本文介绍4种时序任务(长期/短期预测、插值、分类、异常检测)常用的时间序列数据集。
Tasks | Benchmarks | Metrics | Series Length |
---|---|---|---|
Long-term Forecasting | ETT (4 subsets), Electricity, Traffic, Weather, Exchange, ILI | MSE, MAE | 96~720 (ILI: 24∼60) |
Short-term Forecasting | M4 (6 subsets) | SMAPE, MASE, OWA | 6~48 |
Imputation | ETT (4 subsets), Electricity, Weather | MSE, MAE | 96 |
Classification | UEA (10 subsets) | Accuracy | 29∼1751 |
Anomaly Detection | SMD, MSL, SMAP, SWaT, PSM | Precision, Recall, F1-Socre | 100 |
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