autogluon.timeseries 1.4.1b20250907__py3-none-any.whl → 1.5.1b20260122__py3-none-any.whl

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  1. autogluon/timeseries/configs/hyperparameter_presets.py +13 -28
  2. autogluon/timeseries/configs/predictor_presets.py +23 -39
  3. autogluon/timeseries/dataset/ts_dataframe.py +97 -86
  4. autogluon/timeseries/learner.py +70 -35
  5. autogluon/timeseries/metrics/__init__.py +4 -4
  6. autogluon/timeseries/metrics/abstract.py +8 -8
  7. autogluon/timeseries/metrics/point.py +9 -9
  8. autogluon/timeseries/metrics/quantile.py +5 -5
  9. autogluon/timeseries/metrics/utils.py +4 -4
  10. autogluon/timeseries/models/__init__.py +4 -1
  11. autogluon/timeseries/models/abstract/abstract_timeseries_model.py +52 -50
  12. autogluon/timeseries/models/abstract/model_trial.py +2 -1
  13. autogluon/timeseries/models/abstract/tunable.py +8 -8
  14. autogluon/timeseries/models/autogluon_tabular/mlforecast.py +58 -62
  15. autogluon/timeseries/models/autogluon_tabular/per_step.py +27 -16
  16. autogluon/timeseries/models/autogluon_tabular/transforms.py +11 -9
  17. autogluon/timeseries/models/chronos/__init__.py +2 -1
  18. autogluon/timeseries/models/chronos/chronos2.py +395 -0
  19. autogluon/timeseries/models/chronos/model.py +127 -89
  20. autogluon/timeseries/models/chronos/{pipeline/utils.py → utils.py} +69 -37
  21. autogluon/timeseries/models/ensemble/__init__.py +36 -2
  22. autogluon/timeseries/models/ensemble/abstract.py +14 -46
  23. autogluon/timeseries/models/ensemble/array_based/__init__.py +3 -0
  24. autogluon/timeseries/models/ensemble/array_based/abstract.py +240 -0
  25. autogluon/timeseries/models/ensemble/array_based/models.py +185 -0
  26. autogluon/timeseries/models/ensemble/array_based/regressor/__init__.py +12 -0
  27. autogluon/timeseries/models/ensemble/array_based/regressor/abstract.py +88 -0
  28. autogluon/timeseries/models/ensemble/array_based/regressor/linear_stacker.py +186 -0
  29. autogluon/timeseries/models/ensemble/array_based/regressor/per_quantile_tabular.py +94 -0
  30. autogluon/timeseries/models/ensemble/array_based/regressor/tabular.py +107 -0
  31. autogluon/timeseries/models/ensemble/{greedy.py → ensemble_selection.py} +41 -61
  32. autogluon/timeseries/models/ensemble/per_item_greedy.py +172 -0
  33. autogluon/timeseries/models/ensemble/weighted/__init__.py +8 -0
  34. autogluon/timeseries/models/ensemble/weighted/abstract.py +45 -0
  35. autogluon/timeseries/models/ensemble/{basic.py → weighted/basic.py} +25 -22
  36. autogluon/timeseries/models/ensemble/weighted/greedy.py +64 -0
  37. autogluon/timeseries/models/gluonts/abstract.py +32 -31
  38. autogluon/timeseries/models/gluonts/dataset.py +11 -11
  39. autogluon/timeseries/models/gluonts/models.py +0 -7
  40. autogluon/timeseries/models/local/__init__.py +0 -7
  41. autogluon/timeseries/models/local/abstract_local_model.py +15 -18
  42. autogluon/timeseries/models/local/naive.py +2 -2
  43. autogluon/timeseries/models/local/npts.py +7 -1
  44. autogluon/timeseries/models/local/statsforecast.py +13 -13
  45. autogluon/timeseries/models/multi_window/multi_window_model.py +39 -24
  46. autogluon/timeseries/models/registry.py +3 -4
  47. autogluon/timeseries/models/toto/__init__.py +3 -0
  48. autogluon/timeseries/models/toto/_internal/__init__.py +9 -0
  49. autogluon/timeseries/models/toto/_internal/backbone/__init__.py +3 -0
  50. autogluon/timeseries/models/toto/_internal/backbone/attention.py +196 -0
  51. autogluon/timeseries/models/toto/_internal/backbone/backbone.py +262 -0
  52. autogluon/timeseries/models/toto/_internal/backbone/distribution.py +70 -0
  53. autogluon/timeseries/models/toto/_internal/backbone/kvcache.py +136 -0
  54. autogluon/timeseries/models/toto/_internal/backbone/rope.py +89 -0
  55. autogluon/timeseries/models/toto/_internal/backbone/rotary_embedding_torch.py +342 -0
  56. autogluon/timeseries/models/toto/_internal/backbone/scaler.py +305 -0
  57. autogluon/timeseries/models/toto/_internal/backbone/transformer.py +333 -0
  58. autogluon/timeseries/models/toto/_internal/dataset.py +165 -0
  59. autogluon/timeseries/models/toto/_internal/forecaster.py +423 -0
  60. autogluon/timeseries/models/toto/dataloader.py +108 -0
  61. autogluon/timeseries/models/toto/hf_pretrained_model.py +200 -0
  62. autogluon/timeseries/models/toto/model.py +249 -0
  63. autogluon/timeseries/predictor.py +541 -162
  64. autogluon/timeseries/regressor.py +27 -30
  65. autogluon/timeseries/splitter.py +3 -27
  66. autogluon/timeseries/trainer/ensemble_composer.py +444 -0
  67. autogluon/timeseries/trainer/model_set_builder.py +9 -9
  68. autogluon/timeseries/trainer/prediction_cache.py +16 -16
  69. autogluon/timeseries/trainer/trainer.py +300 -279
  70. autogluon/timeseries/trainer/utils.py +17 -0
  71. autogluon/timeseries/transforms/covariate_scaler.py +8 -8
  72. autogluon/timeseries/transforms/target_scaler.py +15 -15
  73. autogluon/timeseries/utils/constants.py +10 -0
  74. autogluon/timeseries/utils/datetime/lags.py +1 -3
  75. autogluon/timeseries/utils/datetime/seasonality.py +1 -3
  76. autogluon/timeseries/utils/features.py +31 -14
  77. autogluon/timeseries/utils/forecast.py +6 -7
  78. autogluon/timeseries/utils/timer.py +173 -0
  79. autogluon/timeseries/version.py +1 -1
  80. autogluon.timeseries-1.5.1b20260122-py3.11-nspkg.pth +1 -0
  81. {autogluon.timeseries-1.4.1b20250907.dist-info → autogluon_timeseries-1.5.1b20260122.dist-info}/METADATA +39 -22
  82. autogluon_timeseries-1.5.1b20260122.dist-info/RECORD +103 -0
  83. {autogluon.timeseries-1.4.1b20250907.dist-info → autogluon_timeseries-1.5.1b20260122.dist-info}/WHEEL +1 -1
  84. autogluon/timeseries/evaluator.py +0 -6
  85. autogluon/timeseries/models/chronos/pipeline/__init__.py +0 -10
  86. autogluon/timeseries/models/chronos/pipeline/base.py +0 -160
  87. autogluon/timeseries/models/chronos/pipeline/chronos.py +0 -544
  88. autogluon/timeseries/models/chronos/pipeline/chronos_bolt.py +0 -580
  89. autogluon.timeseries-1.4.1b20250907-py3.9-nspkg.pth +0 -1
  90. autogluon.timeseries-1.4.1b20250907.dist-info/RECORD +0 -75
  91. {autogluon.timeseries-1.4.1b20250907.dist-info → autogluon_timeseries-1.5.1b20260122.dist-info/licenses}/LICENSE +0 -0
  92. {autogluon.timeseries-1.4.1b20250907.dist-info → autogluon_timeseries-1.5.1b20260122.dist-info/licenses}/NOTICE +0 -0
  93. {autogluon.timeseries-1.4.1b20250907.dist-info → autogluon_timeseries-1.5.1b20260122.dist-info}/namespace_packages.txt +0 -0
  94. {autogluon.timeseries-1.4.1b20250907.dist-info → autogluon_timeseries-1.5.1b20260122.dist-info}/top_level.txt +0 -0
  95. {autogluon.timeseries-1.4.1b20250907.dist-info → autogluon_timeseries-1.5.1b20260122.dist-info}/zip-safe +0 -0
@@ -2,7 +2,7 @@ import copy
2
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  import logging
3
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  import re
4
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  from collections import defaultdict
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- from typing import Any, Optional, Type, Union
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+ from typing import Any, Type
6
6
 
7
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  from autogluon.common import space
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  from autogluon.core import constants
@@ -16,7 +16,7 @@ from autogluon.timeseries.utils.features import CovariateMetadata
16
16
  logger = logging.getLogger(__name__)
17
17
 
18
18
 
19
- ModelKey = Union[str, Type[AbstractTimeSeriesModel]]
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+ ModelKey = str | Type[AbstractTimeSeriesModel]
20
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  ModelHyperparameters = dict[str, Any]
21
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  TrainerHyperparameterSpec = dict[ModelKey, list[ModelHyperparameters]]
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22
 
@@ -34,7 +34,7 @@ class TrainableModelSetBuilder:
34
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  def __init__(
35
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  self,
36
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  path: str,
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- freq: Optional[str],
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+ freq: str | None,
38
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  prediction_length: int,
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  eval_metric: TimeSeriesScorer,
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  target: str,
@@ -53,10 +53,10 @@ class TrainableModelSetBuilder:
53
53
 
54
54
  def get_model_set(
55
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  self,
56
- hyperparameters: Union[str, dict, None],
56
+ hyperparameters: str | dict | None,
57
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  hyperparameter_tune: bool,
58
- excluded_model_types: Optional[list[str]],
59
- banned_model_names: Optional[list[str]] = None,
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+ excluded_model_types: list[str] | None,
59
+ banned_model_names: list[str] | None = None,
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  ) -> list[AbstractTimeSeriesModel]:
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  """Resolve hyperparameters and create the requested list of models"""
62
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  models = []
@@ -153,9 +153,9 @@ class HyperparameterBuilder:
153
153
 
154
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  def __init__(
155
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  self,
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- hyperparameters: Union[str, dict, None],
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+ hyperparameters: str | dict | None,
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  hyperparameter_tune: bool,
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- excluded_model_types: Optional[list[str]],
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+ excluded_model_types: list[str] | None,
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  ):
160
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  self.hyperparameters = hyperparameters
161
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  self.hyperparameter_tune = hyperparameter_tune
@@ -184,7 +184,7 @@ class HyperparameterBuilder:
184
184
 
185
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  def _check_and_clean_hyperparameters(
186
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  self,
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- hyperparameters: dict[ModelKey, Union[ModelHyperparameters, list[ModelHyperparameters]]],
187
+ hyperparameters: dict[ModelKey, ModelHyperparameters | list[ModelHyperparameters]],
188
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  ) -> TrainerHyperparameterSpec:
189
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  """Convert the hyperparameters dictionary to a unified format:
190
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  - Remove 'Model' suffix from model names, if present
@@ -1,7 +1,7 @@
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  import logging
2
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  from abc import ABC, abstractmethod
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  from pathlib import Path
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- from typing import Any, Optional
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+ from typing import Any
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5
 
6
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  from autogluon.common.utils.utils import hash_pandas_df
7
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  from autogluon.core.utils.loaders import load_pkl
@@ -22,16 +22,16 @@ class PredictionCache(ABC):
22
22
 
23
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  @abstractmethod
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  def get(
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- self, data: TimeSeriesDataFrame, known_covariates: Optional[TimeSeriesDataFrame]
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- ) -> tuple[dict[str, Optional[TimeSeriesDataFrame]], dict[str, float]]:
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+ self, data: TimeSeriesDataFrame, known_covariates: TimeSeriesDataFrame | None
26
+ ) -> tuple[dict[str, TimeSeriesDataFrame | None], dict[str, float]]:
27
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  pass
28
28
 
29
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  @abstractmethod
30
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  def put(
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  self,
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  data: TimeSeriesDataFrame,
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- known_covariates: Optional[TimeSeriesDataFrame],
34
- model_pred_dict: dict[str, Optional[TimeSeriesDataFrame]],
33
+ known_covariates: TimeSeriesDataFrame | None,
34
+ model_pred_dict: dict[str, TimeSeriesDataFrame | None],
35
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  pred_time_dict: dict[str, float],
36
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  ) -> None:
37
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  pass
@@ -48,7 +48,7 @@ def get_prediction_cache(use_cache: bool, root_path: str) -> PredictionCache:
48
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  return NoOpPredictionCache(root_path=root_path)
49
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50
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51
- def compute_dataset_hash(data: TimeSeriesDataFrame, known_covariates: Optional[TimeSeriesDataFrame] = None) -> str:
51
+ def compute_dataset_hash(data: TimeSeriesDataFrame, known_covariates: TimeSeriesDataFrame | None = None) -> str:
52
52
  """Compute a unique string that identifies the time series dataset."""
53
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  combined_hash = hash_pandas_df(data) + hash_pandas_df(known_covariates) + hash_pandas_df(data.static_features)
54
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  return combined_hash
@@ -58,15 +58,15 @@ class NoOpPredictionCache(PredictionCache):
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  """A dummy (no-op) prediction cache."""
59
59
 
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  def get(
61
- self, data: TimeSeriesDataFrame, known_covariates: Optional[TimeSeriesDataFrame]
62
- ) -> tuple[dict[str, Optional[TimeSeriesDataFrame]], dict[str, float]]:
61
+ self, data: TimeSeriesDataFrame, known_covariates: TimeSeriesDataFrame | None
62
+ ) -> tuple[dict[str, TimeSeriesDataFrame | None], dict[str, float]]:
63
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  return {}, {}
64
64
 
65
65
  def put(
66
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  self,
67
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  data: TimeSeriesDataFrame,
68
- known_covariates: Optional[TimeSeriesDataFrame],
69
- model_pred_dict: dict[str, Optional[TimeSeriesDataFrame]],
68
+ known_covariates: TimeSeriesDataFrame | None,
69
+ model_pred_dict: dict[str, TimeSeriesDataFrame | None],
70
70
  pred_time_dict: dict[str, float],
71
71
  ) -> None:
72
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  pass
@@ -85,16 +85,16 @@ class FileBasedPredictionCache(PredictionCache):
85
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  return Path(self.root_path) / self._cached_predictions_filename
86
86
 
87
87
  def get(
88
- self, data: TimeSeriesDataFrame, known_covariates: Optional[TimeSeriesDataFrame]
89
- ) -> tuple[dict[str, Optional[TimeSeriesDataFrame]], dict[str, float]]:
88
+ self, data: TimeSeriesDataFrame, known_covariates: TimeSeriesDataFrame | None
89
+ ) -> tuple[dict[str, TimeSeriesDataFrame | None], dict[str, float]]:
90
90
  dataset_hash = compute_dataset_hash(data, known_covariates)
91
91
  return self._get_cached_pred_dicts(dataset_hash)
92
92
 
93
93
  def put(
94
94
  self,
95
95
  data: TimeSeriesDataFrame,
96
- known_covariates: Optional[TimeSeriesDataFrame],
97
- model_pred_dict: dict[str, Optional[TimeSeriesDataFrame]],
96
+ known_covariates: TimeSeriesDataFrame | None,
97
+ model_pred_dict: dict[str, TimeSeriesDataFrame | None],
98
98
  pred_time_dict: dict[str, float],
99
99
  ) -> None:
100
100
  dataset_hash = compute_dataset_hash(data, known_covariates)
@@ -117,7 +117,7 @@ class FileBasedPredictionCache(PredictionCache):
117
117
 
118
118
  def _get_cached_pred_dicts(
119
119
  self, dataset_hash: str
120
- ) -> tuple[dict[str, Optional[TimeSeriesDataFrame]], dict[str, float]]:
120
+ ) -> tuple[dict[str, TimeSeriesDataFrame | None], dict[str, float]]:
121
121
  """Load cached predictions for given dataset_hash from disk, if possible.
122
122
 
123
123
  If loading fails for any reason, empty dicts are returned.
@@ -136,7 +136,7 @@ class FileBasedPredictionCache(PredictionCache):
136
136
  def _save_cached_pred_dicts(
137
137
  self,
138
138
  dataset_hash: str,
139
- model_pred_dict: dict[str, Optional[TimeSeriesDataFrame]],
139
+ model_pred_dict: dict[str, TimeSeriesDataFrame | None],
140
140
  pred_time_dict: dict[str, float],
141
141
  ) -> None:
142
142
  cached_predictions = self._load_cached_predictions()