Symmetric averaging for TimesFM-3.0 and t0; restricted licence label

#3
by jborn50 - opened
Files changed (3) hide show
  1. README.md +7 -7
  2. leaderboard.csv +22 -22
  3. tasks.csv +0 -0
README.md CHANGED
@@ -18,7 +18,7 @@ configs:
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  Time series foundation models evaluated zero-shot on proprietary Carbon Arc
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  commercial panels: 10 source panels, 81 datasets, 290 tasks across three boards
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  (152 weekly, 102 monthly, 36 daily). Test year: October 2025 to September 2026.
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- This table mirrors Table 4 of the paper *RealCast-bench: Evaluating Time Series Foundation Models on Proprietary Commercial Panels*. The panels themselves are
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  proprietary and are not released.
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  ## Columns
@@ -32,11 +32,8 @@ proprietary and are not released.
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  - **`*_rank`**: rank among the 21 configurations.
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  - **`win_rate`**: share of (task, other configuration) pairings in which this
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  configuration has the lower MASE, with ties counted as half.
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- - **`tier`**: configurations are taken in order of overall score. A new tier starts
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- when a configuration is significantly worse than the first configuration of the
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- current tier (paired entity bootstrap, 1,000 resamples, Holm correction). The
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- tiers are finer than a rerun would support, so treat a 1% difference as the
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- practical cut.
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  - **`covariates`**: `none` means the model saw only the target series. `past +
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  calendar` means it also saw the panel's other measured series up to the forecast
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  origin, plus calendar features.
@@ -58,7 +55,10 @@ ranks by MASE, which they do not affect.
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  ## Setup
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- - No model is fine-tuned on Carbon Arc data, and all run with default settings.
 
 
 
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  ## Submitting a model
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18
  Time series foundation models evaluated zero-shot on proprietary Carbon Arc
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  commercial panels: 10 source panels, 81 datasets, 290 tasks across three boards
20
  (152 weekly, 102 monthly, 36 daily). Test year: October 2025 to September 2026.
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+ This table mirrors Table 2 of the paper *RealCast-bench: Evaluating Time Series Foundation Models on Proprietary Commercial Panels*. The panels themselves are
22
  proprietary and are not released.
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  ## Columns
 
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  - **`*_rank`**: rank among the 21 configurations.
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  - **`win_rate`**: share of (task, other configuration) pairings in which this
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  configuration has the lower MASE, with ties counted as half.
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+ - **`commercial_use`**: `yes`, `no`, or `restricted` (licence terms depend on the
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+ licensee); `license_url` links the licence.
 
 
 
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  - **`covariates`**: `none` means the model saw only the target series. `past +
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  calendar` means it also saw the panel's other measured series up to the forecast
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  origin, plus calendar features.
 
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  ## Setup
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+ - No model is fine-tuned on Carbon Arc data.
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+ - Symmetric averaging (averaging the forecast of a series with the sign-restored forecast
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+ of its negation) is enabled for every model that offers it: TimesFM-2.5, TimesFM-3.0,
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+ Timestral-209M and the three t0 models. Other settings are each library's defaults.
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  ## Submitting a model
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leaderboard.csv CHANGED
@@ -1,22 +1,22 @@
1
- overall_rank,configuration,overall_rel_mase,win_rate,tier,weekly_rel_mase,weekly_rank,monthly_rel_mase,monthly_rank,daily_rel_mase,daily_rank,model,covariates,organization,params,model_type,license,commercial_use,note
2
- 1,Timestral-209M + past & calendar covariates,0.553,0.89,1,0.521,1,0.564,1,0.673,1,Timestral-209M,past + calendar,Mistral AI,209M,Pretrained,Modified MIT (no rights above $20M monthly company revenue),False,
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- 2,Timestral-209M,0.557,0.838,2,0.526,3,0.567,2,0.678,2,Timestral-209M,none,Mistral AI,209M,Pretrained,Modified MIT (no rights above $20M monthly company revenue),False,
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- 3,TimesFM-3.0 + past & calendar covariates,0.558,0.801,2,0.524,2,0.569,3,0.688,5,TimesFM-3.0,past + calendar,Google,300M,Pretrained,TimesFM Non-Commercial v1.0,False,
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- 4,TimesFM-3.0,0.563,0.724,3,0.526,4,0.578,5,0.692,7,TimesFM-3.0,none,Google,300M,Pretrained,TimesFM Non-Commercial v1.0,False,
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- 5,t0-gamma + past & calendar covariates,0.563,0.736,3,0.528,5,0.576,4,0.69,6,t0-gamma,past + calendar,The Forecasting Company,256M,Pretrained,Apache-2.0,True,
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- 6,t0-gamma,0.571,0.595,4,0.538,8,0.585,8,0.688,3,t0-gamma,none,The Forecasting Company,256M,Pretrained,Apache-2.0,True,
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- 7,Chronos-2 + past & calendar covariates,0.572,0.568,4,0.537,7,0.584,7,0.7,8,Chronos-2,past + calendar,AWS,120M,Pretrained,Apache-2.0,True,
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- 8,PatchTST-FM-r2,0.572,0.597,4,0.531,6,0.599,15,0.688,4,PatchTST-FM-r2,none,IBM,385M,Pretrained,Apache-2.0,True,
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- 9,Chronos-2,0.575,0.521,5,0.54,11,0.589,12,0.7,10,Chronos-2,none,AWS,120M,Pretrained,Apache-2.0,True,
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- 10,TimesFM-2.5,0.576,0.541,5,0.539,9,0.593,14,0.701,11,TimesFM-2.5,none,Google,200M,Pretrained,Apache-2.0,True,
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- 11,t0-beta + past & calendar covariates,0.576,0.554,5,0.54,10,0.589,11,0.716,15,t0-beta,past + calendar,The Forecasting Company,256M,Pretrained,Apache-2.0,True,
13
- 12,Toto-2.0-22M + past & calendar covariates,0.578,0.522,5,0.55,13,0.578,6,0.707,12,Toto-2.0-22M,past + calendar,Datadog,22M,Pretrained,Apache-2.0,True,experimental covariates (vendor: not yet supported)
14
- 13,Toto-2.0-22M,0.582,0.458,6,0.551,14,0.588,10,0.708,13,Toto-2.0-22M,none,Datadog,22M,Pretrained,Apache-2.0,True,
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- 14,TiRex-2 + past & calendar covariates,0.584,0.49,6,0.554,15,0.587,9,0.717,16,TiRex-2,past + calendar,NX-AI,83M,Pretrained,Apache-2.0,True,
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- 15,t0-beta,0.585,0.407,6,0.55,12,0.601,16,0.7,9,t0-beta,none,The Forecasting Company,256M,Pretrained,Apache-2.0,True,
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- 16,TiRex-2,0.586,0.439,6,0.555,16,0.59,13,0.718,17,TiRex-2,none,NX-AI,83M,Pretrained,Apache-2.0,True,
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- 17,t0-alpha,0.599,0.312,7,0.564,18,0.615,18,0.711,14,t0-alpha,none,The Forecasting Company,102M,Pretrained,Apache-2.0,True,
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- 18,t0-alpha + past & calendar covariates,0.6,0.276,7,0.564,17,0.613,17,0.732,18,t0-alpha,past + calendar,The Forecasting Company,102M,Pretrained,Apache-2.0,True,
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- 19,AutoTheta,0.678,0.133,8,0.637,19,0.68,20,0.871,20,AutoTheta,none,Nixtla (StatsForecast),,Statistical,Apache-2.0,True,
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- 20,AutoETS,0.692,0.091,9,0.667,20,0.677,19,0.862,19,AutoETS,none,Nixtla (StatsForecast),,Statistical,Apache-2.0,True,
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- 21,Seasonal Naive,1.0,0.007,10,1.0,21,1.0,21,1.0,21,Seasonal Naive,none,Nixtla (StatsForecast),,Statistical,Apache-2.0,True,
 
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+ overall_rank,configuration,overall_rel_mase,win_rate,weekly_rel_mase,weekly_rank,monthly_rel_mase,monthly_rank,daily_rel_mase,daily_rank,model,covariates,organization,params,model_type,license,commercial_use,license_url,note
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+ 1,Timestral-209M + past & calendar covariates,0.553,0.881,0.521,1,0.564,1,0.673,1,Timestral-209M,past + calendar,Mistral AI,209M,Pretrained,Modified MIT,restricted,https://huggingface.co/mistralai/Timestral-209M,
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+ 2,TimesFM-3.0 + past & calendar covariates,0.556,0.828,0.523,2,0.566,2,0.684,3,TimesFM-3.0,past + calendar,Google,300M,Pretrained,TimesFM Non-Commercial v1.0,no,https://huggingface.co/google/timesfm-3.0-pytorch,
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+ 3,Timestral-209M,0.557,0.825,0.526,4,0.567,3,0.678,2,Timestral-209M,none,Mistral AI,209M,Pretrained,Modified MIT,restricted,https://huggingface.co/mistralai/Timestral-209M,
5
+ 4,TimesFM-3.0,0.561,0.75,0.525,3,0.575,5,0.688,6,TimesFM-3.0,none,Google,300M,Pretrained,TimesFM Non-Commercial v1.0,no,https://huggingface.co/google/timesfm-3.0-pytorch,
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+ 5,t0-gamma + past & calendar covariates,0.562,0.738,0.527,5,0.574,4,0.691,7,t0-gamma,past + calendar,The Forecasting Company,256M,Pretrained,Apache-2.0,yes,,
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+ 6,t0-gamma,0.568,0.612,0.536,7,0.58,7,0.687,4,t0-gamma,none,The Forecasting Company,256M,Pretrained,Apache-2.0,yes,,
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+ 7,Chronos-2 + past & calendar covariates,0.572,0.551,0.537,9,0.584,8,0.7,8,Chronos-2,past + calendar,AWS,120M,Pretrained,Apache-2.0,yes,,
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+ 8,PatchTST-FM-r2,0.572,0.58,0.531,6,0.599,16,0.688,5,PatchTST-FM-r2,none,IBM,385M,Pretrained,Apache-2.0,yes,,
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+ 9,t0-beta + past & calendar covariates,0.574,0.574,0.536,8,0.587,9,0.715,15,t0-beta,past + calendar,The Forecasting Company,256M,Pretrained,Apache-2.0,yes,,
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+ 10,Chronos-2,0.575,0.501,0.54,11,0.589,12,0.7,10,Chronos-2,none,AWS,120M,Pretrained,Apache-2.0,yes,,
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+ 11,TimesFM-2.5,0.576,0.523,0.539,10,0.593,14,0.701,11,TimesFM-2.5,none,Google,200M,Pretrained,Apache-2.0,yes,,
13
+ 12,Toto-2.0-22M + past & calendar covariates,0.578,0.503,0.55,13,0.578,6,0.707,12,Toto-2.0-22M,past + calendar,Datadog,22M,Pretrained,Apache-2.0,yes,,experimental covariates (vendor: not yet supported)
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+ 13,t0-beta,0.58,0.445,0.545,12,0.596,15,0.7,9,t0-beta,none,The Forecasting Company,256M,Pretrained,Apache-2.0,yes,,
15
+ 14,Toto-2.0-22M,0.582,0.44,0.551,14,0.588,11,0.708,13,Toto-2.0-22M,none,Datadog,22M,Pretrained,Apache-2.0,yes,,
16
+ 15,TiRex-2 + past & calendar covariates,0.584,0.466,0.554,15,0.587,10,0.717,16,TiRex-2,past + calendar,NX-AI,83M,Pretrained,Apache-2.0,yes,,
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+ 16,TiRex-2,0.586,0.419,0.555,16,0.59,13,0.718,17,TiRex-2,none,NX-AI,83M,Pretrained,Apache-2.0,yes,,
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+ 17,t0-alpha,0.591,0.354,0.557,17,0.605,17,0.709,14,t0-alpha,none,The Forecasting Company,102M,Pretrained,Apache-2.0,yes,,
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+ 18,t0-alpha + past & calendar covariates,0.597,0.285,0.562,18,0.608,18,0.729,18,t0-alpha,past + calendar,The Forecasting Company,102M,Pretrained,Apache-2.0,yes,,
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+ 19,AutoTheta,0.678,0.128,0.637,19,0.68,20,0.871,20,AutoTheta,none,Nixtla (StatsForecast),,Statistical,Apache-2.0,yes,,
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+ 20,AutoETS,0.692,0.089,0.667,20,0.677,19,0.862,19,AutoETS,none,Nixtla (StatsForecast),,Statistical,Apache-2.0,yes,,
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+ 21,Seasonal Naive,1.0,0.007,1.0,21,1.0,21,1.0,21,Seasonal Naive,none,Nixtla (StatsForecast),,Statistical,Apache-2.0,yes,,
tasks.csv CHANGED
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