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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-large | 0.78160443631164 | 0.07884375667736107 |
| 3 | ETTm | amazon/chronos-t5-large | 0.7325919639389967 | 0.06656858270921162 |
| 4 | dominick | amazon/chronos-t5-large | 0.8200108271155829 | 0.3311575649734524 |
| 5 | ercot | amazon/chronos-t5-large | 0.6050812633742764 | 0.01822996942395577 |
| 6 | exchange_rate | amazon/chronos-t5-large | 2.3439287001928744 | 0.014841231672174684 |
| 7 | m4_quarterly | amazon/chronos-t5-large | 1.2169666607868148 | 0.08235162400898562 |
| 8 | m4_yearly | amazon/chronos-t5-large | 3.5524979814018947 | 0.1325675848907479 |
| 9 | m5 | amazon/chronos-t5-large | 0.9422990989146737 | 0.585615077637479 |
| 10 | monash_australian_electricity | amazon/chronos-t5-large | 1.480849838497958 | 0.07973968848149568 |
| 11 | monash_car_parts | amazon/chronos-t5-large | 0.901547374873302 | 1.0467398096496576 |
| 12 | monash_cif_2016 | amazon/chronos-t5-large | 0.9906388185665337 | 0.011966178555329998 |
| 13 | monash_covid_deaths | amazon/chronos-t5-large | 44.07354193681227 | 0.06108999981222163 |
| 14 | monash_fred_md | amazon/chronos-t5-large | 0.5184400880318044 | 0.01675533888399231 |
| 15 | monash_hospital | amazon/chronos-t5-large | 0.7055308474630898 | 0.0552450850258613 |
| 16 | monash_m1_monthly | amazon/chronos-t5-large | 1.0888995301234758 | 0.12729911122909737 |
| 17 | monash_m1_quarterly | amazon/chronos-t5-large | 1.7477134564031453 | 0.10618253695380094 |
| 18 | monash_m1_yearly | amazon/chronos-t5-large | 4.250667049416348 | 0.17128879333643188 |
| 19 | monash_m3_monthly | amazon/chronos-t5-large | 0.8559326975903808 | 0.09572577431396007 |
| 20 | monash_m3_quarterly | amazon/chronos-t5-large | 1.1867267751420676 | 0.07449254281607631 |
| 21 | monash_m3_yearly | amazon/chronos-t5-large | 3.0239493021840635 | 0.14814710375646464 |
| 22 | monash_nn5_weekly | amazon/chronos-t5-large | 0.9228721852437364 | 0.08948447200571868 |
| 23 | monash_tourism_monthly | amazon/chronos-t5-large | 1.7304427846580348 | 0.09983169221760163 |
| 24 | monash_tourism_quarterly | amazon/chronos-t5-large | 1.6437184365114073 | 0.0690906057781915 |
| 25 | monash_tourism_yearly | amazon/chronos-t5-large | 3.6268503118928535 | 0.17732007043832695 |
| 26 | monash_traffic | amazon/chronos-t5-large | 0.7985975530866148 | 0.25313515740581755 |
| 27 | monash_weather | amazon/chronos-t5-large | 0.8187388457436171 | 0.1387756772600068 |
| 28 | nn5 | amazon/chronos-t5-large | 0.5755260854173723 | 0.15733693855465292 |