.. _sec_forecastingfaq:

FAQ - Time Series
=================


Where can I find more information about the models/metrics?
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

Metrics are implemented in the ``autogluon.timeseries.evaluator``
module. We also follow some of the same conventions followed by GluonTS
in their evaluation. Please refer to the GluonTS
`documentation <https://ts.gluon.ai/api/gluonts/gluonts.html>`__ and
`github <https://github.com/awslabs/gluon-ts>`__ for further
information.

A detailed description of evaluation metrics is also available at
`here <https://docs.aws.amazon.com/forecast/latest/dg/metrics.html>`__.

How can I get the most accurate forecast predictions?
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

Generally setting the ``predictor.fit()`` argument
``presets="best_quality"`` will result in high accuracy. Alternative
options include manually specifying hyperparameter search spaces for
certain models and manually increasing the number of hyperparameter
optimization trials.

Can I use GPUs for model training?
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

Yes! Most of the models used by AutoGluon-Forecasting support GPU
training, but it is not required that you train on a GPU. Make sure you
have installed CUDA and the GPU version of MXNet. AutoGluon will try to
automatically detect whether your machine has a GPU, and train neural
network based models on these. Multi-GPU training is not yet supported.

What machine is best for running AutoGluon-Forecasting?
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

As an open-source library, AutoGluon-Forecasting can be run on any
machine including your laptop. Currently it is not necessary to use a
GPU to train forecasting models so CPU machines are fine albeit slower
for certain models. We recommend running on a machine with as much
memory as possible and the best available GPU (for instance if using AWS
EC2, we recommend `P3
instances <https://aws.amazon.com/ec2/instance-types/p3/>`__).

Issues not addressed here
~~~~~~~~~~~~~~~~~~~~~~~~~

First search if your issue is addressed in the
`tutorials <index.html>`__,
`examples <https://github.com/awslabs/autogluon/tree/master/examples/forecasting>`__,
`documentation <../../api/autogluon.predictor.html>`__, or `Github
issues <https://github.com/awslabs/autogluon/issues>`__ (search both
Closed and Open issues). If it is not there, please open a `new Github
Issue <https://github.com/awslabs/autogluon/issues/new>`__ and clearly
state your issue and clarify it relates to forecasting.

If you have a bug, please include: your code (ideally set
``verbosity=4`` which will print out more details), the output printed
during the code execution, and information about your operating system,
Python version, and installed packages (output of ``pip freeze``). Many
user issues stem from incorrectly formatted data, so please describe
your data as clearly as possible.