anofox-forecast 0.15.9

Time series forecasting library
Documentation
feature,matches,total,mean_abs_diff,max_abs_diff,mean_rel_diff,max_rel_diff,match_rate
"value__agg_autocorrelation__f_agg_""var""__maxlag_10",0,11,0.011661891749044829,0.04225717649008792,0.11111111111110787,0.11111111111111183,0.0
"value__agg_autocorrelation__f_agg_""std""__maxlag_10",0,11,0.013530561043476934,0.03335868902228656,0.05409255338945981,0.05409255338946071,0.0
"value__change_quantiles__f_agg_""var""__isabs_true__qh_0.75__ql_0.25",0,11,0.14140907671596115,0.46607753011160113,0.03202081492629377,0.043478260869564786,0.0
value__kurtosis,0,11,0.04935928935869338,0.07228556471347997,0.11446646713039334,0.2845169994454687,0.0
value__skewness,0,11,0.0036357609078756254,0.02125522148112391,0.015189712383007542,0.015189712383163401,0.0
value__sample_entropy,3,11,0.022595169087926147,0.13651202076266022,0.013147169486488435,0.05657513584802111,0.2727272727272727
"value__linear_trend__attr_""pvalue""",4,11,0.0009909343774659905,0.003221427388925502,0.03529747063104324,0.3200654249709563,0.36363636363636365
"value__linear_trend__attr_""rvalue""",7,11,0.06777763275797864,0.3299677620823448,0.727272727272721,2.0000000000000147,0.6363636363636364
"value__agg_linear_trend__attr_""rvalue""__chunk_len_10__f_agg_""mean""",7,11,0.1982949700301966,0.9627539404375577,0.7272727272727271,2.000000000000004,0.6363636363636364
"value__agg_linear_trend__attr_""slope""__chunk_len_10__f_agg_""mean""",11,11,3.1720207268906816e-15,1.176836406102666e-14,8.498524513019285e-15,2.1334652383008918e-14,1.0
"value__agg_linear_trend__attr_""intercept""__chunk_len_10__f_agg_""mean""",11,11,1.4008995983451976e-14,5.684341886080802e-14,3.8146320588232485e-16,1.2734329609844502e-15,1.0
value__approximate_entropy__m_2__r_0.2,11,11,3.966524078888059e-15,6.217248937900877e-15,6.026188627061758e-15,8.990815007712079e-15,1.0
value__ar_coefficient__coeff_0__k_10,11,11,1.1063897273092236e-11,3.8838265936647076e-11,2.494425642487137e-13,1.0173980876333116e-12,1.0
value__absolute_sum_of_changes,11,11,9.560029535681348e-14,2.2737367544323206e-13,2.412831468557805e-16,5.644252723782649e-16,1.0
"value__agg_linear_trend__attr_""slope""__chunk_len_10__f_agg_""var""",11,11,3.932460417905242e-15,2.842170943040401e-14,2.809581845734723e-15,7.871219955176114e-15,1.0
"value__agg_autocorrelation__f_agg_""mean""__maxlag_10",11,11,1.343622183211127e-16,3.3306690738754696e-16,1.553612076172413e-15,1.2489037825236e-14,1.0
value__ar_coefficient__coeff_3__k_10,11,11,1.077365784968814e-13,5.060951657753776e-13,1.502769291340162e-12,7.359147813945184e-12,1.0
value__autocorrelation__lag_1,11,11,1.87980943942214e-16,4.440892098500626e-16,3.4475642728796105e-16,1.2915512569203663e-15,1.0
value__autocorrelation__lag_2,11,11,2.6493958542191234e-16,7.771561172376096e-16,5.051831821991895e-16,9.704670783194688e-16,1.0
value__autocorrelation__lag_10,11,11,1.7536477320783723e-16,5.134781488891349e-16,9.276475788110198e-16,5.983584157575591e-15,1.0
value__autocorrelation__lag_5,11,11,1.7221073052424302e-16,4.440892098500626e-16,1.3021079192008742e-15,8.35121954933613e-15,1.0
value__binned_entropy__max_bins_10,11,11,8.074349270001139e-17,4.440892098500626e-16,3.805698945803222e-17,2.19422195032045e-16,1.0
value__c3__lag_1,11,11,2.97756163159978e-11,1.4551915228366852e-10,2.2092886984214973e-16,6.66987071945842e-16,1.0
value__autocorrelation__lag_3,11,11,1.2868494149064315e-16,5.551115123125783e-16,2.876461597736501e-16,8.557227927028564e-16,1.0
value__c3__lag_2,11,11,1.2577898318836974e-11,4.3655745685100555e-11,1.6322971907958105e-16,4.384572998375622e-16,1.0
value__c3__lag_3,11,11,3.439543599432165e-11,1.4551915228366852e-10,2.2689936140869556e-16,6.229361097705865e-16,1.0
"value__change_quantiles__f_agg_""mean""__isabs_false__qh_1.0__ql_0.0",11,11,2.736132028017964e-17,1.0408340855860843e-16,1.939987124310981e-15,1.8529547248014534e-14,1.0
"value__change_quantiles__f_agg_""mean""__isabs_true__qh_1.0__ql_0.0",11,11,5.652044489000797e-16,1.3322676295501878e-15,1.694832265528597e-16,4.164225508842188e-16,1.0
value__cid_ce__normalize_false,11,11,7.105427357601002e-15,1.4210854715202004e-14,1.5156808094770166e-16,3.676504865118645e-16,1.0
value__ar_coefficient__coeff_1__k_10,11,11,1.4011393055891508e-13,6.584732759051803e-13,5.955797844510239e-13,2.3198345363119094e-12,1.0
"value__agg_autocorrelation__f_agg_""median""__maxlag_10",11,11,1.487131125314663e-16,4.0072112295064244e-16,5.9826083039378216e-15,6.070275461643272e-14,1.0
value__abs_energy,11,11,4.233284430070357e-11,1.1641532182693481e-10,1.495106525245237e-16,4.290424735686612e-16,1.0
value__count_below_mean,11,11,0.0,0.0,0.0,0.0,1.0
value__count_above_mean,11,11,0.0,0.0,0.0,0.0,1.0
value__cid_ce__normalize_true,11,11,1.8571003321002618e-15,5.329070518200751e-15,2.52614682646081e-16,5.151614699728473e-16,1.0
value__energy_ratio_by_chunks__num_segments_10__segment_focus_0,11,11,1.766263902812749e-17,9.71445146547012e-17,1.8207030127490563e-16,1.095452087220995e-15,1.0
value__energy_ratio_by_chunks__num_segments_10__segment_focus_4,11,11,2.7755575615628914e-17,1.1102230246251565e-16,3.0609468310385705e-16,1.284402982386126e-15,1.0
value__first_location_of_maximum,11,11,0.0,0.0,0.0,0.0,1.0
value__energy_ratio_by_chunks__num_segments_10__segment_focus_2,11,11,8.831319514063745e-18,9.71445146547012e-17,8.461741242969819e-17,9.3079153672668e-16,1.0
value__energy_ratio_by_chunks__num_segments_10__segment_focus_1,11,11,1.766263902812749e-17,9.71445146547012e-17,1.801428852022716e-16,1.0761989530433625e-15,1.0
value__has_duplicate,11,11,0.0,0.0,0.0,0.0,1.0
value__has_duplicate_max,11,11,0.0,0.0,0.0,0.0,1.0
value__index_mass_quantile__q_0.1,11,11,0.0,0.0,0.0,0.0,1.0
value__has_duplicate_min,11,11,0.0,0.0,0.0,0.0,1.0
value__index_mass_quantile__q_0.25,11,11,0.0,0.0,0.0,0.0,1.0
value__index_mass_quantile__q_0.5,11,11,0.0,0.0,0.0,0.0,1.0
value__first_location_of_minimum,11,11,0.0,0.0,0.0,0.0,1.0
value__energy_ratio_by_chunks__num_segments_10__segment_focus_3,11,11,1.766263902812749e-17,9.71445146547012e-17,1.804212004111962e-16,1.045012969172064e-15,1.0
value__index_mass_quantile__q_0.9,11,11,0.0,0.0,0.0,0.0,1.0
value__index_mass_quantile__q_0.75,11,11,0.0,0.0,0.0,0.0,1.0
value__large_standard_deviation__r_0.25,11,11,0.0,0.0,0.0,0.0,1.0
value__last_location_of_maximum,11,11,0.0,0.0,0.0,0.0,1.0
value__lempel_ziv_complexity__bins_10,11,11,0.0,0.0,0.0,0.0,1.0
value__last_location_of_minimum,11,11,0.0,0.0,0.0,0.0,1.0
"value__linear_trend__attr_""intercept""",11,11,2.5595687185903608e-14,8.526512829121202e-14,1.1439101858486509e-15,6.860709620791477e-15,1.0
value__length,11,11,0.0,0.0,0.0,0.0,1.0
"value__linear_trend__attr_""slope""",11,11,4.920306586406944e-16,1.700029006457271e-15,2.808569911437557e-14,2.5323145556437673e-13,1.0
"value__linear_trend__attr_""stderr""",11,11,1.829344756484633e-17,1.0061396160665481e-16,1.8193193077709657e-15,1.0149376428290734e-14,1.0
value__longest_strike_above_mean,11,11,0.0,0.0,0.0,0.0,1.0
value__longest_strike_below_mean,11,11,0.0,0.0,0.0,0.0,1.0
value__maximum,11,11,0.0,0.0,0.0,0.0,1.0
value__mean,11,11,1.170780644150165e-14,4.263256414560601e-14,2.5188929422497e-16,6.048156564654261e-16,1.0
value__ar_coefficient__coeff_2__k_10,11,11,5.477878252012725e-14,1.4718781748968013e-13,7.142278811287763e-13,2.184788801561216e-12,1.0
value__absolute_maximum,11,11,0.0,0.0,0.0,0.0,1.0
value__mean_change,11,11,9.462128050782583e-18,1.0408340855860843e-16,1.5480972874514305e-16,1.7029070161965734e-15,1.0
value__mean_abs_change,11,11,5.652044489000797e-16,1.3322676295501878e-15,1.694832265528597e-16,4.164225508842188e-16,1.0
value__mean_n_absolute_max__number_of_maxima_1,11,11,0.0,0.0,0.0,0.0,1.0
value__mean_n_absolute_max__number_of_maxima_3,11,11,1.6148698540002277e-16,1.7763568394002505e-15,1.0143158367780533e-17,1.1157474204558586e-16,1.0
value__mean_second_derivative_central,11,11,4.496482100798974e-17,1.0061396160665481e-16,1.2020966756278738e-14,9.933523638372717e-14,1.0
value__median,11,11,6.459479416000911e-16,7.105427357601002e-15,1.096477878137233e-17,1.2061256659509564e-16,1.0
value__mean_n_absolute_max__number_of_maxima_5,11,11,4.5216355912006375e-15,2.1316282072803006e-14,7.440246766202843e-17,3.6166831251514433e-16,1.0
value__mean_n_absolute_max__number_of_maxima_7,11,11,5.167583532800729e-15,1.4210854715202004e-14,7.339474756030629e-17,2.2845008480500244e-16,1.0
value__number_peaks__n_1,11,11,0.0,0.0,0.0,0.0,1.0
value__number_peaks__n_3,11,11,0.0,0.0,0.0,0.0,1.0
value__number_peaks__n_5,11,11,0.0,0.0,0.0,0.0,1.0
value__partial_autocorrelation__lag_1,11,11,1.9807388052971544e-16,5.551115123125783e-16,3.5433109721521483e-16,1.2915512569203663e-15,1.0
value__partial_autocorrelation__lag_2,11,11,1.9479367613877748e-15,7.494005416219807e-15,5.221465400142788e-15,2.7385534668373184e-14,1.0
value__partial_autocorrelation__lag_3,11,11,2.7159461548429613e-15,1.0685896612017132e-14,2.4342096890087267e-14,1.4389585865246322e-13,1.0
value__minimum,11,11,0.0,0.0,0.0,0.0,1.0
value__number_crossing_m__m_0,11,11,0.0,0.0,0.0,0.0,1.0
value__percentage_of_reoccurring_datapoints_to_all_datapoints,11,11,0.0,0.0,0.0,0.0,1.0
value__partial_autocorrelation__lag_5,11,11,2.208145282784296e-15,7.271960811294775e-15,8.277805887753311e-14,8.137657364895728e-13,1.0
value__percentage_of_reoccurring_values_to_all_values,11,11,0.0,0.0,0.0,0.0,1.0
value__permutation_entropy__dimension_3__tau_1,11,11,6.055761952500853e-17,2.220446049250313e-16,3.995982819640694e-17,1.6391471062944898e-16,1.0
value__quantile__q_0.5,11,11,6.459479416000911e-16,7.105427357601002e-15,1.096477878137233e-17,1.2061256659509564e-16,1.0
value__quantile__q_0.75,11,11,6.459479416000911e-16,7.105427357601002e-15,1.1877971101652083e-17,1.3065768211817292e-16,1.0
value__quantile__q_0.1,11,11,3.875687649600546e-15,1.4210854715202004e-14,9.096985491992759e-17,3.1753667545242084e-16,1.0
value__quantile__q_0.25,11,11,4.198661620400592e-15,1.0658141036401503e-14,1.1129957527370486e-16,4.846674444631615e-16,1.0
value__range_count__max_1__min_-1,11,11,0.0,0.0,0.0,0.0,1.0
value__quantile__q_0.9,11,11,2.099330810200296e-15,1.4210854715202004e-14,3.970045939675316e-17,1.952684354042812e-16,1.0
value__ratio_beyond_r_sigma__r_1.5,11,11,0.0,0.0,0.0,0.0,1.0
value__ratio_beyond_r_sigma__r_2.5,11,11,0.0,0.0,0.0,0.0,1.0
value__root_mean_square,11,11,4.5216355912006375e-15,2.1316282072803006e-14,8.051429040895601e-17,4.271930189167369e-16,1.0
value__ratio_value_number_to_time_series_length,11,11,0.0,0.0,0.0,0.0,1.0
value__standard_deviation,11,11,1.2515241368501765e-15,3.552713678800501e-15,1.3878697216755366e-16,2.376967566081521e-16,1.0
value__sum_of_reoccurring_data_points,11,11,0.0,0.0,0.0,0.0,1.0
value__sum_of_reoccurring_values,11,11,0.0,0.0,0.0,0.0,1.0
value__sum_values,11,11,1.1265332101505587e-12,4.547473508864641e-12,2.3211378588906966e-16,6.057194829254524e-16,1.0
value__symmetry_looking__r_0.05,11,11,0.0,0.0,0.0,0.0,1.0
value__time_reversal_asymmetry_statistic__lag_1,11,11,1.0651681556985502e-12,3.637978807091713e-12,3.9368325580708754e-15,2.290015086874725e-14,1.0
value__time_reversal_asymmetry_statistic__lag_2,11,11,8.327883837079174e-13,4.547473508864641e-12,6.32331927277807e-16,1.4665078868284376e-15,1.0
value__time_reversal_asymmetry_statistic__lag_3,11,11,2.1736148234843067e-12,1.4551915228366852e-11,6.361097738880721e-16,2.610127827465099e-15,1.0
value__value_count__value_0,11,11,0.0,0.0,0.0,0.0,1.0
value__variance,11,11,2.842170943040401e-14,1.1368683772161603e-13,3.039958097680377e-16,8.836387257466022e-16,1.0
value__variance_larger_than_standard_deviation,11,11,0.0,0.0,0.0,0.0,1.0
value__variation_coefficient,11,11,1.1606877075626636e-16,4.440892098500626e-16,2.2815305739550217e-16,6.722306032151924e-16,1.0