diff --git a/README.md b/README.md index 5ce6607..41e7658 100644 --- a/README.md +++ b/README.md @@ -84,7 +84,8 @@ Licenses verified against Hugging Face model cards. Check the model card for you
What this means for production - **Apache-2.0**, **MIT**: generally fine for commercial production (retain notices; T0† is also gated on Hugging Face: accept terms and set `HF_TOKEN`). -- **CC-BY-NC-4.0** (Moirai), **CC-BY-NC-SA-4.0** (PatchTST-FM): **non-commercial** only; not for revenue-generating production without a separate agreement from the rights holder. +- **CC-BY-NC-4.0** (Moirai), **CC-BY-NC-SA-4.0** (PatchTST-FM r1 checkpoints): **non-commercial** only; not for revenue-generating production without a separate agreement from the rights holder. +- **Apache-2.0 / OpenMDW 1.0** (Granite PatchTST-FM r2): commercial-friendly; choose either license per the [model card](https://huggingface.co/ibm-granite/granite-timeseries-patchtst-fm-r2). - **TimesFM 3.0**: weights for `google/timesfm-3.0-pytorch` are [non-commercial](https://huggingface.co/google/timesfm-3.0-pytorch/blob/main/LICENSE); TimesFM 1.0–2.5 checkpoints remain Apache-2.0. - **TabPFN NC**‡: TabPFN-2.6+ and TabPFN-3 weights are non-commercial; production requires a [Prior Labs commercial license or API](https://docs.priorlabs.ai/models). First LOCAL use requires accepting terms at [ux.priorlabs.ai](https://ux.priorlabs.ai) (`TABPFN_TOKEN`). TabPFN-3 is LOCAL-only today. - **Community / Apache-2.0** (TiRex): TiRex 1.0 uses the [NXAI Community License](https://huggingface.co/NX-AI/TiRex/blob/main/LICENSE) (commercial limits for large enterprises); TiRex 2.0 is Apache-2.0. @@ -101,7 +102,7 @@ Some models require specific Python versions (e.g. FlowState 3.11-3.13, TabPFN & - **Chronos:** `amazon/chronos-t5-{tiny,mini,small,base,large}`, `amazon/chronos-bolt-{tiny,mini,small,base}`, `amazon/chronos-2` - **FlowState:** `ibm-research/flowstate`, `ibm-granite/granite-timeseries-flowstate-r1` - **Moirai:** `Salesforce/moirai-{1.0,1.1,2.0}-R-{small,base,large}`, `Salesforce/moirai-moe-1.0-R-*` -- **PatchTST-FM:** `ibm-research/patchtst-fm-r1` +- **PatchTST-FM:** `ibm-research/patchtst-fm-r1`, `ibm-granite/granite-timeseries-patchtst-fm-r1`, `ibm-granite/granite-timeseries-patchtst-fm-r2` (r2 requires `granite-tsfm>=0.3.9`) - **Sundial:** `thuml/sundial-base-128m` - **T0:** `theforecastingcompany/t0-alpha`, `theforecastingcompany/t0-beta` (requires `tfc-t0>=0.5.0`) - **TabPFN:** default `tabpfn-v2-regressor-2noar4o2.ckpt`; TabPFN-3 via `model_path="tabpfn-v3-regressor-v3_20260506_timeseries.ckpt"` (LOCAL, `TABPFN_TOKEN`); or CLIENT mode with a Prior Labs API token diff --git a/docs/changelogs/v0.1.8.md b/docs/changelogs/v0.1.8.md index 714c89d..c929a40 100644 --- a/docs/changelogs/v0.1.8.md +++ b/docs/changelogs/v0.1.8.md @@ -1,5 +1,25 @@ ### Features +* **Granite PatchTST-FM r2 support**: The shared [`PatchTSTFM`](../api/models/foundation/models.md#foundationforecast.models.patchtst_fm.PatchTSTFM) wrapper now supports [`ibm-granite/granite-timeseries-patchtst-fm-r2`](https://huggingface.co/ibm-granite/granite-timeseries-patchtst-fm-r2) (~385M). r2 adds Conformer blocks, overlapping patches (`patch_stride=8`), and a 99-quantile head on top of r1. Requires `granite-tsfm>=0.3.9`. GIFT-Eval CI replicates `Granite-PatchTST-FM-r2` on `m4_weekly/short`. + + ```python + import pandas as pd + from foundationforecast.models.patchtst_fm import PatchTSTFM + + df = pd.read_csv( + "https://timecopilot.s3.amazonaws.com/public/data/air_passengers.csv", + parse_dates=["ds"], + ) + model = PatchTSTFM( + repo_id="ibm-granite/granite-timeseries-patchtst-fm-r2", + alias="Granite-PatchTST-FM-r2", + context_length=8192, + batch_size=32, + ) + fcst = model.forecast(df, h=12, freq="MS") + assert "Granite-PatchTST-FM-r2" in fcst.columns + ``` + * **T0 beta support**: The shared [`T0`](../api/models/foundation/models.md#foundationforecast.models.t0.T0) wrapper now works with [`theforecastingcompany/t0-beta`](https://huggingface.co/theforecastingcompany/t0-beta) (~256M). Register it in gift-eval `models.yaml`; GIFT-Eval CI still replicates `t0-alpha` until leaderboard results exist for beta. ```python @@ -25,6 +45,7 @@ ### Dependencies * Bumped `tfc-t0` from `>=0.2.3` to `>=0.5.0` (required for t0-beta; still supports t0-alpha). +* Replaced `timecopilot-granite-tsfm` with `granite-tsfm>=0.3.9` (required for PatchTST-FM r2 overlapping-patch inference). --- diff --git a/docs/contributing.md b/docs/contributing.md index 00f0c34..fc34510 100644 --- a/docs/contributing.md +++ b/docs/contributing.md @@ -88,10 +88,13 @@ When adding a new foundation model: **foundationforecast** uses forked Python packages maintained under custom names on PyPI: - **chronos-forecasting** — [`timecopilot-chronos-forecasting`](https://pypi.org/project/timecopilot-chronos-forecasting/) -- **granite-tsfm** — [`timecopilot-granite-tsfm`](https://pypi.org/project/timecopilot-granite-tsfm/) - **timesfm** — [`timecopilot-timesfm`](https://pypi.org/project/timecopilot-timesfm/) - **tirex** — [`timecopilot-tirex`](https://pypi.org/project/timecopilot-tirex/) - **toto** — [`timecopilot-toto`](https://pypi.org/project/timecopilot-toto/) - **uni2ts** — [`timecopilot-uni2ts`](https://pypi.org/project/timecopilot-uni2ts/) +FlowState and PatchTST-FM use upstream [`granite-tsfm`](https://pypi.org/project/granite-tsfm/) +(`>=0.3.9`; PatchTST-FM r2 requires overlapping-patch support). The former +`timecopilot-granite-tsfm` fork is no longer a dependency. + See the [TimeCopilot contributing guide](https://timecopilot.dev/community/contributing/) for upstream fork links. diff --git a/docs/model-hub.md b/docs/model-hub.md index f7234ea..49f82ae 100644 --- a/docs/model-hub.md +++ b/docs/model-hub.md @@ -39,7 +39,7 @@ Below is the list of available foundation models. Click a model name for API det - [Chronos](api/models/foundation/models.md#foundationforecast.models.chronos.Chronos) ([arXiv:2403.07815](https://arxiv.org/abs/2403.07815)) - [FlowState](api/models/foundation/models.md#foundationforecast.models.flowstate.FlowState) ([arXiv:2508.05287](https://arxiv.org/abs/2508.05287)) — Python 3.11–3.13 - [Moirai](api/models/foundation/models.md#foundationforecast.models.moirai.Moirai) ([arXiv:2402.02592](https://arxiv.org/abs/2402.02592)) -- [PatchTST-FM](api/models/foundation/models.md#foundationforecast.models.patchtst_fm.PatchTSTFM) ([arXiv:2602.06909](https://arxiv.org/abs/2602.06909)) — Python 3.11–3.13 +- [PatchTST-FM](api/models/foundation/models.md#foundationforecast.models.patchtst_fm.PatchTSTFM) ([arXiv:2602.06909](https://arxiv.org/abs/2602.06909)) — Python 3.11–3.13; [`ibm-research/patchtst-fm-r1`](https://huggingface.co/ibm-research/patchtst-fm-r1), [`ibm-granite/granite-timeseries-patchtst-fm-r1`](https://huggingface.co/ibm-granite/granite-timeseries-patchtst-fm-r1) (CC-BY-NC-SA-4.0), and [`ibm-granite/granite-timeseries-patchtst-fm-r2`](https://huggingface.co/ibm-granite/granite-timeseries-patchtst-fm-r2) (Apache-2.0 / OpenMDW 1.0; requires `granite-tsfm>=0.3.9`) - [Sundial](api/models/foundation/models.md#foundationforecast.models.sundial.Sundial) ([arXiv:2502.00816](https://arxiv.org/pdf/2502.00816)) - [T0](api/models/foundation/models.md#foundationforecast.models.t0.T0) ([t0-alpha](https://huggingface.co/theforecastingcompany/t0-alpha), [t0-beta](https://huggingface.co/theforecastingcompany/t0-beta); requires `tfc-t0>=0.5.0` for beta) — Python 3.11–3.13 - [TabPFN](api/models/foundation/models.md#foundationforecast.models.tabpfn.TabPFN) ([arXiv:2501.02945](https://arxiv.org/abs/2501.02945)) — Python 3.10–3.12; TabPFN-2 (default) and TabPFN-3 via `model_path`; TabPFN-3 is LOCAL-only; weights use the [TabPFN NC license](https://ux.priorlabs.ai) (`TABPFN_TOKEN`) diff --git a/experiments/gift-eval/README.md b/experiments/gift-eval/README.md index d4fe152..b93594b 100644 --- a/experiments/gift-eval/README.md +++ b/experiments/gift-eval/README.md @@ -44,9 +44,10 @@ uv run python -m src.runners.run_model \ ## CI subset -[`configs/ci_subset.yaml`](configs/ci_subset.yaml) defines **10 jobs**: Chronos on +[`configs/ci_subset.yaml`](configs/ci_subset.yaml) defines **13 jobs**: Chronos on `m4_weekly/short` and `m4_hourly/short`, plus one representative `model_key` each for -TimesFM, TiRex, Moirai, Toto, FlowState, PatchTST-FM, T0, and Tafsut (all on `m4_weekly/short`). +TimesFM 2.5/3.0, TiRex 1.1 and TiRex-2-Zeroshot, Moirai, Toto, FlowState, PatchTST-FM r1, +Granite PatchTST-FM r2, T0, and Tafsut (all on `m4_weekly/short`). Each job runs on Modal GPU and is **HF-verified** in pytest (metrics must match the official GIFT-Eval reference CSV). diff --git a/experiments/gift-eval/configs/ci_subset.yaml b/experiments/gift-eval/configs/ci_subset.yaml index a5c5fd5..01f28e0 100644 --- a/experiments/gift-eval/configs/ci_subset.yaml +++ b/experiments/gift-eval/configs/ci_subset.yaml @@ -1,5 +1,6 @@ # Representative CI subset for replication verification (Chronos on two datasets). # Every job is HF-verified in tests/test_replication.py after Modal run_ci. +# New models (TiRex-2, Granite PatchTST-FM r2) are added alongside existing entries. jobs: - model_key: amazon--chronos-bolt-small dataset_name: m4_weekly @@ -16,6 +17,9 @@ jobs: - model_key: NX-AI--TiRex-1.1-gifteval dataset_name: m4_weekly term: short + - model_key: NX-AI--TiRex-2-gifteval-zs + dataset_name: m4_weekly + term: short - model_key: Salesforce--moirai-1.1-R-base dataset_name: m4_weekly term: short @@ -28,6 +32,9 @@ jobs: - model_key: ibm-research--patchtst-fm-r1 dataset_name: m4_weekly term: short + - model_key: ibm-granite--granite-timeseries-patchtst-fm-r2 + dataset_name: m4_weekly + term: short - model_key: theforecastingcompany--t0-alpha dataset_name: m4_weekly term: short diff --git a/experiments/gift-eval/configs/models.yaml b/experiments/gift-eval/configs/models.yaml index ad70e49..d1dcac1 100644 --- a/experiments/gift-eval/configs/models.yaml +++ b/experiments/gift-eval/configs/models.yaml @@ -242,6 +242,15 @@ models: repo_id: ibm-granite/granite-timeseries-patchtst-fm-r1 batch_size: 32 + ibm-granite--granite-timeseries-patchtst-fm-r2: + class: foundationforecast.models.patchtst_fm.PatchTSTFM + reference_slug: Granite-PatchTST-FM-r2 + max_length: 8192 + kwargs: + repo_id: ibm-granite/granite-timeseries-patchtst-fm-r2 + context_length: 8192 + batch_size: 32 + # --- Other foundation models --- theforecastingcompany--t0-alpha: class: foundationforecast.models.t0.T0 diff --git a/experiments/gift-eval/tests/test_models_config.py b/experiments/gift-eval/tests/test_models_config.py index fada6ee..b777d37 100644 --- a/experiments/gift-eval/tests/test_models_config.py +++ b/experiments/gift-eval/tests/test_models_config.py @@ -8,3 +8,13 @@ def test_t0_beta_registered_in_models_yaml(): assert entry["reference_slug"] is None assert entry["kwargs"]["repo_id"] == "theforecastingcompany/t0-beta" assert entry["kwargs"]["alias"] == "t0-beta" + + +def test_granite_patchtst_r2_registered_in_models_yaml(): + models = load_models_config() + entry = models["ibm-granite--granite-timeseries-patchtst-fm-r2"] + assert entry["class"] == "foundationforecast.models.patchtst_fm.PatchTSTFM" + assert entry["reference_slug"] == "Granite-PatchTST-FM-r2" + assert entry["max_length"] == 8192 + assert entry["kwargs"]["repo_id"] == "ibm-granite/granite-timeseries-patchtst-fm-r2" + assert entry["kwargs"]["context_length"] == 8192 diff --git a/experiments/gift-eval/uv.lock b/experiments/gift-eval/uv.lock index 48863ab..dac6706 100644 --- a/experiments/gift-eval/uv.lock +++ b/experiments/gift-eval/uv.lock @@ -21,13 +21,14 @@ wheels = [ [[package]] dependencies = [ {marker = "python_full_version < '3.13'", name = "numpy", source = {registry = "https://pypi.org/simple"}, version = "1.26.4"}, + {marker = "python_full_version < '3.14'", name = "torch", source = {registry = "https://pypi.org/simple"}, version = "2.11.0"}, {marker = "python_full_version >= '3.13'", name = "numpy", source = {registry = "https://pypi.org/simple"}, version = "2.5.2"}, + {marker = "python_full_version >= '3.14'", name = "torch", source = {registry = "https://pypi.org/simple"}, version = "2.13.0"}, {name = "huggingface-hub"}, {name = "packaging"}, {name = "psutil"}, {name = "pyyaml"}, {name = "safetensors"}, - {name = "torch"}, ] name = "accelerate" sdist = {hash = "sha256:41b9c4377a54e0b460a959b0defa1b736e4ca0a2373252d9a539964c2afe3c8d", size = 412167, upload-time = "2026-06-11T13:45:52.326Z", url = "https://files.pythonhosted.org/packages/8d/75/94cd5d389649578aca399e5aa822637eec18319a1dadc400ffe2f9a7493f/accelerate-1.14.0.tar.gz"} @@ -860,6 +861,58 @@ wheels = [ [[package]] name = "cuda-toolkit" +resolution-markers = [ + "python_full_version < '3.12'", + "python_full_version == '3.12.*'", + "python_full_version == '3.13.*'", +] +source = {registry = "https://pypi.org/simple"} +version = "13.0.2" +wheels = [ + {hash = "sha256:b198824cf2f54003f50d64ada3a0f184b42ca0846c1c94192fa269ecd97a66eb", size = 2364, upload-time = "2025-12-19T23:24:07.328Z", url = "https://files.pythonhosted.org/packages/57/b2/453099f5f3b698d7d0eab38916aac44c7f76229f451709e2eb9db6615dcd/cuda_toolkit-13.0.2-py2.py3-none-any.whl"}, +] + +[package.optional-dependencies] +cublas = [ + {marker = "(python_full_version < '3.14' and sys_platform == 'linux') or (python_full_version < '3.14' and sys_platform == 'win32')", name = "nvidia-cublas", source = {registry = "https://pypi.org/simple"}, version = "13.1.0.3"}, +] +cudart = [ + {marker = "(python_full_version < '3.14' and sys_platform == 'linux') or (python_full_version < '3.14' and sys_platform == 'win32')", name = "nvidia-cuda-runtime"}, +] +cufft = [ + {marker = "(python_full_version < '3.14' and sys_platform == 'linux') or (python_full_version < '3.14' and sys_platform == 'win32')", name = "nvidia-cufft"}, +] +cufile = [ + {marker = "python_full_version < '3.14' and sys_platform == 'linux'", name = "nvidia-cufile"}, +] +cupti = [ + {marker = "(python_full_version < '3.14' and sys_platform == 'linux') or (python_full_version < '3.14' and sys_platform == 'win32')", name = "nvidia-cuda-cupti"}, +] +curand = [ + {marker = "(python_full_version < '3.14' and sys_platform == 'linux') or (python_full_version < '3.14' and sys_platform == 'win32')", name = "nvidia-curand"}, +] +cusolver = [ + {marker = "(python_full_version < '3.14' and sys_platform == 'linux') or (python_full_version < '3.14' and sys_platform == 'win32')", name = "nvidia-cusolver"}, +] +cusparse = [ + {marker = "(python_full_version < '3.14' and sys_platform == 'linux') or (python_full_version < '3.14' and sys_platform == 'win32')", name = "nvidia-cusparse"}, +] +nvjitlink = [ + {marker = "(python_full_version < '3.14' and sys_platform == 'linux') or (python_full_version < '3.14' and sys_platform == 'win32')", name = "nvidia-nvjitlink", source = {registry = "https://pypi.org/simple"}, version = "13.0.88"}, +] +nvrtc = [ + {marker = "(python_full_version < '3.14' and sys_platform == 'linux') or (python_full_version < '3.14' and sys_platform == 'win32')", name = "nvidia-cuda-nvrtc"}, +] +nvtx = [ + {marker = "(python_full_version < '3.14' and sys_platform == 'linux') or (python_full_version < '3.14' and sys_platform == 'win32')", name = "nvidia-nvtx"}, +] + +[[package]] +name = "cuda-toolkit" +resolution-markers = [ + "python_full_version == '3.14.*'", + "python_full_version >= '3.15'", +] source = {registry = "https://pypi.org/simple"} version = "13.0.3.0" wheels = [ @@ -868,43 +921,43 @@ wheels = [ [package.optional-dependencies] cublas = [ - {marker = "(platform_machine == 'aarch64' and sys_platform == 'linux') or (platform_machine == 'x86_64' and sys_platform == 'linux') or (platform_machine == 'AMD64' and sys_platform == 'win32')", name = "nvidia-cublas"}, - {marker = "(platform_machine == 'aarch64' and sys_platform == 'linux') or (platform_machine == 'x86_64' and sys_platform == 'linux') or (platform_machine == 'AMD64' and sys_platform == 'win32')", name = "nvidia-cuda-nvrtc"}, + {marker = "(python_full_version >= '3.14' and platform_machine == 'aarch64' and sys_platform == 'linux') or (python_full_version >= '3.14' and platform_machine == 'x86_64' and sys_platform == 'linux') or (python_full_version >= '3.14' and platform_machine == 'AMD64' and sys_platform == 'win32')", name = "nvidia-cublas", source = {registry = "https://pypi.org/simple"}, version = "13.1.1.3"}, + {marker = "(python_full_version >= '3.14' and platform_machine == 'aarch64' and sys_platform == 'linux') or (python_full_version >= '3.14' and platform_machine == 'x86_64' and sys_platform == 'linux') or (python_full_version >= '3.14' and platform_machine == 'AMD64' and sys_platform == 'win32')", name = "nvidia-cuda-nvrtc"}, ] cudart = [ - {marker = "(platform_machine == 'aarch64' and sys_platform == 'linux') or (platform_machine == 'x86_64' and sys_platform == 'linux') or (platform_machine == 'AMD64' and sys_platform == 'win32')", name = "nvidia-cuda-runtime"}, + {marker = "(python_full_version >= '3.14' and platform_machine == 'aarch64' and sys_platform == 'linux') or (python_full_version >= '3.14' and platform_machine == 'x86_64' and sys_platform == 'linux') or (python_full_version >= '3.14' and platform_machine == 'AMD64' and sys_platform == 'win32')", name = "nvidia-cuda-runtime"}, ] cufft = [ - {marker = "(platform_machine == 'aarch64' and sys_platform == 'linux') or (platform_machine == 'x86_64' and sys_platform == 'linux') or (platform_machine == 'AMD64' and sys_platform == 'win32')", name = "nvidia-cufft"}, - {marker = "(platform_machine == 'aarch64' and sys_platform == 'linux') or (platform_machine == 'x86_64' and sys_platform == 'linux') or (platform_machine == 'AMD64' and sys_platform == 'win32')", name = "nvidia-nvjitlink"}, + {marker = "(python_full_version >= '3.14' and platform_machine == 'aarch64' and sys_platform == 'linux') or (python_full_version >= '3.14' and platform_machine == 'x86_64' and sys_platform == 'linux') or (python_full_version >= '3.14' and platform_machine == 'AMD64' and sys_platform == 'win32')", name = "nvidia-cufft"}, + {marker = "(python_full_version >= '3.14' and platform_machine == 'aarch64' and sys_platform == 'linux') or (python_full_version >= '3.14' and platform_machine == 'x86_64' and sys_platform == 'linux') or (python_full_version >= '3.14' and platform_machine == 'AMD64' and sys_platform == 'win32')", name = "nvidia-nvjitlink", source = {registry = "https://pypi.org/simple"}, version = "13.3.33"}, ] cufile = [ - {marker = "(platform_machine == 'aarch64' and sys_platform == 'linux') or (platform_machine == 'x86_64' and sys_platform == 'linux')", name = "nvidia-cufile"}, + {marker = "(python_full_version >= '3.14' and platform_machine == 'aarch64' and sys_platform == 'linux') or (python_full_version >= '3.14' and platform_machine == 'x86_64' and sys_platform == 'linux')", name = "nvidia-cufile"}, ] cupti = [ - {marker = "(platform_machine == 'aarch64' and sys_platform == 'linux') or (platform_machine == 'x86_64' and sys_platform == 'linux') or (platform_machine == 'AMD64' and sys_platform == 'win32')", name = "nvidia-cuda-cupti"}, + {marker = "(python_full_version >= '3.14' and platform_machine == 'aarch64' and sys_platform == 'linux') or (python_full_version >= '3.14' and platform_machine == 'x86_64' and sys_platform == 'linux') or (python_full_version >= '3.14' and platform_machine == 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"python_full_version < '3.13'", name = "omegaconf", source = {registry = "https://pypi.org/simple"}, version = "2.3.0"}, {marker = "python_full_version < '3.13'", name = "tqdm", source = {registry = "https://pypi.org/simple"}, version = "4.67.3"}, + {marker = "python_full_version < '3.14'", name = "torch", source = {registry = "https://pypi.org/simple"}, version = "2.11.0"}, {marker = "python_full_version >= '3.13'", name = "numpy", source = {registry = "https://pypi.org/simple"}, version = "2.5.2"}, {marker = "python_full_version >= '3.13'", name = "omegaconf", source = {registry = "https://pypi.org/simple"}, version = "2.3.1"}, {marker = "python_full_version >= '3.13'", name = "tqdm", source = {registry = "https://pypi.org/simple"}, version = "4.70.0"}, + {marker = "python_full_version >= '3.14'", name = "torch", source = {registry = "https://pypi.org/simple"}, version = "2.13.0"}, {name = "dacite"}, {name = "einops"}, {name = "ftfy"}, @@ -5853,7 +6134,6 @@ dependencies = [ {name = "rich"}, {name = "seaborn"}, {name = "tokenizers"}, - {name = "torch"}, {name = "transformers"}, ] name = "xlstm" diff --git a/foundationforecast/models/flowstate.py b/foundationforecast/models/flowstate.py index 7ea1575..5647149 100644 --- a/foundationforecast/models/flowstate.py +++ b/foundationforecast/models/flowstate.py @@ -16,6 +16,23 @@ from ..core.utils import TimeSeriesDataset +def _normalize_freq_for_scale_factor(freq: str) -> str: + """Map pandas freq aliases to strings accepted by granite-tsfm get_fixed_factor.""" + if freq in {"MS", "ME"}: + return "M" + if freq == "h": + return "H" + if freq == "min": + return "T" + if freq.endswith("min") and freq[:-3].isdigit(): + return f"{freq[:-3]}T" + if len(freq) > 1 and freq.endswith("h") and freq[:-1].isdigit(): + return f"{freq[:-1]}H" + if len(freq) == 1 and freq.isalpha() and freq.islower(): + return freq.upper() + return freq + + class FlowState(Forecaster, _DataProcessor): """ FlowState is the first time-scale adjustable Time Series Foundation Model (TSFM), @@ -283,7 +300,9 @@ def forecast( dtype=self.dtype, ) fcst_df = dataset.make_future_dataframe(h=h, freq=freq) - scale_factor = self.scale_factor or get_fixed_factor(freq) + scale_factor = self.scale_factor or get_fixed_factor( + _normalize_freq_for_scale_factor(freq) + ) with self._get_model() as model: cfg = model.config supported_quantiles = cfg.quantiles diff --git a/foundationforecast/models/patchtst_fm.py b/foundationforecast/models/patchtst_fm.py index 8b1e250..38ee4a6 100644 --- a/foundationforecast/models/patchtst_fm.py +++ b/foundationforecast/models/patchtst_fm.py @@ -51,6 +51,9 @@ def __init__( load the PatchTST-FM model from. Supported models: - `ibm-research/patchtst-fm-r1` + - `ibm-granite/granite-timeseries-patchtst-fm-r1` + - `ibm-granite/granite-timeseries-patchtst-fm-r2` (requires + `granite-tsfm>=0.3.9`) context_length (int, optional): Maximum context length (input window size) for the model. Controls how much history is used for each forecast. @@ -75,7 +78,10 @@ def __init__( **Resources:** - GitHub: [ibm-granite/granite-tsfm](https://github.com/ibm-granite/granite-tsfm) - - HuggingFace Models: [ibm-research/patchtst-fm-r1](https://huggingface.co/ibm-research/patchtst-fm-r1) + - HuggingFace Models: + [ibm-research/patchtst-fm-r1](https://huggingface.co/ibm-research/patchtst-fm-r1), + [ibm-granite/granite-timeseries-patchtst-fm-r1](https://huggingface.co/ibm-granite/granite-timeseries-patchtst-fm-r1), + [ibm-granite/granite-timeseries-patchtst-fm-r2](https://huggingface.co/ibm-granite/granite-timeseries-patchtst-fm-r2) **Technical Details:** @@ -85,6 +91,8 @@ def __init__( **Supported Models:** - `ibm-research/patchtst-fm-r1` (default) + - `ibm-granite/granite-timeseries-patchtst-fm-r1` + - `ibm-granite/granite-timeseries-patchtst-fm-r2` """ super().__init__(reuse_loaded_model=reuse_loaded_model) self.repo_id = repo_id diff --git a/pyproject.toml b/pyproject.toml index 5df8534..c8850b6 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -48,6 +48,7 @@ classifiers = [ ] dependencies = [ "gluonts[torch]", + "granite-tsfm>=0.3.9 ; python_full_version >= '3.11' and python_full_version < '3.14'", "huggingface-hub>=0.36.2,<2.0", "nixtla>=0.7.0", "pandas>=2.2.0 ; python_full_version >= '3.13'", @@ -56,7 +57,6 @@ dependencies = [ "tafsut>=0.1.0", "tfc-t0>=0.5.0 ; python_full_version >= '3.11' and python_full_version < '3.14'", "timecopilot-chronos-forecasting>=0.2.2", - "timecopilot-granite-tsfm>=0.2.1 ; python_full_version >= '3.11' and python_full_version < '3.14'", "timecopilot-timesfm>=0.4.0", "timecopilot-tirex2>=0.1.0 ; python_full_version >= '3.11'", "timecopilot-tirex>=0.1.1 ; python_full_version >= '3.11'", diff --git a/tests/models/conftest.py b/tests/models/conftest.py index 4d9390c..0f9bba4 100644 --- a/tests/models/conftest.py +++ b/tests/models/conftest.py @@ -79,6 +79,14 @@ ) ) models.append(PatchTSTFM(context_length=2_048)) + models.append( + PatchTSTFM( + repo_id="ibm-granite/granite-timeseries-patchtst-fm-r2", + alias="Granite-PatchTST-FM-r2", + context_length=2_048, + batch_size=2, + ) + ) if sys.version_info < (3, 13): from contextlib import contextmanager diff --git a/tests/models/test_flowstate.py b/tests/models/test_flowstate.py index d1bd273..42d38ff 100644 --- a/tests/models/test_flowstate.py +++ b/tests/models/test_flowstate.py @@ -11,11 +11,37 @@ from tests.helpers import generate_series # noqa: E402 from foundationforecast import FoundationForecast -from foundationforecast.models.flowstate import FlowState # noqa: E402 +from foundationforecast.models.flowstate import ( # noqa: E402 + FlowState, + _normalize_freq_for_scale_factor, +) pytestmark = pytest.mark.models +@pytest.mark.parametrize( + ("freq", "expected"), + [ + ("h", "H"), + ("6h", "6H"), + ("15min", "15T"), + ("MS", "M"), + ("ME", "M"), + ("D", "D"), + ("W-MON", "W-MON"), + ], +) +def test_normalize_freq_for_scale_factor(freq, expected): + assert _normalize_freq_for_scale_factor(freq) == expected + + +def test_flowstate_inferred_hourly_freq(): + df = generate_series(n_series=1, freq="H", min_length=20, max_length=20) + model = FlowState(batch_size=2) + fcst = model.forecast(df, h=1) + assert len(fcst) == 1 + + def test_flowstate_h1_single_uid(): df = generate_series(n_series=1, freq="W", min_length=20, max_length=20) diff --git a/uv.lock b/uv.lock index 07e999e..be4688a 100644 --- a/uv.lock +++ b/uv.lock @@ -21,14 +21,15 @@ wheels = [ [[package]] dependencies = [ + {marker = "python_full_version < '3.11' or python_full_version >= '3.14'", name = "torch", source = {registry = "https://pypi.org/simple"}, version = "2.13.0"}, {marker = "python_full_version < '3.13'", name = "numpy", source = {registry = "https://pypi.org/simple"}, version = "1.26.4"}, + {marker = "python_full_version >= '3.11' and python_full_version < '3.14'", name = "torch", source = {registry = "https://pypi.org/simple"}, version = "2.11.0"}, {marker = 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+[[package]] +dependencies = [ + {extra = ["torch"], marker = "python_full_version >= '3.11' and python_full_version < '3.14'", name = "transformers"}, + {marker = "python_full_version == '3.13.*'", name = "datasets", source = {registry = "https://pypi.org/simple"}, version = "5.0.1"}, + {marker = "python_full_version == '3.13.*'", name = "numpy", source = {registry = "https://pypi.org/simple"}, version = "2.5.2"}, + {marker = "python_full_version >= '3.11' and python_full_version < '3.13'", name = "datasets", source = {registry = "https://pypi.org/simple"}, version = "4.8.5"}, + {marker = "python_full_version >= '3.11' and python_full_version < '3.13'", name = "numpy", source = {registry = "https://pypi.org/simple"}, version = "1.26.4"}, + {marker = "python_full_version >= '3.11' and python_full_version < '3.14'", name = "deprecated"}, + {marker = "python_full_version >= '3.11' and python_full_version < '3.14'", name = "einops"}, + {marker = "python_full_version >= '3.11' and 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