Datasets:
File size: 43,946 Bytes
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---
annotations_creators:
- no-annotation
license: other
source_datasets:
- original
task_categories:
- time-series-forecasting
task_ids:
- univariate-time-series-forecasting
- multivariate-time-series-forecasting
pretty_name: Chronos datasets
dataset_info:
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license: CC BY 4.0
homepage: https://archive.ics.uci.edu/dataset/321/electricityloaddiagrams20112014
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license: MIT
homepage: https://github.com/laiguokun/multivariate-time-series-data/tree/master/exchange_rate
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license: CC BY 4.0
homepage: https://zenodo.org/communities/forecasting
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homepage: https://zenodo.org/communities/forecasting
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homepage: https://zenodo.org/communities/forecasting
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homepage: https://zenodo.org/communities/forecasting
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- config_name: monash_kdd_cup_2018
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license: CC BY 4.0
homepage: https://zenodo.org/communities/forecasting
- config_name: monash_london_smart_meters
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license: CC BY 4.0
homepage: https://zenodo.org/communities/forecasting
- config_name: monash_m1_monthly
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license: CC BY 4.0
homepage: https://zenodo.org/communities/forecasting
- config_name: monash_m1_quarterly
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license: CC BY 4.0
homepage: https://zenodo.org/communities/forecasting
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- config_name: monash_rideshare
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license: CC BY 4.0
homepage: https://zenodo.org/communities/forecasting
- config_name: monash_saugeenday
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license: CC BY 4.0
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license: CC BY 4.0
homepage: https://zenodo.org/communities/forecasting
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license: CC BY 4.0
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homepage: https://www.nrel.gov/grid/solar-power-data.html
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license: Apache 2.0
homepage: https://github.com/mbohlkeschneider/gluon-ts/tree/mv_release/datasets
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homepage: https://github.com/mbohlkeschneider/gluon-ts/tree/mv_release/datasets
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homepage: https://data.ess-dive.lbl.gov/portals/CDIAC
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license: MIT
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- config_name: weatherbench_hourly_potential_vorticity
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- config_name: electricity_15min
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path: exchange_rate/train-*
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- config_name: mexico_city_bikes
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- config_name: monash_australian_electricity
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- config_name: monash_car_parts
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- config_name: monash_covid_deaths
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- config_name: monash_fred_md
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- config_name: monash_hospital
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- config_name: monash_kdd_cup_2018
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data_files:
- split: train
path: training_corpus/tsmixup_10m/train-*
- config_name: uber_tlc_daily
data_files:
- split: train
path: uber_tlc_daily/train-*
- config_name: uber_tlc_hourly
data_files:
- split: train
path: uber_tlc_hourly/train-*
- config_name: ushcn_daily
data_files:
- split: train
path: ushcn_daily/train-*
- config_name: weatherbench_daily
data_files:
- split: train
path: weatherbench_daily/train-*
- config_name: weatherbench_hourly_10m_u_component_of_wind
data_files:
- split: train
path: weatherbench_hourly/10m_u_component_of_wind/train-*
- config_name: weatherbench_hourly_10m_v_component_of_wind
data_files:
- split: train
path: weatherbench_hourly/10m_v_component_of_wind/train-*
- config_name: weatherbench_hourly_2m_temperature
data_files:
- split: train
path: weatherbench_hourly/2m_temperature/train-*
- config_name: weatherbench_hourly_geopotential
data_files:
- split: train
path: weatherbench_hourly/geopotential/train-*
- config_name: weatherbench_hourly_potential_vorticity
data_files:
- split: train
path: weatherbench_hourly/potential_vorticity/train-*
- config_name: weatherbench_hourly_relative_humidity
data_files:
- split: train
path: weatherbench_hourly/relative_humidity/train-*
- config_name: weatherbench_hourly_specific_humidity
data_files:
- split: train
path: weatherbench_hourly/specific_humidity/train-*
- config_name: weatherbench_hourly_temperature
data_files:
- split: train
path: weatherbench_hourly/temperature/train-*
- config_name: weatherbench_hourly_toa_incident_solar_radiation
data_files:
- split: train
path: weatherbench_hourly/toa_incident_solar_radiation/train-*
- config_name: weatherbench_hourly_total_cloud_cover
data_files:
- split: train
path: weatherbench_hourly/total_cloud_cover/train-*
- config_name: weatherbench_hourly_total_precipitation
data_files:
- split: train
path: weatherbench_hourly/total_precipitation/train-*
- config_name: weatherbench_hourly_u_component_of_wind
data_files:
- split: train
path: weatherbench_hourly/u_component_of_wind/train-*
- config_name: weatherbench_hourly_v_component_of_wind
data_files:
- split: train
path: weatherbench_hourly/v_component_of_wind/train-*
- config_name: weatherbench_hourly_vorticity
data_files:
- split: train
path: weatherbench_hourly/vorticity/train-*
- config_name: weatherbench_weekly
data_files:
- split: train
path: weatherbench_weekly/train-*
- config_name: wiki_daily_100k
data_files:
- split: train
path: wiki_daily_100k/train-*
- config_name: wind_farms_daily
data_files:
- split: train
path: wind_farms_daily/train-*
- config_name: wind_farms_hourly
data_files:
- split: train
path: wind_farms_hourly/train-*
---
# Chronos datasets
Time series datasets used for training and evaluation of the [Chronos](https://github.com/amazon-science/chronos-forecasting) forecasting models.
Note that some Chronos datasets (`ETTh`, `ETTm`, `brazilian_cities_temperature` and `spanish_energy_and_weather`) that rely on a custom builder script are available in the companion repo [`autogluon/chronos_datasets_extra`](https://huggingface.co/datasets/autogluon/chronos_datasets_extra).
See the [paper](https://arxiv.org/abs/2403.07815) for more information.
## Data format and usage
All datasets satisfy the following high-level schema:
- Each dataset row corresponds to a single (univariate or multivariate) time series.
- There exists one column with name `id` and type `string` that contains the unique identifier of each time series.
- There exists one column of type `Sequence` with dtype `timestamp[ms]`. This column contains the timestamps of the observations. Timestamps are guaranteed to have a regular frequency that can be obtained with [`pandas.infer_freq`](https://pandas.pydata.org/docs/reference/api/pandas.infer_freq.html).
- There exists at least one column of type `Sequence` with numeric (`float`, `double`, or `int`) dtype. These columns can be interpreted as target time series.
- For each row, all columns of type `Sequence` have same length.
- Remaining columns of types other than `Sequence` (e.g., `string` or `float`) can be interpreted as static covariates.
Datasets can be loaded using the 🤗 [`datasets`](https://huggingface.co/docs/datasets/en/index) library
```python
import datasets
ds = datasets.load_dataset("autogluon/chronos_datasets", "m4_daily", split="train")
ds.set_format("numpy") # sequences returned as numpy arrays
```
> **NOTE:** The `train` split of all datasets contains the full time series and has no relation to the train/test split used in the Chronos paper.
Example entry in the `m4_daily` dataset
```python
>>> ds[0]
{'id': 'T000000',
'timestamp': array(['1994-03-01T12:00:00.000', '1994-03-02T12:00:00.000',
'1994-03-03T12:00:00.000', ..., '1996-12-12T12:00:00.000',
'1996-12-13T12:00:00.000', '1996-12-14T12:00:00.000'],
dtype='datetime64[ms]'),
'target': array([1017.1, 1019.3, 1017. , ..., 2071.4, 2083.8, 2080.6], dtype=float32),
'category': 'Macro'}
```
### Converting to pandas
We can easily convert data in such format to a long format data frame
```python
def to_pandas(ds: datasets.Dataset) -> "pd.DataFrame":
"""Convert dataset to long data frame format."""
sequence_columns = [col for col in ds.features if isinstance(ds.features[col], datasets.Sequence)]
return ds.to_pandas().explode(sequence_columns).infer_objects()
```
Example output
```python
>>> print(to_pandas(ds).head())
id timestamp target category
0 T000000 1994-03-01 12:00:00 1017.1 Macro
1 T000000 1994-03-02 12:00:00 1019.3 Macro
2 T000000 1994-03-03 12:00:00 1017.0 Macro
3 T000000 1994-03-04 12:00:00 1019.2 Macro
4 T000000 1994-03-05 12:00:00 1018.7 Macro
```
### Dealing with large datasets
Note that some datasets, such as subsets of WeatherBench, are extremely large (~100GB). To work with them efficiently, we recommend either loading them from disk (files will be downloaded to disk, but won't be all loaded into memory)
```python
ds = datasets.load_dataset("autogluon/chronos_datasets", "weatherbench_daily", keep_in_memory=False, split="train")
```
or, for the largest datasets like `weatherbench_hourly_temperature`, reading them in streaming format (chunks will be downloaded one at a time)
```python
ds = datasets.load_dataset("autogluon/chronos_datasets", "weatherbench_hourly_temperature", streaming=True, split="train")
```
## Chronos training corpus with TSMixup & KernelSynth
The training corpus used for training the Chronos models can be loaded via the configs `training_corpus_tsmixup_10m` (10M TSMixup augmentations of real-world data) and `training_corpus_kernel_synth_1m` (1M synthetic time series generated with KernelSynth), e.g.,
```python
ds = datasets.load_dataset("autogluon/chronos_datasets", "training_corpus_tsmixup_10m", streaming=True, split="train")
```
Note that since data in the training corpus was obtained by combining various synthetic & real-world time series, the timestamps contain dummy values that have no connection to the original data.
## License
Different datasets available in this collection are distributed under different open source licenses. Please see `ds.info.license` and `ds.info.homepage` for each individual dataset.
## Citation
If you find these datasets useful for your research, please consider citing the associated paper:
```markdown
@article{ansari2024chronos,
author = {Ansari, Abdul Fatir and Stella, Lorenzo and Turkmen, Caner and Zhang, Xiyuan and Mercado, Pedro and Shen, Huibin and Shchur, Oleksandr and Rangapuram, Syama Syndar and Pineda Arango, Sebastian and Kapoor, Shubham and Zschiegner, Jasper and Maddix, Danielle C. and Wang, Hao and Mahoney, Michael W. and Torkkola, Kari and Gordon Wilson, Andrew and Bohlke-Schneider, Michael and Wang, Yuyang},
title = {Chronos: Learning the Language of Time Series},
journal = {arXiv preprint arXiv:2403.07815},
year = {2024}
}
```
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