Update readme (TTM) (#5)
Browse files- Update readme (TTM) (302e8396b0225d0b2858e0222adbdf1e60b8e511)
- minor changes (2ca10fd5ae7fdf95916210c2e69e2941d7253236)
Co-authored-by: Vijay Ekambaram <[email protected]>
README.md
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TTM outperforms several popular benchmarks demanding billions of parameters in zero-shot and few-shot forecasting. TTMs are lightweight
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forecasters, pre-trained on publicly available time series data with various augmentations. TTM provides state-of-the-art zero-shot forecasts and can easily be
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fine-tuned for multi-variate forecasts with just 5% of the training data to be competitive. Refer to our [paper](https://arxiv.org/pdf/2401.
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**The current open-source version supports point forecasting use-cases ranging from minutely to hourly resolutions
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(Ex. 10 min, 15 min, 1 hour, etc.)**
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**Note that zeroshot, fine-tuning and inference tasks using TTM can easily be executed in 1 GPU machine or in laptops too!!**
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## How to Get Started with the Model
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## Benchmark Highlights:
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- TTM (with less than 1 Million parameters) outperforms the following popular Pre-trained SOTAs demanding several hundred Million to Billions of parameters [paper](https://arxiv.org/pdf/2401.
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- *GPT4TS (NeurIPS 23) by 7-12% in few-shot forecasting*
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- *LLMTime (NeurIPS 23) by 24% in zero-shot forecasting*.
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- *SimMTM (NeurIPS 23) by 17% in few-shot forecasting*.
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## Model Details
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For more details on TTM architecture and benchmarks, refer to our [paper](https://arxiv.org/pdf/2401.
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TTM-1 currently supports 2 modes:
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Stay tuned for these extended features.
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## Recommended Use
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1. Users have to externally standard scale their data
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2. Enabling any upsampling or prepending zeros to virtually increase the context length for shorter
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impact the model performance.
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### Model Sources
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- **Repository:** https://github.com/IBM/tsfm/tree/main/tsfm_public/models/tinytimemixer
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- **Paper:** https://arxiv.org/pdf/2401.
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## Uses
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**BibTeX:**
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```
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@
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}
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```
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**APA:**
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Ekambaram, V., Jati, A.,
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## Model Card Authors
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TTM outperforms several popular benchmarks demanding billions of parameters in zero-shot and few-shot forecasting. TTMs are lightweight
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forecasters, pre-trained on publicly available time series data with various augmentations. TTM provides state-of-the-art zero-shot forecasts and can easily be
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fine-tuned for multi-variate forecasts with just 5% of the training data to be competitive. Refer to our [paper](https://arxiv.org/pdf/2401.03955v5.pdf) for more details.
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**The current open-source version supports point forecasting use-cases ranging from minutely to hourly resolutions
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(Ex. 10 min, 15 min, 1 hour, etc.)**
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**Note that zeroshot, fine-tuning and inference tasks using TTM can easily be executed in 1 GPU machine or in laptops too!!**
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**Recent updates:** We have developed more sophisticated variants of TTMs (TTM-B, TTM-E and TTM-A), featuring extended benchmarks that compare them with some of the latest models
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such as TimesFM, Moirai, Chronos, Lag-llama, and Moment. For full details, please refer to the latest version of our [paper](https://arxiv.org/pdf/2401.03955.pdf).
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Stay tuned for the release of the model weights for these newer variants.
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## How to Get Started with the Model
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## Benchmark Highlights:
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- TTM (with less than 1 Million parameters) outperforms the following popular Pre-trained SOTAs demanding several hundred Million to Billions of parameters [paper](https://arxiv.org/pdf/2401.03955v5.pdf):
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- *GPT4TS (NeurIPS 23) by 7-12% in few-shot forecasting*
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- *LLMTime (NeurIPS 23) by 24% in zero-shot forecasting*.
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- *SimMTM (NeurIPS 23) by 17% in few-shot forecasting*.
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## Model Details
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For more details on TTM architecture and benchmarks, refer to our [paper](https://arxiv.org/pdf/2401.03955v5.pdf).
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TTM-1 currently supports 2 modes:
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Stay tuned for these extended features.
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## Recommended Use
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1. Users have to externally standard scale their data independently for every channel before feeding it to the model (Refer to [TSP](https://github.com/IBM/tsfm/blob/main/tsfm_public/toolkit/time_series_preprocessor.py), our data processing utility for data scaling.)
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2. Enabling any upsampling or prepending zeros to virtually increase the context length for shorter-length datasets is not recommended and will
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impact the model performance.
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### Model Sources
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- **Repository:** https://github.com/IBM/tsfm/tree/main/tsfm_public/models/tinytimemixer
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- **Paper:** https://arxiv.org/pdf/2401.03955v5.pdf
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- **Paper (Newer variants, extended benchmarks):** https://arxiv.org/pdf/2401.03955.pdf
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## Uses
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**BibTeX:**
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```
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@misc{ekambaram2024tiny,
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title={Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Series},
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author={Vijay Ekambaram and Arindam Jati and Pankaj Dayama and Sumanta Mukherjee and Nam H. Nguyen and Wesley M. Gifford and Chandra Reddy and Jayant Kalagnanam},
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year={2024},
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eprint={2401.03955},
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archivePrefix={arXiv},
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primaryClass={cs.LG}
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}
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```
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**APA:**
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Ekambaram, V., Jati, A., Dayama, P., Mukherjee, S., Nguyen, N. H., Gifford, W. M., … Kalagnanam, J. (2024). Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Series. arXiv [Cs.LG]. Retrieved from http://arxiv.org/abs/2401.03955
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## Model Card Authors
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