awesome-python-benchmarks

December 5, 2021 ยท View on GitHub

Statistical benchmarking of python packages.

Machine-learning benchmarks

Python time-series benchmarking

  • MCompetitions repository lists winning methods for the M4 and M5 contests. For example the LightGBM approach document can be found there, alongside other winners.

  • Time-Series Elo ratings considers methods for autonomous univariate prediction of relatively short sequences (400 lags) and ranks performance on predictions from 1 to 34 steps ahead.

  • Papers with code has a couple of benchmarks such as etth1.

Python black-box derivative free benchmarking

R Time-series

  • ForecastBenchmark automatically evaluates and ranks forecasting methods based on their performance in a diverse set of evaluation scenarios. The benchmark comprises four different use cases, each covering 100 heterogeneous time series taken from different domains.