tabpfn-time-series 0.1.2__tar.gz → 1.0.0__tar.gz

tabpfn_time_series-1.0.0/.github/workflows/pull_request.yml

@@ -0,0 +1,59 @@
+name: In pull request
+on:
+  pull_request:
+    branches:
+      - main
+      - dev
+
+jobs:
+  check_python_linting:
+    name: Ruff Linting & Formatting
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - uses: chartboost/ruff-action@v1
+        with:
+          src: "./"
+          version: 0.3.3
+      - uses: chartboost/ruff-action@v1
+        with:
+          src: "./"
+          version: 0.3.3
+          args: 'format --check'
+
+  test_compatibility:
+    name: Test Package Compatibility
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [ubuntu-latest, macos-latest, windows-latest]
+        python-version: ["3.10", "3.11", "3.12"]
+    runs-on: ${{ matrix.os }}
+    steps:
+      - uses: actions/checkout@v4
+      
+      - name: Set up Python ${{ matrix.python-version }}
+        uses: actions/setup-python@v5
+        with:
+          python-version: ${{ matrix.python-version }}
+          cache: 'pip'
+          
+      - name: Cache dependencies
+        uses: actions/cache@v3
+        with:
+          path: ~/.cache/pip
+          key: ${{ runner.os }}-pip-${{ matrix.python-version }}-${{ hashFiles('requirements.txt') }}
+          restore-keys: |
+            ${{ runner.os }}-pip-${{ matrix.python-version }}-
+            ${{ runner.os }}-pip-
+          
+      - name: Install dependencies
+        run: |
+          python -m pip install --upgrade pip
+          pip install -r requirements.txt
+
+      - name: Run Tests
+        env:
+          TABPFN_CLIENT_API_KEY: ${{ secrets.TABPFN_CLIENT_API_KEY }}
+        run: |
+          python -m unittest discover -s tests -t tests

tabpfn_time_series-1.0.0/.gitignore

@@ -0,0 +1,6 @@
+*.pyc
+*.DS_Store
+gift_eval/data
+gift_eval/results
+wandb
+results

{tabpfn_time_series-0.1.2 → tabpfn_time_series-1.0.0}/PKG-INFO

@@ -1,7 +1,7 @@
 Metadata-Version: 2.4
 Name: tabpfn_time_series
-Version: 0.1.2
-Summary: Zero-shot time series forecasting with TabPFN
+Version: 1.0.0
+Summary: Zero-shot time series forecasting with TabPFNv2
 Project-URL: Homepage, https://github.com/liam-sbhoo/tabpfn-time-series
 Project-URL: Bug Tracker, https://github.com/liam-sbhoo/tabpfn-time-series/issues
 Author-email: Liam Shi Bin Hoo <hoos@tf.uni-freiburg.de>
@@ -10,28 +10,43 @@ Classifier: License :: OSI Approved :: Apache Software License
 Classifier: Operating System :: OS Independent
 Classifier: Programming Language :: Python :: 3
 Requires-Python: >=3.10
-Requires-Dist: autogluon-timeseries==1.2
-Requires-Dist: gluonts==0.16.0
-Requires-Dist: pandas
-Requires-Dist: tabpfn-client==0.1.1
-Requires-Dist: tabpfn==2.0.0
+Requires-Dist: autogluon-timeseries>=1.2
+Requires-Dist: datasets>=3.3.2
+Requires-Dist: gluonts>=0.16.0
+Requires-Dist: pandas<2.2.0,>=2.1.2
+Requires-Dist: python-dotenv>=1.1.0
+Requires-Dist: pyyaml>=6.0.1
+Requires-Dist: tabpfn-client>=0.1.7
+Requires-Dist: tabpfn>=2.0.9
 Requires-Dist: tqdm
 Provides-Extra: dev
 Requires-Dist: build; extra == 'dev'
 Requires-Dist: jupyter; extra == 'dev'
 Requires-Dist: pre-commit; extra == 'dev'
 Requires-Dist: ruff; extra == 'dev'
+Requires-Dist: submitit>=1.5.2; extra == 'dev'
 Requires-Dist: twine; extra == 'dev'
+Requires-Dist: wandb>=0.19.8; extra == 'dev'
 Description-Content-Type: text/markdown
 
-# Time Series Forecasting with TabPFN
+# TabPFN-TS
 
+> Zero-Shot Time Series Forecasting with TabPFNv2
+
+[![PyPI version](https://badge.fury.io/py/tabpfn-time-series.svg)](https://badge.fury.io/py/tabpfn-time-series)
 [![colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/liam-sbhoo/tabpfn-time-series/blob/main/demo.ipynb)
 [![Discord](https://img.shields.io/discord/1285598202732482621?color=7289da&label=Discord&logo=discord&logoColor=ffffff)](https://discord.com/channels/1285598202732482621/)
-[![arXiv](https://img.shields.io/badge/arXiv-2501.02945-<COLOR>.svg)](https://arxiv.org/abs/2501.02945)
+[![arXiv](https://img.shields.io/badge/arXiv-2501.02945-<COLOR>.svg)](https://arxiv.org/abs/2501.02945v3)
+
+## 📌 News
+- **27-05-2025**: 📝 New **[paper](https://arxiv.org/abs/2501.02945v3)** version and **v1.0.0** release! Strong [GIFT-EVAL](https://huggingface.co/spaces/Salesforce/GIFT-Eval) results, new AutoSeasonalFeatures, improved CalendarFeatures.
+- **27-01-2025**: 🚀 Ranked _**1st**_ on [GIFT-EVAL](https://huggingface.co/spaces/Salesforce/GIFT-Eval) benchmark<sup>[1]</sup>!
+- **10-10-2024**: 🚀 TabPFN-TS [paper](https://arxiv.org/abs/2501.02945v2) accepted to NeurIPS 2024 [TRL](https://table-representation-learning.github.io/NeurIPS2024/) and [TSALM](https://neurips-time-series-workshop.github.io/) workshops!
 
+_[1] Last checked on: 10/03/2025_
 
-We demonstrate that the tabular foundation model **[TabPFN](https://github.com/PriorLabs/TabPFN)**, when paired with minimal featurization, can perform zero-shot time series forecasting. Its performance on point forecasting matches or even slightly outperforms state-of-the-art methods.
+## ✨ Introduction
+We demonstrate that the tabular foundation model **[TabPFNv2](https://github.com/PriorLabs/TabPFN)**, combined with lightweight feature engineering, enables zero-shot time series forecasting for both point and probabilistic tasks. On the **[GIFT-EVAL](https://huggingface.co/spaces/Salesforce/GIFT-Eval)** benchmark, our method achieves performance on par with top-tier models across both evaluation metrics.
 
 ## 📖 How does it work?
 
@@ -41,18 +56,19 @@ Our work proposes to frame **univariate time series forecasting** as a **tabular
 
 Concretely, we:
 1. Transform a time series into a table
-2. Extract features from timestamp and add them to the table
-3. Perform regression on the table using TabPFN
+2. Extract features and add them to the table
+3. Perform regression on the table using TabPFNv2
 4. Use regression results as time series forecasting outputs
 
-For more details, please refer to our [paper](https://arxiv.org/abs/2501.02945) and our [poster](docs/tabpfn-ts-neurips-poster.pdf) (presented at NeurIPS 2024 TRL and TSALM workshops).
+For more details, please refer to our [paper](https://arxiv.org/abs/2501.02945v3).
+ <!-- and our [poster](docs/tabpfn-ts-neurips-poster.pdf) (presented at NeurIPS 2024 TRL and TSALM workshops). -->
 
 ## 👉 **Why gives us a try?**
 - **Zero-shot forecasting**: this method is extremely fast and requires no training, making it highly accessible for experimenting with your own problems.
 - **Point and probabilistic forecasting**: it provides accurate point forecasts as well as probabilistic forecasts.
 - **Support for exogenous variables**: if you have exogenous variables, this method can seemlessly incorporate them into the forecasting model.
 
-On top of that, thanks to **[tabpfn-client](https://github.com/automl/tabpfn-client)** from **[Prior Labs](https://priorlabs.ai)**, you won’t even need your own GPU to run fast inference with TabPFN. 😉 We have included `tabpfn-client` as the default engine in our implementation.
+On top of that, thanks to **[tabpfn-client](https://github.com/automl/tabpfn-client)** from **[Prior Labs](https://priorlabs.ai)**, you won’t even need your own GPU to run fast inference with TabPFNv2. 😉 We have included `tabpfn-client` as the default engine in our implementation.
 
 ## How to use it?
 

tabpfn_time_series-1.0.0/README.md

@@ -0,0 +1,46 @@
+# TabPFN-TS
+
+> Zero-Shot Time Series Forecasting with TabPFNv2
+
+[![PyPI version](https://badge.fury.io/py/tabpfn-time-series.svg)](https://badge.fury.io/py/tabpfn-time-series)
+[![colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/liam-sbhoo/tabpfn-time-series/blob/main/demo.ipynb)
+[![Discord](https://img.shields.io/discord/1285598202732482621?color=7289da&label=Discord&logo=discord&logoColor=ffffff)](https://discord.com/channels/1285598202732482621/)
+[![arXiv](https://img.shields.io/badge/arXiv-2501.02945-<COLOR>.svg)](https://arxiv.org/abs/2501.02945v3)
+
+## 📌 News
+- **27-05-2025**: 📝 New **[paper](https://arxiv.org/abs/2501.02945v3)** version and **v1.0.0** release! Strong [GIFT-EVAL](https://huggingface.co/spaces/Salesforce/GIFT-Eval) results, new AutoSeasonalFeatures, improved CalendarFeatures.
+- **27-01-2025**: 🚀 Ranked _**1st**_ on [GIFT-EVAL](https://huggingface.co/spaces/Salesforce/GIFT-Eval) benchmark<sup>[1]</sup>!
+- **10-10-2024**: 🚀 TabPFN-TS [paper](https://arxiv.org/abs/2501.02945v2) accepted to NeurIPS 2024 [TRL](https://table-representation-learning.github.io/NeurIPS2024/) and [TSALM](https://neurips-time-series-workshop.github.io/) workshops!
+
+_[1] Last checked on: 10/03/2025_
+
+## ✨ Introduction
+We demonstrate that the tabular foundation model **[TabPFNv2](https://github.com/PriorLabs/TabPFN)**, combined with lightweight feature engineering, enables zero-shot time series forecasting for both point and probabilistic tasks. On the **[GIFT-EVAL](https://huggingface.co/spaces/Salesforce/GIFT-Eval)** benchmark, our method achieves performance on par with top-tier models across both evaluation metrics.
+
+## 📖 How does it work?
+
+Our work proposes to frame **univariate time series forecasting** as a **tabular regression problem**.
+
+![How it works](docs/tabpfn-ts-method-overview.png)
+
+Concretely, we:
+1. Transform a time series into a table
+2. Extract features and add them to the table
+3. Perform regression on the table using TabPFNv2
+4. Use regression results as time series forecasting outputs
+
+For more details, please refer to our [paper](https://arxiv.org/abs/2501.02945v3).
+ <!-- and our [poster](docs/tabpfn-ts-neurips-poster.pdf) (presented at NeurIPS 2024 TRL and TSALM workshops). -->
+
+## 👉 **Why gives us a try?**
+- **Zero-shot forecasting**: this method is extremely fast and requires no training, making it highly accessible for experimenting with your own problems.
+- **Point and probabilistic forecasting**: it provides accurate point forecasts as well as probabilistic forecasts.
+- **Support for exogenous variables**: if you have exogenous variables, this method can seemlessly incorporate them into the forecasting model.
+
+On top of that, thanks to **[tabpfn-client](https://github.com/automl/tabpfn-client)** from **[Prior Labs](https://priorlabs.ai)**, you won’t even need your own GPU to run fast inference with TabPFNv2. 😉 We have included `tabpfn-client` as the default engine in our implementation.
+
+## How to use it?
+
+[![colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/liam-sbhoo/tabpfn-time-series/blob/main/demo.ipynb)
+
+The demo should explain it all. 😉