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README.md

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----
-license: apache-2.0
----
+---
+license: apache-2.0
+pipeline_tag: time-series-forecasting
+tags:
+- time series
+- forecasting
+- pretrained models
+- foundation models
+- time series foundation models
+- time-series
+---
+
+# TinyTimeMixer (TTM) R2 Model Card
+
+<p align="center" width="100%">
+<img src="ttm_image.webp" width="600">
+</p>
+
+TinyTimeMixers (TTMs) are compact pre-trained models for Multivariate Time-Series Forecasting, open-sourced by IBM Research. 
+**With less than 1 Million parameters, TTM introduces the notion of the first-ever “tiny” pre-trained models for Time-Series Forecasting.** 
+
+
+TTM is accepted in NeurIPS 2024. 
+
+**TTM-R2 comprises TTM variants pre-trained on larger pretraining datasets.**
+
+
+TTM outperforms several popular benchmarks demanding billions of parameters in zero-shot and few-shot forecasting. TTMs are lightweight 
+forecasters, pre-trained on publicly available time series data with various augmentations. TTM provides state-of-the-art zero-shot forecasts and can easily be 
+fine-tuned for multi-variate forecasts with just 5% of the training data to be competitive.  Refer to our [paper](https://arxiv.org/pdf/2401.03955.pdf) for more details.
+
+
+**The current open-source version supports point forecasting use-cases specifically ranging from minutely to hourly resolutions 
+(Ex. 10 min, 15 min, 1 hour.).**
+
+**Note that zeroshot, fine-tuning and inference tasks using TTM can easily be executed in 1 GPU machine or in laptops too!!**
+
+
+
+## Model Releases (along with the branch name where the models are stored):
+
+
+- **512-96-r2**: Given the last 512 time-points (i.e. context length), this model can forecast up to next 96 time-points (i.e. forecast length)
+    in future. This model is pre-trained with a larger pretraining dataset for improved accuracy. Recommended for hourly and minutely
+    resolutions (Ex. 10 min, 15 min, 1 hour, etc).   (branch name: 512-96-r2)
+  
+- **1024-96-r2**: Given the last 1024 time-points (i.e. context length), this model can forecast up to next 96 time-points (i.e. forecast length)
+    in future. This model is pre-trained with a larger pretraining dataset for improved accuracy. Recommended for hourly and minutely
+    resolutions (Ex. 10 min, 15 min, 1 hour, etc).   (branch name: 1024-96-r2)
+ 
+
+- **1536-96-r2**: Given the last 1536 time-points (i.e. context length), this model can forecast up to next 96 time-points (i.e. forecast length)
+    in future. This model is pre-trained with a larger pretraining dataset for improved accuracy. Recommended for hourly and minutely
+    resolutions (Ex. 10 min, 15 min, 1 hour, etc).   (branch name: 1536-96-r2)
+
+    
+
+## Model Capabilities with example scripts
+
+The below model scripts can be used for any of the above TTM models. Please update the HF model URL and branch name in the `from_pretrained` call appropriately to pick the model of your choice.
+
+- Getting Started [[colab]](https://colab.research.google.com/github/IBM/tsfm/blob/main/notebooks/tutorial/ttm_tutorial.ipynb) 
+- Zeroshot Multivariate Forecasting [[Example]](https://github.com/ibm-granite/granite-tsfm/blob/ttm_v2_release/notebooks/hfdemo/ttm_getting_started.ipynb)
+- Finetuned Multivariate Forecasting:
+  - Channel-Independent Finetuning [[Example]](https://github.com/ibm-granite/granite-tsfm/blob/ttm_v2_release/notebooks/hfdemo/ttm_getting_started.ipynb) [M4-Hourly finetuning](https://github.com/ibm-granite/granite-tsfm/blob/ttm_v2_release/notebooks/hfdemo/tinytimemixer/ttm_m4_hourly.ipynb)
+  - Channel-Mix Finetuning [[Example]](https://github.com/ibm-granite/granite-tsfm/blob/ttm_v2_release/notebooks/tutorial/ttm_channel_mix_finetuning.ipynb)
+- **New Releases (extended features released on October 2024)**
+  - Finetuning and Forecasting with Exogenous/Control Variables [[Example]](https://github.com/ibm-granite/granite-tsfm/blob/ttm_v2_release/notebooks/tutorial/ttm_with_exog_tutorial.ipynb)
+  - Finetuning and Forecasting with static categorical features [Example: To be added soon]
+  - Rolling Forecasts - Extend forecast lengths beyond 96 via rolling capability [[Example]](https://github.com/ibm-granite/granite-tsfm/blob/ttm_v2_release/notebooks/hfdemo/ttm_rolling_prediction_getting_started.ipynb)
+  - Helper scripts for optimal Learning Rate suggestions for Finetuning [[Example]](https://github.com/ibm-granite/granite-tsfm/blob/ttm_v2_release/notebooks/tutorial/ttm_with_exog_tutorial.ipynb)
+    
+## Benchmarks
+
+TTM outperforms popular benchmarks such as TimesFM, Moirai, Chronos, Lag-Llama, Moment, GPT4TS, TimeLLM, LLMTime in zero/fewshot forecasting while reducing computational requirements significantly. 
+Moreover, TTMs are lightweight and can be executed even on CPU-only machines, enhancing usability and fostering wider
+adoption in resource-constrained environments. For more details, refer to our [paper](https://arxiv.org/pdf/2401.03955.pdf).
+- TTM-B referred in the paper maps to the `512-96-r2` model.
+- TTM-E referred in the paper maps to the `1024-96-r2` model.
+- TTM-A referred in the paper maps to the `1536-96-r2' model
+Please note that the Granite TTM models are pre-trained exclusively on datasets
+with clear commercial-use licenses that are approved by our legal team. As a result, the pre-training dataset used in this release differs slightly from the one used in the research
+paper, which may lead to minor variations in model performance as compared to the published results. Please refer to our paper for more details.
+
+## Recommended Use
+1. Users have to externally standard scale their data independently for every channel before feeding it to the model (Refer to [TSP](https://github.com/IBM/tsfm/blob/main/tsfm_public/toolkit/time_series_preprocessor.py), our data processing utility for data scaling.)
+2. The current open-source version supports only minutely and hourly resolutions(Ex. 10 min, 15 min, 1 hour.). Other lower resolutions (say weekly, or monthly) are currently not supported in this version, as the model needs a minimum context length of 512 or 1024.
+3. Enabling any upsampling or prepending zeros to virtually increase the context length for shorter-length datasets is not recommended and will
+   impact the model performance. 
+
+
+## Model Description
+
+TTM falls under the category of “focused pre-trained models”, wherein each pre-trained TTM is tailored for a particular forecasting 
+setting (governed by the context length and forecast length). Instead of building one massive model supporting all forecasting settings, 
+we opt for the approach of constructing smaller pre-trained models, each focusing on a specific forecasting setting, thereby 
+yielding more accurate results. Furthermore, this approach ensures that our models remain extremely small and exceptionally fast, 
+facilitating easy deployment without demanding a ton of resources. 
+
+Hence, in this model card, we plan to release several pre-trained 
+TTMs that can cater to many common forecasting settings in practice. Additionally, we have released our source code along with 
+our pretraining scripts that users can utilize to pretrain models on their own. Pretraining TTMs is very easy and fast, taking 
+only 3-6 hours using 6 A100 GPUs, as opposed to several days or weeks in traditional approaches.
+
+Each pre-trained model will be released in a different branch name in this model card. Kindly access the required model using our 
+getting started [notebook](https://github.com/IBM/tsfm/blob/main/notebooks/hfdemo/ttm_getting_started.ipynb) mentioning the branch name.
+
+
+## Model Details
+
+For more details on TTM architecture and benchmarks, refer to our [paper](https://arxiv.org/pdf/2401.03955.pdf).
+
+TTM-1 currently supports 2 modes:
+
+ - **Zeroshot forecasting**: Directly apply the pre-trained model on your target data to get an initial forecast (with no training).
+
+ - **Finetuned forecasting**: Finetune the pre-trained model with a subset of your target data to further improve the forecast.
+
+**Since, TTM models are extremely small and fast, it is practically very easy to finetune the model with your available target data in few minutes 
+to get more accurate forecasts.**
+
+The current release supports multivariate forecasting via both channel independence and channel-mixing approaches. 
+Decoder Channel-Mixing can be enabled during fine-tuning for capturing strong channel-correlation patterns across 
+time-series variates, a critical capability lacking in existing counterparts.
+
+In addition, TTM also supports exogenous infusion and categorical data infusion.
+
+
+### Model Sources
+
+- **Repository:** https://github.com/ibm-granite/granite-tsfm/tree/main/tsfm_public/models/tinytimemixer
+- **Paper:** https://arxiv.org/pdf/2401.03955.pdf
+
+
+### Blogs and articles on TTM:
+-  Refer to our [wiki](https://github.com/ibm-granite/granite-tsfm/wiki)
+
+  
+## Uses
+
+```
+# Load Model from HF Model Hub mentioning the branch name in revision field
+
+model = TinyTimeMixerForPrediction.from_pretrained(
+                "https://huggingface.co/ibm/TTM", revision="main"
+            ) 
+
+# Do zeroshot
+zeroshot_trainer = Trainer(
+        model=model,
+        args=zeroshot_forecast_args,
+        )
+    )
+
+zeroshot_output = zeroshot_trainer.evaluate(dset_test)
+
+
+# Freeze backbone and enable few-shot or finetuning:
+
+# freeze backbone
+for param in model.backbone.parameters():
+  param.requires_grad = False
+
+finetune_forecast_trainer = Trainer(
+        model=model,
+        args=finetune_forecast_args,
+        train_dataset=dset_train,
+        eval_dataset=dset_val,
+        callbacks=[early_stopping_callback, tracking_callback],
+        optimizers=(optimizer, scheduler),
+    )
+finetune_forecast_trainer.train()
+fewshot_output = finetune_forecast_trainer.evaluate(dset_test)
+
+```
+
+
+## Training Data
+
+The original r1 TTM models were trained on a collection of datasets as follows:
+ - Australian Electricity Demand: https://zenodo.org/records/4659727 
+ - Australian Weather: https://zenodo.org/records/4654822 
+ - Bitcoin dataset: https://zenodo.org/records/5122101 
+ - KDD Cup 2018 dataset: https://zenodo.org/records/4656756 
+ - London Smart Meters: https://zenodo.org/records/4656091 
+ - Saugeen River Flow: https://zenodo.org/records/4656058
+ - Solar Power: https://zenodo.org/records/4656027 
+ - Sunspots: https://zenodo.org/records/4654722
+ - Solar: https://zenodo.org/records/4656144 
+ - US Births: https://zenodo.org/records/4656049 
+ - Wind Farms Production data: https://zenodo.org/records/4654858 
+ - Wind Power: https://zenodo.org/records/4656032
+ - PEMSD3, PEMSD4, PEMSD7, PEMSD8, PEMS_BAY: https://drive.google.com/drive/folders/1g5v2Gq1tkOq8XO0HDCZ9nOTtRpB6-gPe
+ - LOS_LOOP: https://drive.google.com/drive/folders/1g5v2Gq1tkOq8XO0HDCZ9nOTtRpB6-gPe
+
+
+
+## Citation
+Kindly cite the following paper, if you intend to use our model or its associated architectures/approaches in your 
+work
+
+**BibTeX:**
+
+```
+@inproceedings{ekambaram2024tinytimemixersttms,
+      title={Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Series},
+      author={Vijay Ekambaram and Arindam Jati and Pankaj Dayama and Sumanta Mukherjee and Nam H. Nguyen and Wesley M. Gifford and Chandra Reddy and Jayant Kalagnanam},
+      booktitle={Advances in Neural Information Processing Systems (NeurIPS 2024)},
+      year={2024},
+}
+```
+
+## Model Card Authors
+
+Vijay Ekambaram, Arindam Jati, Pankaj Dayama, Wesley M. Gifford, Sumanta Mukherjee, Chandra Reddy and Jayant Kalagnanam
+
+
+## IBM Public Repository Disclosure: 
+
+All content in this repository including code has been provided by IBM under the associated 
+open source software license and IBM is under no obligation to provide enhancements, 
+updates, or support. IBM developers produced this code as an 
+open source project (not as an IBM product), and IBM makes no assertions as to 
+the level of quality nor security, and will not be maintaining this code going forward.