5615	4.9004
Lasso	0.2207	48.85	20.61	7.5837	71.9956	1.1835	72.6647	4.4014
ElasticNet	0.2209	48.85	20.61	7.5836	71.9939	1.1835	72.6628	4.4104
QuantileRegressor	0.1388	67.18	9.92	8.325	81.3881	1.445	82.2949	-41.2615

ML - history 1-20
model	ZERO_MAE	ZERO_HIT_RATE	ZERO_FP_RATE@2	POSITIVE_MAE	POSITIVE_WAPE	POSITIVE_RMSLE	PEAK_POSITIVE_WAPE	SIGNED_BIAS
XGBRegressor	0.722	64.1	12.82	6.7928	164.0655	1.3273	164.5572	-301.2479
DecisionTreeRegressor	0.228	56.41	17.95	7.0672	198.8965	1.457	199.4224	353.6813
RandomForestRegressor	0.2311	56.41	23.08	7.2081	223.0361	1.4329	223.572	331.966
GradientBoostingRegressor	0.3826	56.41	20.51	6.1041	128.898	1.1552	129.9865	195.0893
ExtraTreesRegressor	0.2358	60.9	14.74	7.1684	215.8028	1.4486	214.6476	182.9026
Ridge	0.1447	53.85	15.38	5.6518	94.8941	1.1992	96.3827	161.227
Lasso	0.175	53.85	15.38	5.635	89.2817	1.1958	90.7368	139.943
ElasticNet	0.1097	53.85	15.38	5.6413	91.8818	1.1969	93.3532	150.2186
QuantileRegressor	0.1711	76.92	2.56	6.9333	187.6153	1.3448	188.2299	-363.6043

Deep learning modely

DL - all history
model	ZERO_MAE	ZERO_HIT_RATE	ZERO_FP_RATE@2	POSITIVE_MAE	POSITIVE_WAPE	POSITIVE_RMSLE	PEAK_POSITIVE_WAPE	SIGNED_BIAS
TFT	0.48825	72.33	15.61	5.8949	60.3027	0.5239	53.1252	138.853
DeepAR	0.6241	80.64	3.88	8.1005	88.2775	0.7641	89.0539	-61.4143
NHiTS	0.48612	75.54	9.29	8.1784	86.0295	0.6403	79.8909	675.233
PatchTST	0.8329	85.01	4.52	8.504	87.9986	0.7638	90.3119	-54.5215

Dl - history > 104
model	ZERO_MAE	ZERO_HIT_RATE	ZERO_FP_RATE@2	POSITIVE_MAE	POSITIVE_WAPE	POSITIVE_RMSLE	PEAK_POSITIVE_WAPE	SIGNED_BIAS
TFT	0.43091	73.59	13.79	5.6465	57.3283	0.5176	52.5982	119.568
DeepAR	0.3657	83.17	2.94	8.7719	88.2017	0.7743	89.6518	-71.2038
NHiTS	0.17237	78.57	08.03	8.5886	87.6235	0.6696	83.3709	-24.5892
PatchTST	0.366	86.27	3.86	8.9501	85.7468	0.7603	87.574	-63.8115

DL - history 52-104
model	ZERO_MAE	ZERO_HIT_RATE	ZERO_FP_RATE@2	POSITIVE_MAE	POSITIVE_WAPE	POSITIVE_RMSLE	PEAK_POSITIVE_WAPE	SIGNED_BIAS
TFT	0.3871	84.12	0	3.5714	40.9524	0.5259	42.1429	126.667
DeepAR	0.2987	82.11	0	4.5714	100	0.9157	100	-100
NHiTS	0.3098	80.07	2.17	4.2857	91.6667	0.6816	89.2857	-40.7143
PatchTST	0.0157	84.11	0	4.5213	98.2375	0.8687	98.1266	-96.217

DL - history 21-51
model	ZERO_MAE	ZERO_HIT_RATE	ZERO_FP_RATE@2	POSITIVE_MAE	POSITIVE_WAPE	POSITIVE_RMSLE	PEAK_POSITIVE_WAPE	SIGNED_BIAS
TFT	0.3045	83.15	0	2.933833333	64.6016	0.7207	69.3267	-31.6137
DeepAR	0.3664	77.86	2.29	4.4506	87.3327	0.9699	88.7377	-67.3157
NHiTS	0.3223	76.78	6.68	4.48335	88.0941	0.9518	83.8309	-89.443
PatchTST	0.3042	88.42	03.05	4.5461	89.367	1.032	90.1247	-73.14

DL - history 1-20
model	ZERO_MAE	ZERO_HIT_RATE	ZERO_FP_RATE@2	POSITIVE_MAE	POSITIVE_WAPE	POSITIVE_RMSLE	PEAK_POSITIVE_WAPE	SIGNED_BIAS
TFT	0.2019	89.11	0	4.9848	36.8182	1.0984	38.4416	91.2121
DeepAR	0.1282	87.18	0	5.6212	71.2121	1.0845	71.2121	-30.303
NHiTS	0.2571	87.61	5.98	5.8939	90.9091	1.1965	90.9091	-81.8182
PatchTST	0.1085	93.59	0	5.96	98.0149	1.0456	97.9053	-95.6613

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