Upload code

Author: lostella

.github/workflows/ci.yml

@@ -0,0 +1,25 @@
+name: CI
+
+on: [push, pull_request]
+
+jobs:
+  test:
+    strategy:
+      max-parallel: 4
+      fail-fast: false
+      matrix:
+        python-version: ['3.11']
+        platform: [ubuntu-latest]
+
+    runs-on: ${{ matrix.platform }}
+
+    steps:
+    - uses: actions/checkout@v3
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v4
+      with:
+        python-version: ${{ matrix.python-version }}
+    - name: Install dependencies
+      run: pip install ".[test]"
+    - name: Test with pytest
+      run: pytest

.gitignore

@@ -0,0 +1,163 @@
+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+wheels/
+share/python-wheels/
+*.egg-info/
+.installed.cfg
+*.egg
+MANIFEST
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.nox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*.cover
+*.py,cover
+.hypothesis/
+.pytest_cache/
+cover/
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+local_settings.py
+db.sqlite3
+db.sqlite3-journal
+
+# Flask stuff:
+instance/
+.webassets-cache
+
+# Scrapy stuff:
+.scrapy
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+.pybuilder/
+target/
+
+# Jupyter Notebook
+.ipynb_checkpoints
+
+# IPython
+profile_default/
+ipython_config.py
+
+# pyenv
+#   For a library or package, you might want to ignore these files since the code is
+#   intended to run in multiple environments; otherwise, check them in:
+# .python-version
+
+# pipenv
+#   According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
+#   However, in case of collaboration, if having platform-specific dependencies or dependencies
+#   having no cross-platform support, pipenv may install dependencies that don't work, or not
+#   install all needed dependencies.
+#Pipfile.lock
+
+# poetry
+#   Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control.
+#   This is especially recommended for binary packages to ensure reproducibility, and is more
+#   commonly ignored for libraries.
+#   https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control
+#poetry.lock
+
+# pdm
+#   Similar to Pipfile.lock, it is generally recommended to include pdm.lock in version control.
+#pdm.lock
+#   pdm stores project-wide configurations in .pdm.toml, but it is recommended to not include it
+#   in version control.
+#   https://pdm.fming.dev/#use-with-ide
+.pdm.toml
+
+# PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm
+__pypackages__/
+
+# Celery stuff
+celerybeat-schedule
+celerybeat.pid
+
+# SageMath parsed files
+*.sage.py
+
+# Environments
+.env
+.venv
+env/
+venv/
+ENV/
+env.bak/
+venv.bak/
+
+# Spyder project settings
+.spyderproject
+.spyproject
+
+# Rope project settings
+.ropeproject
+
+# mkdocs documentation
+/site
+
+# mypy
+.mypy_cache/
+.dmypy.json
+dmypy.json
+
+# Pyre type checker
+.pyre/
+
+# pytype static type analyzer
+.pytype/
+
+# Cython debug symbols
+cython_debug/
+
+# PyCharm
+#  JetBrains specific template is maintained in a separate JetBrains.gitignore that can
+#  be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore
+#  and can be added to the global gitignore or merged into this file.  For a more nuclear
+#  option (not recommended) you can uncomment the following to ignore the entire idea folder.
+#.idea/
+
+# macOS stuff
+.DS_store

README.md

@@ -1,11 +1,87 @@
-## My Project
+# Chronos: Learning the Language of Time Series
 
-TODO: Fill this README out!
+Chronos is a family of **pretrained time series forecasting models** based on language model architectures. A time series is transformed into a sequence of tokens via scaling and quantization, and a language model is trained on these tokens using the cross-entropy loss. Once trained, probabilistic forecasts are obtained by sampling multiple future trajectories given the historical context. Chronos models have been trained on a large corpus of publicly available time series data, as well as synthetic data generated using Gaussian processes.
 
-Be sure to:
+For details on Chronos models, training data and procedures, and experimental results, please refer to the paper [Chronos: Learning the Language of Time Series](https://arxiv.org/abs/2403.07815).
 
-* Change the title in this README
-* Edit your repository description on GitHub
+<p align="center">
+  <img src="figures/main-figure.png" width="100%">
+  <br />
+  <span>
+    Fig. 1: High-level depiction of Chronos. (<b>Left</b>) The input time series is scaled and quantized to obtain a sequence of tokens. (<b>Center</b>) The tokens are fed into a language model which may either be an encoder-decoder or a decoder-only model. The model is trained using the cross-entropy loss. (<b>Right</b>) During inference, we autoregressively sample tokens from the model and map them back to numerical values. Multiple trajectories are sampled to obtain a predictive distribution.
+  </span>
+</p>
+
+---
+
+## Architecture
+
+The models in this repository are based on the [T5 architecture](https://arxiv.org/abs/1910.10683). The only difference is in the vocabulary size: Chronos-T5 models use 4096 different tokens, compared to 32128 of the original T5 models, resulting in fewer parameters.
+
+| Model                                                                  | Parameters | Based on                                                               |
+| ---------------------------------------------------------------------- | ---------- | ---------------------------------------------------------------------- |
+| [**chronos-t5-tiny**](https://huggingface.co/amazon/chronos-t5-tiny)   | 8M         | [t5-efficient-tiny](https://huggingface.co/google/t5-efficient-tiny)   |
+| [**chronos-t5-mini**](https://huggingface.co/amazon/chronos-t5-mini)   | 20M        | [t5-efficient-mini](https://huggingface.co/google/t5-efficient-mini)   |
+| [**chronos-t5-small**](https://huggingface.co/amazon/chronos-t5-small) | 46M        | [t5-efficient-small](https://huggingface.co/google/t5-efficient-small) |
+| [**chronos-t5-base**](https://huggingface.co/amazon/chronos-t5-base)   | 200M       | [t5-efficient-base](https://huggingface.co/google/t5-efficient-base)   |
+| [**chronos-t5-large**](https://huggingface.co/amazon/chronos-t5-large) | 710M       | [t5-efficient-large](https://huggingface.co/google/t5-efficient-large) |
+
+## Usage
+
+To perform inference with Chronos models, install this package by running:
+
+```
+pip install git+https://github.com/amazon-science/chronos-forecasting.git
+```
+
+A minimal example showing how to perform inference using Chronos models:
+
+```python
+import matplotlib.pyplot as plt
+import numpy as np
+import pandas as pd
+import torch
+from chronos import ChronosPipeline
+
+pipeline = ChronosPipeline.from_pretrained(
+  "amazon/chronos-t5-small",
+  device_map="cuda",
+  torch_dtype=torch.bfloat16,
+)
+
+df = pd.read_csv("https://raw.githubusercontent.com/AileenNielsen/TimeSeriesAnalysisWithPython/master/data/AirPassengers.csv")
+
+# context must be either a 1D tensor, a list of 1D tensors,
+# or a left-padded 2D tensor with batch as the first dimension
+context = torch.tensor(df["#Passengers"])
+prediction_length = 12
+forecast = pipeline.predict(context, prediction_length)  # shape [num_series, num_samples, prediction_length]
+
+# visualize the forecast
+forecast_index = range(len(df), len(df) + prediction_length)
+low, median, high = np.quantile(forecast[0].numpy(), [0.1, 0.5, 0.9], axis=0)
+
+plt.figure(figsize=(8, 4))
+plt.plot(df["#Passengers"], color="royalblue", label="historical data")
+plt.plot(forecast_index, median, color="tomato", label="median forecast")
+plt.fill_between(forecast_index, low, high, color="tomato", alpha=0.3, label="80% prediction interval")
+plt.legend()
+plt.grid()
+plt.show()
+```
+
+## Citation
+
+If you find Chronos models useful for your research, please consider citing the associated [paper](https://arxiv.org/abs/2403.07815):
+
+```
+@article{ansari2024chronos,
+  author  = {Ansari, Abdul Fatir and Stella, Lorenzo and Turkmen, Caner and Zhang, Xiyuan, and Mercado, Pedro and Shen, Huibin and Shchur, Oleksandr and Rangapuram, Syama Syndar and Pineda Arango, Sebastian and Kapoor, Shubham and Zschiegner, Jasper and Maddix, Danielle C. and Mahoney, Michael W. and Torkkola, Kari and Gordon Wilson, Andrew and Bohlke-Schneider, Michael and Wang, Yuyang},
+  title   = {Chronos: Learning the Language of Time Series},
+  journal = {arXiv preprint arXiv:2403.07815},
+  year    = {2024}
+}
+```
 
 ## Security
 
@@ -14,4 +90,3 @@ See [CONTRIBUTING](CONTRIBUTING.md#security-issue-notifications) for more inform
 ## License
 
 This project is licensed under the Apache-2.0 License.
-

figures/main-figure.png

@@ -0,0 +1,19 @@
+[project]
+name = "chronos"
+version = "1.0.0"
+requires-python = ">=3.8"
+license = {file = "LICENSE"}
+dependencies = [
+  "torch~=2.1",  # package was tested on 2.2
+  "transformers~=4.31",
+  "accelerate"
+]
+
+[project.optional-dependencies]
+test = [
+    "pytest~=8.0",
+    "numpy~=1.21"
+]
+
+[tool.mypy]
+ignore_missing_imports = true

pyproject.toml

@@ -0,0 +1,18 @@
+# Copyright Amazon.com, Inc. or its affiliates. All Rights Reserved.
+# SPDX-License-Identifier: Apache-2.0
+
+from .chronos import (
+    ChronosConfig,
+    ChronosModel,
+    ChronosPipeline,
+    ChronosTokenizer,
+    MeanScaleUniformBins,
+)
+
+__all__ = [
+    "ChronosConfig",
+    "ChronosModel",
+    "ChronosPipeline",
+    "ChronosTokenizer",
+    "MeanScaleUniformBins",
+]