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- time series foundation models
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- time-series
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# Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting
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![lag-llama-architecture](images/lagllama.webp)
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Lag-Llama is the <b>first open-source foundation model for time series forecasting</b>!
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[[Tweet Thread](https://twitter.com/arjunashok37/status/1755261111233114165)] [[Model Weights](https://huggingface.co/time-series-foundation-models/Lag-Llama)] [[Colab Demo
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This HuggingFace model houses the <a href="https://huggingface.co/time-series-foundation-models/Lag-Llama/blob/main/lag-llama.ckpt" target="_blank">pretrained checkpoint</a> of Lag-Llama.
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* **Coming Next**: Fine-tuning scripts with examples on real-world datasets and best practices in using Lag-Llama!π
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<b>Updates</b>:
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* **7-Feb-2024**: We released Lag-Llama, with open-source model checkpoints and a Colab Demo for zero-shot forecasting.
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π« <b>Zero-shot forecasting</b> on a dataset of <b>any frequency</b> for <b>any prediction length</b>, using the <a href="https://colab.research.google.com/drive/13HHKYL_HflHBKxDWycXgIUAHSeHRR5eo?usp=sharing" target="_blank">Colab Demo.</a><br/>
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Coming Soon:
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## Citing this work
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- time series foundation models
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- time-series
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---
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# Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting
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![lag-llama-architecture](images/lagllama.webp)
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Lag-Llama is the <b>first open-source foundation model for time series forecasting</b>!
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[[Tweet Thread](https://twitter.com/arjunashok37/status/1755261111233114165)] [[Model Weights](https://huggingface.co/time-series-foundation-models/Lag-Llama)] [[Colab Demo 1: Zero-Shot Forecasting](https://colab.research.google.com/drive/1DRAzLUPxsd-0r8b-o4nlyFXrjw_ZajJJ?usp=sharing)] [[Colab Demo 2: (Preliminary Finetuning)](https://colab.research.google.com/drive/1uvTmh-pe1zO5TeaaRVDdoEWJ5dFDI-pA?usp=sharing)] [[GitHub](https://github.com/time-series-foundation-models/lag-llama)] [[Paper](https://arxiv.org/abs/2310.08278)]
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This HuggingFace model houses the <a href="https://huggingface.co/time-series-foundation-models/Lag-Llama/blob/main/lag-llama.ckpt" target="_blank">pretrained checkpoint</a> of Lag-Llama.
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<b>Updates</b>:
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* **5-Apr-2024**: Added a [section](https://colab.research.google.com/drive/1DRAzLUPxsd-0r8b-o4nlyFXrjw_ZajJJ?authuser=1#scrollTo=Mj9LXMpJ01d7&line=6&uniqifier=1) in Colab Demo 1 on the importance of tuning the context length for zero-shot forecasting. Added a [best practices section](https://github.com/time-series-foundation-models/lag-llama?tab=readme-ov-file#best-practices) in the README; added recommendations for finetuning. These recommendations will be demonstrated with an example in [Colab Demo 2](https://colab.research.google.com/drive/1uvTmh-pe1zO5TeaaRVDdoEWJ5dFDI-pA?usp=sharing) soon.
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* **4-Apr-2024**: We have updated our requirements file with new versions of certain packages. Please update/recreate your environments if you have previously used the code locally.
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* **7-Mar-2024**: We have released a preliminary [Colab Demo 2](https://colab.research.google.com/drive/1uvTmh-pe1zO5TeaaRVDdoEWJ5dFDI-pA?usp=sharing) for finetuning. Please note this is a preliminary tutorial. We recommend taking a look at the best practices if you are finetuning the model or using it for benchmarking.
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* **17-Feb-2024**: We have released a new updated [Colab Demo 1](https://colab.research.google.com/drive/1DRAzLUPxsd-0r8b-o4nlyFXrjw_ZajJJ?usp=sharing) for zero-shot forecasting that shows how one can load time series of different formats.
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* **7-Feb-2024**: We released Lag-Llama, with open-source model checkpoints and a Colab Demo for zero-shot forecasting.
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Current Features:
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π« <b>Zero-shot forecasting</b> on a dataset of <b>any frequency</b> for <b>any prediction length</b>, using <a href="https://colab.research.google.com/drive/1DRAzLUPxsd-0r8b-o4nlyFXrjw_ZajJJ?usp=sharing" target="_blank">Colab Demo 1.</a><br/>
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π« <b>Finetuning</b> on a dataset using [Colab Demo 2](https://colab.research.google.com/drive/1uvTmh-pe1zO5TeaaRVDdoEWJ5dFDI-pA?usp=sharing).
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**Note**: Please see the [best practices section](https://github.com/time-series-foundation-models/lag-llama?tab=readme-ov-file#best-practices) when using the model for zero-shot prediction and finetuning.
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Coming Soon:
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β Scripts to pretrain Lag-Llama on your own large-scale data
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β Scripts to <b>reproduce</b> all results in the paper.
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We are currently looking for contributors for the following:
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β An <b>online gradio demo</b> where you can upload time series and get zero-shot predictions and perform finetuning.
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## Best Practices
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Here are some general tips in using Lag-Llama.
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<!-- We recommend reading the [paper](https://arxiv.org/abs/2310.08278) for all details about the model. -->
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### General Information
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* Lag-Llama is a **probabilistic** forecasting model trained to output a probability distribution for each timestep to be predicted. For your own specific use-case, we would recommend benchmarking the zero-shot performance of the model on your data first, and then finetuning if necessary. As we show in our paper, Lag-Llama has strong zero-shot capabilities, but performs best when finetuned. The more data you finetune on, the better. For specific tips on applying on model zero-shot or on finetuning, please refer to the sections below.
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#### Zero-Shot Forecasting
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* Importantly, we recommend trying different **context lengths** (starting from $32$ which it was trained on) and identifying what works best for your data. As we show in [this section of the zero-shot forecasting demo](https://colab.research.google.com/drive/1DRAzLUPxsd-0r8b-o4nlyFXrjw_ZajJJ?authuser=1#scrollTo=Mj9LXMpJ01d7&line=6&uniqifier=1), the model's zero-shot performance improves as the context length is increased, until a certain context length which may be specific to your data. Further, we recommend enabling RoPE scaling for the model to work well with context lengths larger than what it was trained on.
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#### Fine-Tuning
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If you are trying to **benchmark** the performance of the model under finetuning, or trying to obtain maximum performance from the model:
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* We recommend tuning two important hyperparameters for each dataset that you finetune on: the **context length** (suggested values: $32$, $64$, $128$, $256$, $512$, $1024$) and the **learning rate** (suggested values: $10^{-2}$, $5 * 10^{-3}$, $10^{-3}$, $5 * 10^{-3}$, $1 * 10^{-4}$, $5 * 10^{-4}$).
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* We also highly recommend using a validation split of your dataset to early stop your model, with an early stopping patience of 50 epochs.
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## Contact
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We are dedicated to ensuring the reproducility of our results, and would be happy to help clarify questions about benchmarking our model or about the experiments in the paper.
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The quickest way to reach us would be by email. Please email **both**:
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1. [Arjun Ashok](https://ashok-arjun.github.io/) - arjun [dot] ashok [at] servicenow [dot] com
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2. [Kashif Rasul](https://scholar.google.de/citations?user=cfIrwmAAAAAJ&hl=en) - kashif [dot] rasul [at] gmail [dot] com
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If you have questions about the model usage (or) code (or) have specific errors (eg. using it with your own dataset), it would be best to create an issue in the GitHub repository.
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## Citing this work
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