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README.md
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license: cdla-permissive-2.0
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license: cdla-permissive-2.0
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---
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# Model Card for TTM
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TTM refers to the initial open-source release of Pretrained TinyTimeMixers from IBM Research. With less than 1 Million parameters, TTM
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introduces the notion of the first-ever “tiny” pre-trained models for Time-Series Forecasting. TTM outperforms several popular benchmarks
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demanding billions of parameters in zero-shot and few-shot forecasting. TTM is pre-trained on diverse public time-series datasets which can
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be easily fine-tuned for your target data. Refer to our [paper](https://arxiv.org/pdf/2401.03955.pdf) for more details.
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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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## Model Description
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TTM falls under the category of “focused pre-trained models”, wherein each pre-trained TTM is tailored for a particular forecasting
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setting (governed by the context length and forecast length). Instead of building one massive model supporting all forecasting settings,
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we opt for the approach of constructing smaller pre-trained models, each focusing on a specific forecasting setting, thereby
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yielding more accurate results. Furthermore, this approach ensures that our models remain extremely small and exceptionally fast,
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facilitating easy deployment without demanding a ton of resources.
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Hence, in this model card, we plan to release several pre-trained
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TTMs that can cater to many common forecasting settings in practice. Additionally, we have released our source code along with
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our pretraining scripts that users can utilize to pretrain models on their own. Pretraining TTMs is very easy and fast, taking
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only 3-6 hours using 6 A100 GPUs, as opposed to several days or weeks in traditional approaches.
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## Model Releases (along with the branch name where the models are stored):
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- 512-96: Given the last 512 time-points (i.e. context length), this model can forecast the next 96 time-points (i.e. forecast length)
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in future. Recommended for hourly and minutely forecasts (Ex. resolutions 5 min, 10 min, 15 min, etc) (branch name: main)
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- 1024-96: Given the last 1024 time-points (i.e. context length), this model can forecast the next 96 time-points (i.e. forecast length)
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in future. Recommended for hourly and minutely forecasts (Ex. resolutions 5 min, 10 min, 15 min, etc) (branch name: 1024-96-v1)
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- Stay tuned for more models !
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## Benchmark Highlights:
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TTM outperforms pre-trained GPT4TS (NeurIPS 23) by …
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TTM outperforms pre-trained LLMTime (NeurIPS 23) by ..
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TTM outperforms pre-trained Time-LLM (NeurIPS 23) by ..
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TTM outperform pre-trained MOIRAI by …
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TTM outperforms other popular benchmarks by ….
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TTM also outperforms the hard statistical baselines (Statistical ensemble and S-Naive) in M4-hourly dataset which pretrained TS models are finding hard to outperform.
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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/2401.03955.pdf).
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TTM-1 currently supports 2 modes:
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- Zeroshot forecasting: Directly apply the pre-trained model on your target data to get an initial forecast (with no training).
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- Finetuned forecasting: Finetune the pre-trained model with your target data to further improve the forecast.
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**Since, TTM models are extremely small and fast, it is practically very easy to finetune the model with your available target data to
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get more accurate forecasts.**
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The current release supports multivariate forecasting via both channel independence and channel-mixing approaches.
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Decoder Channel-Mixing can be enabled during fine-tuning for capturing strong channel-correlation patterns across
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time-series variates, critical capability lacking in existing counterparts.
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In addition, TTM also supports exogenous infusion and categorical data which is not released as part of this version.
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Stay tuned for these extended features.
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## Recommended Use
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1. Users have to standard scale their data before feeding it to the model (Refer to TSP, our data processing utility for data scaling.)
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2. Enabling any upsampling or prepending zeros to virtually increase the context length is not recommended and will
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impact the model performance.
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### Model Sources [optional]
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<!-- Provide the basic links for the model. -->
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- **Repository:** [More Information Needed]
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- **Paper [optional]:** [More Information Needed]
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## Uses
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<!-- Address questions around how the model is intended to be used, including the foreseeable users of the model and those affected by the model. -->
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### Direct Use
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<!-- This section is for the model use without fine-tuning or plugging into a larger ecosystem/app. -->
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[More Information Needed]
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### Downstream Use [optional]
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<!-- This section is for the model use when fine-tuned for a task, or when plugged into a larger ecosystem/app -->
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[More Information Needed]
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## How to Get Started with the Model
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[Point notebooks]
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## Benchmarks
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## Training Data
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The TTM models were trained on a collection of datasets from the Monash Time Series Forecasting repository. The datasets used include:
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- Australian Electricity Demand: https://zenodo.org/records/4659727
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- Australian Weather: https://zenodo.org/records/4654822
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- Bitcoin dataset: https://zenodo.org/records/5122101
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- KDD Cup 2018 dataset: https://zenodo.org/records/4656756
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- London Smart Meters: https://zenodo.org/records/4656091
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- Saugeen River Flow: https://zenodo.org/records/4656058
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- Solar Power: https://zenodo.org/records/4656027
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- Sunspots: https://zenodo.org/records/4654722
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- Solar: https://zenodo.org/records/4656144
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- US Births: https://zenodo.org/records/4656049
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- Wind Farms Production data: https://zenodo.org/records/4654858
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- Wind Power: https://zenodo.org/records/4656032
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## Citation [optional]
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Kindly cite the following paper, if you intend to use our model or its associated architectures/approaches in your
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work
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**BibTeX:**
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@article{ekambaram2024ttms,
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title={TTMs: Fast Multi-level Tiny Time Mixers for Improved Zero-shot and Few-shot Forecasting of Multivariate Time Series},
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author={Ekambaram, Vijay and Jati, Arindam and Nguyen, Nam H and Dayama, Pankaj and Reddy, Chandra and Gifford, Wesley M and Kalagnanam, Jayant},
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journal={arXiv preprint arXiv:2401.03955},
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year={2024}
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}
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**APA:**
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Ekambaram, V., Jati, A., Nguyen, N. H., Dayama, P., Reddy, C., Gifford, W. M., & Kalagnanam, J. (2024). TTMs: Fast Multi-level Tiny Time Mixers for Improved Zero-shot and Few-shot Forecasting of Multivariate Time Series. arXiv preprint arXiv:2401.03955.
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## Model Card Authors [optional]
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[More Information Needed]
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## Model Card Contact
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[More Information Needed]
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## IBM Public Repository Disclosure:
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All content in this repository including code has been provided by IBM under the associated
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open source software license and IBM is under no obligation to provide enhancements,
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updates, or support. IBM developers produced this code as an
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open source project (not as an IBM product), and IBM makes no assertions as to
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the level of quality nor security, and will not be maintaining this code going forward.
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