Time Series Forecasting
TimesFM
siriuz42 commited on
Commit
5cf004e
1 Parent(s): 3b5eae2

Update README.md

Browse files
Files changed (1) hide show
  1. README.md +28 -24
README.md CHANGED
@@ -2,23 +2,25 @@
2
  license: apache-2.0
3
  ---
4
 
5
- # TimesFM (Time Series Foundation Model)
6
 
7
- TimesFM is a pretrained time-series foundation model developed by Google
8
- Research for time-series forecasting.
9
 
10
- Paper link: https://arxiv.org/abs/2310.10688 (to appear in ICML 2024)
11
 
12
- Blog post: https://research.google/blog/a-decoder-only-foundation-model-for-time-series-forecasting/
 
 
13
 
14
- This repo contains the code to load public TimesFM checkpoints and run model
15
- inference locally.
16
 
17
  This is not an officially supported Google product.
18
 
19
  ## Installation
20
 
21
- We have two environment files. For GPU installation (assuming CUDA 12 has been setup), you can create a conda environment from the base folder through:
 
 
22
 
23
  ```
24
  conda env create --file=environment.yml
@@ -29,7 +31,9 @@ For a CPU setup please use,
29
  ```
30
  conda env create --file=environment_cpu.yml
31
  ```
32
- followed by
 
 
33
 
34
  ```
35
  conda activate tfm_env
@@ -45,27 +49,27 @@ Then the base class can be loaded as,
45
  import timesfm
46
 
47
  tfm = timesfm.TimesFm(
48
- context_len=<context>,
49
- horizon_len=<horizon>,
50
- input_patch_len=32,
51
- output_patch_len=128,
52
- num_layers=20,
53
- model_dims=1280,
54
- backend=<backend>,
55
- per_core_batch_size=<batch_size>,
56
- quantiles=<quantiles>,
57
- )
58
- tfm.load_from_checkpoint(
59
- <checkpoint_path>,
60
- checkpoint_type=checkpoints.CheckpointType.FLAX,
61
- )
62
  ```
63
 
64
  1. The context_len here can be set as the max context length of the model. You can provide shorter series to the `tfm.forecast()` function and the model will handle it. Currently the model handles a max context length of 512, which can be increased in later releases.
65
 
66
  2. The horizon length can be set to anything. We recommend setting it to the largest horizon length you would need in the forecasting tasks for your application. We generally recommend horizon length <= context length but it is not a requirement in the function call.
67
 
68
- 3. We also provide an API to forecast from pandas dataframe. Please look at the documentation of the function `tfm.forecast_on_df()`.
69
 
70
  ## Benchmarks
71
 
 
2
  license: apache-2.0
3
  ---
4
 
5
+ # TimesFM
6
 
7
+ TimesFM (Time Series Foundation Model) is a pretrained time-series foundation model developed by Google Research for time-series forecasting.
 
8
 
9
+ **Resources and Technical Documentation**:
10
 
11
+ * Paper: [A decoder-only foundation model for time-series forecasting](https://arxiv.org/abs/2310.10688), to appear in ICML 2024.
12
+ * [Google Research blog](https://research.google/blog/a-decoder-only-foundation-model-for-time-series-forecasting/)
13
+ * [GitHub repo](https://github.com/google-research/timesfm)
14
 
15
+ **Authors**: Google Research
 
16
 
17
  This is not an officially supported Google product.
18
 
19
  ## Installation
20
 
21
+ This Hugging Face repo hosts TimesFm checkpoints. Please visit our [GitHub repo](https://github.com/google-research/timesfm) to install the `timesfm` library for model inference.
22
+
23
+ We have two environment files. For GPU installation (assuming CUDA 12 has been setup), you can create a conda environment `tfm_env` from the base folder through:
24
 
25
  ```
26
  conda env create --file=environment.yml
 
31
  ```
32
  conda env create --file=environment_cpu.yml
33
  ```
34
+ to create the environment instead.
35
+
36
+ Follow by
37
 
38
  ```
39
  conda activate tfm_env
 
49
  import timesfm
50
 
51
  tfm = timesfm.TimesFm(
52
+ context_len=<context>,
53
+ horizon_len=<horizon>,
54
+ input_patch_len=32,
55
+ output_patch_len=128,
56
+ num_layers=20,
57
+ model_dims=1280,
58
+ backend=<backend>,
59
+ per_core_batch_size=<batch_size>,
60
+ quantiles=<quantiles>,
61
+ )
62
+ tfm.load_from_checkpoint(
63
+ <checkpoint_path>,
64
+ checkpoint_type=checkpoints.CheckpointType.FLAX,
65
+ )
66
  ```
67
 
68
  1. The context_len here can be set as the max context length of the model. You can provide shorter series to the `tfm.forecast()` function and the model will handle it. Currently the model handles a max context length of 512, which can be increased in later releases.
69
 
70
  2. The horizon length can be set to anything. We recommend setting it to the largest horizon length you would need in the forecasting tasks for your application. We generally recommend horizon length <= context length but it is not a requirement in the function call.
71
 
72
+ 3. We also provide an API to forecast from `pandas` dataframe. Please look at the documentation of the function `tfm.forecast_on_df()`.
73
 
74
  ## Benchmarks
75