diff --git a/benchmarks/fev_bench/models.yaml b/benchmarks/fev_bench/models.yaml index 3a5741f..7bf2ec1 100644 --- a/benchmarks/fev_bench/models.yaml +++ b/benchmarks/fev_bench/models.yaml @@ -268,3 +268,11 @@ stat_ensemble: model_type: statistical zero_shot: false commercial_use: true + +TimeRSI: + display_name: TimeRSI-1.0 + organization: "GaTech & SamayLabs" + url: https://github.com/haoxin1998/TimeRSI4FevBench + model_type: closed-api + zero_shot: false + commercial_use: false diff --git a/benchmarks/fev_bench/results/TimeRSI.csv b/benchmarks/fev_bench/results/TimeRSI.csv new file mode 100644 index 0000000..7be864a --- /dev/null +++ b/benchmarks/fev_bench/results/TimeRSI.csv @@ -0,0 +1,101 @@ +task_name,model_name,model_class,dataset_path,dataset_config,horizon,num_windows,initial_cutoff,window_step_size,min_context_length,max_context_length,seasonality,eval_metric,extra_metrics,quantile_levels,id_column,timestamp_column,target,generate_univariate_targets_from,known_dynamic_columns,past_dynamic_columns,static_columns,model_kwargs,test_error,SQL,MASE,WAPE,WQL,num_forecasts,fev_version,training_time_s,inference_time_s,trained_on_this_dataset,dataset_fingerprint +proenfo_gfc17,TimeRSI,timersi,autogluon/fev_datasets,proenfo_gfc17,168,20,-3360,168,1,,24,SQL,"['MASE', {'name': 'WAPE', 'epsilon': 1.0}, {'name': 'WQL', 'epsilon': 1.0}]","[0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]",id,timestamp,target,,['airtemperature'],[],[],{},0.3653806669537396,0.3653806669537396,0.4611280580023625,0.0294753101846531,0.0233157722492365,160,0.11.0.dev0,10349.692778201774,7458.501813832205,False,eba07ba0bb45e5dc 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+"""TimeRSI's full search and chronological composition, from its standalone package.""" + +import os + +from timersi_u1.fev_adapter import TimeRSIConfig +from timersi_u1.task_process import fit_predict + +from fev.model import ForecastingModel + + +class TimeRSIModel(ForecastingModel): + model_name = "timersi" + trained_on_datasets = [] + + def __init__( + self, + checkpoint_path="google/timesfm-3.0-pytorch", + vertex_project=None, + run_root="timersi-runs", + ): + super().__init__() + self.config = TimeRSIConfig( + checkpoint_path=checkpoint_path, + vertex_project=vertex_project or os.environ.get("TIMERSI_VERTEX_PROJECT"), + run_root=run_root, + ) + + def _fit_predict(self, task): + forecasts, timing, _ = fit_predict(task, self.config) + self.training_time = timing["training_time_s"] + self.inference_time = timing["inference_time_s"] + return forecasts diff --git a/models/timersi/requirements.txt b/models/timersi/requirements.txt new file mode 100644 index 0000000..3e7932e --- /dev/null +++ b/models/timersi/requirements.txt @@ -0,0 +1,2 @@ +timersi-fevbench @ git+https://github.com/haoxin1998/TimeRSI4FevBench.git@df9dabb9122859e14c965f1f1b6e517c0e0e3c1f +timesfm[torch] @ git+https://github.com/google-research/timesfm.git@45e0a3bc7fc4acef17b7ba7910488be2159bae5f