Chronos: Learning the Language of Time Series

• nixtla

  8 1,411 9.5 Jupyter Notebook

  Python SDK for TimeGPT, a foundational time series model

  

I do not have a horse in the race, but it is interesting to see open source comparisons to traditional timeseries strategies: https://github.com/Nixtla/nixtla/tree/main/experiments/amazo...

In general, the M-Competitions (https://forecasters.org/resources/time-series-data/), the olympics of timeseries forecasting, have proven frustrating for ML methods... linear models do shockingly well and the ML models that have won, generally seem to be variants of older tree-based methods (ie. LightGBM is a favorite).

Will be interesting to see whether the Transformer architecture ends up making real progress here.

• mvts_transformer

  1 683 0.0 Python

  Multivariate Time Series Transformer, public version

Like this or something different?

https://github.com/gzerveas/mvts_transformer

• InfluxDB

  www.influxdata.com sponsored

  Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

  

• chronos-forecasting

  3 1,589 6.8 Python

  Chronos: Pretrained (Language) Models for Probabilistic Time Series Forecasting

  

https://github.com/amazon-science/chronos-forecasting

Suggest a related project