TimeGEN-1
Version: 1
Nixtla’s TimeGEN-1 is a generative pre-trained forecasting and anomaly detection model for time series data. TimeGEN-1 can produce accurate forecasts for new time series without training using only historical values and exogenous covariates as inputs.
Model Input
Time series data as json or dataframes (Support for multivariate input). Model Output
Time Series data as json. Model Architecture
TimeGEN-1 is an auto-regressive time series model optimized for forecasting and anomaly detection tasks. The model excels at zero-shot forecasting by leveraging temporal correlations learnt on billions of time series. TimeGEN-1’s parameters can be fine-tuned on new data to further improve accuracy. Model Dates
TimeGEN-1 was trained between July 2023 and October 2023.
Time series data as json or dataframes (Support for multivariate input). Model Output
Time Series data as json. Model Architecture
TimeGEN-1 is an auto-regressive time series model optimized for forecasting and anomaly detection tasks. The model excels at zero-shot forecasting by leveraging temporal correlations learnt on billions of time series. TimeGEN-1’s parameters can be fine-tuned on new data to further improve accuracy. Model Dates
TimeGEN-1 was trained between July 2023 and October 2023.
Model Information Table
Name | Training Data | Params | Tokens | LR |
---|---|---|---|---|
TimeGEN-1 | Time Series data from different domains | 500M | 100b | 0.0001 |
Hardware and software
Training FactorsWe used custom training libraries Nixtla’s open-source libraries, Nixtla’s Research Cluster and production clusters for pretraining. Fine-tuning and evaluation were also performed on third-party cloud compute.
Training Data
OverviewTimeGEN-1 was pretrained on 100 billion tokens of time series data from publicly available sources. Data Freshness
The pretraining data has a cutoff of September 2023 but some tuning data is more recent up to March 2024.
Risks and Limitations
- Accuracy: Artificial intelligence and machine learning are rapidly evolving fields of study. We are constantly working to improve TimeGEN-1 to make them more accurate, reliable, safe, and beneficial. Given the probabilistic nature of machine learning, the use of our Product may, in some situations, result in incorrect Output. You should always evaluate the accuracy of any Output as appropriate for your use case, including by using human review of the Output.
- Transferability between Domains: Time series models trained on data from different domains, may not always perform accurately when applied to a different domain.
- Impact of Extreme Events: Extreme events (such as natural disasters, economic crises, or pandemics) can significantly impact the accuracy of time series models. These events often create patterns and trends that the model has not encountered during training, leading to poor performance.
- Data Quality and Preprocessing: The quality of the input data greatly affects the accuracy of the time series model. Issues such as missing values, outliers, and inconsistent data can lead to unreliable predictions.
How to use the model
Follow this article to deploy TimeGEN1 model with pay-as-you-go. Learn more about the Nixtla TimeGEN-1 model's request schema here .Inference Samples
Sample Notebook | Description |
---|---|
Quick Start Forecast | Get started with forecasting using Nixtla’s TimeGEN1. |
Finetuning | Fine-tuning is a powerful process for utilizing Time-GEN1 more effectively. |
Anomaly Detection | Anomaly Detection involves monitoring ordered data points to spot irregularities that may signal issues or threats. |
Exogenous Variables | Exogenous variables are external factors that can influence forecasts. |
Demand Forecasting | Demand forecasting is the process of leveraging historical data and other analytical information to build models that help predict future estimates of customer demand for specific products over a specific period. |
Sample Input
payload = {
"freq": "D",
"fh": 7,
"y": {
"2015-12-02": 8.71177264560569,
"2015-12-03": 8.05610965954506,
"2015-12-04": 8.08147504013705,
"2015-12-05": 7.45876269238096,
"2015-12-06": 8.01400499477946,
"2015-12-07": 8.49678638163858,
"2015-12-08": 7.98104975966596,
"2015-12-09": 7.77779262633883,
"2015-12-10": 8.2602342916073,
"2015-12-11": 7.86633892304654,
"2015-12-12": 7.31055015853442,
"2015-12-13": 7.71824095195932,
"2015-12-14": 8.31947369244219,
"2015-12-15": 8.23668532271246,
"2015-12-16": 7.80751004221619,
"2015-12-17": 7.59186171488993,
"2015-12-18": 7.52886925664225,
"2015-12-19": 7.17165682276851,
"2015-12-20": 7.89133075766189,
"2015-12-21": 8.36007143564403,
"2015-12-22": 8.11042723757502,
"2015-12-23": 7.77527584648686,
"2015-12-24": 7.34729970074316,
"2015-12-25": 7.30182234213793,
"2015-12-26": 7.12044437239249,
"2015-12-27": 8.87877607170755,
"2015-12-28": 9.25061821847475,
"2015-12-29": 9.24792513230345,
"2015-12-30": 8.39140318535794,
"2015-12-31": 8.00469951054955,
"2016-01-01": 7.58933582317062,
"2016-01-02": 7.82524529143177,
"2016-01-03": 8.24931374626064,
"2016-01-04": 9.29514097366865,
"2016-01-05": 8.56826646160024,
"2016-01-06": 8.35255436947459,
"2016-01-07": 8.29579811063615,
"2016-01-08": 8.29029259122431,
"2016-01-09": 7.78572089653462,
"2016-01-10": 8.28172399041139,
"2016-01-11": 8.4707303170059,
"2016-01-12": 8.13505390861157,
"2016-01-13": 8.06714903991011
},
"clean_ex_first": True,
"finetune_steps": 0,
"finetune_loss": "default"
}
Sample Output
{
"timestamp": [
"2016-01-14 00:00:00",
"2016-01-15 00:00:00",
"2016-01-16 00:00:00",
"2016-01-17 00:00:00",
"2016-01-18 00:00:00",
"2016-01-19 00:00:00",
"2016-01-20 00:00:00"
],
"value": [
8.05051040649414,
7.909270763397217,
7.8442702293396,
8.21353816986084,
8.600921630859375,
8.293558120727539,
8.150216102600098
],
"input_tokens": 43,
"output_tokens": 7,
"finetune_tokens": 0
}
Model Specifications
LicenseCustom
Training DataOct 2023
Last UpdatedApril 2024
PublisherNixtla
Languages1 Language