nanoforecast 0.2.0__tar.gz

nanoforecast-0.2.0/LICENSE

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nanoforecast-0.2.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: nanoforecast
+Version: 0.2.0
+Summary: Ultra-lightweight time series foundation model architecture (200K-1.6M params) with streaming inference and Hugging Face Hub integration.
+Author: NanoForecast Contributors, Eulogik (https://eulogik.com)
+License: Apache-2.0
+Project-URL: Homepage, https://github.com/eulogik/NanoForecast
+Project-URL: Repository, https://github.com/eulogik/NanoForecast
+Project-URL: Issues, https://github.com/eulogik/NanoForecast/issues
+Classifier: Development Status :: 3 - Alpha
+Classifier: Intended Audience :: Science/Research
+Classifier: License :: OSI Approved :: Apache Software License
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Topic :: Scientific/Engineering :: Artificial Intelligence
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: torch<3.0,>=2.0
+Requires-Dist: numpy<3.0,>=1.24
+Requires-Dist: pandas<3.0,>=1.5
+Requires-Dist: requests>=2.28
+Requires-Dist: huggingface_hub>=0.20
+Provides-Extra: onnx
+Requires-Dist: onnx>=1.14; extra == "onnx"
+Requires-Dist: onnxruntime>=1.15; extra == "onnx"
+Provides-Extra: spaces
+Requires-Dist: gradio>=4.0; extra == "spaces"
+Requires-Dist: plotly>=5.0; extra == "spaces"
+Provides-Extra: deploy
+Requires-Dist: fastapi>=0.110.0; extra == "deploy"
+Requires-Dist: uvicorn[standard]>=0.27.0; extra == "deploy"
+Requires-Dist: python-multipart>=0.0.6; extra == "deploy"
+Provides-Extra: dev
+Requires-Dist: pytest>=7.0; extra == "dev"
+Requires-Dist: ruff>=0.1.0; extra == "dev"
+Dynamic: license-file
+
+# 🔮 NanoForecast
+
+**World's most deployable time series transformer**
+
+[![HF Spaces](https://img.shields.io/badge/🤗%20Hugging%20Face-Space-yellow)](https://huggingface.co/spaces/eulogik/nanoforecast)
+[![HF Model](https://img.shields.io/badge/🤗%20Model-nanoforecast--500k-blue)](https://huggingface.co/eulogik/nanoforecast-500k)
+[![License](https://img.shields.io/badge/License-Apache_2.0-green.svg)](./LICENSE)
+[![Python 3.9+](https://img.shields.io/badge/python-3.9+-blue.svg)](./pyproject.toml)
+[![Eulogik](https://img.shields.io/badge/by-Eulogik-purple)](https://eulogik.com)
+
+NanoForecast is a **tiny, fast, deployable** time series forecasting model. Unlike foundation models that require GPUs and terabytes of data, NanoForecast:
+
+- **Trains on your data in 2 minutes** — `python3 train_from_csv.py --csv sales.csv --target revenue`
+- **Streams forecasts online** — the only TS model where you can feed one value at a time
+- **Runs on a Raspberry Pi** (<50ms inference on ARM)
+- **Exports to 1.4 MB ONNX** (Edge/IoT/browser ready)
+- **Fully Apache 2.0** — no strings attached
+
+It's **not** a foundation model. It's not going to beat TimesFM on benchmarks. What it does is **actually ship to production**.
+
+---
+
+## Quick Start
+
+### Train on your own data (primary path)
+
+```bash
+python3 train_from_csv.py --csv my_data.csv --target sales --horizon 48
+```
+
+That's it. You get a saved model checkpoint + forecast CSV. No GPU, no cloud.
+
+> Built by [Eulogik](https://eulogik.com) — deployable AI for the real world.
+
+### Or use the pretrained model
+
+```bash
+pip install nanoforecast
+```
+
+```python
+import numpy as np
+from nanoforecast import NanoForecast
+
+model = NanoForecast.from_pretrained("eulogik/nanoforecast-500k")
+
+context = np.sin(np.linspace(0, 8*np.pi, 256)) + 0.1 * np.random.randn(256)
+result = model.predict(context, horizon=48, freq=1)
+forecast = result["forecast"][0]  # shape (48,)
+```
+
+## Streaming / Online Inference (unique to NanoForecast)
+
+NanoForecast's DeltaNet RNN architecture maintains a recurrent state across calls — no other TS model does this.
+
+```python
+# Initial forecast + state
+result = model.predict(context, horizon=48, return_state=True)
+state = result.pop("state")
+
+# Stream new observations one at a time
+for new_val in incoming_data_stream:
+    result = model.predict_step(new_val, state, horizon=48)
+    print(result["forecast"][0, :5])  # updated forecast instantly
+```
+
+Each call preserves the DeltaNet's memory of all past data. Use it for:
+- **Real-time IoT sensor monitoring**
+- **Live financial tick data**
+- **Interactive dashboards**
+
+## Try It Now
+
+[![Open in HF Spaces](https://img.shields.io/badge/🤗%20Open%20in%20Spaces-blueviolet)](https://huggingface.co/spaces/eulogik/nanoforecast)
+
+Upload a CSV, set your horizon, get a forecast + prediction intervals + decomposition plot. No code required.
+
+## Features
+
+| Feature | Details |
+|---|---|---|
+| **Architecture** | LongConv + DeltaNet RNN + gated router + MLP blocks |
+| **Parameters** | ~200K–700K (tiny) |
+| **Outputs** | Point forecast + 5 quantiles (p10/p25/p50/p75/p90) + trend/seasonal/residual decomposition |
+| **Context** | 256 timesteps |
+| **Horizon** | Any length (trained on 48) |
+| **Frequency** | Hourly / Daily / Weekly / Monthly |
+| **Deploy targets** | CPU, ARM, Raspberry Pi, Lambda, iOS, browser (via ONNX.js) |
+| **Streaming inference** | Stateful RNN — feed one value at a time, no re-processing |
+| **Train on your data** | `train_from_csv.py` — 2 min on a laptop, no GPU |
+
+## Deploy
+
+### FastAPI Server
+
+```bash
+pip install nanoforecast fastapi uvicorn python-multipart
+python3 deploy/fastapi_server.py
+# → http://localhost:8000/docs
+```
+
+```bash
+curl -X POST http://localhost:8000/predict \
+  -d "context=[1.0,2.0,3.0,...]" \
+  -d "horizon=48" \
+  -d "freq=1"
+```
+
+### Docker
+
+```bash
+docker build -t nanoforecast -f deploy/Dockerfile .
+docker run -p 8000:8000 nanoforecast
+```
+
+### ONNX (Edge / IoT)
+
+```bash
+pip install "nanoforecast[onnx]"
+python3 -m nanoforecast.export.onnx_export \
+    --checkpoint <checkpoint-dir> \
+    --output nanoforecast.onnx
+```
+
+Then load with onnxruntime on any platform:
+
+```python
+import onnxruntime as ort
+session = ort.InferenceSession("nanoforecast.onnx")
+forecast = session.run(None, {"input": context_numpy})
+```
+
+---
+
+## Repository layout
+
+```
+nanoforecast/
+  config.py              # NanoForecastConfig dataclass
+  model/                 # core architecture
+    blocks.py            # LongConv, DeltaNet, GatedMLP, GatedRouter
+    heads.py             # point, quantile (monotonic), anomaly, decomposition
+    core.py              # NanoForecast nn.Module
+    utils.py             # scaler, patching, freq prefix, positional encoding
+  train/
+    loss.py              # multi-task loss (point + quantile + anomaly + smooth)
+    trainer.py           # OneCycleLR trainer with MPS / CUDA / CPU support
+  data/
+    generator.py         # synthetic time series generator
+    pipeline.py          # dataset + resolution-aware batch sampler
+    real_datasets.py     # ETTh1/2, ETTm1, exchange_rate, electricity, traffic loaders
+  evaluation/
+    benchmark.py         # MASE, sMAPE, MSE, MAE, CRPS, coverage
+  export/
+    onnx_export.py       # FP32 + dynamic INT8 ONNX export
+  hub.py                 # save_pretrained / from_pretrained / predict mixin
+gradio_app.py            # Hugging Face Space (upload CSV → forecast plot)
+demo.py                  # one-liner demo: python3 demo.py
+deploy/                  # FastAPI server + Docker
+  fastapi_server.py
+  Dockerfile
+  requirements.txt
+pretrain.py              # real + synthetic pretraining CLI
+benchmark.py             # multi-dataset benchmark CLI
+push_to_hub.py           # publish a checkpoint to the HF Hub
+run_pipeline.py          # synthetic-only smoke pipeline (legacy)
+train_from_csv.py        # train on your own CSV (primary user path)
+tests/                   # unit + smoke tests
+```
+
+---
+
+## Architecture
+
+```
+Raw Context  ->  Robust Scaling & Patching  ->  Resolution Prefix Token
+                                                  |
+                                                  v
+                              Sequence Mixing Blocks (x N)
+                                - LongConv (global periodicity)
+                                - DeltaNet RNN (local dependencies)
+                                - Gated Router & MLP (dynamic blend)
+                                                  |
+                                                  v
+                            Multi-Task Heads (single forward pass)
+                              - Point forecast
+                              - Monotonic quantiles (p10..p90)
+                              - Context reconstruction (anomaly)
+                              - Trend / Seasonality decomposition
+```
+
+| Preset | d_model | Layers | Patch | Parameters | FP32 size |
+|---|---:|---:|---:|---:|---:|
+| `nano-200k` | 32 | 4 | 8 | ~676K | ~2.7 MB |
+| `nano-500k` | 64 | 8 | 8 | ~1.6M | ~6.4 MB |
+| `nano-1m` (v0.3) | 96 | 8 | 8 | ~3.6M | ~14 MB |
+
+### Design notes
+
+- **Instance Robust Scaler** (median / IQR) makes the model robust to outliers.
+- **Monotonic quantile head** guarantees p10 ≤ p25 ≤ p50 ≤ p75 ≤ p90.
+- **Conservation identity**: trend + seasonal + residual ≡ point forecast.
+- **ONNX exportable** with a drop-in RMSNorm replacement.
+
+---
+
+## Train Your Own
+
+```bash
+python3 pretrain.py \
+  --datasets ETTh1,ETTh2,exchange_rate,electricity \
+  --epochs 50 \
+  --batch-size 64 \
+  --device cpu \
+  --output checkpoints/nanoforecast-my-data
+```
+
+## Benchmarking
+
+```bash
+python3 benchmark.py \
+  --checkpoint <checkpoint-dir> \
+  --datasets ETTh1,ETTh2,ETTm1,exchange_rate \
+  --max-windows 64 \
+  --output results/benchmark.json
+```
+
+## Publishing to HF Hub
+
+```bash
+huggingface-cli login
+python3 push_to_hub.py \
+  --checkpoint <checkpoint-dir> \
+  --repo-id your-username/nanoforecast-500k \
+  --benchmark-json results/benchmark.json
+```
+
+---
+
+## Benchmarks
+
+### v0.3 (d_model=96, 6.5M params, context=512, 200 epochs, Colab T4)
+
+| Dataset | MASE | sMAPE (%) | MAE | CRPS |
+|---:|---:|---:|---:|---:|
+| ETTh1 | **1.95** | 12.06 | 1.30 | 1.05 |
+| ETTh2 | **2.74** | 10.47 | 2.46 | 1.99 |
+| ETTm1 | **2.17** | 10.70 | 0.72 | 0.65 |
+| exchange_rate | **7.44** | 1.72 | 0.011 | 0.014 |
+| electricity | **1.29** | 4.76 | 158.30 | 175.24 |
+| traffic | **0.81** | 24.00 | 0.004 | 0.003 |
+| **Overall** | **2.73** | 10.62 | 27.13 | 29.83 |
+
+### v0.2 (d_model=64, 1.6M params, context=256, 100 epochs, Mac Mini M4)
+
+| Dataset | MASE | sMAPE (%) | MAE | CRPS |
+|---:|---:|---:|---:|---:|
+| ETTh1 | **3.34** | 25.13 | 2.40 | 1.80 |
+| ETTh2 | **3.71** | 17.65 | 3.21 | 2.52 |
+| ETTm1 | **3.58** | 17.22 | 1.17 | 1.00 |
+| exchange_rate | **7.31** | 1.63 | 0.010 | 0.009 |
+| electricity | **1.54** | 5.65 | 189.75 | 187.26 |
+| traffic | **1.25** | 44.80 | 0.006 | 0.006 |
+| **Overall** | **3.45** | 18.68 | 32.76 | 32.10 |
+
+### v0.3 vs v0.2 comparison
+
+| Dataset | v0.2 | v0.3 | Improvement |
+|---:|---:|---:|---|
+| ETTh1 | 3.34 | **1.95** | ↓ 42% |
+| ETTh2 | 3.71 | **2.74** | ↓ 26% |
+| ETTm1 | 3.58 | **2.17** | ↓ 39% |
+| exchange_rate | 7.31 | 7.44 | ↑ 2% |
+| electricity | 1.54 | **1.29** | ↓ 16% |
+| traffic | 1.25 | **0.81** | ↓ 35% |
+| **Overall** | **3.45** | **2.73** | **↓ 21%** |
+
+v0.3 beats v0.2 on 5 of 6 datasets. Larger model (6.5M vs 1.6M) and longer context (512 vs 256) provide significant accuracy gains on ETTh1/ETTh2/ETTm1. Exchange rate (volatile FX) slightly regresses.
+
+---
+
+## Known limitations
+
+| Issue | Status |
+|---|---|
+| **Accuracy** | Modest vs SOTA (MASE ~2.73 overall for v0.3). Good enough for prototypes, not production forecasting at scale. |
+| **Training** | Multi-dataset mixing (v0.3: 6 real + 10K synthetic, 200 epochs). |
+| **Context** | Fixed 256 — longer history is truncated. |
+| **Channels** | Univariate by default; multivariate support is per-dimension independent. |
+| **Edge cases** | NaN values, missing timestamps, irregularly-sampled data not handled automatically. |
+
+This is a **developer tool**, not a research paper. It prioritizes deployability over accuracy.
+
+## Roadmap
+
+| Version | Focus | Timeline |
+|---|---|---|
+| v0.1 | Deployable MVP — train, predict, export, deploy | ✅ Done |
+| v0.2 | Streaming inference + train-from-CSV CLI + multi-dataset training (Mac Mini) | ✅ Done |
+| v0.3 | Colab T4 training (larger model, more data) + ONNX.js browser demo | TBD |
+| v0.4 | OpenRouter API — $0.001/forecast | TBD |
+
+## Why "NanoForecast"?
+
+Because forecasting models shouldn't require:
+- A $30K GPU
+- 100 GB of training data
+- 12 dependencies that break every release
+- A team of PhDs to deploy
+
+You should be able to train a forecasting model on your laptop, deploy it to a Raspberry Pi, and have it running in production before lunch.
+
+## License
+
+Apache 2.0. See [LICENSE](./LICENSE).
+
+---
+
+Built by [Eulogik](https://eulogik.com) — deployable AI for the real world.