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PISA

Introduction

This repository is the reporisity of Prompt-Based Time Series Forecasting: A New Task and Dataset (currently under submission). PISA is a large-scale dataset including three real-world forecasting scenarios (three sub-sets) with 311,932 data instances in total. It is designed to support and facilitate the novel PromptCast task proposed in the paper.

Updates

2022/06/10 This repo is open for review.

Numerical Time Series Forecasting vs. PromptCast

Exisiting numerical-based forecasting VS. Prompt-based forecasting

PromptCast Evaluation Metrics

  • RMSE
  • MAE
  • Missing Rate: whether the numerical forecasting target can be decoded (via string parsing) from the generated output prompts.

PISA Dataset

Forecasting Scenarios

The proposed PISA dataset contrains three real-world forecasting scenarios:

  • CT: city temperature forecasting
  • ECL: electricity consumption forecasting
  • SG: humana mobility visitor flow forecasting

Details of three sub-sets



Folder Structure (see Dataset)

Dataset
|── PISA-Prompt
    │── CT
        │-- train_x_prompt.txt
        │-- train_y_prompt.txt
        │-- val_x_prompt.txt
        │-- val_y_prompt.txt
        │-- test_x_prompt.txt
        │-- test_y_prompt.txt
    │── ECL
        │-- train_x_prompt.txt
        │-- train_y_prompt.txt
        │-- val_x_prompt.txt
        │-- val_y_prompt.txt
        │-- test_x_prompt.txt
        │-- test_y_prompt.txt  
    │── SG
        │-- train_x_prompt.txt
        │-- train_y_prompt.txt
        │-- val_x_prompt.txt
        │-- val_y_prompt.txt
        │-- test_x_prompt.txt
        │-- test_y_prompt.txt   

Benchmark Results

Please check Benchmark folder for the implementations of benchmarked methods.

RMSE and MAE performance



Missing Rate results



Results under train-from-scratch and cross-scenario zero-shot settings



RoadMap

  • GitHub repo open for reviewing
  • Paper release
  • Full dataset release in this repo
  • Full dataset release in HuggingFace Dataset page
  • Leaderboard Website Launch
  • ...
  • ...

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