diff --git a/benchmarks/fev_bench/models.yaml b/benchmarks/fev_bench/models.yaml index dc9ac07..22b76d3 100644 --- a/benchmarks/fev_bench/models.yaml +++ b/benchmarks/fev_bench/models.yaml @@ -307,3 +307,11 @@ TimeRSI: model_type: closed-api zero_shot: false commercial_use: false + +timersi-1_5: + organization: GaTech & SamayLabs + display_name: TimeRSI-1.5 + url: https://github.com/haoxin1998/TimeRSI4FevBench/tree/main/TimeRSI-1.5 + model_type: closed-api + zero_shot: false + commercial_use: false diff --git a/benchmarks/fev_bench/results/timersi-1_5.csv b/benchmarks/fev_bench/results/timersi-1_5.csv new file mode 100644 index 0000000..a27fef7 --- /dev/null +++ b/benchmarks/fev_bench/results/timersi-1_5.csv @@ -0,0 +1,101 @@ +model_name,dataset_path,dataset_config,horizon,initial_cutoff,min_context_length,max_context_length,seasonality,eval_metric,extra_metrics,quantile_levels,id_column,timestamp_column,target,generate_univariate_targets_from,known_dynamic_columns,past_dynamic_columns,static_columns,num_windows,window_step_size,task_name,test_error,training_time_s,inference_time_s,num_forecasts,dataset_fingerprint,trained_on_this_dataset,fev_version,model_class,model_kwargs,SQL,MASE,WAPE,WQL +TimeRSI-1.5,autogluon/fev_datasets,proenfo_gfc17,168,-3360,1,,24,SQL,"['MASE', {'name': 'WAPE', 'epsilon': 1.0}, {'name': 'WQL', 'epsilon': 1.0}]","[0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]",id,timestamp,target,,['airtemperature'],[],[],20,168,proenfo_gfc17,0.3202921904181096,19390.68894517152,4633.0217075306655,160,eba07ba0bb45e5dc,False,0.11.0.dev0,timersi15,{},0.3202921904181096,0.4010931786398283,0.025325529087469906,0.02018896690740734 +TimeRSI-1.5,autogluon/fev_datasets,entsoe_15T,96,-1920,1,,96,SQL,"['MASE', {'name': 'WAPE', 'epsilon': 1.0}, {'name': 'WQL', 'epsilon': 1.0}]","[0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]",id,timestamp,target,,"['radiation_diffuse_horizontal', 'radiation_direct_horizontal', 'temperature']",[],[],20,96,entsoe_15T,0.37834020990976364,30452.39398156637,5716.881773153553,120,762c7ee326587aa2,False,0.11.0.dev0,timersi15,{},0.37834020990976364,0.4481250154260933,0.02874303140611124,0.025927736483345794 +TimeRSI-1.5,autogluon/fev_datasets,entsoe_30T,96,-1920,1,,48,SQL,"['MASE', {'name': 'WAPE', 'epsilon': 1.0}, {'name': 'WQL', 'epsilon': 1.0}]","[0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]",id,timestamp,target,,"['radiation_diffuse_horizontal', 'radiation_direct_horizontal', 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0.9]",id,timestamp,target,,[],[],[],10,28,solar_1D,0.6028815912290391,2623.912543219514,668.3954885380421,1370,61a16072f577b902,False,0.11.0.dev0,timersi15,{},0.6028815912290391,0.7837432661517788,0.24615135465805085,0.1887570950073477 +TimeRSI-1.5,autogluon/fev_datasets,epf_np,24,-480,1,,24,SQL,"['MASE', {'name': 'WAPE', 'epsilon': 1.0}, {'name': 'WQL', 'epsilon': 1.0}]","[0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]",id,timestamp,target,,"['Grid load forecast', 'Wind power forecast']",[],[],20,24,epf_np,0.5301495557265433,4870.474378977902,522.5220962361034,20,0a17a2edca8b0670,False,0.11.0.dev0,timersi15,{},0.5301495557265433,0.6902619243361046,0.0311883523505461,0.023995949730156153 +TimeRSI-1.5,autogluon/fev_datasets,boomlet_1209,288,-5760,1,,288,SQL,"['MASE', {'name': 'WAPE', 'epsilon': 1.0}, {'name': 'WQL', 'epsilon': 1.0}]","[0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]",id,timestamp,"['target_0', 'target_1', 'target_10', 'target_11', 'target_12', 'target_13', 'target_14', 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0.9]",id,timestamp,sales,,"['holiday', 'onpromotion']",['oil_price'],"['city', 'cluster', 'family', 'state', 'store_nbr', 'type']",10,28,favorita_stores_1D,0.9095043728148277,16814.155835785197,3117.9340287160885,15790,19461c7044524e5b,False,0.11.0.dev0,timersi15,{},0.9095043728148277,1.1333992089844247,0.14006795969126726,0.11140914538287952 +TimeRSI-1.5,autogluon/fev_datasets,proenfo_gfc12,168,-1680,1,,24,SQL,"['MASE', {'name': 'WAPE', 'epsilon': 1.0}, {'name': 'WQL', 'epsilon': 1.0}]","[0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]",id,timestamp,target,,['airtemperature'],[],[],10,168,proenfo_gfc12,0.4219662978328812,30624.49048803585,2170.6376046176356,110,b9d66f77d6db1337,False,0.11.0.dev0,timersi15,{},0.4219662978328812,0.5147619022641896,0.04374462631420178,0.03518397564527963 +TimeRSI-1.5,autogluon/fev_datasets,boomlet_1282,60,-1200,1,,1440,SQL,"['MASE', {'name': 'WAPE', 'epsilon': 1.0}, {'name': 'WQL', 'epsilon': 1.0}]","[0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 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'epsilon': 1.0}]","[0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]",id,timestamp,"['HUFL', 'HULL', 'LUFL', 'LULL', 'MUFL', 'MULL', 'OT']",,[],[],[],5,13,ETT_1W,2.229920405192691,4755.339640542343,1334.538697037613,70,2e18066fd2e18f63,False,0.11.0.dev0,timersi15,{},2.229920405192691,2.5659403144748767,0.4678690899468715,0.3746517517643174 +TimeRSI-1.5,autogluon/fev_datasets,uk_covid_nation_1W,8,-32,1,,1,SQL,"['MASE', {'name': 'WAPE', 'epsilon': 1.0}, {'name': 'WQL', 'epsilon': 1.0}]","[0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]",id,timestamp,"['new_admissions', 'new_cases', 'new_deaths']",,[],"['hospital_cases', 'icu_ventilator_occupancy', 'new_vaccinated_1', 'new_vaccinated_2', 'new_vaccinated_3']",[],4,8,uk_covid_nation_1W/new,4.960767035694488,4567.145748905488,998.5144251200836,48,a1bd24bd7d949574,False,0.11.0.dev0,timersi15,{},4.960767035694488,6.197116563849284,0.7555539859243654,0.5997175361803094 +TimeRSI-1.5,autogluon/fev_datasets,rohlik_sales_1D,14,2023-12-15T00:00:00,14,,7,SQL,"['MASE', {'name': 'WAPE', 'epsilon': 1.0}, {'name': 'WQL', 'epsilon': 1.0}]","[0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]",id,timestamp,sales,,"['holiday', 'school_holidays', 'sell_price_main', 'shops_closed', 'total_orders', 'type_0_discount', 'type_1_discount', 'type_2_discount', 'type_3_discount', 'type_4_discount', 'type_5_discount', 'type_6_discount', 'winter_school_holidays']",['availability'],"['L1_category_name_en', 'L2_category_name_en', 'L3_category_name_en', 'L4_category_name_en', 'name', 'product_unique_id', 'warehouse']",1,14,rohlik_sales_1D,0.8680560997162753,12242.775168668944,174.00000734487548,4116,bdd7a282f9fc98e5,False,0.11.0.dev0,timersi15,{},0.8680560997162753,1.075470944489446,0.26985320226409454,0.2186267344417273 +TimeRSI-1.5,autogluon/fev_datasets,walmart,39,-39,1,,1,SQL,"['MASE', {'name': 'WAPE', 'epsilon': 1.0}, {'name': 'WQL', 'epsilon': 1.0}]","[0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]",id,timestamp,target,,"['CPI', 'Fuel_Price', 'IsHoliday', 'MarkDown1', 'MarkDown2', 'MarkDown3', 'MarkDown4', 'MarkDown5', 'Temperature', 'Unemployment']",[],"['Dept', 'Size', 'Store', 'Type']",1,39,walmart,0.6491477057764946,2280.8691712133586,274.6089513564948,2936,84f95b6543281d0d,False,0.11.0.dev0,timersi15,{},0.6491477057764946,0.844816649297503,0.0976453796871347,0.07314735684382409 +TimeRSI-1.5,autogluon/fev_datasets,solar_1W,13,-13,1,,1,SQL,"['MASE', {'name': 'WAPE', 'epsilon': 1.0}, {'name': 'WQL', 'epsilon': 1.0}]","[0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]",id,timestamp,target,,[],[],[],1,13,solar_1W,0.7662307604218397,1487.7608701691497,211.89957616454922,137,b957c1ccfd8bdefc,False,0.11.0.dev0,timersi15,{},0.7662307604218397,0.8909846773512325,0.15014292384964473,0.12967026932252596 +TimeRSI-1.5,autogluon/fev_datasets,SZ_TAXI_1H,168,-336,1,,24,SQL,"['MASE', {'name': 'WAPE', 'epsilon': 1.0}, {'name': 'WQL', 'epsilon': 1.0}]","[0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]",id,timestamp,target,,[],[],[],2,168,SZ_TAXI_1H,0.3989174387003167,1618.225831811782,549.3199733586516,312,c8fc2c774fa27320,False,0.11.0.dev0,timersi15,{},0.3989174387003167,0.4931716813748127,0.1647024187896306,0.13377910628651185 diff --git a/models/timersi15/model.py b/models/timersi15/model.py new file mode 100644 index 0000000..f1c742c --- /dev/null +++ b/models/timersi15/model.py @@ -0,0 +1,22 @@ +"""FEV interface for the standalone TimeRSI-1.5 implementation.""" +from fev.model import ForecastingModel +from timersi15.runtime import Config, fit_predict + + +class TimeRSI15Model(ForecastingModel): + model_name = "timersi15" + trained_on_datasets = [] + + def __init__(self, checkpoint_path="mistralai/Timestral-209M", device="cuda:0", + run_root="timersi15-runs", regenerate_decisions=False, + agent_model="claude-opus-5", effort="high", vertex_project=None, artifacts_dir=None): + super().__init__() + self.config = Config(checkpoint_path=checkpoint_path, device=device, + run_root=run_root, regenerate_decisions=regenerate_decisions, + agent_model=agent_model, effort=effort, vertex_project=vertex_project, artifacts_dir=artifacts_dir) + + def _fit_predict(self, task): + forecasts, timing = fit_predict(task, self.config) + self.training_time = timing["training_time_s"] + self.inference_time = timing["inference_time_s"] + return forecasts diff --git a/models/timersi15/requirements.txt b/models/timersi15/requirements.txt new file mode 100644 index 0000000..194857e --- /dev/null +++ b/models/timersi15/requirements.txt @@ -0,0 +1 @@ +timersi-fevbench15 @ https://github.com/haoxin1998/TimeRSI4FevBench/archive/a8d036bf7bafadc31142560fd45f56de121b876b.tar.gz#subdirectory=TimeRSI-1.5