Taha Aksu
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README.md
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---
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license: cc-by-nc-4.0
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pipeline_tag: time-series-forecasting
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tags:
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- time series
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- forecasting
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- pretrained models
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- foundation models
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- time series foundation models
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- time-series
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---
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# Moirai-2.0-R-Small
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Moirai 2.0 is a decoder-only universal time series forecasting transformer Model pre-trained on:
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- Subset of [GIFT-Eval Pretrain](https://huggingface.co/datasets/Salesforce/GiftEvalPretrain), and [Train](https://huggingface.co/datasets/Salesforce/GiftEval) datasets (Non-leaking historical context).
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- Mixup data generated from non-leaking subsets of [Chronos Dataset](https://arxiv.org/abs/2403.07815).
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- Synthetic time series produced via KernelSynth introduced in [Chronos paper](https://arxiv.org/abs/2403.07815).
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- Internal Salesforce operational data.
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We make significant improvements over the first version of Moirai (please refer to the [paper](https://arxiv.org/abs/2402.02592) for previous version):
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- Switched from a distributional loss to a quantile loss formulation.
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- Moved from single-token to multi-token prediction, improving efficiency and stability.
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- Added a data filtering mechanism to filter out non-forecastable, low quality, time series during pretraining.
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- Added a new patch token embedding which includes missing value information.
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- Added patch-level random mask to improve robustness of the model during inference.
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## Usage
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To perform inference with Moirai 2.0, install the uni2ts library from our [GitHub repo](https://github.com/SalesforceAIResearch/uni2ts).
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1. Clone repository:
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```shell
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git clone https://github.com/SalesforceAIResearch/uni2ts.git
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cd uni2ts
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```
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2) Create virtual environment:
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```shell
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virtualenv venv
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. venv/bin/activate
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```
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3) Build from source:
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```shell
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pip install -e '.[notebook]'
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```
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4) Create a `.env` file:
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```shell
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touch .env
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```
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A simple notebook to get started: [github_notebook_link](https://github.com/SalesforceAIResearch/uni2ts/blob/main/example/moirai_forecast.ipynb)
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## The Moirai Family
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| # Model | # Parameters |
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| :---: | :---: |
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| [Moirai-2.0-R-Small](https://huggingface.co/Salesforce/moirai-1.0-R-small) | 11m |
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| [Moirai-1.0-R-Small](https://huggingface.co/Salesforce/moirai-1.0-R-small) | 14m |
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| [Moirai-1.0-R-Base](https://huggingface.co/Salesforce/moirai-1.0-R-base) | 91m |
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| [Moirai-1.0-R-Large](https://huggingface.co/Salesforce/moirai-1.0-R-large) | 311m |
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## Citation
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If you're using Uni2TS in your research or applications, please cite it using this BibTeX:
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```markdown
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@article{woo2024unified,
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title={Unified Training of Universal Time Series Forecasting Transformers},
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author={Woo, Gerald and Liu, Chenghao and Kumar, Akshat and Xiong, Caiming and Savarese, Silvio and Sahoo, Doyen},
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journal={arXiv preprint arXiv:2402.02592},
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year={2024}
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}
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```
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## Ethical Considerations
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This release is for research purposes only in support of an academic paper.
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Our models, datasets, and code are not specifically designed or evaluated for all downstream purposes.
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We strongly recommend users evaluate and address potential concerns related to accuracy, safety, and fairness before deploying this model.
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We encourage users to consider the common limitations of AI, comply with applicable laws,
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and leverage best practices when selecting use cases, particularly for high-risk scenarios where errors or misuse could significantly
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impact people’s lives, rights, or safety. For further guidance on use cases, refer to our AUP and AI AUP.
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