rajatsen91 commited on
Commit
2d1b320
·
verified ·
1 Parent(s): fdcc8eb

Update README.md

Browse files
Files changed (1) hide show
  1. README.md +68 -6
README.md CHANGED
@@ -1,9 +1,71 @@
1
  ---
2
- tags:
3
- - model_hub_mixin
 
4
  ---
5
 
6
- This model has been pushed to the Hub using the [PytorchModelHubMixin](https://huggingface.co/docs/huggingface_hub/package_reference/mixins#huggingface_hub.PyTorchModelHubMixin) integration:
7
- - Code: [More Information Needed]
8
- - Paper: [More Information Needed]
9
- - Docs: [More Information Needed]
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
  ---
2
+ license: apache-2.0
3
+ library_name: timesfm
4
+ pipeline_tag: time-series-forecasting
5
  ---
6
 
7
+ # TimesFM
8
+
9
+ TimesFM (Time Series Foundation Model) is a pretrained time-series foundation model developed by Google Research for time-series forecasting.
10
+
11
+ **Resources and Technical Documentation**:
12
+ * Paper: [A decoder-only foundation model for time-series forecasting](https://arxiv.org/abs/2310.10688), ICML 2024.
13
+ * [Google Research blog](https://research.google/blog/a-decoder-only-foundation-model-for-time-series-forecasting/)
14
+ * [GitHub repo](https://github.com/google-research/timesfm)
15
+
16
+ **Authors**: Google Research
17
+
18
+ This checkpoint is not an officially supported Google product. See [TimesFM in BigQuery](https://cloud.google.com/bigquery/docs/timesfm-model) for Google official support.
19
+
20
+ ## Checkpoint `timesfm-2.5-200m`
21
+
22
+ `timesfm-2.5-200m` is the third open model checkpoint.
23
+
24
+
25
+ ### Data
26
+
27
+ `timesfm-2.5-200m` is pretrained using
28
+
29
+ - [GiftEvalPretrain](https://huggingface.co/datasets/Salesforce/GiftEvalPretrain)
30
+ - [Wikimedia Pageviews](https://meta.wikimedia.org/wiki/Pageviews_Analysis), cutoff Nov 2023 (see [paper](https://arxiv.org/abs/2310.10688) for details).
31
+ - [Google Trends](https://trends.google.com/trends/) top queries, cutoff EoY 2022 (see [paper](https://arxiv.org/abs/2310.10688) for details).
32
+ - Synthetic and augmented data.
33
+
34
+ ### Install
35
+
36
+ `pip install` from PyPI coming soon. At this point, please run
37
+
38
+ ```shell
39
+ git clone https://github.com/google-research/timesfm.git
40
+ cd timesfm
41
+ pip install -e .
42
+ ```
43
+
44
+ ### Code Example
45
+
46
+ ```python
47
+ import numpy as np
48
+ import timesfm
49
+ model = timesfm.TimesFM_2p5_200M_torch.from_pretrained("google/timesfm-2.5-200m-pytorch", torch_compile=True)
50
+
51
+ model.compile(
52
+ timesfm.ForecastConfig(
53
+ max_context=1024,
54
+ max_horizon=256,
55
+ normalize_inputs=True,
56
+ use_continuous_quantile_head=True,
57
+ force_flip_invariance=True,
58
+ infer_is_positive=True,
59
+ fix_quantile_crossing=True,
60
+ )
61
+ )
62
+ point_forecast, quantile_forecast = model.forecast(
63
+ horizon=12,
64
+ inputs=[
65
+ np.linspace(0, 1, 100),
66
+ np.sin(np.linspace(0, 20, 67)),
67
+ ], # Two dummy inputs
68
+ )
69
+ point_forecast.shape # (2, 12)
70
+ quantile_forecast.shape # (2, 12, 10): mean, then 10th to 90th quantiles.
71
+ ```