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*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. 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> Co-authored-by: Caner Turkmen <turkmen.ac@gmail.com> Co-authored-by: Lorenzo Stella <stellalo@amazon.com>
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| 1 | dataset | model | MASE | WQL |
|---|---|---|---|---|
| 2 | ETTh | amazon/chronos-bolt-small | 0.792521748651108 | 0.07590654063011319 |
| 3 | ETTm | amazon/chronos-bolt-small | 0.6209623928936988 | 0.05056189722606397 |
| 4 | dominick | amazon/chronos-bolt-small | 0.8706134610400587 | 0.34811141409475416 |
| 5 | ercot | amazon/chronos-bolt-small | 0.7562857616685997 | 0.02596064260343696 |
| 6 | exchange_rate | amazon/chronos-bolt-small | 1.774835301692689 | 0.011363548847621512 |
| 7 | m4_quarterly | amazon/chronos-bolt-small | 1.2478142413437487 | 0.07808795122806232 |
| 8 | m4_yearly | amazon/chronos-bolt-small | 3.6925595655002574 | 0.12772564181388502 |
| 9 | m5 | amazon/chronos-bolt-small | 0.9195435643571084 | 0.5668430814831332 |
| 10 | monash_australian_electricity | amazon/chronos-bolt-small | 0.8128424798841111 | 0.041509852162861564 |
| 11 | monash_car_parts | amazon/chronos-bolt-small | 0.8584574663781737 | 1.0074689402521324 |
| 12 | monash_cif_2016 | amazon/chronos-bolt-small | 1.0182471909074982 | 0.01581964877692293 |
| 13 | monash_covid_deaths | amazon/chronos-bolt-small | 36.467595559655145 | 0.0427382859406882 |
| 14 | monash_fred_md | amazon/chronos-bolt-small | 0.6132863794635253 | 0.03730410577241995 |
| 15 | monash_hospital | amazon/chronos-bolt-small | 0.6954489513780618 | 0.058119864671526154 |
| 16 | monash_m1_monthly | amazon/chronos-bolt-small | 1.1277621848099244 | 0.1335656174632902 |
| 17 | monash_m1_quarterly | amazon/chronos-bolt-small | 1.8356144904231688 | 0.09363028483838018 |
| 18 | monash_m1_yearly | amazon/chronos-bolt-small | 5.098146069746402 | 0.15669928873371905 |
| 19 | monash_m3_monthly | amazon/chronos-bolt-small | 0.8685125121306435 | 0.09396568468255145 |
| 20 | monash_m3_quarterly | amazon/chronos-bolt-small | 1.3269103591066727 | 0.07691022995374203 |
| 21 | monash_m3_yearly | amazon/chronos-bolt-small | 3.40993282700627 | 0.1547639821304127 |
| 22 | monash_nn5_weekly | amazon/chronos-bolt-small | 0.9266513350636507 | 0.08452821221908001 |
| 23 | monash_tourism_monthly | amazon/chronos-bolt-small | 1.6106732721197876 | 0.09362336754317802 |
| 24 | monash_tourism_quarterly | amazon/chronos-bolt-small | 1.8357819365308639 | 0.06734337535269994 |
| 25 | monash_tourism_yearly | amazon/chronos-bolt-small | 3.8963100495394194 | 0.16766064312072784 |
| 26 | monash_traffic | amazon/chronos-bolt-small | 0.8598507749866499 | 0.25173786112983054 |
| 27 | monash_weather | amazon/chronos-bolt-small | 0.8020408743877911 | 0.13258563963844888 |
| 28 | nn5 | amazon/chronos-bolt-small | 0.5833047644729239 | 0.15066847836762787 |