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Tool for Probing the Robustness of Time-series Forecasting Models

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Running the application

To run the application start by installing and activating the environment:

conda env create -f env.yaml
conda activate whatif

We can then use the following command to run the application

bokeh serve src/ --args <config-path>

where the config_path is the path to a config.yaml file in the experiments folder. As a concrete example, this command will run the application using a simple dense network on the electricity dataset:

bokeh serve src/ --args experiments/electricity_nips/feedforward/config.yaml

Running the application for new datasets and/or models

To run the application with a new model and/or dataset create a config.yaml file in experiments/<dataset>/<model>. Then train the model can be trained using by running

python scripts/fit.py <config_path>

During training, the script saves batches of training data to ``data//training_data`. We can calculate features from this data like this:

python scripts/calculate_features.py <config_path>

To calculate the features for the predefined test data from GluonTS use the optional --test-data argument:

python scripts/calculate_features.py <config_path> --test-data=1

Evaluating new models can be done like this:

python scripts/evaluate.py <config_path>

Once all of the above has been completed for the new dataset and/or model, the application can be run as usual.

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  • Jupyter Notebook 94.7%
  • Python 5.3%