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1st integration with TimeGPT-1 (Beta), from Nixtla #5292

Merged
merged 27 commits into from
Aug 25, 2023
Merged

1st integration with TimeGPT-1 (Beta), from Nixtla #5292

merged 27 commits into from
Aug 25, 2023

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DidierRLopes
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Description

  • Summary of the change / bug fix.

Integrate the new TimeGPT-1 (Beta) model from Nixtla.

  • Screenshot of the feature or the bug before/after fix, if applicable.

image

  • Relevant motivation and context.

TimeGPT-1 (Beta) is a new model that is early alpha from Nixtla. It was trained on the largest collection of data in history – over 100 billion rows of financial, weather, energy, and web data – and democratizes the power of time-series analysis.

  • List any dependencies that are required for this change.

nixtlats

How has this been tested?

  • Please describe the tests that you ran to verify your changes.

Tested multiple commands with different time series.

  • Need to try more different time series, to check all edge cases are handled
  • Need to test providing more than one time series
  • Provide instructions so we can reproduce.
  • Make sure affected commands still run in terminal
  • Ensure the SDK still works

Checklist:

Others

  • I have performed a self-review of my own code.
  • I have commented my code, particularly in hard-to-understand areas.

@DidierRLopes DidierRLopes added the feat L Large T-Shirt size Feature label Aug 7, 2023
@reviewpad reviewpad bot added feat M Medium T-Shirt size feature and removed feat L Large T-Shirt size Feature labels Aug 7, 2023
@jmaslek
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jmaslek commented Aug 8, 2023

  • nixtlats not added to reqs
  • api-key guide not updated in website/

@jmaslek jmaslek changed the base branch from develop to release/3.2.1 August 9, 2023 19:25
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jmaslek commented Aug 9, 2023

So I loaded in an example stock load, (K0 ticker), which is saved to k0

Running the following:

2023 Aug 09, 15:42 (🐛) /forecast/ $ timegpt -d k0 --targetcol close --freq D --timecol date --ci 60,80

There was an error connecting to the API. Please try again later.

Error: list indices must be integers or slices, not str

In debug mode, it says a 500 error code from nixtla?

If I dont specify the --ci flag, teh default values give errors on is_integer:

2023 Aug 09, 15:43 (🐛) /forecast/ $ timegpt -d k0 --targetcol close --freq D --timecol date

Error: 'int' object has no attribute 'is_integer'

Could also use a better help message on --targetcol and --timecol, as not specifying them just defauklts to twice printed error:

2023 Aug 09, 15:44 (🐛) /forecast/ $ timegpt -d k0 --targetcol close --freq D

Error: 'ds'

Error: 'ds'

@jmaslek jmaslek changed the base branch from release/3.2.1 to develop August 9, 2023 20:35
@DidierRLopes
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Nice, thanks for feedback! @jmaslek

The API is in constant development by Azul (@FedericoGarza ) from Nixtla's team - were you using latest version?

When I see these "There was an error connecting to the API. Please try again later." it's usually on their side, and so it's important to know what args we are sending so they can replicate.

@DidierRLopes
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Screenshot 2023-08-09 at 3 21 25 PM

@jmaslek seems you were running an old version, had no problems with ko.

@DidierRLopes
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Fixed the other 2 issues you found:

Screenshot 2023-08-09 at 3 59 37 PM Screenshot 2023-08-09 at 4 04 33 PM

DidierRLopes and others added 16 commits August 9, 2023 16:05
@DidierRLopes
fix some bugs
96f5bc6
@jmaslek
remove twitter functions
005e3ed
@jmaslek
remove twitter functions and all references to it
93bc216
@DidierRLopes
start work to integrate date features
44aa5a3
@DidierRLopes
Merge branch 'develop' into feature/timegpt
861e4d1
@DidierRLopes
add date_features to timegpt
71fe3e4
@jmaslek
Merge branch 'develop' of https://github.com/OpenBB-finance/OpenBBTer…
384c39c 
…minal into develop
@jmaslek
remove twitter functions
6502a35
@jmaslek
remove twitter functions and all references to it
393db2f
@jmaslek
Merge branch 'develop' of https://github.com/jmaslek/OpenBBTerminal i…
7555a4b 
…nto develop
@jmaslek
Merge branch 'develop' of https://github.com/OpenBB-finance/OpenBBTer…
88e09ce 
…minal into develop
@jmaslek
Merge branch 'develop' of https://github.com/OpenBB-finance/OpenBBTer…
ceb91d1 
…minal into develop
@jmaslek
Merge branch 'develop' of https://github.com/OpenBB-finance/OpenBBTer…
f540333 
…minal into develop
@jmaslek
Merge branch 'develop' of https://github.com/OpenBB-finance/OpenBBTer…
9fdf0d2 
…minal into develop
@jmaslek
conflicts
b9d55a6
@jmaslek
Update deps for timegpt + askobb
338bc3a
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jmaslek commented Aug 23, 2023 •
edited
Loading

Running into something weird. Loading in /fixedincome/fed --start 2020-01-01 -p weekly --export fedfunds.csv

Specifying the freq actually causes it to fail (you need to pull my change to load to double check)?

2023 Aug 23, 10:44 (🐛) /forecast/ $ timegpt -d fedfunds --timecol date --targetcol ff


2023 Aug 23, 10:44 (🐛) /forecast/ $ timegpt -d fedfunds --timecol date --targetcol ff --freq W

Error: status_code: 400, body: <!DOCTYPE html>
<html lang="en">
<head>
<meta charset="utf-8">
<title>Error</title>
</head>
<body>
<pre>Bad Request</pre>
</body>
</html>


Error: not enough values to unpack (expected 2, got 0)

@jmaslek jmaslek marked this pull request as ready for review August 23, 2023 16:18
@DidierRLopes
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Got into the same issue. Just asked Nixtla team about it (CC @FedericoGarza ), but I think they are passing that freq to pandas.

image

@AzulGarza
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hi @DidierRLopes and @jmaslek! Thanks for letting us know about this issue. We've released a new version of nixtlats, so nixtlats>=0.1.11 should work. We have the following CI/CD test, but let me know if updating the library does not work on your end. Thank you! ❤️

image

@jmaslek jmaslek added this pull request to the merge queue Aug 25, 2023
Merged via the queue into develop with commit 1036308 Aug 25, 2023
16 checks passed
@jmaslek jmaslek deleted the feature/timegpt branch August 25, 2023 15:34
the-praxs pushed a commit that referenced this pull request Sep 4, 2023
@DidierRLopes @jmaslek @the-praxs
1st integration with TimeGPT-1 (Beta), from Nixtla (#5292)
e11c5c8 
* integrate time gpt from Nixtla

* add to reqs

* add residuals to timegpt

* fix some bugs

* remove twitter functions

* remove twitter functions and all references to it

* start work to integrate date features

* add date_features to timegpt

* remove twitter functions

* remove twitter functions and all references to it

* Update deps for timegpt + askobb

* Update forecast load to set an index to date

* lint

* spell

* mypy

* mypy2

* blac k

* pylint

---------

Co-authored-by: James Maslek <jmaslek11@gmail.com>
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@DidierRLopes @jmaslek @AzulGarza