Chronos: Learning the Language of Time Series
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Re: Chronos: Learning the Language of Time Series
#2Doesn't cite TimesFM for some reason. Maybe the latter was published after this paper went camera-ready? https://blog.research.google/2024/02/a-decoder-only-foundati...
Re: Chronos: Learning the Language of Time Series
#3I do not have a horse in the race, but it is interesting to see open source comparisons to traditional timeseries strategies: https://github.com/Nixtla/nixtla/tree/main/experiments/amazo...
In general, the M-Competitions (https://forecasters.org/resources/time-series-data/), the olympics of timeseries forecasting, have proven frustrating for ML methods... linear models do shockingly well and the ML models that have won, generally seem to be variants of older tree-based methods (ie. LightGBM is a favorite).
Will be interesting to see whether the Transformer architecture ends up making real progress here.
Re: Chronos: Learning the Language of Time Series
#4Chronos is probably overkill for what I am looking to do with time series data. I just did an Ask HN on time series[0] but unfortunately didn't get the replies I was hoping for. Maybe this thread can get the bump I need:
I inherited a large time series JSON dataset in 2024. I've been successful in using the Observable Framework[1] by writing a Rust (rust-script) data loader[2] to parse and plot simple line charts[3] to visually see the data. There are hundreds of graphs over years of data so I would like to identify what graphs I should be paying attention to. My initial thought is to calculate metrics on each graph such as:
- Variability: how "spread out" are the data points from one another?
- Trend: direction of data path, up or down?
- Slope: are the data points increasing or decreasing?
- Level: where are the data points on the vertical axis?
[1] https://observablehq.com/framework/
[2] https://observablehq.com/framework/loaders
[3] https://observablehq.com/@observablehq/plot-simple-line-char...
edit: the x-axis is Time while the y-axis can be values such as duration, frequency, intervals
Re: Chronos: Learning the Language of Time Series
#5I do not have a horse in the race, but it is interesting to see open source comparisons to traditional timeseries strategies: https://github.com/Nixtla/nixtla/tree/main/experiments/amazo... In general, the M-Competitions ( https://forecasters.org/resources/time-series-data/ ), the olympics of timeseries forecasting, have proven frustrating for ML methods... linear models do shockingly well and the ML models that have…
Are these models high risk because of their lack of interpratability? Specialized models like temporal fusion transformers attempt to solve this but in practice I'm seeing folks torn apart when defending transformers against model risk committees within organizations that are mature enough to have them.
Re: Chronos: Learning the Language of Time Series
#6Chronos is probably overkill for what I am looking to do with time series data. I just did an Ask HN on time series[0] but unfortunately didn't get the replies I was hoping for. Maybe this thread can get the bump I need: I inherited a large time series JSON dataset in 2024. I've been successful in using the Observable Framework[1] by writing a Rust (rust-script) data loader[2] to parse and plot simple line charts[3]…
When you ask what data should be paying attention to, that should be depends on your objective. Do you want to predict something? Identify anomalies? In the end, what matters is understanding the meaning and relations of these data, rather than throwing them in to some ML framework and hoping to get something out.
Re: Chronos: Learning the Language of Time Series
#7Chronos is probably overkill for what I am looking to do with time series data. I just did an Ask HN on time series[0] but unfortunately didn't get the replies I was hoping for. Maybe this thread can get the bump I need: I inherited a large time series JSON dataset in 2024. I've been successful in using the Observable Framework[1] by writing a Rust (rust-script) data loader[2] to parse and plot simple line charts[3]…
When you ask what data should be paying attention to, that should be depends on your objective. Do you want to predict something? Identify anomalies? In the end, what matters is understanding the meaning and relations of these data, rather than throwing them in to some ML framework and hoping to get something out.
Prediction and anomalies are not objectives but of the 4 listed, I would say the primary objective is identifying a trend in the data to know whether the data is moving in a specific direction—increasing or decreasing in value.
I already added linear regression marks that draws linear regression lines with confidence bands[1] to my Observable plots but they do not give me a “value” so I need to manually look at the graphs and read the red line.
Re: Chronos: Learning the Language of Time Series
#8I do not have a horse in the race, but it is interesting to see open source comparisons to traditional timeseries strategies: https://github.com/Nixtla/nixtla/tree/main/experiments/amazo... In general, the M-Competitions ( https://forecasters.org/resources/time-series-data/ ), the olympics of timeseries forecasting, have proven frustrating for ML methods... linear models do shockingly well and the ML models that have…
Is there a way to directly train transformer models to output embeddings that could help tree based models downstream? For tabular data tree based models seems to be the best but I feel like foundational models could help them in some way
Re: Chronos: Learning the Language of Time Series
#9Chronos is probably overkill for what I am looking to do with time series data. I just did an Ask HN on time series[0] but unfortunately didn't get the replies I was hoping for. Maybe this thread can get the bump I need: I inherited a large time series JSON dataset in 2024. I've been successful in using the Observable Framework[1] by writing a Rust (rust-script) data loader[2] to parse and plot simple line charts[3]…
I always worked in R for time series analysis. This cookbook has everything you would need for a plan to analyze a time series [0] and this book provides a strong base and understanding while being focus on forecasting. [1] Have fun !
[0] https://rc2e.com/timeseriesanalysis [1] https://otexts.com/fpp2/
Re: Chronos: Learning the Language of Time Series
#10Chronos is probably overkill for what I am looking to do with time series data. I just did an Ask HN on time series[0] but unfortunately didn't get the replies I was hoping for. Maybe this thread can get the bump I need: I inherited a large time series JSON dataset in 2024. I've been successful in using the Observable Framework[1] by writing a Rust (rust-script) data loader[2] to parse and plot simple line charts[3]…
I always worked in R for time series analysis. This cookbook has everything you would need for a plan to analyze a time series [0] and this book provides a strong base and understanding while being focus on forecasting. [1] Have fun ! [0] https://rc2e.com/timeseriesanalysis [1] https://otexts.com/fpp2/
> https://otexts.com/fpp2/
Third edition: https://otexts.com/fpp3/