Upload fine-tuned Kronos predictor model
Browse files- README.md +108 -0
- config.json +13 -0
- model.safetensors +3 -0
README.md
ADDED
|
@@ -0,0 +1,108 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
---
|
| 2 |
+
language: zh
|
| 3 |
+
license: mit
|
| 4 |
+
tags:
|
| 5 |
+
- kronos
|
| 6 |
+
- financial-modeling
|
| 7 |
+
- time-series
|
| 8 |
+
- cryptocurrency
|
| 9 |
+
- stock-prediction
|
| 10 |
+
- pytorch
|
| 11 |
+
- transformers
|
| 12 |
+
datasets:
|
| 13 |
+
- custom
|
| 14 |
+
metrics:
|
| 15 |
+
- mse
|
| 16 |
+
- mae
|
| 17 |
+
widget:
|
| 18 |
+
- text: "Financial time series prediction"
|
| 19 |
+
---
|
| 20 |
+
|
| 21 |
+
# Kronos Predictor - Fine-tuned on Custom Dataset
|
| 22 |
+
|
| 23 |
+
This is a fine-tuned version of [Kronos](https://huggingface.co/NeoQuasar/Kronos-small) predictor,
|
| 24 |
+
adapted for better performance on custom financial datasets.
|
| 25 |
+
|
| 26 |
+
## Model Details
|
| 27 |
+
|
| 28 |
+
- **Model Type**: Predictor
|
| 29 |
+
- **Base Model**: NeoQuasar/Kronos-small
|
| 30 |
+
- **Fine-tuned For**: Financial Time Series Prediction
|
| 31 |
+
- **Architecture**: Transformer-based with custom tokenization
|
| 32 |
+
- **Input**: OHLCV (Open, High, Low, Close, Volume, Amount) data
|
| 33 |
+
- **Output**: Multi-step time series predictions
|
| 34 |
+
|
| 35 |
+
## Training Details
|
| 36 |
+
|
| 37 |
+
- **Training Data**: Crypto Dataset (BTC, ETH, SOL, XAU)
|
| 38 |
+
- **Time Range**: 2022-01-21 to 2025-09-16
|
| 39 |
+
- **Frequency**: 5-minute intervals
|
| 40 |
+
- **Sequence Length**: 90 historical points
|
| 41 |
+
- **Prediction Horizon**: 10 future points
|
| 42 |
+
|
| 43 |
+
## Usage
|
| 44 |
+
|
| 45 |
+
### For Tokenizer
|
| 46 |
+
```python
|
| 47 |
+
from model.kronos import KronosTokenizer
|
| 48 |
+
|
| 49 |
+
tokenizer = KronosTokenizer.from_pretrained("NeoQuasar/Kronos-small")
|
| 50 |
+
# Your tokenization code here
|
| 51 |
+
```
|
| 52 |
+
|
| 53 |
+
### For Predictor
|
| 54 |
+
```python
|
| 55 |
+
from model.kronos import Kronos, KronosTokenizer, KronosPredictor
|
| 56 |
+
|
| 57 |
+
tokenizer = KronosTokenizer.from_pretrained("NeoQuasar/Kronos-small")
|
| 58 |
+
model = Kronos.from_pretrained("NeoQuasar/Kronos-small")
|
| 59 |
+
predictor = KronosPredictor(model, tokenizer, device="cuda")
|
| 60 |
+
|
| 61 |
+
# Your prediction code here
|
| 62 |
+
predictions = predictor.predict(...)
|
| 63 |
+
```
|
| 64 |
+
|
| 65 |
+
### With the Original Repository
|
| 66 |
+
```python
|
| 67 |
+
# Clone the Kronos repository
|
| 68 |
+
git clone https://github.com/shiyu-coder/Kronos.git
|
| 69 |
+
cd Kronos
|
| 70 |
+
|
| 71 |
+
# Use the fine-tuned models
|
| 72 |
+
python examples/use_finetuned_model.py \
|
| 73 |
+
--csv_data your_data.csv \
|
| 74 |
+
--lookback 400 \
|
| 75 |
+
--pred_len 120
|
| 76 |
+
```
|
| 77 |
+
|
| 78 |
+
## Performance
|
| 79 |
+
|
| 80 |
+
This fine-tuned model shows improved performance on the target domain compared to the base model:
|
| 81 |
+
|
| 82 |
+
- **Domain Adaptation**: Specialized for the training dataset characteristics
|
| 83 |
+
- **Numerical Stability**: Improved convergence during fine-tuning
|
| 84 |
+
- **Inference Speed**: Optimized for the target sequence lengths
|
| 85 |
+
|
| 86 |
+
## Limitations
|
| 87 |
+
|
| 88 |
+
- Optimized for 5-minute financial data intervals
|
| 89 |
+
- May require re-tuning for different time frequencies
|
| 90 |
+
- Performance may vary on datasets with different statistical properties
|
| 91 |
+
|
| 92 |
+
## Citation
|
| 93 |
+
|
| 94 |
+
```bibtex
|
| 95 |
+
@misc{shi2025kronos,
|
| 96 |
+
title={Kronos: A Foundation Model for the Language of Financial Markets},
|
| 97 |
+
author={Yu Shi and Zongliang Fu and Shuo Chen and Bohan Zhao and Wei Xu and Changshui Zhang and Jian Li},
|
| 98 |
+
year={2025},
|
| 99 |
+
eprint={2508.02739},
|
| 100 |
+
archivePrefix={arXiv},
|
| 101 |
+
primaryClass={q-fin.ST},
|
| 102 |
+
url={https://arxiv.org/abs/2508.02739},
|
| 103 |
+
}
|
| 104 |
+
```
|
| 105 |
+
|
| 106 |
+
## Contact
|
| 107 |
+
|
| 108 |
+
For questions or issues, please open an issue on the [Kronos GitHub repository](https://github.com/shiyu-coder/Kronos).
|
config.json
ADDED
|
@@ -0,0 +1,13 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"attn_dropout_p": 0.1,
|
| 3 |
+
"d_model": 512,
|
| 4 |
+
"ff_dim": 1024,
|
| 5 |
+
"ffn_dropout_p": 0.25,
|
| 6 |
+
"learn_te": true,
|
| 7 |
+
"n_heads": 8,
|
| 8 |
+
"n_layers": 8,
|
| 9 |
+
"resid_dropout_p": 0.25,
|
| 10 |
+
"s1_bits": 10,
|
| 11 |
+
"s2_bits": 10,
|
| 12 |
+
"token_dropout_p": 0.1
|
| 13 |
+
}
|
model.safetensors
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:103c3a3b479f3bfe7d2254c0aa56f56920f4c786325f0a2203a9ee1c2275b5ec
|
| 3 |
+
size 98980656
|