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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-t5-mini | 0.789678971785092 | 0.08068969536800001 |
| 3 | ETTm | amazon/chronos-t5-mini | 0.7521219674190734 | 0.06791782942706617 |
| 4 | dominick | amazon/chronos-t5-mini | 0.8207116999488602 | 0.34004499734299765 |
| 5 | ercot | amazon/chronos-t5-mini | 0.5462749489237783 | 0.015035001020343136 |
| 6 | exchange_rate | amazon/chronos-t5-mini | 2.1326718165798657 | 0.015073846769933199 |
| 7 | m4_quarterly | amazon/chronos-t5-mini | 1.271761811062081 | 0.08575942238385105 |
| 8 | m4_yearly | amazon/chronos-t5-mini | 3.7340853642679126 | 0.13938781939783162 |
| 9 | m5 | amazon/chronos-t5-mini | 0.9421556321929742 | 0.5961689098871504 |
| 10 | monash_australian_electricity | amazon/chronos-t5-mini | 1.046297291920238 | 0.05424453772723559 |
| 11 | monash_car_parts | amazon/chronos-t5-mini | 0.8913523483805221 | 1.0174797526818506 |
| 12 | monash_cif_2016 | amazon/chronos-t5-mini | 1.0674111822055679 | 0.016800831829085764 |
| 13 | monash_covid_deaths | amazon/chronos-t5-mini | 43.69727825485175 | 0.08788117644141617 |
| 14 | monash_fred_md | amazon/chronos-t5-mini | 0.46227452519609524 | 0.01871860604459728 |
| 15 | monash_hospital | amazon/chronos-t5-mini | 0.7112593459108532 | 0.05831005112661489 |
| 16 | monash_m1_monthly | amazon/chronos-t5-mini | 1.1756557848450433 | 0.14192178371159841 |
| 17 | monash_m1_quarterly | amazon/chronos-t5-mini | 1.795009199698074 | 0.11760148522768847 |
| 18 | monash_m1_yearly | amazon/chronos-t5-mini | 5.078889706085604 | 0.1882823108615221 |
| 19 | monash_m3_monthly | amazon/chronos-t5-mini | 0.900404391663476 | 0.09935931092075681 |
| 20 | monash_m3_quarterly | amazon/chronos-t5-mini | 1.2604342624229292 | 0.07807204797138119 |
| 21 | monash_m3_yearly | amazon/chronos-t5-mini | 3.4395976709464255 | 0.16085249526114198 |
| 22 | monash_nn5_weekly | amazon/chronos-t5-mini | 0.9459117943913629 | 0.09042762527674755 |
| 23 | monash_tourism_monthly | amazon/chronos-t5-mini | 1.920865545569713 | 0.10791754513335952 |
| 24 | monash_tourism_quarterly | amazon/chronos-t5-mini | 1.7957439111869486 | 0.07514539225156464 |
| 25 | monash_tourism_yearly | amazon/chronos-t5-mini | 4.134958090482728 | 0.2202036957350168 |
| 26 | monash_traffic | amazon/chronos-t5-mini | 0.8546792774237857 | 0.2668831661775284 |
| 27 | monash_weather | amazon/chronos-t5-mini | 0.8607748244159247 | 0.15031866806333247 |
| 28 | nn5 | amazon/chronos-t5-mini | 0.6497211196906223 | 0.17352254058241523 |