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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-tiny | 0.7941225847155844 | 0.07480860969990633 |
| 3 | ETTm | amazon/chronos-bolt-tiny | 0.6508270995240056 | 0.05440068825429993 |
| 4 | dominick | amazon/chronos-bolt-tiny | 0.876060127216559 | 0.35175949052933253 |
| 5 | ercot | amazon/chronos-bolt-tiny | 0.7309134980173839 | 0.02468604544464515 |
| 6 | exchange_rate | amazon/chronos-bolt-tiny | 1.6857262567077134 | 0.011477224264784112 |
| 7 | m4_quarterly | amazon/chronos-bolt-tiny | 1.2605908919338378 | 0.0789049420017836 |
| 8 | m4_yearly | amazon/chronos-bolt-tiny | 3.7118394116161757 | 0.1286932555969197 |
| 9 | m5 | amazon/chronos-bolt-tiny | 0.9195469670062033 | 0.5634881835998845 |
| 10 | monash_australian_electricity | amazon/chronos-bolt-tiny | 0.8419304693259403 | 0.042040993880313904 |
| 11 | monash_car_parts | amazon/chronos-bolt-tiny | 0.8625579150452282 | 1.0009987800801836 |
| 12 | monash_cif_2016 | amazon/chronos-bolt-tiny | 1.095219642027011 | 0.017550336784241796 |
| 13 | monash_covid_deaths | amazon/chronos-bolt-tiny | 40.674057986280744 | 0.06723714516685976 |
| 14 | monash_fred_md | amazon/chronos-bolt-tiny | 0.6127387450520702 | 0.04747523852271518 |
| 15 | monash_hospital | amazon/chronos-bolt-tiny | 0.6980246281225624 | 0.05864223243167421 |
| 16 | monash_m1_monthly | amazon/chronos-bolt-tiny | 1.1625495971731141 | 0.13142237467151166 |
| 17 | monash_m1_quarterly | amazon/chronos-bolt-tiny | 1.8941765599193754 | 0.09972207844232561 |
| 18 | monash_m1_yearly | amazon/chronos-bolt-tiny | 5.136332694531757 | 0.160331813128038 |
| 19 | monash_m3_monthly | amazon/chronos-bolt-tiny | 0.8744553726704598 | 0.09435519378597752 |
| 20 | monash_m3_quarterly | amazon/chronos-bolt-tiny | 1.364563776692303 | 0.07875066385737857 |
| 21 | monash_m3_yearly | amazon/chronos-bolt-tiny | 3.3685961410254928 | 0.15158076519486274 |
| 22 | monash_nn5_weekly | amazon/chronos-bolt-tiny | 0.9324436794013877 | 0.0847385189968909 |
| 23 | monash_tourism_monthly | amazon/chronos-bolt-tiny | 1.7895936775088157 | 0.1058167042693116 |
| 24 | monash_tourism_quarterly | amazon/chronos-bolt-tiny | 2.095262637810499 | 0.0710732570354461 |
| 25 | monash_tourism_yearly | amazon/chronos-bolt-tiny | 4.042821441327848 | 0.172613367251472 |
| 26 | monash_traffic | amazon/chronos-bolt-tiny | 0.8836032533767518 | 0.2574297134210491 |
| 27 | monash_weather | amazon/chronos-bolt-tiny | 0.8005348255663177 | 0.13111355494466076 |
| 28 | nn5 | amazon/chronos-bolt-tiny | 0.7228248498869763 | 0.1816913098894226 |