时间序列任务数据集简介

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。

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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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