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predictalot

One HTTP endpoint, five foundation time-series forecasters, zero ceremony.

POST /v1/forecast with {"model": "chronos-2", "context": [[...]], "config": {"horizon": 24}} → quantile forecast back. Swap the slug — chronos-2, timesfm-2.5, moirai-2, toto-1, sundial-base-128m — and the wire shape stays identical.

For weighted combinations: POST /v1/forecast/ensemble runs multiple models in parallel and returns a weighted-mean forecast plus each contributing model's individual result. Per-model weights let you tune the mix (set a model's weight to 0 to skip it entirely).

MCP streamable-http server at /mcp exposes five named forecast tools (forecast_chronos_2, forecast_timesfm_2_5, forecast_moirai_2, forecast_toto_1, forecast_sundial_base_128m) plus forecast_ensemble and list_models.

Quick start

docker run -d --name predictalot \
  -v $HOME/predictalot-models:/models \
  -e PREDICTALOT_AUTH_TOKENS=changeme \
  -p 8080:8080 \
  psyb0t/predictalot:latest

# First call to a model downloads its weights into /models (~50-800MB each).
# Subsequent calls are fast. Bind-mount /models to persist across restarts.
curl -s http://localhost:8080/v1/forecast \
  -H "Authorization: Bearer changeme" \
  -H "Content-Type: application/json" \
  -d '{
    "model": "chronos-2",
    "context": [[10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20]],
    "config": {"horizon": 5}
  }' | jq

# Ensemble — run several models in parallel, get a weighted mean PLUS each
# contributing model's individual forecast. Weight `0` disables a model.
curl -s http://localhost:8080/v1/forecast/ensemble \
  -H "Authorization: Bearer changeme" \
  -H "Content-Type: application/json" \
  -d '{
    "context": [[10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20]],
    "config": {"horizon": 5},
    "weights": {"chronos-2": 2.0, "moirai-2": 1.0, "timesfm-2.5": 0}
  }' | jq

# List available models + their loaded/unloaded status
curl -s http://localhost:8080/v1/models | jq

GPU variant: pull psyb0t/predictalot:latest-cuda and add --gpus all to docker run. Both CPU and CUDA images are amd64-only (PyTorch's CPU wheel index has no aarch64 build at the pinned version).

The five models

All five are univariate quantile forecasters on PyTorch. Behind one unified wire shape, predictalot translates each library's per-model quirks (output shapes, mask conventions, padding rules) into the same response format.

Slug HF repo What it is Size License
chronos-2 amazon/chronos-2 Amazon's tokenizer-based forecaster, configurable quantile output. Fastest of the five on CPU. ~120 MB Apache 2.0
timesfm-2.5 google/timesfm-2.5-200m-pytorch Google Research's decoder-only model. Compile-time horizon cap. ~200 MB Apache 2.0
moirai-2 Salesforce/moirai-2.0-R-small Salesforce's masked encoder. Fixed 9-quantile native output. Strong on clean seasonal data. ~50 MB CC-BY-NC-4.0
toto-1 Datadog/Toto-Open-Base-1.0 Datadog's decoder transformer trained on ~2T observability metric points. Probabilistic via Student-T mixture sampling (256 samples → empirical quantiles). Strong on noisy / financial / trendy series. ~580 MB Apache 2.0
sundial-base-128m thuml/sundial-base-128m Tsinghua's generative decoder-only with TimeFlow loss (flow-matching). ICML 2025 Oral, GIFT-Eval #1 MASE (May 2025). Runs in a sidecar venv because it pins transformers==4.40 — see Architecture: sidecar pattern. ~490 MB Apache 2.0

API — /v1/forecast

Request

{
  "model": "chronos-2",
  "context": [[1.0, 2.0, 3.0, ...], [10.0, 11.0, ...]],
  "config": {
    "horizon": 24,
    "quantileLevels": [0.1, 0.5, 0.9],
    "contextLength": 2048
  },
  "unload": false
}
Field Required Default Notes
model yes One of chronos-2, timesfm-2.5, moirai-2, toto-1, sundial-base-128m. Unknown slug → 404.
context yes List[List[float]]. One inner list per series. Single-series = [[...]]. Variable-length series are zero/edge-padded per model.
config.horizon yes Steps into the future to forecast. Per-model upper bounds (see Per-model quirks).
config.quantileLevels no [0.1, 0.5, 0.9] Subset of {0.1, 0.2, ..., 0.9} (the only levels every model supports).
config.contextLength no per-model (2048 / 2048 / 4000 / 4096 / 2880) Max history points to feed the model. Longer inputs sliced to the last N.
unload no false Tear down the model after this response (frees RAM/VRAM immediately).

Response

{
  "model": "chronos-2",
  "horizon": 24,
  "quantileLevels": [0.1, 0.5, 0.9],
  "median": [[...], [...]],
  "quantiles": {
    "0.1": [[...], [...]],
    "0.5": [[...], [...]],
    "0.9": [[...], [...]]
  }
}

median is always present — best-guess point forecast. If quantileLevels includes 0.5, quantiles["0.5"] is identical to median.

Per-model quirks

  • chronos-2 — native arbitrary-quantile output. No restrictions beyond {0.1, ..., 0.9}. Returns list[Tensor] (one per series, multivariate-shaped); we squeeze the channel axis for univariate output.
  • timesfm-2.5 — compile-time max_horizon (default 512, must be multiple of 128). Request horizon > max → 400. Bump via PREDICTALOT_TIMESFM_MAX_HORIZON and restart. We bypass the library's built-in padding (mask=True path produces NaN at this commit) and edge-pad short inputs ourselves.
  • moirai-2 — fixed 9-quantile output {0.1..0.9}; we filter to your requested subset. Wrapper context/horizon are baked at model-load time (PREDICTALOT_MOIRAI_MAX_CONTEXT / _MAX_HORIZON). Per-request inputs are zero-padded to the wrapper's context length with a past_is_pad mask.
  • toto-1 — multivariate-native but we use it univariate. Quantiles via Monte-Carlo sampling (256 samples → empirical percentiles). Returns [batch, channels, horizon] shape; we squeeze leading dims.
  • sundial-base-128m — runs in its own sidecar process. From the API surface it's identical to the others. Generative sampling (num_samples=64 by default, tune via PREDICTALOT_SUNDIAL_NUM_SAMPLES). First request waits for the sidecar to be reachable on its unix socket — usually <2s after container start.

Ensemble — POST /v1/forecast/ensemble

Run multiple models in parallel and combine into a weighted-mean forecast. Returns the ensemble + every contributing model's individual forecast, so you can inspect dissent or post-process.

curl -s http://localhost:8080/v1/forecast/ensemble \
  -H "Authorization: Bearer $TOKEN" -H "Content-Type: application/json" \
  -d '{
    "context": [[1.0, 2.0, 3.0, 4.0, 5.0]],
    "config": {"horizon": 5},
    "weights": {
      "chronos-2": 2.0,
      "moirai-2": 1.0,
      "timesfm-2.5": 0
    }
  }' | jq

Request shape — same as /v1/forecast minus model, plus an optional weights map:

Field Type Default Notes
weights {slug: float} uniform 1.0 Non-negative per-model weights. Normalized internally (any positive numbers work). Weight 0 skips that model entirely (not called — that's how you disable a model). Unknown slug → 400. Omitted entry → weight 1.0.

Response adds three fields on top of the standard forecast shape:

Field What it is
ensembleMembers List of slugs that actually ran (i.e. weight > 0).
weights The normalized weight per model that was applied to the average.
individual {slug: full forecast result} map — each entry has model, horizon, quantileLevels, median, quantiles, and weight (mirrors the top-level weights[slug]).

Failure of any one included model fails the whole call.

Error contract

Two shapes — application errors return a human-readable string; Pydantic validation errors (422) return a structured array (FastAPI default; we don't flatten).

App errors400, 401, 404, 413, 503:

{ "detail": "human-readable error string" }

Validation errors422 (wrong field type, missing required field, horizon not > 0, etc.):

{
  "detail": [
    {
      "type": "greater_than",
      "loc": ["body", "config", "horizon"],
      "msg": "Input should be greater than 0",
      "input": 0
    }
  ]
}
Status Shape When
400 string bad input (empty context, unsupported quantile level, horizon over compile-time cap, unknown weights slug)
401 string missing / wrong bearer token
404 string unknown model slug in model field
413 string request body > PREDICTALOT_MAX_BODY_SIZE
422 array Pydantic validation (field type / required / range constraints)
503 string model snapshot download failed, inference error, or sidecar worker unreachable

MCP — /mcp

Streamable-HTTP MCP server. Same auth as HTTP (bearer header or ?apiToken=... query). Tools:

Tool Args
forecast_chronos_2 context, horizon, quantile_levels=[0.1,0.5,0.9], context_length=2048, unload=False
forecast_timesfm_2_5 context, horizon, quantile_levels=[0.1,0.5,0.9], context_length=2048, unload=False
forecast_moirai_2 context, horizon, quantile_levels=[0.1,0.5,0.9], context_length=4000, unload=False
forecast_toto_1 context, horizon, quantile_levels=[0.1,0.5,0.9], context_length=4096, unload=False
forecast_sundial_base_128m context, horizon, quantile_levels=[0.1,0.5,0.9], context_length=2880, unload=False
forecast_ensemble context, horizon, quantile_levels=[0.1,0.5,0.9], context_length=None, weights=None, unload=False
list_models none

Five named forecasting tools (not one polymorphic forecast(model=...)) — LLM agents discover and pick named capabilities more reliably than they pick an enum argument. forecast_ensemble accepts the same weights map as the HTTP route.

Configuration (env vars)

Var Default What it does
PREDICTALOT_HOST 0.0.0.0 uvicorn bind host
PREDICTALOT_PORT 8080 uvicorn bind port
PREDICTALOT_AUTH_TOKENS (empty) Comma-separated bearer tokens. Empty = open (refused at startup unless allow-no-auth).
PREDICTALOT_ALLOW_NO_AUTH 0 Required to start with empty token list.
PREDICTALOT_DEVICE auto auto / cpu / cuda / cuda:N.
PREDICTALOT_MODEL_DIR /models Where snapshot directories land. Bind-mount this to persist across restarts.
PREDICTALOT_PREFETCH (empty) Comma-separated slugs or all — prefetched at container start before uvicorn boots.
PREDICTALOT_PRELOAD (empty) Comma-separated slugs to load into memory at boot.
PREDICTALOT_MODEL_IDLE_TIMEOUT 30m Idle time before a loaded model is unloaded. Go-style: 30m, 1h, 1d2h3m. 0 disables.
PREDICTALOT_MODEL_IDLE_TIMEOUT_<SLUG> inherits global Per-model override. Slug normalized: uppercase + -/._ (e.g. _MOIRAI_2).
PREDICTALOT_MAX_BODY_SIZE 32mb Cap on request body. Human-readable: 32mb, 512k, 1g, plain int = bytes.
PREDICTALOT_TIMESFM_MAX_CONTEXT 2048 Compile-time max for TimesFM. Multiple of 32.
PREDICTALOT_TIMESFM_MAX_HORIZON 512 Compile-time max for TimesFM. Multiple of 128.
PREDICTALOT_MOIRAI_MAX_CONTEXT 4000 Wrapper context-length for Moirai-2. Per-request inputs zero-padded to this length.
PREDICTALOT_MOIRAI_MAX_HORIZON 512 Wrapper prediction-length for Moirai-2. Per-request horizons must be ≤ this.
PREDICTALOT_SUNDIAL_SOCK /tmp/predictalot/sundial.sock Unix-socket path the main service uses to talk to the sundial sidecar.
PREDICTALOT_SUNDIAL_NUM_SAMPLES 64 Monte-Carlo samples per sundial forecast (more = smoother quantiles, linearly slower).
PREDICTALOT_SUNDIAL_READY_TIMEOUT 60s How long the main service waits for the sundial sidecar to come up on first request.
PREDICTALOT_LOG_LEVEL INFO Standard Python log levels.

Architecture: sidecar pattern

Four of the five models (chronos-2, timesfm-2.5, moirai-2, toto-1) live in the main Python venv at /opt/venv. They share torch==2.4.1, transformers==4.57.6, etc. — a single resolved dependency tree.

The fifth — sundial-base-128m — runs in its own venv at /opt/sundial-venv because Sundial's model code uses transformers==4.40.1 internals (DynamicCache.seen_tokens, get_max_length, get_usable_length, plus a 4D-mask shape change) that were removed in transformers 4.42+. Shimming them from the outside breaks deeper inside transformers itself.

                  /tmp/predictalot/sundial.sock
                              │
┌──────────────────┐          │          ┌──────────────────┐
│ main predictalot │ ─────────┴────────► │ sundial worker   │
│ /opt/venv        │  httpx.AsyncClient  │ /opt/sundial-venv│
│ transformers 4.57│  (unix-domain HTTP) │ transformers 4.40│
│ chronos / timesfm│                     │ sundial deps     │
│ moirai / toto    │                     │ FastAPI worker   │
└──────────────────┘                     └──────────────────┘
        ▲                                          ▲
        │                                          │
   uvicorn :8080                              uvicorn --uds
   (public API)                            (internal only)
  • The main service makes HTTP-over-UDS calls (httpx.AsyncHTTPTransport(uds=...)) to the sundial worker. From the main service's models/sundial.py it looks like any other backend (get_model waits for /healthz, predict POSTs to /forecast).
  • The sundial worker is its own tiny FastAPI app (sundial_worker/server.py) — loads the model lazily, serves /forecast, exposes /healthz.
  • The container's entrypoint starts the sundial worker as a background process with an auto-restart loop. If the worker crashes (OOM, ImportError, whatever) the loop relaunches it within ~2 seconds; mid-restart requests get 503 until it's back.

This pattern is reusable. Any future model with version conflicts that can't be shimmed drops in the same way: create /opt/<name>-venv with its own deps, write <name>_worker/server.py, add a thin models/<name>.py in the main service that talks to it via httpx-over-UDS, register in the entrypoint's restart loop.

Trade-offs:

  • ✅ Clean dep isolation — Python import conflicts are impossible across venvs.
  • ✅ Reusable pattern for the next conflicted model.
  • ❌ Image size: sundial venv is ~2GB on its own (its own torch + transformers + numpy). Couldn't share via symlinks because uv's resolver clobbers them on dep updates.
  • ❌ Two processes per container — small operational complexity, visible in ps.

Accuracy & latency

Numbers from make bench against psyb0t/predictalot-test:cuda on an RTX 3060. Lower sMAPE = better forecast. Latency is round-trip wall-clock per single-series forecast (after warmup, single-series in the request body).

Accuracy (sMAPE %)

Three classic academic benchmarks:

Dataset (horizon) seasonal-naive chronos-2 timesfm-2.5 moirai-2 toto-1 sundial ens uniform
AirPassengers (h=24, n=144 monthly) 17.01 8.26 12.42 7.71 19.88 16.57 12.75
Shampoo Sales (h=6, n=36 monthly) 25.54 27.24 40.37 33.74 24.27 42.07 32.07
Daily-Min-Temperatures (h=30, n=1460 daily) 17.72 13.23 13.65 13.77 13.76 12.72 13.30

Three real-world benchmarks fetched live by make bench:

Dataset (horizon) seasonal-naive chronos-2 timesfm-2.5 moirai-2 toto-1 sundial ens uniform
CO2 Mauna Loa (h=24, n=818 monthly) 1.05 0.24 0.16 0.13 0.09 0.58 0.17
Gold PAXG/USDT (h=30, n=1000 daily) 2.18 3.26 2.67 3.12 3.58 1.67 2.81
BTC/USDT (h=30, n=1000 daily) 3.18 2.74 2.75 5.00 2.02 2.91 2.98

Honest takeaways

  1. No single model dominates real-world data. Each model wins on at least one dataset, and which one depends on the signal shape: moirai on clean seasonal, toto on observability-style noisy series, sundial on financial drift, chronos as a steady all-rounder. Toto-1 wins on CO2 + BTC + Shampoo (its training distribution favors trendy/noisy series). Sundial wins on Gold + Daily Temps. Moirai wins on AirPassengers.

  2. Uniform ensemble loses to the right single model on every real-world dataset. Averaging with a model that has the wrong inductive bias drags the mean down. Pick weights per-domain when you know what fits.

  3. TimesFM 2.5 is the weakest of the five on every dataset we tested — slowest AND worst or near-worst sMAPE. Consider setting "weights": {"timesfm-2.5": 0} in ensemble calls until a newer release ships.

  4. ens no-timesfm ({"chronos-2": 1, "timesfm-2.5": 0, "moirai-2": 1, "toto-1": 1, "sundial-base-128m": 1}) is a strong "I don't know which model fits" default.

  5. Foundation models don't beat the market. Best result on BTC (toto-1 at 2.02% sMAPE vs naive 3.18%) is real but tiny — definitely not "trade on this" predictive.

  6. For comparison: hand-tuned ARIMA on AirPassengers gets ~3-5% sMAPE. predictalot's best on that dataset is moirai-2 at 7.71% sMAPE — competitive zero-shot, no per-series fitting.

Latency per single-series forecast

Model CPU (ms) CUDA RTX 3060 (ms) speedup
chronos-2 60–180 24–35 ~3-6×
timesfm-2.5 1240–1300 320–340 ~3.7×
moirai-2 4200–4950 215–230 ~20×
toto-1 (large) 45–435 varies w/ context length
sundial-base-128m (sidecar) 65–85 very fast on GPU
ensemble (N parallel) ≈ slowest member ≈ slowest member ≈ slowest

Cold-load (first request after container start):

Model CPU CUDA
chronos-2 ~4.1s ~32 ms
timesfm-2.5 ~3.0s ~2.3s
moirai-2 ~4.9s ~720 ms
toto-1 (large) ~1.5s
sundial-base-128m (sidecar boot ~1s + load ~7s) (sidecar boot ~1s + load ~3s)

CPU↔GPU produces near-identical forecasts (float rounding noise only) — running on CPU isn't an accuracy regression, just a latency one.

Run the bench yourself against a live container:

make bench                                                 # localhost:18080, devtok
PREDICTALOT_BENCH_URL=http://remote:8080 \
PREDICTALOT_BENCH_TOKEN=mytoken make bench                 # remote, custom token

CPU vs CUDA images

Image Tag Platforms Notes
CPU psyb0t/predictalot:latest amd64 only PyTorch CPU wheels (pytorch.org's CPU index has no manylinux aarch64 wheel at the pinned torch==2.4.1+cpu).
CUDA psyb0t/predictalot:latest-cuda amd64 only PyTorch CUDA 12.4 wheels on CUDA 12.6 runtime base. Needs --gpus all + NVIDIA driver on host. CUDA on arm64 is a different stack (Jetson L4T / SBSA) and not on the menu.

Both images are self-sufficient — same source, same API, same env vars. Pick the one that matches your host. The CUDA image also runs on CPU if --gpus isn't passed (useful for debugging).

Image sizes (approximate, compressed):

  • CPU: ~3 GB
  • CUDA: ~9 GB (PyTorch CUDA wheels are 2GB+ on their own; sundial sidecar adds ~2GB)

Development

Everything runs in a sandboxed dev container — your host needs only docker, make, git, and a shell. Optionally uv if you want to run make test-integration / make bench directly from the host.

make help            # list all targets
make dev-image       # build the dev container (run once, rebuilt on lock changes)
make test            # unit tests with stubbed backends — fast + offline (no ML libs needed)
make lint            # flake8 + mypy inside the dev container
make format          # isort + black inside the dev container

make pkg-add PKG=foo==1.2.3   # add a dep (bumps exclude-newer first)
make pkg-upgrade              # bump exclude-newer + refresh all pins
make deps-lock          # regenerate requirements-{cpu,cuda}.txt (hash-locked)

make build           # build CPU production image
make build-cuda      # build CUDA production image
make build-all       # both
make run             # build + run CPU image with a dev token
make run-cuda        # build + run CUDA image with --gpus all

make test-integration  # build the prod image, run it, hit it with real ML calls
make bench             # accuracy + latency benchmark on real public datasets

make test-integration auto-detects CUDA (via docker info | grep nvidia) and uses the matching image with --gpus all if available. Models cache to tests/integration/.fixtures/models/ (gitignored). 14 integration tests cover every model + ensemble + per-quantile-level + unload flag + CUDA detection.

make bench requires a running container reachable at PREDICTALOT_BENCH_URL (default http://127.0.0.1:18080) with bearer token in PREDICTALOT_BENCH_TOKEN (default devtok). Compares each individual model against the seasonal-naive baseline and several weighted-ensemble variants on six datasets (three academic + three real-world public APIs: NOAA CO2, Binance gold/BTC).

make pkg-* targets follow the supply-chain age-gate pattern: every dep mutation bumps [tool.uv] exclude-newer to today's UTC midnight first, so brand-new (potentially compromised) package versions are refused at install time.

Test counts

  • Unit tests: 83 (stubbed backends, fast, offline)
  • Integration tests: 14 (real Docker image, real ML calls, opt-in via -m integration)

Security notes

Every dependency is exactly pinned with hash verification where possible:

  • Lightweight runtime deps live in uv.lock (hash-verified).
  • ML stack lives in requirements-{cpu,cuda}.txt (hash-verified, installed with --require-hashes).
  • Sundial sidecar deps live in requirements-sundial.txt (manually pinned).
  • Base images pinned by @sha256:... digest.
  • timesfm is a git install pinned by full 40-char commit SHA.
  • [tool.uv] exclude-newer refuses to install package versions newer than the gate date, blocking same-day supply-chain attacks at lockfile generation time.

Pinned versions of torch and transformers have open CVEs in OSV. Each was reviewed against the predictalot threat model and confirmed non-applicable:

Library Class of advisory Why it doesn't apply here
torch torch.load() RCE / deserialization We never call torch.load() on untrusted files. Weights come from HuggingFace via snapshot_download from hardcoded official org repos.
torch RemoteModule RCE We don't use distributed RemoteModule.
torch Local DoS in specific ops (PairwiseDistance, cummin, lu, etc.) The five backends use Transformers/standard math paths, not the affected ops.
torch Advisories listing "Affects 2.6.0/2.7.0/2.8.0" OSV range-matches these back to 2.4.1; descriptions confirm the regressions were introduced in 2.6+. False-positive against our pin.
transformers Trainer arbitrary code exec We only do inference. No Trainer.
transformers Per-model deserialization/conversion RCE (Perceiver, Transformer-XL, X-CLIP, GLM4, SEW, HuBERT, megatron_gpt2) We load Chronos (T5-based) only via the chronos-forecasting package. None of those model classes is loaded.

Why not bump past the CVE-fixing versions? uni2ts==2.0.0 caps torch<2.5; the torch fix line for the most cited issue (GHSA-53q9-r3pm-6pq6, weights_only=True RCE) is 2.6.0. Until uni2ts releases a newer version with torch>=2.5 support, we can't move. Same constraint forces transformers <5 (chronos cap) — and the open transformers CVEs are all about loading untrusted model files or running training, neither of which predictalot does.

Sundial sidecar venv pins transformers==4.40.1, which has its own CVE set. Same threat model applies — sundial loads only the hardcoded thuml/sundial-base-128m checkpoint via snapshot_download from HF and does inference, no Trainer, no arbitrary model conversion.

If you point PREDICTALOT_MODEL_DIR at a directory containing arbitrary user-provided model weights, you're on your own — predictalot's auto-fetch only writes to MODEL_DIR/<slug>/ from the hardcoded HuggingFace repo ids; there's no API surface that takes a model path.

Run osv-scanner against the image before deployment if you want a fresh advisory check.

Roadmap / not yet supported

  • Multivariate forecasting — joint forecast over correlated series (e.g. [temperature, humidity, pressure] together). Currently univariate only. Chronos-2, Moirai-2, and Toto-1 all support multivariate natively; just need wire-shape work.
  • Covariates — past + future side-info that improves the target forecast. Two flavors: past covariates (e.g. yesterday's foot traffic) and future covariates (e.g. is_holiday flag known into the forecast window). Chronos-2 supports both, Moirai-2 supports past.
  • Big-context uploads — multipart form-data or binary body when JSON-32MB isn't enough. Defaults are sized for normal-shape workloads.
  • Pre-baked weights — build-arg option to bake selected models into the image for airgapped deploys. Currently weights are runtime-downloaded.
  • Toto-2.0 (released April 2026) — newer architecture, top-3 on GIFT-Eval CRPS. Blocked by torch 2.5+ requirement (uni2ts cap). Watch for PyPI packaging; currently git-only.
  • More sidecar models — the pattern is in place; adding e.g. ibm-granite's TTM-r2 or FlowState requires a new venv + worker module, no architectural change.

License

WTFPL — Do What The Fuck You Want To Public License. See LICENSE.

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