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updated chronos pipeline
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ryuta-yoshimatsu committed Jan 15, 2025
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Expand Up @@ -186,7 +186,7 @@ We encourage you to read through [examples/global_daily.py](https://github.com/d

### Foundation Models

Foundation time series models are transformer based models pretrained on millions or billions of time points. These models can perform analysis (i.e. forecasting, anomaly detection, classification) on a previously unseen time series without training or tuning. We support open source models from multiple sources: [chronos](https://github.com/amazon-science/chronos-forecasting), [timesfm](https://github.com/google-research/timesfm), [moirai](https://blog.salesforceairesearch.com/moirai/), and [moment](https://github.com/moment-timeseries-foundation-model/moment). Covariates (i.e. exogenous regressors) and fine-tuning are currently not yet supported. This is a rapidly changing field, and we are working on updating the supported models and new features as the field evolves.
Foundation time series models are mostly transformer based models pretrained on millions or billions of time points. These models can perform analysis (i.e. forecasting, anomaly detection, classification) on a previously unseen time series without training or tuning. We support open source models from multiple sources: [chronos](https://github.com/amazon-science/chronos-forecasting), [timesfm](https://github.com/google-research/timesfm), and [moirai](https://blog.salesforceairesearch.com/moirai/). Covariates (i.e. exogenous regressors) and fine-tuning are currently not yet supported. This is a rapidly changing field, and we are working on updating the supported models and new features as the field evolves.

To get started, attach the [examples/foundation_daily.py](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/examples/foundation_daily.py) notebook to a cluster running [DBR 14.3 LTS for ML](https://docs.databricks.com/en/release-notes/runtime/index.html) or later versions. We recommend using a single-node cluster with multiple GPU instances such as [g4dn.12xlarge [T4]](https://aws.amazon.com/ec2/instance-types/g4/) on AWS or [Standard_NC64as_T4_v3](https://learn.microsoft.com/en-us/azure/virtual-machines/nct4-v3-series) on Azure. Multi-node setup is currently not supported.

Expand All @@ -199,12 +199,15 @@ active_models = [
"ChronosT5Small",
"ChronosT5Base",
"ChronosT5Large",
"ChronosBoltTiny",
"ChronosBoltMini",
"ChronosBoltSmall",
"ChronosBoltBase",
"MoiraiSmall",
"MoiraiBase",
"MoiraiLarge",
"TimesFM_1_0_200m",
"TimesFM_2_0_500m",
"Moment1Large",
]
```

Expand All @@ -230,7 +233,7 @@ We encourage you to read through [examples/foundation_daily.py](https://github.c

#### Using Time Series Foundation Models on Databricks

If you want to try out time series foundation models on Databricks without MMF, you can find example notebooks in [examples/foundation-model-examples](https://github.com/databricks-industry-solutions/many-model-forecasting/tree/main/examples/foundation-model-examples). These notebooks will show you how you can load, distribute the inference, fine-tune, register, deploy a model and generate online forecasts on it. We have notebooks for [TimeGPT](https://docs.nixtla.io/), [Chronos](https://github.com/amazon-science/chronos-forecasting), [Moirai](https://github.com/SalesforceAIResearch/uni2ts), [Moment](https://github.com/moment-timeseries-foundation-model/moment), and [TimesFM](https://github.com/google-research/timesfm).
If you want to try out time series foundation models on Databricks without MMF, you can find example notebooks in [databricks-industry-solutions/transformer_forecasting](https://github.com/databricks-industry-solutions/transformer_forecasting). These notebooks will show you how you can load, distribute the inference, fine-tune, register, deploy a model and generate online forecasts on it. We have notebooks for [TimeGPT](https://docs.nixtla.io/), [Chronos](https://github.com/amazon-science/chronos-forecasting), [Moirai](https://github.com/SalesforceAIResearch/uni2ts), [Moment](https://github.com/moment-timeseries-foundation-model/moment), and [TimesFM](https://github.com/google-research/timesfm).

## [Vector Lab](https://www.youtube.com/@VectorLab) - Many Model Forecasting

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