--- license: apache-2.0 library_name: ts-arena tags: - time-series - forecasting - foundation-model - chronos - chronos-bolt - ts-arena pipeline_tag: time-series-forecasting --- # chronos_bolt_tiny_9m_forecasting TS Arena wrapper for Amazon Chronos BOLT-Tiny time series forecasting model. ## Model Description Chronos-Bolt is an optimized version of the Chronos family, designed for faster inference while maintaining accuracy. It uses an optimized T5 architecture with improved tokenization and reduced computational overhead. | Attribute | Value | |-----------|-------| | **Parameters** | 9M | | **Architecture** | T5 Optimized (Bolt) | | **Original Repo** | [amazon/chronos-bolt-tiny](https://huggingface.co/amazon/chronos-bolt-tiny) | | **Paper** | [Chronos: Learning the Language of Time Series](https://arxiv.org/abs/2403.07815) | | **Task** | Time Series Forecasting | ## Usage with TS Arena ```python import ts_arena # Load model model = ts_arena.load_model("chronos-bolt-tiny") # Generate forecasts import numpy as np context = np.random.randn(96) # 96 timesteps of history output = model.predict(context, prediction_length=24, num_samples=20) # Access results print(output.predictions.shape) # Point forecasts (median) print(output.quantiles[0.5].shape) # Median forecast print(output.quantiles[0.1].shape) # 10th percentile print(output.quantiles[0.9].shape) # 90th percentile ``` ## Direct Usage with Chronos ```python from chronos import ChronosPipeline import torch pipeline = ChronosPipeline.from_pretrained( "amazon/chronos-bolt-tiny", device_map="cuda", torch_dtype=torch.bfloat16, ) context = torch.randn(1, 96) # (batch, time) forecast = pipeline.predict(context, prediction_length=24, num_samples=20) ``` ## Evaluation Results ### ETTh1 Dataset (context=96, horizon=96) | Metric | Value | |--------|-------| | MSE | 4.37 | | MAE | 1.66 | | RMSE | 2.09 | ## Features - **Zero-shot forecasting**: No training required - **Probabilistic forecasts**: Returns samples and quantiles - **Variable horizons**: Supports different prediction lengths - **Multivariate support**: Processes each channel independently ## Limitations - Univariate model (multivariate handled channel-by-channel) - No exogenous variable support - Recommended max prediction length: 64 ## Citation ```bibtex @article{ansari2024chronos, title={Chronos: Learning the Language of Time Series}, author={Ansari, Abdul Fatir and Stella, Lorenzo and Turkmen, Caner and Zhang, Xiyuan and others}, journal={arXiv preprint arXiv:2403.07815}, year={2024} } ``` ## License Apache-2.0 (following the original Chronos license) ## Links - [TS Arena GitHub](https://github.com/your-username/ts_arena) - [Original Chronos](https://github.com/amazon-science/chronos-forecasting) - [Chronos Paper](https://arxiv.org/abs/2403.07815)