Let me be blunt: Shannon would tell us that time forecasting is bullshit: There is infinitely more entropy in the real world out there than any model can even remotely capture. The world is not minecraft.
Yeah all weather forecasts are just magic
Google's 200M-parameter time-series foundation model with 16k context
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Re: Google's 200M-parameter time-series foundation model with 16k context
#32Here is the link to the blogpost, that actually describe what this is: https://github.com/google-research/timesfm?tab=readme-ov-fil...
Re: Google's 200M-parameter time-series foundation model with 16k context
#33Re: Google's 200M-parameter time-series foundation model with 16k context
#34Earlier quoted context omitted.
What is not generally understood is that these models don’t predict egg prices or inflation in Italy. They decompose a time series into trends, seasonality and residuals. That’s what they are actually modelling. They cannot predict wars in the Middle East influencing inflation unless there is a seasonal pattern(s).
Wars in the middle east seem to have increasingly regular patterns tied to stock market opening hours, unfortunately.
New season of scrubs = new war in the middle east.
Re: Google's 200M-parameter time-series foundation model with 16k context
#35Re: Google's 200M-parameter time-series foundation model with 16k context
#36So the time series are provided with no context? It's just trained on lots of sets of numbers? Then you give it a new set of numbers and it guesses the rest, again with no context? My guess as to how this would work: the machine will first guess from the data alone if this is one of the categories it has already seen/inferred (share prices, google trend cat searches etc.) Then it'll output a plausible completion for…
Re: Google's 200M-parameter time-series foundation model with 16k context
#37I somehow find the concept of a general time series model strange. How can the same model predict egg prices in Italy, and global inflation in a reliable way? And how would you even use this model, given that there are no explanations that help you trust where the prediction comes from…
What is not generally understood is that these models don’t predict egg prices or inflation in Italy. They decompose a time series into trends, seasonality and residuals. That’s what they are actually modelling. They cannot predict wars in the Middle East influencing inflation unless there is a seasonal pattern(s).
Re: Google's 200M-parameter time-series foundation model with 16k context
#38This has been around a few months now, has anyone built anything on it?
So in my opinion it currently falls into a kind of void. If your use case is worth predicting and you put a data scientist on it, you're better off just training cheaper ARIMA models.
Re: Google's 200M-parameter time-series foundation model with 16k context
#39Here is the link to the blogpost, that actually describe what this is: https://github.com/google-research/timesfm?tab=readme-ov-fil...
Wish they gave some numbers for total GPU hours to train this model, seems comparatively tiny when compared to LLMs so interested to know how close this is to something trainable by your average hobbyist/university/small lab
TPUv5e with 16 tensor cores for 2 days for the 200M param model.
Claude reckons this is 60 hours on a 8xA100 rig, so very accessibile compared to LLMs for smaller labs