Moirai, the Masked Encoder-based Universal Time Series Forecasting Transformer is a Large Time Series Model pre-trained on LOTSA data. For more details on the Moirai architecture, training, and results, please refer to the paper. Fig. 1: Overall architecture of Moirai. Visualized is a 3-variate time series, where variates 0 and 1 are target variables (i.e. to be forecasted, and variate 2 is a dynamic covariate (values in forecast horizon known). Based on a patch size of 64, each variate is patchified into 3 tokens. The patch embeddings along with sequence and variate id are fed into the Transformer. The shaded patches represent the forecast horizon to be forecasted, whose corresponding…
Open weights
cc-by-nc-4.0
14M parameters
transformers
Moirai 2.0 is a decoder-only universal time series forecasting transformer model pre-trained on: - Subset of GIFT-Eval Pretrain, and Train datasets (Non-leaking historical context). - Mixup data generated from non-leaking subsets of Chronos Dataset. - Synthetic time series produced via KernelSynth introduced in Chronos paper. - Internal Salesforce operational data. We make significant improvements over the first version of Moirai (please refer to the paper for previous version): - Switched from a distributional loss to a quantile loss formulation. - Moved from single-token to multi-token prediction, improving efficiency and stability. - Added a data filtering mechanism to filter out…
Open weights
cc-by-nc-4.0
11M parameters
FlowState is the first time-scale adjustable Time Series Foundation Model (TSFM), open-sourced by IBM Research. Combining an State Space Model (SSM) Encoder with a Functional Basis Decoder allows FlowState to transition into a timescale invariant coefficient space and make a continuous forecast from this space. This allows FlowState to seamlessly adjust to all possible sampling rates. Therefore, training in one time-scale helps for inference at all scales, allowing for drastically improved utilization of training data across time-scales. This innovation leads to a significant improvement in performance, making FlowState the new state-of-the art in zero-shot time series forecasting.…
Open weights
apache-2.0
9M parameters
FlowState is the first time-scale adjustable Time Series Foundation Model (TSFM), open-sourced by IBM Research. Combining a State Space Model (SSM) Encoder with a Functional Basis Decoder allows FlowState to transition into a timescale invariant coefficient space and make a continuous forecast from this space. This allows FlowState to seamlessly adjust to all possible sampling rates. Therefore, training in one time-scale helps for inference at all scales, allowing for drastically improved utilization of training data across time-scales. This innovation leads to a significant improvement in performance, making FlowState the new state-of-the art in zero-shot time series forecasting.…
Open weights
apache-2.0
9M parameters
Update Feb 14, 2025: Chronos-Bolt models are now available on Amazon SageMaker JumpStart! Check out the tutorial notebook to learn how to deploy Chronos endpoints for production use in a few lines of code. Chronos-Bolt is a family of pretrained time series forecasting models which can be used for zero-shot forecasting. It is based on the T5 encoder-decoder architecture and has been trained on nearly 100 billion time series observations. It chunks the historical time series context into patches of multiple observations, which are then input into the encoder. The decoder then uses these representations to directly generate quantile forecasts across multiple future steps—a method known as…
Open weights
apache-2.0
9M parameters
Model · Time series forecasting
Amazon
Update Feb 14, 2025: Chronos-Bolt models are now available on Amazon SageMaker JumpStart! Check out the tutorial notebook to learn how to deploy Chronos endpoints for production use in a few lines of code. Chronos-Bolt is a family of pretrained time series forecasting models which can be used for zero-shot forecasting. It is based on the T5 encoder-decoder architecture and has been trained on nearly 100 billion time series observations. It chunks the historical time series context into patches of multiple observations, which are then input into the encoder. The decoder then uses these representations to directly generate quantile forecasts across multiple future steps—a method known as…
Open weights
apache-2.0
9M parameters
chronos-forecasting
