# Copyright 2024 Google LLC # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. """Evaluation script for timesfm.""" import os import sys import time from absl import flags import numpy as np import pandas as pd from paxml import checkpoints import timesfm from .utils import ExperimentHandler dataset_names = [ "m1_monthly", "m1_quarterly", "m1_yearly", "m3_monthly", "m3_other", "m3_quarterly", "m3_yearly", "m4_quarterly", "m4_yearly", "tourism_monthly", "tourism_quarterly", "tourism_yearly", "nn5_daily_without_missing", "m5", "nn5_weekly", "traffic", "weather", "australian_electricity_demand", "car_parts_without_missing", "cif_2016", "covid_deaths", "ercot", "ett_small_15min", "ett_small_1h", "exchange_rate", "fred_md", "hospital", ] context_dict = { "cif_2016": 32, "tourism_yearly": 64, "covid_deaths": 64, "tourism_quarterly": 64, "tourism_monthly": 64, "m1_monthly": 64, "m1_quarterly": 64, "m1_yearly": 64, "m3_monthly": 64, "m3_other": 64, "m3_quarterly": 64, "m3_yearly": 64, "m4_quarterly": 64, "m4_yearly": 64, } _MODEL_PATH = flags.DEFINE_string("model_path", "/home/timesfm_q10_20240501", "Path to model") _BATCH_SIZE = flags.DEFINE_integer("batch_size", 64, "Batch size") _HORIZON = flags.DEFINE_integer("horizon", 128, "Horizon") _BACKEND = flags.DEFINE_string("backend", "gpu", "Backend") _NUM_JOBS = flags.DEFINE_integer("num_jobs", 1, "Number of jobs") _SAVE_DIR = flags.DEFINE_string("save_dir", "./results", "Save directory") QUANTILES = list(np.arange(1, 10) / 10.0) def main(): results_list = [] tfm = timesfm.TimesFm( context_len=512, horizon_len=_HORIZON.value, input_patch_len=32, output_patch_len=128, num_layers=20, model_dims=1280, backend=_BACKEND.value, per_core_batch_size=_BATCH_SIZE.value, quantiles=QUANTILES, ) tfm.load_from_checkpoint( _MODEL_PATH.value, checkpoint_type=checkpoints.CheckpointType.FLAX, ) run_id = np.random.randint(100000) model_name = "timesfm" for dataset in dataset_names: print(f"Evaluating model {model_name} on dataset {dataset}", flush=True) exp = ExperimentHandler(dataset, quantiles=QUANTILES) if dataset in context_dict: context_len = context_dict[dataset] else: context_len = 512 train_df = exp.train_df freq = exp.freq init_time = time.time() fcsts_df = tfm.forecast_on_df( inputs=train_df, freq=freq, value_name="y", model_name=model_name, forecast_context_len=context_len, num_jobs=_NUM_JOBS.value, ) total_time = time.time() - init_time time_df = pd.DataFrame({"time": [total_time], "model": model_name}) results = exp.evaluate_from_predictions(models=[model_name], fcsts_df=fcsts_df, times_df=time_df) print(results, flush=True) results_list.append(results) results_full = pd.concat(results_list) save_path = os.path.join(_SAVE_DIR.value, str(run_id)) print(f"Saving results to {save_path}", flush=True) os.makedirs(save_path, exist_ok=True) results_full.to_csv(f"{save_path}/results.csv") if __name__ == "__main__": FLAGS = flags.FLAGS FLAGS(sys.argv) main()