Add the demos
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README.md
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---
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# TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting
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TEMPO is one of the very first open source **Time Series Foundation Models** for forecasting task v1.0 version.
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Please try
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![TEMPO-demo](pics/TEMPO_demo.jpg)
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```
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conda create -n tempo python=3.8
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conda activate tempo
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```
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```
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pip install -r requirements.txt
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```
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Download the data from [[Google Drive]](https://drive.google.com/drive/folders/13Cg1KYOlzM5C7K8gK8NfC-F3EYxkM3D2?usp=sharing) or [[Baidu Drive]](https://pan.baidu.com/s/1r3KhGd0Q9PJIUZdfEYoymg?pwd=i9iy), and place the downloaded data in the folder`./dataset`. You can also download the STL results from [[Google Drive]](https://drive.google.com/file/d/1gWliIGDDSi2itUAvYaRgACru18j753Kw/view?usp=sharing), and place the downloaded data in the folder`./stl`.
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```
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bash [ecl, etth1, etth2, ettm1, ettm2, traffic, weather].sh
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```
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After training, we can test TEMPO model under the zero-shot setting:
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```
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bash [ecl, etth1, etth2, ettm1, ettm2, traffic, weather]_test.sh
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```
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You can download the pre-trained model from [[Google Drive]](https://drive.google.com/file/d/11Ho_seP9NGh-lQCyBkvQhAQFy_3XVwKp/view?usp=drive_link) and then run the test script for fun.
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Here is the prompts use to generate the coresponding textual informaton of time series via [[OPENAI ChatGPT-3.5 API]](https://platform.openai.com/docs/guides/text-generation)
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The time series data are come from [[S&P 500]](https://www.spglobal.com/spdji/en/indices/equity/sp-500/#overview). Here is the EBITDA case for one company from the dataset:
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![Company1_ebitda_summary](pics/Company1_ebitda_summary.png)
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Example of generated contextual information for the Company marked above:
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You can download the processed data with text embedding from GPT2 from: [[TETS]](https://drive.google.com/file/d/1Hu2KFj0kp4kIIpjbss2ciLCV_KiBreoJ/view?usp=drive_link
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## Cite
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```
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@inproceedings{
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cao2024tempo,
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year={2024},
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url={https://openreview.net/forum?id=YH5w12OUuU}
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}
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```
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---
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# TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting
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[![preprint](https://img.shields.io/static/v1?label=arXiv&message=2310.04948&color=B31B1B&logo=arXiv)](https://arxiv.org/pdf/2310.04948)
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[![huggingface](https://img.shields.io/badge/%F0%9F%A4%97%20Hugging%20Face-Models-FFD21E)](https://huggingface.co/Melady/TEMPO)
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[![License: MIT](https://img.shields.io/badge/License-Apache--2.0-green.svg)](https://opensource.org/licenses/Apache-2.0)
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<div align="center"><img src=./pics/TEMPO_logo.png width=60% /></div>
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The official model card for ICLR 2024 paper: "TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting (ICLR 2024)".
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The official code for [["TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting (ICLR 2024)"]](https://arxiv.org/pdf/2310.04948).
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TEMPO is one of the very first open source **Time Series Foundation Models** for forecasting task v1.0 version.
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<div align="center"><img src=./pics/TEMPO.png width=80% /></div>
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## π‘ Demos
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### 1. Reproducing zero-shot experiments on ETTh2:
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Please try to reproduc the zero-shot experiments on ETTh2 [[here on Colab]](https://colab.research.google.com/drive/11qGpT7H1JMaTlMlm9WtHFZ3_cJz7p-og?usp=sharing).
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### 2. Zero-shot experiments on customer dataset:
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We use the following Colab page to show the demo of building the customer dataset and directly do the inference via our pre-trained foundation model: [[Colab]](https://colab.research.google.com/drive/1ZpWbK0L6mq1pav2yDqOuORo4rHbv80-A?usp=sharing)
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## β³ Upcoming Features
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- [β
] Parallel pre-training pipeline
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- [] Probabilistic forecasting
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- [] Multimodal dataset
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- [] Multimodal pre-training script
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## π News
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- **Oct 2024**: π We've streamlined our code structure, enabling users to download the pre-trained model and perform zero-shot inference with a single line of code! Check out our [demo](./run_TEMPO_demo.py) for more details. Our model's download count on HuggingFace is now trackable!
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- **Jun 2024**: π We added demos for reproducing zero-shot experiments in [Colab](https://colab.research.google.com/drive/11qGpT7H1JMaTlMlm9WtHFZ3_cJz7p-og?usp=sharing). We also added the demo of building the customer dataset and directly do the inference via our pre-trained foundation model: [Colab](https://colab.research.google.com/drive/1ZpWbK0L6mq1pav2yDqOuORo4rHbv80-A?usp=sharing)
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- **May 2024**: π TEMPO has launched a GUI-based online [demo](https://4171a8a7484b3e9148.gradio.live/), allowing users to directly interact with our foundation model!
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- **May 2024**: π TEMPO published the 80M pretrained foundation model in [HuggingFace](https://huggingface.co/Melady/TEMPO)!
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- **May 2024**: π§ͺ We added the code for pretraining and inference TEMPO models. You can find a pre-training script demo in [this folder](./scripts/etth2.sh). We also added [a script](./scripts/etth2_test.sh) for the inference demo.
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- **Mar 2024**: π Released [TETS dataset](https://drive.google.com/file/d/1Hu2KFj0kp4kIIpjbss2ciLCV_KiBreoJ/view?usp=drive_link) from [S&P 500](https://www.spglobal.com/spdji/en/indices/equity/sp-500/#overview) used in multimodal experiments in TEMPO.
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- **Mar 2024**: π§ͺ TEMPO published the project [code](https://github.com/DC-research/TEMPO) and the pre-trained checkpoint [online](https://drive.google.com/file/d/11Ho_seP9NGh-lQCyBkvQhAQFy_3XVwKp/view?usp=drive_link)!
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- **Jan 2024**: π TEMPO [paper](https://openreview.net/pdf?id=YH5w12OUuU) get accepted by ICLR!
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- **Oct 2023**: π TEMPO [paper](https://arxiv.org/pdf/2310.04948) released on Arxiv!
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# Practice
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## Download the repo
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```
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git clone git@github.com:DC-research/TEMPO.git
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```
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## [Optional] Download the model and config file via commands
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```
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huggingface-cli download Melady/TEMPO config.json --local-dir ./TEMPO/TEMPO_checkpoints
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```
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```
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huggingface-cli download Melady/TEMPO TEMPO-80M_v2.pth --local-dir ./TEMPO/TEMPO_checkpoints
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```
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```
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!huggingface-cli download Melady/TEMPO TEMPO-80M_v1.pth --local-dir ./TEMPO/TEMPO_checkpoints
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```
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## Build the environment
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```
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conda create -n tempo python=3.8
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conda activate tempo
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```
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cd TEMPO
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```
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```
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pip install -r requirements.txt
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```
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## Script Demo
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A streamlining example showing how to perform forecasting using TEMPO:
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```python
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# Third-party library imports
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import numpy as np
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import torch
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from numpy.random import choice
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# Local imports
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from models.TEMPO import TEMPO
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model = TEMPO.load_pretrained_model(
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device = torch.device('cuda:0' if torch.cuda.is_available() else 'cpu'),
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repo_id = "Melady/TEMPO",
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filename = "TEMPO-80M_v1.pth",
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cache_dir = "./checkpoints/TEMPO_checkpoints"
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)
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input_data = np.random.rand(336) # Random input data
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with torch.no_grad():
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predicted_values = model.predict(input_data, pred_length=96)
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print("Predicted values:")
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print(predicted_values)
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```
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## Online demo:
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Please try our foundation model demo [[here]](https://4171a8a7484b3e9148.gradio.live).
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<div align="center"><img src=./pics/TEMPO_demo.jpg width=80% /></div>
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## Practice on your end
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We also updated our models on HuggingFace: [[Melady/TEMPO]](https://huggingface.co/Melady/TEMPO).
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### Get Data
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Download the data from [[Google Drive]](https://drive.google.com/drive/folders/13Cg1KYOlzM5C7K8gK8NfC-F3EYxkM3D2?usp=sharing) or [[Baidu Drive]](https://pan.baidu.com/s/1r3KhGd0Q9PJIUZdfEYoymg?pwd=i9iy), and place the downloaded data in the folder`./dataset`. You can also download the STL results from [[Google Drive]](https://drive.google.com/file/d/1gWliIGDDSi2itUAvYaRgACru18j753Kw/view?usp=sharing), and place the downloaded data in the folder`./stl`.
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### Run TEMPO
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### Pre-Training Stage
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```
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bash [ecl, etth1, etth2, ettm1, ettm2, traffic, weather].sh
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```
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### Test/ Inference Stage
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After training, we can test TEMPO model under the zero-shot setting:
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```
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bash [ecl, etth1, etth2, ettm1, ettm2, traffic, weather]_test.sh
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```
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<div align="center"><img src=./pics/results.jpg width=90% /></div>
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## Pre-trained Models
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You can download the pre-trained model from [[Google Drive]](https://drive.google.com/file/d/11Ho_seP9NGh-lQCyBkvQhAQFy_3XVwKp/view?usp=drive_link) and then run the test script for fun.
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## TETS dataset
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Here is the prompts use to generate the coresponding textual informaton of time series via [[OPENAI ChatGPT-3.5 API]](https://platform.openai.com/docs/guides/text-generation)
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<div align="center"><img src=./pics/TETS_prompt.png width=80% /></div>
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The time series data are come from [[S&P 500]](https://www.spglobal.com/spdji/en/indices/equity/sp-500/#overview). Here is the EBITDA case for one company from the dataset:
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<div align="center"><img src=./pics/Company1_ebitda_summary.png width=80% /></div>
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Example of generated contextual information for the Company marked above:
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<div align="center"><img src=./pics/Company1_ebitda_summary_words.jpg width=80% /></div>
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You can download the processed data with text embedding from GPT2 from: [[TETS]](https://drive.google.com/file/d/1Hu2KFj0kp4kIIpjbss2ciLCV_KiBreoJ/view?usp=drive_link
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## Contact
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Feel free to connect DefuCao@USC.EDU / YanLiu.CS@USC.EDU if youβre interested in applying TEMPO to your real-world application.
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## Cite our work
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```
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@inproceedings{
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cao2024tempo,
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year={2024},
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url={https://openreview.net/forum?id=YH5w12OUuU}
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}
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```
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```
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@article{
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Jia_Wang_Zheng_Cao_Liu_2024,
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title={GPT4MTS: Prompt-based Large Language Model for Multimodal Time-series Forecasting},
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volume={38},
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url={https://ojs.aaai.org/index.php/AAAI/article/view/30383},
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DOI={10.1609/aaai.v38i21.30383},
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number={21},
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journal={Proceedings of the AAAI Conference on Artificial Intelligence},
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author={Jia, Furong and Wang, Kevin and Zheng, Yixiang and Cao, Defu and Liu, Yan},
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year={2024}, month={Mar.}, pages={23343-23351}
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}
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```
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