chronos-forecasting
lag-llama
| chronos-forecasting | lag-llama | |
|---|---|---|
| 4 | 2 | |
| 1,810 | 1,016 | |
| 28.3% | 17.7% | |
| 6.8 | 8.6 | |
| 4 days ago | 27 days ago | |
| Python | Python | |
| Apache License 2.0 | Apache License 2.0 |
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chronos-forecasting
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TimesFM (Time Series Foundation Model) for time-series forecasting
On a related note, Amazon also had a model for time series forecasting called Chronos.
https://github.com/amazon-science/chronos-forecasting
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Financial Market Applications of LLMs
There were some developments using LLMs in the timeseries domain which caught my attention.
I toyed with the Chronos forecasting toolkit [1], and the results were predictably off by wild margins [2]
What really caught my eye though was the "feel" of the predicted timeseries -- this is the first time I've seen synthetic timeseries that look like the real thing. Stock charts have a certain quality to them, once you've been looking at them long enough, you can tell more often than not whether some unlabeled data is a stock price timeseries or not. It seems the chronos LLM was able to pick up on that "nature" of the price movement, and replicate it in its forecasts. Impressive!
1: https://github.com/amazon-science/chronos-forecasting
2: https://imgur.com/a/hTRQ38d
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Chronos: Learning the Language of Time Series
https://github.com/amazon-science/chronos-forecasting
- Chronos: Pretrained (Language) Models for Probabilistic Time Series Forecasting
lag-llama
What are some alternatives?
gluonts - Probabilistic time series modeling in Python
llmware - Providing enterprise-grade LLM-based development framework, tools, and fine-tuned models.
meta-prompting - Official implementation of BGPT @ ICLR 2024 paper "Meta Prompting for AI Systems" (https://arxiv.org/abs/2311.11482)
sent - a simple plaintext presentation tool