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Promote PATCHTST version v2026-02-13-8d3603410664 to current

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Files changed (5) hide show
  1. README.md +8 -8
  2. config.json +3 -11
  3. feature_scaler.pkl +2 -2
  4. metadata.json +13 -22
  5. weights.pt +2 -2
README.md CHANGED
@@ -8,16 +8,16 @@ tags:
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  - time-series
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  ---
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- # LearnFinance PatchTST Model - v2026-01-30-a74b8b7aa0c3
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  Multi-signal PatchTST transformer model for predicting weekly stock returns.
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  ## Model Details
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- - **Version**: v2026-01-30-a74b8b7aa0c3
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  - **Model Type**: PatchTST (Patch Time Series Transformer)
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- - **Training Window**: 2011-01-01 to 2026-01-30
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- - **Symbols**: 15 stocks
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  ## Input Channels (11 total)
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@@ -27,9 +27,9 @@ Multi-signal PatchTST transformer model for predicting weekly stock returns.
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  ## Metrics
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- - Train Loss: 0.009032704605066312
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- - Validation Loss: 0.016941080011589373
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- - Baseline Loss: 0.0006502264693262962
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  ## Usage
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@@ -37,5 +37,5 @@ Multi-signal PatchTST transformer model for predicting weekly stock returns.
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  from brain_api.storage.huggingface import PatchTSTHuggingFaceModelStorage
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  storage = PatchTSTHuggingFaceModelStorage(repo_id="hajirazin/learnfinance-models-patchtst")
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- artifacts = storage.download_model(version="v2026-01-30-a74b8b7aa0c3")
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  ```
 
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  - time-series
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  ---
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+ # LearnFinance PatchTST Model - v2026-02-13-8d3603410664
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  Multi-signal PatchTST transformer model for predicting weekly stock returns.
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  ## Model Details
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+ - **Version**: v2026-02-13-8d3603410664
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  - **Model Type**: PatchTST (Patch Time Series Transformer)
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+ - **Training Window**: 2011-01-01 to 2026-02-13
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+ - **Symbols**: 14 stocks
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  ## Input Channels (11 total)
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  ## Metrics
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+ - Train Loss: 0.026293776135786737
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+ - Validation Loss: 0.14818881828547784
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+ - Baseline Loss: 0.1518759992817526
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  ## Usage
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  from brain_api.storage.huggingface import PatchTSTHuggingFaceModelStorage
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  storage = PatchTSTHuggingFaceModelStorage(repo_id="hajirazin/learnfinance-models-patchtst")
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+ artifacts = storage.download_model(version="v2026-02-13-8d3603410664")
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  ```
config.json CHANGED
@@ -1,7 +1,7 @@
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  {
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- "num_input_channels": 12,
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  "context_length": 60,
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- "prediction_length": 1,
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  "patch_length": 16,
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  "stride": 8,
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  "d_model": 64,
@@ -16,7 +16,6 @@
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  "early_stopping_patience": 15,
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  "weight_decay": 0.0001,
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  "max_grad_norm": 1.0,
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- "sample_stride": 5,
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  "use_returns": true,
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  "min_week_days": 3,
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  "feature_names": [
@@ -24,13 +23,6 @@
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  "high_ret",
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  "low_ret",
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  "close_ret",
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- "volume_ret",
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- "news_sentiment",
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- "gross_margin",
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- "operating_margin",
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- "net_margin",
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- "current_ratio",
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- "debt_to_equity",
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- "fundamental_age"
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  ]
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  }
 
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  {
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+ "num_input_channels": 5,
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  "context_length": 60,
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+ "prediction_length": 5,
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  "patch_length": 16,
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  "stride": 8,
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  "d_model": 64,
 
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  "early_stopping_patience": 15,
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  "weight_decay": 0.0001,
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  "max_grad_norm": 1.0,
 
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  "use_returns": true,
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  "min_week_days": 3,
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  "feature_names": [
 
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  "high_ret",
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  "low_ret",
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  "close_ret",
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+ "volume_ret"
 
 
 
 
 
 
 
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  ]
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  }
feature_scaler.pkl CHANGED
@@ -1,3 +1,3 @@
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metadata.json CHANGED
@@ -1,14 +1,14 @@
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  {
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  "model_type": "patchtst",
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- "version": "v2026-01-30-a74b8b7aa0c3",
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- "training_timestamp": "2026-02-01T09:43:30.876522+00:00",
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  "data_window": {
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  "start": "2011-01-01",
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- "end": "2026-01-30"
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  },
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  "symbols": [
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- "AAPL",
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  "NVDA",
 
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  "MSFT",
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  "TSM",
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  "GOOGL",
@@ -20,13 +20,12 @@
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  "XOM",
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  "JNJ",
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  "TOELY",
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- "AMD",
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- "ABBV"
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  ],
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  "config": {
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- "num_input_channels": 12,
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  "context_length": 60,
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- "prediction_length": 1,
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  "patch_length": 16,
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  "stride": 8,
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  "d_model": 64,
@@ -41,7 +40,6 @@
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  "early_stopping_patience": 15,
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  "weight_decay": 0.0001,
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  "max_grad_norm": 1.0,
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- "sample_stride": 5,
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  "use_returns": true,
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  "min_week_days": 3,
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  "feature_names": [
@@ -49,21 +47,14 @@
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  "high_ret",
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  "low_ret",
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  "close_ret",
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- "volume_ret",
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- "news_sentiment",
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- "gross_margin",
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- "operating_margin",
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- "net_margin",
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- "current_ratio",
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- "debt_to_equity",
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- "fundamental_age"
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  ]
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  },
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  "metrics": {
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- "train_loss": 0.009032704605066312,
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- "val_loss": 0.016941080011589373,
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- "baseline_loss": 0.0006502264693262962
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  },
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- "promoted": true,
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- "prior_version": "v2026-01-09-d237301901c4"
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  }
 
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  {
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  "model_type": "patchtst",
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+ "version": "v2026-02-13-8d3603410664",
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+ "training_timestamp": "2026-02-14T22:50:47.587902+00:00",
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  "data_window": {
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  "start": "2011-01-01",
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+ "end": "2026-02-13"
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  },
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  "symbols": [
 
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  "NVDA",
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+ "AAPL",
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  "MSFT",
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  "TSM",
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  "GOOGL",
 
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  "XOM",
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  "JNJ",
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  "TOELY",
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+ "MU"
 
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  ],
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  "config": {
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+ "num_input_channels": 5,
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  "context_length": 60,
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+ "prediction_length": 5,
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  "patch_length": 16,
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  "stride": 8,
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  "d_model": 64,
 
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  "early_stopping_patience": 15,
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  "weight_decay": 0.0001,
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  "max_grad_norm": 1.0,
 
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  "use_returns": true,
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  "min_week_days": 3,
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  "feature_names": [
 
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  "high_ret",
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  "low_ret",
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  "close_ret",
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+ "volume_ret"
 
 
 
 
 
 
 
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  ]
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  },
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  "metrics": {
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+ "train_loss": 0.026293776135786737,
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+ "val_loss": 0.14818881828547784,
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+ "baseline_loss": 0.1518759992817526
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  },
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+ "promoted": false,
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+ "prior_version": "v2026-01-30-a74b8b7aa0c3"
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  }
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