*Issue #, if available:*
*Description of changes:*
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choice.
*Issue #, if available:*
*Description of changes:* This PR adds the Chronos-2 model.
* Chronos-2 modeling and pipeline code, including tests.
* Updated `pyproject.toml`. Merge `training` and `evaluation` extras
into a single `dev` extra. This stuff is only relevant for the Chronos
models.
* Added `predict_fev` to `BaseChronosPipeline`.
* Changes to `InstanceNorm` for Chronos-Bolt to make it general and
compatible with Chronos-2.
* Minor renaming and polishing in the inference code for Chronos and
Chronos-Bolt.
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---------
Co-authored-by: Oleksandr Shchur <oleks.shchur@gmail.com>
*Issue #, if available:*
*Description of changes:* This PR cleans up eval script by using
`DateTimeIndex.to_period()` instead of the ugly frequency mapping. Not
sure what I was doing before. 🫠
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copy, and redistribute this contribution, under the terms of your
choice.
Co-authored-by: Abdul Fatir Ansari <ansarnd@amazon.de>
*Issue #, if available:* N/A
*Description of changes:* This PR adds support for Chronos-Bolt models.
TODOs:
- [x] Update evaluation script
- [x] Fix and add tests for Bolt
- [x] Update docstrings
- [x] Update README example and mention Chronos-Bolt
- [x] Update results bar plot in README
- [x] Add versions for libraries in `pyproject.toml`
- [x] Check that the training and eval scripts work
- [x] Change `autogluon` -> `amazon` in model names
Post Merge:
- [ ] Update Citation style in README, both Github and HuggingFace repos
- [ ] Remove note about AutoGluon
- [ ] Update READMEs of original Chronos models to refer to Chronos-Bolt
NOTE: To be merged after Chronos-Bolt models are available under the
`amazon` namespace on HF.
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copy, and redistribute this contribution, under the terms of your
choice.
---------
Co-authored-by: Abdul Fatir Ansari <ansarnd@amazon.de>
Co-authored-by: Caner Turkmen <turkmen.ac@gmail.com>
Co-authored-by: Lorenzo Stella <stellalo@amazon.com>
*Description of changes:* Adds generation params to command line options
for the evaluation script.
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copy, and redistribute this contribution, under the terms of your
choice.
*Description of changes:* This PR adds configs and a script to evaluate
Chronos models in the same way as described in the paper.
By submitting this pull request, I confirm that you can use, modify,
copy, and redistribute this contribution, under the terms of your
choice.
Co-authored-by: Abdul Fatir Ansari <ansarnd@amazon.de>