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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-small | 0.8516754221042285 | 0.08667817580712385 |
| 3 | ETTm | amazon/chronos-t5-small | 0.6825432730635727 | 0.06076472147001207 |
| 4 | dominick | amazon/chronos-t5-small | 0.8108766032127683 | 0.3368104617474581 |
| 5 | ercot | amazon/chronos-t5-small | 0.564879593858422 | 0.015547628920969682 |
| 6 | exchange_rate | amazon/chronos-t5-small | 1.8143459139100264 | 0.014492477372711763 |
| 7 | m4_quarterly | amazon/chronos-t5-small | 1.2415331521819728 | 0.08383826063189778 |
| 8 | m4_yearly | amazon/chronos-t5-small | 3.738749650935195 | 0.1384514201649314 |
| 9 | m5 | amazon/chronos-t5-small | 0.9368713240675598 | 0.5896066252181699 |
| 10 | monash_australian_electricity | amazon/chronos-t5-small | 1.2241146217392032 | 0.06951399165882449 |
| 11 | monash_car_parts | amazon/chronos-t5-small | 0.8917508090523597 | 1.0314986717260015 |
| 12 | monash_cif_2016 | amazon/chronos-t5-small | 1.0187937383419037 | 0.014633240218233142 |
| 13 | monash_covid_deaths | amazon/chronos-t5-small | 42.298997211368935 | 0.06339512778191682 |
| 14 | monash_fred_md | amazon/chronos-t5-small | 0.4742159923922472 | 0.01486734736993978 |
| 15 | monash_hospital | amazon/chronos-t5-small | 0.709814741753487 | 0.05704674270057172 |
| 16 | monash_m1_monthly | amazon/chronos-t5-small | 1.1723041163998773 | 0.13799049510465802 |
| 17 | monash_m1_quarterly | amazon/chronos-t5-small | 1.8077827825737092 | 0.11323432989795904 |
| 18 | monash_m1_yearly | amazon/chronos-t5-small | 4.739967673537301 | 0.1730738338876877 |
| 19 | monash_m3_monthly | amazon/chronos-t5-small | 0.8856577322724943 | 0.09985251429658573 |
| 20 | monash_m3_quarterly | amazon/chronos-t5-small | 1.278907982396775 | 0.08094041554590593 |
| 21 | monash_m3_yearly | amazon/chronos-t5-small | 3.382470310192457 | 0.157363937435307 |
| 22 | monash_nn5_weekly | amazon/chronos-t5-small | 0.9277396908126303 | 0.08963913763368506 |
| 23 | monash_tourism_monthly | amazon/chronos-t5-small | 1.9251180766131313 | 0.10943962474253494 |
| 24 | monash_tourism_quarterly | amazon/chronos-t5-small | 1.7623454951333655 | 0.06862432764377493 |
| 25 | monash_tourism_yearly | amazon/chronos-t5-small | 3.987690476709746 | 0.19960492460202509 |
| 26 | monash_traffic | amazon/chronos-t5-small | 0.8204223927835267 | 0.2571189517024486 |
| 27 | monash_weather | amazon/chronos-t5-small | 0.8550633590487968 | 0.1479701971025123 |
| 28 | nn5 | amazon/chronos-t5-small | 0.6130789183153671 | 0.16771392719859998 |