Amazon Forecast
Developer Guide

Using RELATED_TIME_SERIES Datasets

A RELATED_TIME_SERIES dataset includes time-series data that isn't included in a TARGET_TIME_SERIES dataset and might improve the accuracy of your predictor.

For example, in the demand forecasting domain, a TARGET_TIME_SERIES dataset would contain timestamp anditem_id dimensions, while a complimentary RELATED_TIME_SERIES dataset also includes the following supplementary features: item price, promotion, and weather.

A RELATED_TIME_SERIES dataset can contain up to 10 forecast dimensions (the same ones in your TARGET_TIME_SERIES dataset) and up to 13 related time-series features.

You can use a RELATED_TIME_SERIES dataset only when training a predictor with the DeepAR+, NPTS, and Prophet algorithms. The R open-source algorithms (ARIMA and ETS) don't take data in a RELATED_TIME_SERIES dataset into consideration.

A RELATED_TIME_SERIES dataset has the following restrictions:

  • It can't include the target value from the TARGET_TIME_SERIES.

  • It must include item_id and timestamp dimensions, and at least one related feature (such as store or location).

  • RELATED_TIME_SERIES feature data must be of the int or float datatypes.

  • Data frequency for a RELATED_TIME_SERIES dataset must match the TARGET_TIME_SERIES data frequency.

    For example, if the forecast frequency for the TARGET_TIME_SERIES dataset is weekly, the data frequency for the RELATED_TIME_SERIES must also be weekly even if the TARGET_TIME_SERIES data frequency is daily.

  • The data for each item in the RELATED_TIME_SERIES dataset must start on or before the beginning timestamp of the corresponding item_id in the TARGET_TIME_SERIES dataset.

    For example, if the TARGET_TIME_SERIES data for socks starts at 2019-01-01 and the TARGET_TIME_SERIES data for shoes starts at 2019-02-01, the RELATED_TIME_SERIES data for socks must begin on or before 2019-01-01 and the data for shoes must begin on or before 2019-02-01.

  • The last timestamp for every item in the RELATED_TIME_SERIES dataset must be on or after the last timestamp in the TARGET_TIME_SERIES plus the user-designated forecast window (called the forecast horizon).

    In the example RELATED_TIME_SERIES file below, the timestamp data for both socks and shoes must end on or after 2019-07-01 (the last recorded timestamp) plus the forecast horizon. If data frequency in the TARGET_TIME_SERIES is daily and the forecast horizon is 10 days, daily data points must be provided in the RELATED_TIME_SERIES file until 2019-07-11.

  • The Forecast dimensions provided in the RELATED_TIME_SERIES dataset must be either equal to or a subset of the dimensions designated in the TARGET_TIME_SERIES dataset.

Important

Forecast doesn't support aggregations or filling missing values for RELATED_TIME_SERIES datasets as it does for TARGET_TIME_SERIES datasets.

The following table shows a correctly configured RELATED_TIME_SERIES dataset file. For this example, assume the following:

  • The last data point was recorded in the TARGET_TIME_SERIES dataset on 2019-07-01.

  • The forecast horizon is 10 days.

  • The forecast frequency is daily (D).

This means that the user had to include data points up until 2019-07-11.

A "" row indicates all of the data points in between the previous and succeeding rows.

timestamp item_id store price
2019-01-01 socks NYC 10
2019-01-02 socks NYC 10
2019-01-03 socks NYC 15
...
2019-06-01 socks NYC 10
...
2019-07-01 socks NYC 10
...
2019-07-11 socks NYC 20
2019-01-05 socks SFO 45
...
2019-06-05 socks SFO 10
...
2019-07-01 socks SFO 10
...
2019-07-11 socks SFO 30
2019-02-01 shoes ORD 50
...
2019-07-01 shoes ORD 75
...
2019-07-11 shoes ORD 60

The following table shows compatible TARGET_TIME_SERIES and RELATED_TIME_SERIES frequencies for forecasting over the period of a week (the forecast granularity). Because data in a RELATED_TIME_SERIES dataset can't be aggregated, Forecast accepts only a RELATED_TIME_SEQUENCE data frequency that is the same as the chosen forecasting granularity.

Target Input Data Frequency Related Time Series Frequency Forecasting Granularity Supported by Forecast?
Daily Weekly Weekly Yes
Weekly Weekly Weekly Yes
N/A Weekly Weekly Yes
Daily Daily Weekly No