README.md

Benchmarks at Scale

Main results

Computational time

N time series	Time (mins)	N cpus	CVWindows	Cost (Dollars)
10,000	0.32	128	7	$0.14
100,000	0.74	128	7	$0.33
1,000,000	4.81	128	7	$2.14
5,000,000	21.87	128	7	$9.73
10,000,000	44.12	128	7	$19.63

Performace (MSE)

N time series	Croston	SeasNaive	Naive	ADIDA	HistoricAverage	SeasWindowAverage	iMAPA	WindowAverage	SeasExpSmooth
10,000	4.1045	0.0414	8.0418	4.1366	4.0313	0.026	4.1366	4.0239	8.0377
100,000	4.1035	0.0418	8.0403	4.1373	4.0307	0.0261	4.1373	4.0233	8.0372
1,000,000	4.1046	0.0417	8.0417	4.1381	4.0314	0.026	4.1381	4.024	8.038
5,000,000	4.1042	0.0417	8.0416	4.1377	4.0311	0.026	4.1377	4.0237	8.038
10,000,000	4.1043	0.0417	8.0418	4.1379	4.0313	0.026	4.1379	4.0239	8.0381

Reproducibility

To reproduce the main results you have:

1. Install the conda environment using,

conda env create -f environment.yml

2. Activate the environment using,

conda activate benchmarks_at_scale

3. Generate the data using,

python -m src.data

4. Run the experiments using,

python -m src.experiment