Published June 13, 2022 | Version v2

Towards understanding the importance of time-series features in automated algorithm performance prediction

  • 1. Jožef Stefan Institute

Description

merged_feature_importance.csv - CSV with feature importance values with different meta-models, forecasting algorithms, and feature importance methods computed on 30 different train/test splits.

Catch22.csv - Catch22 features (raw time-series)

Catch22Log.csv - Catch22 features (log time-series)

Catch22Diff.csv - Catch22 features (differenced time-series)

TSFresh.csv - TSFresh features (raw time-series)

TSFreshLog.csv - TSFresh features (log time-series)

TSFreshDiff.csv - TSFresh features (differenced time-series)

mape.csv - sMAPE performance for all forecasting algoirthms

Files

Catch22.csv

Files (3.4 GB)

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