autogluon.timeseries 1.4.1b20251016__py3-none-any.whl → 1.4.1b20251218__py3-none-any.whl
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- autogluon/timeseries/configs/hyperparameter_presets.py +7 -21
- autogluon/timeseries/configs/predictor_presets.py +23 -39
- autogluon/timeseries/dataset/ts_dataframe.py +97 -86
- autogluon/timeseries/learner.py +70 -35
- autogluon/timeseries/metrics/__init__.py +4 -4
- autogluon/timeseries/metrics/abstract.py +8 -8
- autogluon/timeseries/metrics/point.py +9 -9
- autogluon/timeseries/metrics/quantile.py +5 -5
- autogluon/timeseries/metrics/utils.py +4 -4
- autogluon/timeseries/models/__init__.py +2 -1
- autogluon/timeseries/models/abstract/abstract_timeseries_model.py +52 -39
- autogluon/timeseries/models/abstract/model_trial.py +2 -1
- autogluon/timeseries/models/abstract/tunable.py +8 -8
- autogluon/timeseries/models/autogluon_tabular/mlforecast.py +58 -62
- autogluon/timeseries/models/autogluon_tabular/per_step.py +26 -15
- autogluon/timeseries/models/autogluon_tabular/transforms.py +11 -9
- autogluon/timeseries/models/chronos/__init__.py +2 -1
- autogluon/timeseries/models/chronos/chronos2.py +395 -0
- autogluon/timeseries/models/chronos/model.py +126 -88
- autogluon/timeseries/models/chronos/{pipeline/utils.py → utils.py} +69 -37
- autogluon/timeseries/models/ensemble/__init__.py +36 -2
- autogluon/timeseries/models/ensemble/abstract.py +14 -46
- autogluon/timeseries/models/ensemble/array_based/__init__.py +3 -0
- autogluon/timeseries/models/ensemble/array_based/abstract.py +240 -0
- autogluon/timeseries/models/ensemble/array_based/models.py +185 -0
- autogluon/timeseries/models/ensemble/array_based/regressor/__init__.py +12 -0
- autogluon/timeseries/models/ensemble/array_based/regressor/abstract.py +88 -0
- autogluon/timeseries/models/ensemble/array_based/regressor/linear_stacker.py +186 -0
- autogluon/timeseries/models/ensemble/array_based/regressor/per_quantile_tabular.py +94 -0
- autogluon/timeseries/models/ensemble/array_based/regressor/tabular.py +107 -0
- autogluon/timeseries/models/ensemble/{greedy.py → ensemble_selection.py} +41 -61
- autogluon/timeseries/models/ensemble/per_item_greedy.py +172 -0
- autogluon/timeseries/models/ensemble/weighted/__init__.py +8 -0
- autogluon/timeseries/models/ensemble/weighted/abstract.py +45 -0
- autogluon/timeseries/models/ensemble/{basic.py → weighted/basic.py} +25 -22
- autogluon/timeseries/models/ensemble/weighted/greedy.py +62 -0
- autogluon/timeseries/models/gluonts/abstract.py +32 -31
- autogluon/timeseries/models/gluonts/dataset.py +11 -11
- autogluon/timeseries/models/gluonts/models.py +0 -7
- autogluon/timeseries/models/local/__init__.py +0 -7
- autogluon/timeseries/models/local/abstract_local_model.py +15 -18
- autogluon/timeseries/models/local/naive.py +2 -2
- autogluon/timeseries/models/local/npts.py +7 -1
- autogluon/timeseries/models/local/statsforecast.py +12 -12
- autogluon/timeseries/models/multi_window/multi_window_model.py +39 -24
- autogluon/timeseries/models/registry.py +3 -4
- autogluon/timeseries/models/toto/_internal/backbone/attention.py +3 -4
- autogluon/timeseries/models/toto/_internal/backbone/backbone.py +6 -6
- autogluon/timeseries/models/toto/_internal/backbone/rope.py +4 -9
- autogluon/timeseries/models/toto/_internal/backbone/rotary_embedding_torch.py +342 -0
- autogluon/timeseries/models/toto/_internal/backbone/scaler.py +2 -3
- autogluon/timeseries/models/toto/_internal/backbone/transformer.py +10 -10
- autogluon/timeseries/models/toto/_internal/dataset.py +2 -2
- autogluon/timeseries/models/toto/_internal/forecaster.py +8 -8
- autogluon/timeseries/models/toto/dataloader.py +4 -4
- autogluon/timeseries/models/toto/hf_pretrained_model.py +97 -16
- autogluon/timeseries/models/toto/model.py +35 -20
- autogluon/timeseries/predictor.py +527 -155
- autogluon/timeseries/regressor.py +27 -30
- autogluon/timeseries/splitter.py +3 -27
- autogluon/timeseries/trainer/ensemble_composer.py +444 -0
- autogluon/timeseries/trainer/model_set_builder.py +9 -9
- autogluon/timeseries/trainer/prediction_cache.py +16 -16
- autogluon/timeseries/trainer/trainer.py +300 -278
- autogluon/timeseries/trainer/utils.py +17 -0
- autogluon/timeseries/transforms/covariate_scaler.py +8 -8
- autogluon/timeseries/transforms/target_scaler.py +15 -15
- autogluon/timeseries/utils/constants.py +10 -0
- autogluon/timeseries/utils/datetime/lags.py +1 -3
- autogluon/timeseries/utils/datetime/seasonality.py +1 -3
- autogluon/timeseries/utils/features.py +31 -14
- autogluon/timeseries/utils/forecast.py +6 -7
- autogluon/timeseries/utils/timer.py +173 -0
- autogluon/timeseries/version.py +1 -1
- autogluon.timeseries-1.4.1b20251218-py3.11-nspkg.pth +1 -0
- {autogluon.timeseries-1.4.1b20251016.dist-info → autogluon_timeseries-1.4.1b20251218.dist-info}/METADATA +39 -27
- autogluon_timeseries-1.4.1b20251218.dist-info/RECORD +103 -0
- {autogluon.timeseries-1.4.1b20251016.dist-info → autogluon_timeseries-1.4.1b20251218.dist-info}/WHEEL +1 -1
- autogluon/timeseries/evaluator.py +0 -6
- autogluon/timeseries/models/chronos/pipeline/__init__.py +0 -10
- autogluon/timeseries/models/chronos/pipeline/base.py +0 -160
- autogluon/timeseries/models/chronos/pipeline/chronos.py +0 -544
- autogluon/timeseries/models/chronos/pipeline/chronos_bolt.py +0 -580
- autogluon.timeseries-1.4.1b20251016-py3.9-nspkg.pth +0 -1
- autogluon.timeseries-1.4.1b20251016.dist-info/RECORD +0 -90
- {autogluon.timeseries-1.4.1b20251016.dist-info → autogluon_timeseries-1.4.1b20251218.dist-info/licenses}/LICENSE +0 -0
- {autogluon.timeseries-1.4.1b20251016.dist-info → autogluon_timeseries-1.4.1b20251218.dist-info/licenses}/NOTICE +0 -0
- {autogluon.timeseries-1.4.1b20251016.dist-info → autogluon_timeseries-1.4.1b20251218.dist-info}/namespace_packages.txt +0 -0
- {autogluon.timeseries-1.4.1b20251016.dist-info → autogluon_timeseries-1.4.1b20251218.dist-info}/top_level.txt +0 -0
- {autogluon.timeseries-1.4.1b20251016.dist-info → autogluon_timeseries-1.4.1b20251218.dist-info}/zip-safe +0 -0
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Author: AutoGluon Community
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[](https://github.com/autogluon/autogluon/releases)
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[](https://discord.gg/wjUmjqAc2N)
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## 💾 Installation
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| AutoGluon Task | Quickstart | API |
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|:--------------------|:------------------------------------------------------------------------------------------------------------------------------------------------------------------------:|:-----------------------------------------------------------------------------------------------------------------------------------------------------------------:|
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| TabularPredictor | [](https://auto.gluon.ai/stable/tutorials/tabular/tabular-quick-start.html) | [](https://auto.gluon.ai/stable/api/autogluon.tabular.TabularPredictor.html) |
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| MultiModalPredictor | [](https://auto.gluon.ai/stable/tutorials/multimodal/multimodal_prediction/multimodal-quick-start.html) | [](https://auto.gluon.ai/stable/api/autogluon.multimodal.MultiModalPredictor.html) |
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| TimeSeriesPredictor | [](https://auto.gluon.ai/stable/tutorials/timeseries/forecasting-quick-start.html) | [](https://auto.gluon.ai/stable/api/autogluon.timeseries.TimeSeriesPredictor.html) |
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| MultiModalPredictor | [](https://auto.gluon.ai/stable/tutorials/multimodal/multimodal_prediction/multimodal-quick-start.html) | [](https://auto.gluon.ai/stable/api/autogluon.multimodal.MultiModalPredictor.html) |
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## :mag: Resources
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- [Benchmarking Multimodal AutoML for Tabular Data with Text Fields](https://datasets-benchmarks-proceedings.neurips.cc/paper/2021/file/9bf31c7ff062936a96d3c8bd1f8f2ff3-Paper-round2.pdf) (*NeurIPS*, 2021) ([BibTeX](CITING.md#autogluonmultimodal))
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- [XTab: Cross-table Pretraining for Tabular Transformers](https://proceedings.mlr.press/v202/zhu23k/zhu23k.pdf) (*ICML*, 2023)
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- [AutoGluon-TimeSeries: AutoML for Probabilistic Time Series Forecasting](https://arxiv.org/abs/2308.05566) (*AutoML Conf*, 2023) ([BibTeX](CITING.md#autogluontimeseries))
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- [AutoGluon-Multimodal (AutoMM): Supercharging Multimodal AutoML with Foundation Models](https://arxiv.org/pdf/2404.16233) (*AutoML Conf*, 2024) ([BibTeX](CITING.md#autogluonmultimodal))
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- [Multi-layer Stack Ensembles for Time Series Forecasting](https://arxiv.org/abs/2511.15350) (*AutoML Conf*, 2025) ([BibTeX](CITING.md#autogluontimeseries))
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- [Chronos-2: From Univariate to Universal Forecasting](https://arxiv.org/abs/2510.15821) (*Arxiv*, 2025) ([BibTeX](CITING.md#autogluontimeseries))
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### Articles
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- [AutoGluon-TimeSeries: Every Time Series Forecasting Model In One Library](https://towardsdatascience.com/autogluon-timeseries-every-time-series-forecasting-model-in-one-library-29a3bf6879db) (*Towards Data Science*, Jan 2024)
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56
|
-
if context.ndim == 1:
|
|
57
|
-
context = context.unsqueeze(0)
|
|
58
|
-
assert context.ndim == 2
|
|
59
|
-
|
|
60
|
-
return context
|
|
61
|
-
|
|
62
|
-
def predict(
|
|
63
|
-
self,
|
|
64
|
-
context: Union[torch.Tensor, list[torch.Tensor]],
|
|
65
|
-
prediction_length: Optional[int] = None,
|
|
66
|
-
**kwargs,
|
|
67
|
-
):
|
|
68
|
-
"""
|
|
69
|
-
Get forecasts for the given time series.
|
|
70
|
-
|
|
71
|
-
Parameters
|
|
72
|
-
----------
|
|
73
|
-
context
|
|
74
|
-
Input series. This is either a 1D tensor, or a list
|
|
75
|
-
of 1D tensors, or a 2D tensor whose first dimension
|
|
76
|
-
is batch. In the latter case, use left-padding with
|
|
77
|
-
``torch.nan`` to align series of different lengths.
|
|
78
|
-
prediction_length
|
|
79
|
-
Time steps to predict. Defaults to a model-dependent
|
|
80
|
-
value if not given.
|
|
81
|
-
|
|
82
|
-
Returns
|
|
83
|
-
-------
|
|
84
|
-
forecasts
|
|
85
|
-
Tensor containing forecasts. The layout and meaning
|
|
86
|
-
of the forecasts values depends on ``self.forecast_type``.
|
|
87
|
-
"""
|
|
88
|
-
raise NotImplementedError()
|
|
89
|
-
|
|
90
|
-
def predict_quantiles(
|
|
91
|
-
self, context: torch.Tensor, prediction_length: int, quantile_levels: list[float], **kwargs
|
|
92
|
-
) -> tuple[torch.Tensor, torch.Tensor]:
|
|
93
|
-
"""
|
|
94
|
-
Get quantile and mean forecasts for given time series. All
|
|
95
|
-
predictions are returned on the CPU.
|
|
96
|
-
|
|
97
|
-
Parameters
|
|
98
|
-
----------
|
|
99
|
-
context
|
|
100
|
-
Input series. This is either a 1D tensor, or a list
|
|
101
|
-
of 1D tensors, or a 2D tensor whose first dimension
|
|
102
|
-
is batch. In the latter case, use left-padding with
|
|
103
|
-
``torch.nan`` to align series of different lengths.
|
|
104
|
-
prediction_length
|
|
105
|
-
Time steps to predict. Defaults to a model-dependent
|
|
106
|
-
value if not given.
|
|
107
|
-
quantile_levels
|
|
108
|
-
Quantile levels to compute
|
|
109
|
-
|
|
110
|
-
Returns
|
|
111
|
-
-------
|
|
112
|
-
quantiles
|
|
113
|
-
Tensor containing quantile forecasts. Shape
|
|
114
|
-
(batch_size, prediction_length, num_quantiles)
|
|
115
|
-
mean
|
|
116
|
-
Tensor containing mean (point) forecasts. Shape
|
|
117
|
-
(batch_size, prediction_length)
|
|
118
|
-
"""
|
|
119
|
-
raise NotImplementedError()
|
|
120
|
-
|
|
121
|
-
@classmethod
|
|
122
|
-
def from_pretrained(
|
|
123
|
-
cls,
|
|
124
|
-
pretrained_model_name_or_path: Union[str, Path],
|
|
125
|
-
*model_args,
|
|
126
|
-
force=False,
|
|
127
|
-
**kwargs,
|
|
128
|
-
):
|
|
129
|
-
"""
|
|
130
|
-
Load the model, either from a local path or from the HuggingFace Hub.
|
|
131
|
-
Supports the same arguments as ``AutoConfig`` and ``AutoModel``
|
|
132
|
-
from ``transformers``.
|
|
133
|
-
|
|
134
|
-
When a local path is provided, supports both a folder or a .tar.gz archive.
|
|
135
|
-
"""
|
|
136
|
-
from transformers import AutoConfig
|
|
137
|
-
|
|
138
|
-
kwargs.setdefault("resume_download", None) # silence huggingface_hub warning
|
|
139
|
-
if str(pretrained_model_name_or_path).startswith("s3://"):
|
|
140
|
-
from .utils import cache_model_from_s3
|
|
141
|
-
|
|
142
|
-
local_model_path = cache_model_from_s3(str(pretrained_model_name_or_path), force=force)
|
|
143
|
-
return cls.from_pretrained(local_model_path, *model_args, **kwargs)
|
|
144
|
-
|
|
145
|
-
torch_dtype = kwargs.get("torch_dtype", "auto")
|
|
146
|
-
if torch_dtype != "auto" and isinstance(torch_dtype, str):
|
|
147
|
-
kwargs["torch_dtype"] = cls.dtypes[torch_dtype]
|
|
148
|
-
|
|
149
|
-
config = AutoConfig.from_pretrained(pretrained_model_name_or_path, **kwargs)
|
|
150
|
-
is_valid_config = hasattr(config, "chronos_pipeline_class") or hasattr(config, "chronos_config")
|
|
151
|
-
|
|
152
|
-
if not is_valid_config:
|
|
153
|
-
raise ValueError("Not a Chronos config file")
|
|
154
|
-
|
|
155
|
-
pipeline_class_name = getattr(config, "chronos_pipeline_class", "ChronosPipeline")
|
|
156
|
-
class_: Optional[BaseChronosPipeline] = PipelineRegistry.REGISTRY.get(pipeline_class_name) # type: ignore
|
|
157
|
-
if class_ is None:
|
|
158
|
-
raise ValueError(f"Trying to load unknown pipeline class: {pipeline_class_name}")
|
|
159
|
-
|
|
160
|
-
return class_.from_pretrained(pretrained_model_name_or_path, *model_args, **kwargs)
|