Merge branch 'master' of github.com:google-research/timesfm

This commit is contained in:
Justin Guese
2024-07-12 11:26:04 +02:00
20 changed files with 1956 additions and 24 deletions
+24 -2
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@@ -24,7 +24,7 @@ timesfm-1.0-200m is the first open model checkpoint:
## Benchmarks
Please refer to our result tables on the [extended benchmarks](./experiments/extended_benchmarks/tfm_results.png) and the [long horizon benchmarks](./experiments/long_horizon_benchmarks/tfm_long_horizon.png).
Please refer to our result tables on the [extended benchmarks](https://github.com/google-research/timesfm/tree/master/experiments/extended_benchmarks) and the [long horizon benchmarks](https://github.com/google-research/timesfm/tree/master/experiments/long_horizon_benchmarks).
Please look into the README files in the respective benchmark directories within `experiments/` for instructions for running TimesFM on the respective benchmarks.
@@ -51,6 +51,8 @@ This will install the environment in the local .venv folder (depends on the conf
### Conda / GPU installation
We recommend at least 16GB RAM to load TimesFM dependencies.
For calling TimesFM, We have two environment files. Inside `timesfm`, for
GPU installation (assuming CUDA 12 has been setup), you can create a conda
environment `tfm_env` from the base folder through:
@@ -184,4 +186,24 @@ forecast_df = tfm.forecast_on_df(
freq="M", # monthly
value_name="y",
num_jobs=-1,
)```
)
```
## Finetuning
We have provided an example of finetuning the model on a new dataset in `notebooks/finetuning.ipynb`.
## Contribution Style guide
If you would like to submit a PR please make sure that you use our formatting style. We use [yapf](https://github.com/google/yapf) for formatting with the following options,
```
[style]
based_on_style = google
# Add your custom style rules here
indent_width = 2
spaces_before_comment = 2
```
Please run `yapf --in-place --recursive <filename>` on all affected files.