Add the demos
Browse files- README.md +133 -20
- pics/TEMPO_logo.png +0 -0
README.md
CHANGED
@@ -16,20 +16,75 @@ tags:
|
|
16 |
---
|
17 |
# TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting
|
18 |
|
19 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
20 |
|
21 |
TEMPO is one of the very first open source **Time Series Foundation Models** for forecasting task v1.0 version.
|
22 |
|
23 |
-
|
24 |
|
|
|
25 |
|
|
|
26 |
|
27 |
-
Please try
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28 |
|
29 |
-
![TEMPO-demo](pics/TEMPO_demo.jpg)
|
30 |
|
|
|
31 |
|
32 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
33 |
|
34 |
```
|
35 |
conda create -n tempo python=3.8
|
@@ -38,50 +93,93 @@ conda create -n tempo python=3.8
|
|
38 |
conda activate tempo
|
39 |
```
|
40 |
```
|
|
|
|
|
|
|
41 |
pip install -r requirements.txt
|
42 |
```
|
43 |
|
44 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
45 |
|
46 |
Download the data from [[Google Drive]](https://drive.google.com/drive/folders/13Cg1KYOlzM5C7K8gK8NfC-F3EYxkM3D2?usp=sharing) or [[Baidu Drive]](https://pan.baidu.com/s/1r3KhGd0Q9PJIUZdfEYoymg?pwd=i9iy), and place the downloaded data in the folder`./dataset`. You can also download the STL results from [[Google Drive]](https://drive.google.com/file/d/1gWliIGDDSi2itUAvYaRgACru18j753Kw/view?usp=sharing), and place the downloaded data in the folder`./stl`.
|
47 |
|
48 |
-
|
49 |
|
50 |
-
|
51 |
```
|
52 |
bash [ecl, etth1, etth2, ettm1, ettm2, traffic, weather].sh
|
53 |
```
|
54 |
|
55 |
-
|
56 |
|
57 |
After training, we can test TEMPO model under the zero-shot setting:
|
58 |
|
59 |
```
|
60 |
bash [ecl, etth1, etth2, ettm1, ettm2, traffic, weather]_test.sh
|
61 |
```
|
62 |
-
|
|
|
63 |
|
64 |
|
65 |
-
|
66 |
|
67 |
You can download the pre-trained model from [[Google Drive]](https://drive.google.com/file/d/11Ho_seP9NGh-lQCyBkvQhAQFy_3XVwKp/view?usp=drive_link) and then run the test script for fun.
|
68 |
|
69 |
-
|
70 |
|
71 |
Here is the prompts use to generate the coresponding textual informaton of time series via [[OPENAI ChatGPT-3.5 API]](https://platform.openai.com/docs/guides/text-generation)
|
72 |
|
73 |
-
|
74 |
-
|
75 |
|
76 |
The time series data are come from [[S&P 500]](https://www.spglobal.com/spdji/en/indices/equity/sp-500/#overview). Here is the EBITDA case for one company from the dataset:
|
77 |
|
78 |
-
![Company1_ebitda_summary](pics/Company1_ebitda_summary.png)
|
79 |
|
|
|
80 |
|
81 |
Example of generated contextual information for the Company marked above:
|
82 |
|
83 |
-
|
84 |
-
|
85 |
|
86 |
|
87 |
|
@@ -89,9 +187,10 @@ Example of generated contextual information for the Company marked above:
|
|
89 |
You can download the processed data with text embedding from GPT2 from: [[TETS]](https://drive.google.com/file/d/1Hu2KFj0kp4kIIpjbss2ciLCV_KiBreoJ/view?usp=drive_link
|
90 |
).
|
91 |
|
|
|
|
|
92 |
|
93 |
-
|
94 |
-
## Cite
|
95 |
```
|
96 |
@inproceedings{
|
97 |
cao2024tempo,
|
@@ -101,4 +200,18 @@ booktitle={The Twelfth International Conference on Learning Representations},
|
|
101 |
year={2024},
|
102 |
url={https://openreview.net/forum?id=YH5w12OUuU}
|
103 |
}
|
104 |
-
```
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
16 |
---
|
17 |
# TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting
|
18 |
|
19 |
+
[![preprint](https://img.shields.io/static/v1?label=arXiv&message=2310.04948&color=B31B1B&logo=arXiv)](https://arxiv.org/pdf/2310.04948)
|
20 |
+
[![huggingface](https://img.shields.io/badge/%F0%9F%A4%97%20Hugging%20Face-Models-FFD21E)](https://huggingface.co/Melady/TEMPO)
|
21 |
+
[![License: MIT](https://img.shields.io/badge/License-Apache--2.0-green.svg)](https://opensource.org/licenses/Apache-2.0)
|
22 |
+
|
23 |
+
<div align="center"><img src=./pics/TEMPO_logo.png width=60% /></div>
|
24 |
+
|
25 |
+
The official model card for ICLR 2024 paper: "TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting (ICLR 2024)".
|
26 |
+
|
27 |
+
The official code for [["TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting (ICLR 2024)"]](https://arxiv.org/pdf/2310.04948).
|
28 |
|
29 |
TEMPO is one of the very first open source **Time Series Foundation Models** for forecasting task v1.0 version.
|
30 |
|
31 |
+
<div align="center"><img src=./pics/TEMPO.png width=80% /></div>
|
32 |
|
33 |
+
## π‘ Demos
|
34 |
|
35 |
+
### 1. Reproducing zero-shot experiments on ETTh2:
|
36 |
|
37 |
+
Please try to reproduc the zero-shot experiments on ETTh2 [[here on Colab]](https://colab.research.google.com/drive/11qGpT7H1JMaTlMlm9WtHFZ3_cJz7p-og?usp=sharing).
|
38 |
+
|
39 |
+
### 2. Zero-shot experiments on customer dataset:
|
40 |
+
|
41 |
+
We use the following Colab page to show the demo of building the customer dataset and directly do the inference via our pre-trained foundation model: [[Colab]](https://colab.research.google.com/drive/1ZpWbK0L6mq1pav2yDqOuORo4rHbv80-A?usp=sharing)
|
42 |
+
|
43 |
+
|
44 |
+
## β³ Upcoming Features
|
45 |
+
|
46 |
+
- [β
] Parallel pre-training pipeline
|
47 |
+
- [] Probabilistic forecasting
|
48 |
+
- [] Multimodal dataset
|
49 |
+
- [] Multimodal pre-training script
|
50 |
+
|
51 |
+
## π News
|
52 |
+
|
53 |
+
|
54 |
+
- **Oct 2024**: π We've streamlined our code structure, enabling users to download the pre-trained model and perform zero-shot inference with a single line of code! Check out our [demo](./run_TEMPO_demo.py) for more details. Our model's download count on HuggingFace is now trackable!
|
55 |
+
|
56 |
+
- **Jun 2024**: π We added demos for reproducing zero-shot experiments in [Colab](https://colab.research.google.com/drive/11qGpT7H1JMaTlMlm9WtHFZ3_cJz7p-og?usp=sharing). We also added the demo of building the customer dataset and directly do the inference via our pre-trained foundation model: [Colab](https://colab.research.google.com/drive/1ZpWbK0L6mq1pav2yDqOuORo4rHbv80-A?usp=sharing)
|
57 |
+
- **May 2024**: π TEMPO has launched a GUI-based online [demo](https://4171a8a7484b3e9148.gradio.live/), allowing users to directly interact with our foundation model!
|
58 |
+
- **May 2024**: π TEMPO published the 80M pretrained foundation model in [HuggingFace](https://huggingface.co/Melady/TEMPO)!
|
59 |
+
- **May 2024**: π§ͺ We added the code for pretraining and inference TEMPO models. You can find a pre-training script demo in [this folder](./scripts/etth2.sh). We also added [a script](./scripts/etth2_test.sh) for the inference demo.
|
60 |
+
|
61 |
+
- **Mar 2024**: π Released [TETS dataset](https://drive.google.com/file/d/1Hu2KFj0kp4kIIpjbss2ciLCV_KiBreoJ/view?usp=drive_link) from [S&P 500](https://www.spglobal.com/spdji/en/indices/equity/sp-500/#overview) used in multimodal experiments in TEMPO.
|
62 |
+
- **Mar 2024**: π§ͺ TEMPO published the project [code](https://github.com/DC-research/TEMPO) and the pre-trained checkpoint [online](https://drive.google.com/file/d/11Ho_seP9NGh-lQCyBkvQhAQFy_3XVwKp/view?usp=drive_link)!
|
63 |
+
- **Jan 2024**: π TEMPO [paper](https://openreview.net/pdf?id=YH5w12OUuU) get accepted by ICLR!
|
64 |
+
- **Oct 2023**: π TEMPO [paper](https://arxiv.org/pdf/2310.04948) released on Arxiv!
|
65 |
|
|
|
66 |
|
67 |
+
# Practice
|
68 |
|
69 |
+
## Download the repo
|
70 |
+
|
71 |
+
```
|
72 |
+
git clone [email protected]:DC-research/TEMPO.git
|
73 |
+
```
|
74 |
+
|
75 |
+
## [Optional] Download the model and config file via commands
|
76 |
+
```
|
77 |
+
huggingface-cli download Melady/TEMPO config.json --local-dir ./TEMPO/TEMPO_checkpoints
|
78 |
+
```
|
79 |
+
```
|
80 |
+
huggingface-cli download Melady/TEMPO TEMPO-80M_v2.pth --local-dir ./TEMPO/TEMPO_checkpoints
|
81 |
+
```
|
82 |
+
|
83 |
+
```
|
84 |
+
!huggingface-cli download Melady/TEMPO TEMPO-80M_v1.pth --local-dir ./TEMPO/TEMPO_checkpoints
|
85 |
+
```
|
86 |
+
|
87 |
+
## Build the environment
|
88 |
|
89 |
```
|
90 |
conda create -n tempo python=3.8
|
|
|
93 |
conda activate tempo
|
94 |
```
|
95 |
```
|
96 |
+
cd TEMPO
|
97 |
+
```
|
98 |
+
```
|
99 |
pip install -r requirements.txt
|
100 |
```
|
101 |
|
102 |
+
## Script Demo
|
103 |
+
|
104 |
+
A streamlining example showing how to perform forecasting using TEMPO:
|
105 |
+
|
106 |
+
```python
|
107 |
+
# Third-party library imports
|
108 |
+
import numpy as np
|
109 |
+
import torch
|
110 |
+
from numpy.random import choice
|
111 |
+
# Local imports
|
112 |
+
from models.TEMPO import TEMPO
|
113 |
+
|
114 |
+
|
115 |
+
model = TEMPO.load_pretrained_model(
|
116 |
+
device = torch.device('cuda:0' if torch.cuda.is_available() else 'cpu'),
|
117 |
+
repo_id = "Melady/TEMPO",
|
118 |
+
filename = "TEMPO-80M_v1.pth",
|
119 |
+
cache_dir = "./checkpoints/TEMPO_checkpoints"
|
120 |
+
)
|
121 |
+
|
122 |
+
input_data = np.random.rand(336) # Random input data
|
123 |
+
with torch.no_grad():
|
124 |
+
predicted_values = model.predict(input_data, pred_length=96)
|
125 |
+
print("Predicted values:")
|
126 |
+
print(predicted_values)
|
127 |
+
|
128 |
+
```
|
129 |
+
|
130 |
+
|
131 |
+
## Online demo:
|
132 |
+
|
133 |
+
Please try our foundation model demo [[here]](https://4171a8a7484b3e9148.gradio.live).
|
134 |
+
|
135 |
+
<div align="center"><img src=./pics/TEMPO_demo.jpg width=80% /></div>
|
136 |
+
|
137 |
+
## Practice on your end
|
138 |
+
|
139 |
+
We also updated our models on HuggingFace: [[Melady/TEMPO]](https://huggingface.co/Melady/TEMPO).
|
140 |
+
|
141 |
+
|
142 |
+
|
143 |
+
### Get Data
|
144 |
|
145 |
Download the data from [[Google Drive]](https://drive.google.com/drive/folders/13Cg1KYOlzM5C7K8gK8NfC-F3EYxkM3D2?usp=sharing) or [[Baidu Drive]](https://pan.baidu.com/s/1r3KhGd0Q9PJIUZdfEYoymg?pwd=i9iy), and place the downloaded data in the folder`./dataset`. You can also download the STL results from [[Google Drive]](https://drive.google.com/file/d/1gWliIGDDSi2itUAvYaRgACru18j753Kw/view?usp=sharing), and place the downloaded data in the folder`./stl`.
|
146 |
|
147 |
+
### Run TEMPO
|
148 |
|
149 |
+
### Pre-Training Stage
|
150 |
```
|
151 |
bash [ecl, etth1, etth2, ettm1, ettm2, traffic, weather].sh
|
152 |
```
|
153 |
|
154 |
+
### Test/ Inference Stage
|
155 |
|
156 |
After training, we can test TEMPO model under the zero-shot setting:
|
157 |
|
158 |
```
|
159 |
bash [ecl, etth1, etth2, ettm1, ettm2, traffic, weather]_test.sh
|
160 |
```
|
161 |
+
|
162 |
+
<div align="center"><img src=./pics/results.jpg width=90% /></div>
|
163 |
|
164 |
|
165 |
+
## Pre-trained Models
|
166 |
|
167 |
You can download the pre-trained model from [[Google Drive]](https://drive.google.com/file/d/11Ho_seP9NGh-lQCyBkvQhAQFy_3XVwKp/view?usp=drive_link) and then run the test script for fun.
|
168 |
|
169 |
+
## TETS dataset
|
170 |
|
171 |
Here is the prompts use to generate the coresponding textual informaton of time series via [[OPENAI ChatGPT-3.5 API]](https://platform.openai.com/docs/guides/text-generation)
|
172 |
|
173 |
+
<div align="center"><img src=./pics/TETS_prompt.png width=80% /></div>
|
|
|
174 |
|
175 |
The time series data are come from [[S&P 500]](https://www.spglobal.com/spdji/en/indices/equity/sp-500/#overview). Here is the EBITDA case for one company from the dataset:
|
176 |
|
|
|
177 |
|
178 |
+
<div align="center"><img src=./pics/Company1_ebitda_summary.png width=80% /></div>
|
179 |
|
180 |
Example of generated contextual information for the Company marked above:
|
181 |
|
182 |
+
<div align="center"><img src=./pics/Company1_ebitda_summary_words.jpg width=80% /></div>
|
|
|
183 |
|
184 |
|
185 |
|
|
|
187 |
You can download the processed data with text embedding from GPT2 from: [[TETS]](https://drive.google.com/file/d/1Hu2KFj0kp4kIIpjbss2ciLCV_KiBreoJ/view?usp=drive_link
|
188 |
).
|
189 |
|
190 |
+
## Contact
|
191 |
+
Feel free to connect [email protected] / [email protected] if youβre interested in applying TEMPO to your real-world application.
|
192 |
|
193 |
+
## Cite our work
|
|
|
194 |
```
|
195 |
@inproceedings{
|
196 |
cao2024tempo,
|
|
|
200 |
year={2024},
|
201 |
url={https://openreview.net/forum?id=YH5w12OUuU}
|
202 |
}
|
203 |
+
```
|
204 |
+
|
205 |
+
```
|
206 |
+
@article{
|
207 |
+
Jia_Wang_Zheng_Cao_Liu_2024,
|
208 |
+
title={GPT4MTS: Prompt-based Large Language Model for Multimodal Time-series Forecasting},
|
209 |
+
volume={38},
|
210 |
+
url={https://ojs.aaai.org/index.php/AAAI/article/view/30383},
|
211 |
+
DOI={10.1609/aaai.v38i21.30383},
|
212 |
+
number={21},
|
213 |
+
journal={Proceedings of the AAAI Conference on Artificial Intelligence},
|
214 |
+
author={Jia, Furong and Wang, Kevin and Zheng, Yixiang and Cao, Defu and Liu, Yan},
|
215 |
+
year={2024}, month={Mar.}, pages={23343-23351}
|
216 |
+
}
|
217 |
+
```
|
pics/TEMPO_logo.png
ADDED