update readme

README.md

@@ -1,3 +1,129 @@
 ---
 license: apache-2.0
+configs:
+- config_name: default
+  data_files:
+  - split: train
+    path: "*/*.arrow"
+- config_name: "UTSD-1G"
+  data_files:
+  - split: train
+    path: "UTSD-1G/*.arrow"
+- config_name: "UTSD-2G"
+  data_files:
+  - split: train
+    path: "UTSD-2G/*.arrow"
+- config_name: "UTSD-4G"
+  data_files:
+  - split: train
+    path: "UTSD-4G/*.arrow"
+- config_name: "UTSD-12G"
+  data_files:
+  - split: train
+    path: "UTSD-12G/*.arrow"
 ---
+
+# Unified Time Series Dataset (UTSD)
+
+## Introduction
+
+We curate **Unified Time Series Dataset (UTSD)** that includes **7 domains** with up to **1 billion time points** with hierarchical capacities to facilitate research of scalability and domain transfer.
+
+<p align="center">
+<img src="./figures/utsd.png" alt="" align=center />
+</p>
+**Unified Time Series Dataset (UTSD)** is meticulously assembled from a blend of publicly accessible online data repositories and empirical data derived from real-world machine operations.
+
+All datasets are classified into seven distinct domains by their source: **Energy, Environment, Health, Internet of Things (IoT), Nature, Transportation, and Web** with diverse sampling frequencies.
+
+See the [paper](https://arxiv.org/abs/2402.02368) and [codebase](https://github.com/thuml/Large-Time-Series-Model) for more information.
+
+## Dataset detailed descriptions.
+
+We analyze each dataset within our collection, examining the time series through the lenses of stationarity and forecastability to allows us to characterize the level of complexity inherent to each dataset.
+
+| Domain       | Dataset                         | Time Points | File Size | Freq. | ADF.    | Forecast. | Source                                    |
+|--------------|----------------------------------|-------------|-----------|-------|---------|-----------|-------------------------------------------|
+| Energy       | London Smart Meters             | 166.50M     | 4120M     | Hourly| -13.158 | 0.173    | [1]                                       |
+| Energy | Wind Farms                      | 7.40M       | 179M      | 4 sec | -29.174 | 0.811    | [1]                                       |
+| Energy | Aus. Electricity Demand         | 1.16M       | 35M       | 30 min| -27.554 | 0.730    | [1]                                       |
+| Environment  | AustraliaRainfall               | 11.54M      | 54M       | Hourly| -150.10 | 0.458    | [2]                                       |
+| Environment | BeijingPM25Quality              | 3.66M       | 26M       | Hourly| -31.415 | 0.404    | [2]                                       |
+| Environment | BenzeneConcentration            | 16.34M      | 206M      | Hourly| -65.187 | 0.526    | [2]                                       |
+| Health       | MotorImagery                   | 72.58M      | 514M      | 0.001 sec| -3.132 | 0.449    | [3]                                       |
+| Health | SelfRegulationSCP1             | 3.02M       | 18M       | 0.004 sec| -3.191 | 0.504    | [3]                                       |
+| Health | SelfRegulationSCP2             | 3.06M       | 18M       | 0.004 sec| -2.715 | 0.481    | [3]                                       |
+| Health | AtrialFibrillation             | 0.04M       | 1M        | 0.008 sec| -7.061 | 0.167    | [3]                                       |
+| Health | PigArtPressure                  | 0.62M       | 7M        | -      | -7.649  | 0.739    | [3]                                       |
+| Health | PigCVP                          | 0.62M       | 7M        | -      | -4.855  | 0.577    | [3]                                       |
+| Health | IEEEPPG                         | 15.48M      | 136M      | 0.008 sec| -7.725 | 0.380    | [2]                                       |
+| Health | BIDMC32HR                       | 63.59M      | 651M      | -      | -14.135 | 0.523    | [2]                                       |
+| Health | TDBrain                         | 72.30M      | 1333M     | 0.002 sec| -3.167 | 0.967    | [5]                                       |
+| IoT          | SensorData                      | 165.4M      | 2067M     | 0.02 sec| -15.892 | 0.917    | Real-world machine logs                     |
+| Nature       | Phoneme                         | 2.16M       | 25M       | -      | -8.506  | 0.243    | [3]                                       |
+| Nature | EigenWorms                      | 27.95M      | 252M      | -      | -12.201 | 0.393    | [3]                                       |
+| Nature | ERA5 Surface                    | 58.44M      | 574M      | 3 h    | -28.263 | 0.493    | [4]                                       |
+| Nature | ERA5 Pressure                   | 116.88M     | 1083M     | 3h     | -22.001 | 0.853    | [4]                                       |
+| Nature | Temperature Rain                | 23.25M      | 109M      | Daily  | -10.952 | 0.133    | [1]                                       |
+| Nature | StarLightCurves                 | 9.46M       | 109M      | -      | -1.891  | 0.555    | [3]                                       |
+| Nature | Saugen River Flow               | 0.02M       | 1M        | Daily  | -19.305 | 0.300    | [1]                                       |
+| Nature | KDD Cup 2018                   | 2.94M       | 67M       | Hourly | -10.107 | 0.362    | [1]                                       |
+| Nature | US Births                      | 0.00M       | 1M        | Daily  | -3.352  | 0.675    | [1]                                       |
+| Nature | Sunspot                         | 0.07M       | 2M        | Daily  | -7.866  | 0.287    | [1]                                       |
+| Nature | Worms                           | 0.23M       | 4M        | 0.033 sec| -3.851 | 0.395    | [3]                                       |
+| Transport    | Pedestrian Counts               | 3.13M       | 72M       | Hourly | -23.462 | 0.297    | [1]                                       |
+| Web          | Web Traffic                     | 116.49M     | 388M      | Daily  | -8.272  | 0.299    | [1]                                       |
+
+You can find the specific source address in `source.csv`.
+
+[1]:  [Monash Time Series Forecasting Archive](https://arxiv.org/abs/2105.06643)
+[2]:  [Time series extrinsic regression Predicting numeric values from time series data](https://link.springer.com/article/10.1007/s10618-021-00745-9)
+[3]:  [The UCR Time Series Archive](https://arxiv.org/abs/1810.07758) 
+[4]:  [ERA5-Land: a state-of-the-art global reanalysis dataset for land applications](https://essd.copernicus.org/articles/13/4349/2021/)
+[5]:  [Contrast Everything: A Hierarchical Contrastive Framework for Medical Time-Series](https://arxiv.org/abs/2310.14017)
+
+
+##  Hierarchy of Datasets
+
+UTSD is constructed with hierarchical capacities, namely **UTSD-1G, UTSD-2G, UTSD-4G, and UTSD-12G**, where each smaller dataset is a subset of the larger ones. A larger subset means greater data **difficulty** and **diversity**, allowing you to conduct detailed scaling experiments.
+
+<p align="center">
+<img src="./figures/utsd_complexity.png" alt="" align=center />
+</p>
+## Usage
+
+You can load UTSD according to the following code:
+
+```python
+import datasets
+
+# Load UTSD dataset
+UTSD_12G = datasets.load_from_disk('UTSD-12G')
+print(UTSD_12G)
+for item in UTSD_12G:
+    print(item.keys(), 'len of target:', len(item['target']))
+```
+
+It should be noted that due to the construction of our dataset with diverse lengths, the sequence lengths of different samples vary. You can construct the data organization logic according to your own needs.
+
+In addition, we provide code `dataset_evaluation.py` for evaluating time series datasets, which you can use to evaluate your Huggingface formatted dataset. The usage of this script is as follows:
+
+```bash
+python dataset_evaluation.py --root_path <dataset root path> --log_path <output log path>
+```
+
+## Citation
+
+
+If you're using UTSD in your research or applications, please cite it using this BibTeX:
+
+**BibTeX:**
+
+```markdown
+@article{liu2024timer,
+  title={Timer: Transformers for Time Series Analysis at Scale},
+  author={Liu, Yong and Zhang, Haoran and Li, Chenyu and Huang, Xiangdong and Wang, Jianmin and Long, Mingsheng},
+  journal={arXiv preprint arXiv:2402.02368},
+  year={2024}
+}
+```

dataset_evaluation.py

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+from arch.unitroot import ADF
+from scipy.stats import entropy
+import numpy as np
+import torch
+import argparse
+from datasets import load_from_disk
+
+def adf_evaluator(x):
+    return ADF(x).stat
+
+
+def forecastability_evaluator(x, seq_len=256):
+    x = torch.tensor(x).squeeze() # L
+    forecastability_list = []
+    for i in range(max(x.shape[0]-seq_len, 0) // seq_len + 1):
+        start_idx = i * seq_len
+        end_idx = min(start_idx + seq_len, x.shape[0])
+        window = x[start_idx:end_idx]
+        amps = torch.abs(torch.fft.rfft(window))
+        amp = torch.sum(amps)
+        forecastability = 1 - entropy(amps/amp, base=len(amps))
+        forecastability_list.append(forecastability)
+    np_forecastability_list = np.array(forecastability_list)
+    # replace nan with 1
+    np_forecastability_list[np.isnan(np_forecastability_list)] = 1
+    return np.mean(np_forecastability_list)
+
+
+def save_log(path, content):
+    with open(path, 'a') as f:
+        f.write(content)
+        
+
+if __name__ == '__main__':
+    parser = argparse.ArgumentParser(description='Dataset Evaluation')
+    parser.add_argument('--root_path', type=str, required=True, help='Root path of the dataset, e.g. ./data/bdg-2_bear')
+    parser.add_argument('--log_path', type=str, required=False, default='log.txt', help='Path to save the log file')
+    args = parser.parse_args()
+    print("Evaluate dataset at ", args.root_path)
+    
+    dataset = load_from_disk(args.root_path)
+    print(dataset)
+    series_list = dataset['target']
+    
+    if not isinstance(series_list[0][0], list):
+        series_list = [series_list]
+    
+    time_point_list = []
+    adf_stat_list = []
+    forecastability_list = []
+    
+    for i in range(len(series_list)):
+        for j in range(len(series_list[i])):
+            try:
+                series = series_list[i][j]
+                # fill missing value with 0 for evaluation
+                series = [0 if np.isnan(x) else x for x in series]
+                adf_stat = adf_evaluator(series)
+                forecastability = forecastability_evaluator(series)
+                forecastability_list.append(forecastability)
+                adf_stat_list.append(adf_stat)
+                time_point_list.append(len(series))
+            except Exception as e:
+                save_log(args.log_path, f'Error: {args.root_path} {i} {j}\n'+str(e)+'\n')
+                continue
+    
+    time_point_list = np.array(time_point_list)
+    adf_stat_list = np.array(adf_stat_list)
+    forecastability_list = np.array(forecastability_list)
+    
+    time_points = np.sum(time_point_list)
+    weighted_adf = np.sum(adf_stat_list * time_point_list) / time_points
+    weighted_forecastability = np.sum(forecastability_list * time_point_list) / time_points
+    
+    print("Weighted ADF:", weighted_adf)
+    print("Weighted Forecastability:", weighted_forecastability)
+    print("Total Time Points:", time_points)
+    print("Finish evaluation ", args.root_path)
+    save_log(args.log_path, f"root_path: {args.root_path}\n Weighted ADF: {weighted_adf}\n Weighted Forecastability: {weighted_forecastability}\n Total Time Points: {time_points}\n\n")

source.csv

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+Domain,Dataset,Time Points,File Size,Freq,ADF,Forecast.,Source
+Energy,London Smart Meters,166.50M,4120M,Hourly,-13.158,0.173,https://arxiv.org/abs/2105.06643
+Energy,Wind Farms,7.40M,179M,4 sec,-29.174,0.811,https://arxiv.org/abs/2105.06643
+Energy,Aus. Electricity Demand,1.16M,35M,30 min,-27.554,0.730,https://arxiv.org/abs/2105.06643
+Environment,AustraliaRainfall,11.54M,54M,Hourly,-150.10,0.458,https://link.springer.com/article/10.1007/s10618-021-00745-9
+Environment,BeijingPM25Quality,3.66M,26M,Hourly,-31.415,0.404,https://link.springer.com/article/10.1007/s10618-021-00745-9
+Environment,BenzeneConcentration,16.34M,206M,Hourly,-65.187,0.526,https://link.springer.com/article/10.1007/s10618-021-00745-9
+Health,MotorImagery,72.58M,514M,0.001 sec,-3.132,0.449,https://arxiv.org/abs/1810.07758
+Health,SelfRegulationSCP1,3.02M,18M,0.004 sec,-3.191,0.504,https://arxiv.org/abs/1810.07758
+Health,SelfRegulationSCP2,3.06M,18M,0.004 sec,-2.715,0.481,https://arxiv.org/abs/1810.07758
+Health,AtrialFibrillation,0.04M,1M,0.008 sec,-7.061,0.167,https://arxiv.org/abs/1810.07758
+Health,PigArtPressure,0.62M,7M,-,-7.649,0.739,https://arxiv.org/abs/1810.07758
+Health,PigCVP,0.62M,7M,-,-4.855,0.577,https://arxiv.org/abs/1810.07758
+Health,IEEEPPG,15.48M,136M,0.008 sec,-7.725,0.380,https://link.springer.com/article/10.1007/s10618-021-00745-9
+Health,BIDMC32HR,63.59M,651M,-,-14.135,0.523,https://link.springer.com/article/10.1007/s10618-021-00745-9
+Health,TDBrain,72.30M,1333M,0.002 sec,-3.167,0.967,https://arxiv.org/abs/2310.14017
+IoT,SensorData,165.4M,2067M,0.02 sec,-15.892,0.917,Real-world machine logs
+Nature,Phoneme,2.16M,25M,-,-8.506,0.243,https://arxiv.org/abs/1810.07758
+Nature,EigenWorms,27.95M,252M,-,-12.201,0.393,https://arxiv.org/abs/1810.07758
+Nature,ERA5 Surface,58.44M,574M,3 h,-28.263,0.493,https://essd.copernicus.org/articles/13/4349/2021/
+Nature,ERA5 Pressure,116.88M,1083M,3h,-22.001,0.853,https://essd.copernicus.org/articles/13/4349/2021/
+Nature,Temperature Rain,23.25M,109M,Daily,-10.952,0.133,https://arxiv.org/abs/2105.06643
+Nature,StarLightCurves,9.46M,109M,-,-1.891,0.555,https://arxiv.org/abs/1810.07758
+Nature,Saugen River Flow,0.02M,1M,Daily,-19.305,0.300,https://arxiv.org/abs/2105.06643
+Nature,KDD Cup 2018,2.94M,67M,Hourly,-10.107,0.362,https://arxiv.org/abs/2105.06643
+Nature,US Births,0.00M,1M,Daily,-3.352,0.675,https://arxiv.org/abs/2105.06643
+Nature,Sunspot,0.07M,2M,Daily,-7.866,0.287,https://arxiv.org/abs/2105.06643
+Nature,Worms,0.23M,4M,0.033 sec,-3.851,0.395,https://arxiv.org/abs/1810.07758
+Transport,Pedestrian Counts,3.13M,72M,Hourly,-23.462,0.297,https://arxiv.org/abs/2105.06643
+Web,Web Traffic,116.49M,388M,Daily,-8.272,0.299,https://arxiv.org/abs/2105.06643