Time Series Forecasting
Dschobby commited on
Commit
bbf1ad1
·
verified ·
1 Parent(s): 0cb2c4c

Upload 6 files

Browse files
README.md CHANGED
@@ -1,3 +1,59 @@
1
- ---
2
- license: cc-by-4.0
3
- ---
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ---
2
+ license: cc-by-4.0
3
+ pipeline_tag: time-series-forecasting
4
+ datasets:
5
+ - williamgilpin/dysts
6
+ ---
7
+
8
+ # DynaMix
9
+
10
+ [![arXiv](https://img.shields.io/badge/arXiv-2505.13192-b31b1b.svg)](https://arxiv.org/abs/2505.13192)
11
+
12
+ DynaMix is a foundation model for zero-shot inference of dynamical systems that preserves long-term statistics. Unlike traditional approaches that require retraining for each new system, DynaMix provides context driven generalization to unseen dynamical systems.
13
+
14
+ - **Accurate Zero-Shot Dynamical Systems Reconstruction**: DynaMix generalizes across diverse dynamical systems without fine-tuning, accurately capturing attractor geometry and long-term statistics.
15
+ - **Context Felxible Dynamics Modeling**: The multivariate architecture captures dependencies across system dimensions and adapts to different dimensionalities and context lengths.
16
+ - **Efficient and Lightweight**: Designed to be efficient with a few thousand parameters, DynaMix can also run on CPU for inference, and is enabling orders-of-magnitude faster inference than traditional foundation models.
17
+ - **General Time Series Forecasting**: Extends beyond DSR to general time series forecasting using adaptable embedding techniques.
18
+
19
+ For complete documentation and code, visit the [DynaMix repository](https://github.com/yourusername/zero-shot-DSR).
20
+
21
+ ## Model Description
22
+
23
+ DynaMix is based on a mixture of experts (MoE) architecture operating in latent space:
24
+
25
+ 1. **Expert Networks**: Each expert is a specialized dynamical model, given trhough RNN based architectures
26
+
27
+ 2. **Gating Network**: Selects experts based on the provided context and current latent representation of the dynamics
28
+
29
+ By aggregating the expert weighting with the expert prediction the next state is predicted.
30
+
31
+ ## Usage
32
+
33
+ To load the model in python using the corresponding codebase [DynaMix repository](https://github.com/yourusername/zero-shot-DSR), use:
34
+
35
+ ```python
36
+ from src.utilities.utilities import load_hf_model
37
+
38
+ # Initialize model with architecture
39
+ model = load_hf_model(model_name="dynamix-3d-alrnn-v1.0")
40
+ ```
41
+
42
+ Given context data from the target system with shape (`T_C`, `S`, `N`) (where `T_C` is the context length, `S` the number of sequences that should get processed and `N` the data dimensionality), generate forecasts by passing the data through the `DynaMixForecaster` along with the loaded model. Further details can be found in the GitHub repository [DynaMix repository](https://github.com/yourusername/zero-shot-DSR).
43
+
44
+
45
+ ## Citation
46
+
47
+ If you use DynaMix in your research, please cite our paper:
48
+
49
+ ```
50
+ @misc{hemmer2025truezeroshotinferencedynamical,
51
+ title={True Zero-Shot Inference of Dynamical Systems Preserving Long-Term Statistics},
52
+ author={Christoph Jürgen Hemmer and Daniel Durstewitz},
53
+ year={2025},
54
+ eprint={2505.13192},
55
+ archivePrefix={arXiv},
56
+ primaryClass={cs.LG},
57
+ url={https://arxiv.org/abs/2505.13192},
58
+ }
59
+ ```
config_3d-alrnn-v1.0.json ADDED
@@ -0,0 +1,20 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "model_type": "dynamix",
3
+ "model_name": "dynamix-3d-alrnn-v1.0",
4
+ "architecture": {
5
+ "M": 30,
6
+ "N": 3,
7
+ "Experts": 10,
8
+ "P": 2,
9
+ "hidden_dim": 50,
10
+ "expert_type": "almost_linear_rnn",
11
+ "probabilistic_expert": false
12
+ },
13
+ "metadata": {
14
+ "context_dimensions": 3,
15
+ "context_length": "variable",
16
+ "author": "Christoph Hemmer",
17
+ "paper": "https://arxiv.org/abs/2505.13192",
18
+ "license": "cc-by-4.0"
19
+ }
20
+ }
config_6d-alrnn-v1.0.json ADDED
@@ -0,0 +1,20 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "model_type": "dynamix",
3
+ "model_name": "dynamix-6d-alrnn-v1.0",
4
+ "architecture": {
5
+ "M": 10,
6
+ "N": 6,
7
+ "Experts": 80,
8
+ "P": 2,
9
+ "hidden_dim": 50,
10
+ "expert_type": "almost_linear_rnn",
11
+ "probabilistic_expert": false
12
+ },
13
+ "metadata": {
14
+ "context_dimensions": 6,
15
+ "context_length": "variable",
16
+ "author": "Christoph Hemmer",
17
+ "paper": "https://arxiv.org/abs/2505.13192",
18
+ "license": "cc-by-4.0"
19
+ }
20
+ }
dynamix-3d-alrnn-v1.0.safetensors ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:c950aef03f24e600bb159a05bf64aaea0fc89a6c66310baac624ac4b7e10ed5b
3
+ size 44152
dynamix-6d-alrnn-v1.0.safetensors ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:a10dc3de0f8e1f98b42f61dc9d728e51176b6ae67b94d08b2f5dd9d82a6d2e71
3
+ size 89136
model_index.json ADDED
@@ -0,0 +1,13 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "variants": {
3
+ "3d-alrnn": {
4
+ "config": "config_3d-alrnn-v1.0.json",
5
+ "weights": "dynamix-3d-alrnn-v1.0.safetensors"
6
+ },
7
+ "6d-alrnn": {
8
+ "config": "config_6d-alrnn-v1.0.json",
9
+ "weights": "dynamix-6d-alrnn-v1.0.safetensors"
10
+ }
11
+ },
12
+ "architecture": "dynamix"
13
+ }