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---
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language:
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- en
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license: apache-2.0
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tags:
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- time-series
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- time-series-forecasting
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- forecasting
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- gift-eval
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- meta-learning
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- agentic
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- pytorch
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datasets:
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- Salesforce/GiftEval
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pipeline_tag: time-series-forecasting
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---
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# CompactTS-Agent: Autonomous Agentic Meta-Forecaster for Time Series
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Developed by **Daksh Bhalala**.
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`CompactTS-Agent` is an autonomous agentic meta-forecasting system designed for general time-series forecasting across diverse industrial domains (energy grids, server telemetry, traffic flow, nature observations, and healthcare).
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## Architecture Overview
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Rather than relying on a single static neural network across disparate domains, `CompactTS-Agent` operates as an autonomous orchestration system:
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1. **Series Profiler:** Extracts structural statistical and spectral characteristics from incoming series (Fourier spectral density, dominant seasonal lag, trend variance ratio, and kurtosis).
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2. **Meta-Routing Policy:** Maps the time series to domain-specialized open-weights foundation model representations (`TimesFM-3`, `Chronos-2`, `Toto-2.0`).
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3. **Calibrated Quantile Fusion:** Enforces strict quantile monotonicity ($q_{0.1} \le q_{0.2} \le \dots \le q_{0.9}$) and harmonic basis alignment.
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All underlying foundation models utilized in this agentic framework are public open-source weights licensed under Apache-2.0.
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## Installation & Quickstart
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```bash
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git clone https://github.com/DakshBhalala/AMBACAST.git
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cd AMBACAST
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pip install -e .
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```
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### Python API Usage
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```python
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import numpy as np
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import pandas as pd
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from compactts.agent import CompactTSAgent, SeriesProfiler
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# 1. Profile an incoming time series
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profiler = SeriesProfiler(freq="H")
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series = np.sin(np.linspace(0, 20, 100)) + 0.1 * np.random.randn(100)
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profile = profiler.profile(series)
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print("Series Profile:", profile)
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# 2. Generate calibrated probabilistic forecasts
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agent = CompactTSAgent(prediction_length=24, freq="H")
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start_dates = [pd.Period("2024-01-01 00:00", freq="h")]
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forecasts = agent.forecast_batch([series], start_dates)
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# Access forecast quantiles (9 levels: 0.1 to 0.9)
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q_forecasts = forecasts[0].forecast_array
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print("Forecast shape (9 quantiles, 24 horizon):", q_forecasts.shape)
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```
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## Benchmark Evaluation
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CompactTS-Agent is evaluated against the 97 dataset configurations of the **Salesforce GIFT-Eval** benchmark under `model_type: "agentic"`.
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To reproduce results:
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```bash
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python scripts/run_agentic_benchmark.py
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```
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## Citation & Authorship
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- **Author:** Daksh Bhalala
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- **Code Repository:** [DakshBhalala/AMBACAST](https://github.com/DakshBhalala/AMBACAST)
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- **License:** Apache-2.0
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