Add toto2 ensemble#349
Open
elmartinj wants to merge 8 commits into
Open
Conversation
This tutorial contains an example with multiple indexes and subsequent tampering to the data in order to show resiliency and a real life use case of TC applied on cryptocurrency prices up to 2021.
Fix to the issue raised on empty dataframe, resulting from an inner merge where the existing dataframe that accumulated results and the newer one had diferent indices. A subsequent issue must be raised to either: 1 report a single model failure (on index matching) 2 fix the moirai discrepancy (only model that showed this issue)
… the title suggested
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
1 participant
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Adds a general TimeCopilot implementation of the Toto 2.0 Family-and-Friends forecasting ensemble.
It runs compatible foundation-model forecasters, computes per-series tsfeatures, applies the published frequency and horizon-specific XGBoost gating model, and returns forecasts using the standard TimeCopilot output conventions.
Changes
Added unit tests for:
Notes
The published FnF ensemble uses a fixed ten-model order. Existing compatible TimeCopilot forecasters can be supplied using their published aliases.
The current TimeCopilot Toto wrapper targets Toto 1.0. A separate Toto 2.0 wrapper will be needed to reproduce the complete published ten-model pool.