Início/Publicações/arXiv:2310.10688
Series TemporaisForecasting
arXiv:2310.10688Out 2023

A decoder-only foundation model for time-series forecasting

Abhimanyu Das·Weihao Kong·Rajat Sen·Yichen Zhou
2023Ano
IA & MLÁrea

Motivated by recent advances in large language models for Natural Language Processing (NLP), we design a time-series foundation model for forecasting whose out-of-the-box zero-shot performance on a variety of public datasets comes close to the accuracy of state-of-the-art supervised forecasting models for each individual dataset. Our model is based on pretraining a patched-decoder style attention model on a large time-series corpus, and can work well across different forecasting history lengths, prediction lengths and temporal granularities.