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FAIM SDK

PyPI version Python 3.10+ License: Apache 2.0

Production-ready Python SDK for FAIM (Foundation AI Models) - a high-performance time-series forecasting platform powered by foundation models.

Features

  • 🚀 Multiple Foundation Models: FlowState, Amazon Chronos 2.0, TiRex
  • 🔒 Type-Safe API: Full type hints with Pydantic validation
  • ⚡ High Performance: Optimized Apache Arrow serialization with zero-copy operations
  • 🎯 Probabilistic & Deterministic: Point forecasts, quantiles, and samples
  • 🔄 Async Support: Built-in async/await support for concurrent requests
  • 📊 Rich Error Handling: Machine-readable error codes with detailed diagnostics
  • 🧪 Battle-Tested: Production-ready with comprehensive error handling
  • 📈 Evaluation Tools: Built-in metrics (MSE, MASE, CRPS) and visualization utilities

Installation

pip install faim-sdk

Authentication

Get your API key at https://faim.it.com/

from faim_sdk import ForecastClient

# Initialize client with your API key
client = ForecastClient(api_key="your-api-key")

Quick Start

import numpy as np
from faim_sdk import ForecastClient, Chronos2ForecastRequest

# Initialize client
client = ForecastClient(api_key="your-api-key")

# Prepare your time-series data
# Shape: (batch_size, sequence_length, features)
data = np.random.randn(32, 100, 1).astype(np.float32)

# Create probabilistic forecast request
request = Chronos2ForecastRequest(
    x=data,
    horizon=24,  # Forecast 24 steps ahead
    output_type="quantiles",
    quantiles=[0.1, 0.5, 0.9]  # 10th, 50th (median), 90th percentiles
)

# Generate forecast - model inferred automatically from request type
response = client.forecast(request)

# Access predictions
print(response.quantiles.shape)  # (32, 24, 3, 1)
print(response.metadata)  # Model version, inference time, etc.

Input/Output Format

Input Data Format

All models require 3D input arrays:

# Shape: (batch_size, sequence_length, features)
x = np.array([
    [[1.0], [2.0], [3.0]],  # Series 1
    [[4.0], [5.0], [6.0]]   # Series 2
])  # Shape: (2, 3, 1)
  • batch_size: Number of independent time series
  • sequence_length: Historical data points (context window)
  • features: Number of variables per time step (use 1 for univariate)

Important: 2D input will raise a validation error. Always provide 3D arrays.

Output Data Format

Point Forecasts (3D):

response.point  # Shape: (batch_size, horizon, features)

Quantile Forecasts (4D):

response.quantiles  # Shape: (batch_size, horizon, num_quantiles, features)
# Example: (32, 24, 5, 1) = 32 series, 24 steps ahead, 5 quantiles, 1 feature

Univariate vs Multivariate

  • Chronos2: ✅ Supports multivariate forecasting (multiple features)
  • FlowState: ⚠️ Univariate only - automatically transforms multivariate input
  • TiRex: ⚠️ Univariate only - automatically transforms multivariate input

When you provide multivariate input (features > 1) to FlowState or TiRex, the SDK automatically:

  1. Issues a warning
  2. Forecasts each feature independently
  3. Reshapes the output back to your original structure
# Multivariate input to FlowState
data = np.random.randn(2, 100, 3)  # 2 series, 3 features
request = FlowStateForecastRequest(x=data, horizon=24, prediction_type="mean")

# Warning: "FlowState model only supports univariate forecasting..."
response = client.forecast(request)

# Output is automatically reshaped
print(response.point.shape)  # (2, 24, 3) - original structure preserved

Available Models

FlowState

from faim_sdk import FlowStateForecastRequest

request = FlowStateForecastRequest(
    x=data,
    horizon=24,
    model_version="latest",
    output_type="point",
    scale_factor=1.0,  # Optional: normalization factor, for details check: https://huggingface.co/ibm-granite/granite-timeseries-flowstate-r1
    prediction_type="mean"  # Options: "mean", "median"
)

response = client.forecast(request)
print(response.point.shape)  # (batch_size, 24, features)

Chronos 2.0

from faim_sdk import Chronos2ForecastRequest

# Quantile-based probabilistic forecast
request = Chronos2ForecastRequest(
    x=data,
    horizon=24,
    output_type="quantiles",
    quantiles=[0.05, 0.25, 0.5, 0.75, 0.95]  # Full distribution
)

response = client.forecast(request)
print(response.quantiles.shape)  # (batch_size, 24, 5)

TiRex

from faim_sdk import TiRexForecastRequest

request = TiRexForecastRequest(
    x=data,
    horizon=24,
    output_type="point"
)

response = client.forecast(request)
print(response.point.shape)  # (batch_size, 24, features)

Response Format

All forecasts return a ForecastResponse object with predictions and metadata:

response = client.forecast(request)

# Access predictions based on output_type
if response.point is not None:
    predictions = response.point  # Shape: (batch_size, horizon, features)

if response.quantiles is not None:
    quantiles = response.quantiles  # Shape: (batch_size, horizon, num_quantiles)
    # Lower quantiles for uncertainty bounds
    lower_bound = quantiles[:, :, 0]  # 10th percentile
    median = quantiles[:, :, 1]       # 50th percentile (median)
    upper_bound = quantiles[:, :, 2]  # 90th percentile

if response.samples is not None:
    samples = response.samples  # Shape: (batch_size, horizon, num_samples)

# Access metadata
print(response.metadata)
# {'model_name': 'chronos2', 'model_version': '1.0', 'inference_time_ms': 123}

Evaluation & Metrics

The SDK includes a comprehensive evaluation toolkit (faim_sdk.eval) for measuring forecast quality with standard metrics and visualizations.

Installation

For visualization support, install with the viz extra:

pip install faim-sdk[viz]

Available Metrics

Mean Squared Error (MSE)

Measures average squared difference between predictions and ground truth.

from faim_sdk.eval import mse

# Evaluate point forecast
mse_score = mse(test_data, response.point, reduction='mean')
print(f"MSE: {mse_score:.4f}")

# Per-sample MSE
mse_per_sample = mse(test_data, response.point, reduction='none')
print(f"MSE per sample shape: {mse_per_sample.shape}")  # (batch_size,)

Mean Absolute Scaled Error (MASE)

Scale-independent metric comparing forecast to naive baseline (better than MAPE for series with zeros).

from faim_sdk.eval import mase

# MASE requires training data for baseline
mase_score = mase(test_data, response.point, train_data, reduction='mean')
print(f"MASE: {mase_score:.4f}")

# Interpretation:
# MASE < 1: Better than naive baseline
# MASE = 1: Equivalent to naive baseline
# MASE > 1: Worse than naive baseline

Continuous Ranked Probability Score (CRPS)

Proper scoring rule for probabilistic forecasts - generalizes MAE to distributions.

from faim_sdk.eval import crps_from_quantiles

# Evaluate probabilistic forecast with quantiles
crps_score = crps_from_quantiles(
    test_data,
    response.quantiles,
    quantile_levels=[0.1, 0.5, 0.9],
    reduction='mean'
)
print(f"CRPS: {crps_score:.4f}")

Visualization

Plot forecasts with training context and ground truth:

from faim_sdk.eval import plot_forecast

# Plot single sample (remember to index batch dimension!)
fig, ax = plot_forecast(
    train_data=train_data[0],  # (seq_len, features) - 2D array
    forecast=response.point[0],  # (horizon, features) - 2D array
    test_data=test_data[0],  # (horizon, features) - optional
    title="Time Series Forecast"
)

# Save to file
fig.savefig("forecast.png", dpi=300, bbox_inches="tight")

Multi-Feature Visualization

# Option 1: All features on same plot
fig, ax = plot_forecast(
    train_data[0],
    response.point[0],
    test_data[0],
    features_on_same_plot=True,
    feature_names=["Temperature", "Humidity", "Pressure"]
)

# Option 2: Separate subplots per feature
fig, axes = plot_forecast(
    train_data[0],
    response.point[0],
    test_data[0],
    features_on_same_plot=False,
    feature_names=["Temperature", "Humidity", "Pressure"]
)

Complete Evaluation Example

import numpy as np
from faim_sdk import ForecastClient, Chronos2ForecastRequest
from faim_sdk.eval import mse, mase, crps_from_quantiles, plot_forecast

# Initialize client
client = ForecastClient()

# Prepare data splits
train_data = np.random.randn(32, 100, 1)
test_data = np.random.randn(32, 24, 1)

# Generate forecast
request = Chronos2ForecastRequest(
    x=train_data,
    horizon=24,
    output_type="quantiles",
    quantiles=[0.1, 0.5, 0.9]
)
response = client.forecast(request)

# Evaluate point forecast (use median)
point_pred = response.quantiles[:, :, 1:2]  # Extract median, keep 3D shape
mse_score = mse(test_data, point_pred)
mase_score = mase(test_data, point_pred, train_data)

# Evaluate probabilistic forecast
crps_score = crps_from_quantiles(
    test_data,
    response.quantiles,
    quantile_levels=[0.1, 0.5, 0.9]
)

print(f"MSE: {mse_score:.4f}")
print(f"MASE: {mase_score:.4f}")
print(f"CRPS: {crps_score:.4f}")

# Visualize best and worst predictions
mse_per_sample = mse(test_data, point_pred, reduction='none')
best_idx = np.argmin(mse_per_sample)
worst_idx = np.argmax(mse_per_sample)

fig1, ax1 = plot_forecast(
    train_data[best_idx],
    point_pred[best_idx],
    test_data[best_idx],
    title=f"Best Forecast (MSE: {mse_per_sample[best_idx]:.4f})"
)
fig1.savefig("best_forecast.png")

fig2, ax2 = plot_forecast(
    train_data[worst_idx],
    point_pred[worst_idx],
    test_data[worst_idx],
    title=f"Worst Forecast (MSE: {mse_per_sample[worst_idx]:.4f})"
)
fig2.savefig("worst_forecast.png")

Error Handling

The SDK provides machine-readable error codes for robust error handling:

from faim_sdk import (
    ForecastClient,
    Chronos2ForecastRequest,
    ValidationError,
    AuthenticationError,
    RateLimitError,
    ModelNotFoundError,
    ErrorCode
)

try:
    request = Chronos2ForecastRequest(x=data, horizon=24, quantiles=[0.1, 0.5, 0.9])
    response = client.forecast(request)

except AuthenticationError as e:
    # Handle authentication failures (401, 403)
    print(f"Authentication failed: {e.message}")
    print(f"Request ID: {e.error_response.request_id}")

except ValidationError as e:
    # Handle invalid request parameters (422)
    if e.error_code == ErrorCode.INVALID_SHAPE:
        print(f"Shape error: {e.error_response.detail}")
        # Fix shape and retry
    elif e.error_code == ErrorCode.MISSING_REQUIRED_FIELD:
        print(f"Missing field: {e.error_response.detail}")

except RateLimitError as e:
    # Handle rate limiting (429)
    print("Rate limit exceeded - implementing exponential backoff")
    retry_after = e.error_response.metadata.get('retry_after', 60)
    time.sleep(retry_after)

except ModelNotFoundError as e:
    # Handle model/version not found (404)
    print(f"Model not found: {e.message}")

Exception Hierarchy

FAIMError (base)
├── APIError
│   ├── AuthenticationError (401, 403)
│   ├── InsufficientFundsError (402)
│   ├── ModelNotFoundError (404)
│   ├── PayloadTooLargeError (413)
│   ├── ValidationError (422)
│   ├── RateLimitError (429)
│   ├── InternalServerError (500)
│   └── ServiceUnavailableError (503, 504)
├── NetworkError
├── SerializationError
├── TimeoutError
└── ConfigurationError

Async Support

The SDK supports async operations for concurrent requests:

import asyncio
from faim_sdk import ForecastClient, Chronos2ForecastRequest

async def forecast_multiple_series():
    client = ForecastClient(
        api_key="your-api-key"
    )

    # Create multiple requests
    requests = [
        Chronos2ForecastRequest(x=data1, horizon=24),
        Chronos2ForecastRequest(x=data2, horizon=24),
        Chronos2ForecastRequest(x=data3, horizon=24),
    ]

    # Execute concurrently
    async with client:
        tasks = [
            client.forecast_async(req)
            for req in requests
        ]
        responses = await asyncio.gather(*tasks)

    return responses

# Run async forecasts
responses = asyncio.run(forecast_multiple_series())

Examples

See the examples/ directory for complete Jupyter notebook examples:

  • toy_example.ipynb - A toy example showing how to get started with FAIM and generate both point and probabilistic forecasts.

Requirements

  • Python >= 3.10
  • numpy >= 1.26.0
  • pyarrow >= 11.0.0
  • httpx >= 0.23.0
  • pydantic >= 2.0.0

Performance Tips

  1. Batch Processing: Process multiple time series in a single request for optimal throughput

    # Good: Single request with 32 series
data = np.random.randn(32, 100, 1)

# Less efficient: 32 separate requests
# for series in data: client.forecast(...)

  2. Compression: Use compression="zstd" for large payloads (default, recommended)

  3. Async for Concurrent Requests: Use forecast_async() with asyncio.gather() for parallel processing

  4. Connection Pooling: Reuse client instances across requests instead of creating new ones

Support

License

Apache License 2.0 - See LICENSE file for details.

Citation

If you use FAIM in your research, please cite:

@software{faim_sdk,
  title = {FAIM SDK: Foundation AI Models for Time Series Forecasting},
  author = {FAIM Team},
  year = {2024},
  url = {https://github.com/S-FM/faim-python-client}
}

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