Most Smart Cities data come from multiple related sensors. Within this context, multivariate Automated Time Series Forecasting (AutoTSF) tools are valuable for providing predictive analytics for citizens and city rulers. In this paper, we benchmark seven multivariate open-source AutoTSF tools (AutoARIMAX, AutoGluon, FlaML, AutoTS, MFEDOT and HyperTS) and one univariate AutoTSF tool (FEDOT), measuring both their predictive performances, as well as their computational effort. The tools were evaluated by using four real-world multivariate datasets that were recently collected from a Portuguese city under a realistic rolling window scheme. Overall, the AutoGluon and AutoTS tools presented the best predictive performances, with AutoGluon requiring a substantially reduced training computational effort when compared with AutoTS.

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

A Benchmark of Automated Multivariate Time Series Forecasting Tools for Smart Cities

  • Pedro José Pereira,
  • Nuno Costa,
  • Pedro Mestre,
  • Paulo Cortez

摘要

Most Smart Cities data come from multiple related sensors. Within this context, multivariate Automated Time Series Forecasting (AutoTSF) tools are valuable for providing predictive analytics for citizens and city rulers. In this paper, we benchmark seven multivariate open-source AutoTSF tools (AutoARIMAX, AutoGluon, FlaML, AutoTS, MFEDOT and HyperTS) and one univariate AutoTSF tool (FEDOT), measuring both their predictive performances, as well as their computational effort. The tools were evaluated by using four real-world multivariate datasets that were recently collected from a Portuguese city under a realistic rolling window scheme. Overall, the AutoGluon and AutoTS tools presented the best predictive performances, with AutoGluon requiring a substantially reduced training computational effort when compared with AutoTS.