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Google's 200M-parameter time-series foundation model with 16k context

Google's 200M-parameter time-series foundation model with 16k context

codepawl

Comments (60)

  • EmilStenstrom
    I 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…
  • konschubert
    Let's say I have long time series of past solar irradiation and long time series of past weather forecasts. Can this model make use of weather forecasts for time X in the future to predict electricity prices in the future?That is, can it use one time series at time X to predict another time series at time X?Or is this strictly about finding patterns WITHIN a time series.
  • kuu
    It would be nice to add (2024) to the title, this is not news (see: https://research.google/blog/a-decoder-only-foundation-model...)
  • pplonski86
    Can someone explain ELI5 how it does work? and how many data points it can read?
  • wiradikusuma
  • dash2
    So 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 the category.That doesn't seem as if it will work well for any categories outside the training data. I would rather just use either a simple model (ARIMA or whatever) or a theoretically-informed model. But what do I know.
  • EmilStenstrom
    Here is the link to the blogpost, that actually describe what this is: https://github.com/google-research/timesfm?tab=readme-ov-fil...
  • ra
    This has been around a few months now, has anyone built anything on it?
  • Foobar8568
    Somehow I missed that one. Are there any competition on this?I always had difficulties with ML and time series, I'll need to try that out.
  • raghavMultilipi
    This has been around a few months now, has anyone built anything on it?
  • croemer
    (2024)
  • emsign
    Can this finally break the stock markets?
  • jdthedisciple
    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.
  • charlotte12345
    [dead]