Skip to content

Commit

Permalink
added-model-list
Browse files Browse the repository at this point in the history
  • Loading branch information
ryuta-yoshimatsu committed Feb 4, 2025
1 parent 34335db commit 04658fa
Show file tree
Hide file tree
Showing 16 changed files with 80 additions and 17 deletions.
6 changes: 3 additions & 3 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -58,7 +58,7 @@ active_models = [
]
```

A comprehensive list of local models currently supported by MMF is available in the [mmf_sa/models/models_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/models_conf.yaml).
A comprehensive list of local models currently supported by MMF is available [here](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/README.md).

Now, run the forecasting using ```run_forecast``` function with the ```active_models``` list specified above:

Expand Down Expand Up @@ -140,7 +140,7 @@ active_models = [
]
```

The models prefixed with "Auto" perform hyperparameter optimization within a specified range (see below for more detail). A comprehensive list of models currently supported by MMF is available in the [models_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/models_conf.yaml).
The models prefixed with "Auto" perform hyperparameter optimization within a specified range (see below for more detail). A comprehensive list of models currently supported by MMF is available [here](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/README.md).

Now, with the following command, we run the [examples/run_daily.py](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/examples/run_daily.py) notebook that will in turn call ```run_forecast``` function and loop through the ```active_models``` list.

Expand Down Expand Up @@ -223,7 +223,7 @@ active_models = [
]
```

A comprehensive list of models currently supported by MMF is available in the [models_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/models_conf.yaml).
A comprehensive list of models currently supported by MMF is available [here](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/README.md).

Now, with the following command, we run [examples/run_daily.py](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/examples/run_daily.py) notebook that will in turn run ```run_forecast``` function. We loop through the ```active_models``` list for the same reason mentioned above (see the global model section).

Expand Down
2 changes: 1 addition & 1 deletion examples/daily/foundation_daily.py
Original file line number Diff line number Diff line change
Expand Up @@ -108,7 +108,7 @@ def transform_group(df):
# COMMAND ----------

# MAGIC %md ### Models
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/models_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/models_conf.yaml). Look for the models where `model_type: foundation`; these are the foundation models we install from [chronos](https://pypi.org/project/chronos-forecasting/), [uni2ts](https://pypi.org/project/uni2ts/) and [timesfm](https://pypi.org/project/timesfm/). Check their documentation for the detailed description of each model.
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/README.md](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/README.md). Look for the models where `model_type: foundation`; these are the foundation models we install from [chronos](https://pypi.org/project/chronos-forecasting/), [uni2ts](https://pypi.org/project/uni2ts/) and [timesfm](https://pypi.org/project/timesfm/). Check their documentation for the detailed description of each model.
# MAGIC
# MAGIC Foundation time series models are pretrained on millions or billions of time series. These models can produce analysis (i.e. forecasting, anomaly detection, classfication) on an unforeseen time series without training or tuning. You can modify the hyperparameters in [mmf_sa/models/models_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/models_conf.yaml) or overwrite the default values in [mmf_sa/forecasting_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/forecasting_conf.yaml). You can also introduce new hyperparameters that are supported by the base models. To do this, first add those hyperparameters under the model specification in [mmf_sa/models/models_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/models_conf.yaml). Then, include these hyperparameters inside the model instantiation which happens in the model pipeline script: e.g. `ChronosT5Tiny` class in [mmf_sa/models/chronosforecast/ChronosPipeline.py](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/chronosforecast/ChronosPipeline.py).

Expand Down
2 changes: 1 addition & 1 deletion examples/daily/global_daily.py
Original file line number Diff line number Diff line change
Expand Up @@ -110,7 +110,7 @@ def transform_group(df):
# COMMAND ----------

# MAGIC %md ### Models
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/models_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/models_conf.yaml). Look for the models where `model_type: global`; these are the global models we import from [neuralforecast](https://github.com/Nixtla/neuralforecast). Check their documentation for the detailed description of each model.
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/README.md](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/README.md). Look for the models where `model_type: global`; these are the global models we import from [neuralforecast](https://github.com/Nixtla/neuralforecast). Check their documentation for the detailed description of each model.
# MAGIC
# MAGIC Some of these models perform [hyperparameter optimization](https://nixtlaverse.nixtla.io/neuralforecast/examples/automatic_hyperparameter_tuning.html) on its own to search for the best parameters. You can specify the range of the search or fix the values in [mmf_sa/models/models_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/models_conf.yaml) or overwrite the default values in [mmf_sa/forecasting_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/forecasting_conf.yaml). You can also introduce new hyperparameters that are supported by the base models. To do this, first add those hyperparameters under the model specification in [mmf_sa/models/models_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/models_conf.yaml). Then, include these hyperparameters inside the model instantiation which happens in the model pipeline script: e.g. `NeuralFcAutoNBEATSx` class in [mmf_sa/models/neuralforecast/NeuralForecastPipeline.py](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/neuralforecast/NeuralForecastPipeline.py).

Expand Down
2 changes: 1 addition & 1 deletion examples/daily/local_univariate_daily.py
Original file line number Diff line number Diff line change
Expand Up @@ -125,7 +125,7 @@ def transform_group(df):
# COMMAND ----------

# MAGIC %md ### Models
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/models_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/models_conf.yaml). Look for the models where `model_type: local`; these are the local models we import from [statsforecast](https://github.com/Nixtla/statsforecast), [r fable](https://cran.r-project.org/web/packages/fable/vignettes/fable.html) and [sktime](https://github.com/sktime/sktime). Check their documentations for the detailed description of each model.
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/README.md](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/README.md). Look for the models where `model_type: local`; these are the local models we import from [statsforecast](https://github.com/Nixtla/statsforecast), [r fable](https://cran.r-project.org/web/packages/fable/vignettes/fable.html) and [sktime](https://github.com/sktime/sktime). Check their documentations for the detailed description of each model.
# MAGIC
# MAGIC Some of these models perform hyperparameter optimization ([statsforecast Automatic Forecasting](https://nixtlaverse.nixtla.io/statsforecast/index.html#automatic-forecasting)) on its own for some hyperparameters. For other hyperparameters or models, you can modify the hyperparameters in [mmf_sa/models/models_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/models_conf.yaml) or overwrite the default values in [mmf_sa/forecasting_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/forecasting_conf.yaml). You can also introduce new hyperparameters that are supported by the base models. To do this, first add those hyperparameters under the model specification in [mmf_sa/models/models_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/models_conf.yaml). Then, include these hyperparameters inside the model instantiation which happens in the model pipeline script: e.g. `StatsFcAutoArima` class in [mmf_sa/models/statsforecast/StatsFcForecastingPipeline.py](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/statsforecast/StatsFcForecastingPipeline.py).

Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -95,7 +95,7 @@
# COMMAND ----------

# MAGIC %md ### Models
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/models_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/models_conf.yaml). Look for the models where `model_type: global`; these are the global models we import from [neuralforecast](https://github.com/Nixtla/neuralforecast). Check their documentation for the detailed description of each model.
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/README.md](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/README.md). Look for the models where `model_type: global`; these are the global models we import from [neuralforecast](https://github.com/Nixtla/neuralforecast). Check their documentation for the detailed description of each model.
# MAGIC
# MAGIC Exogenous regressors are currently only supported for [some models](https://nixtlaverse.nixtla.io/neuralforecast/models.html) (e.g. `NeuralForecastAutoNBEATSx`). The following list of models support exogenous regressors.

Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -100,7 +100,7 @@
# COMMAND ----------

# MAGIC %md ### Models
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/models_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/models_conf.yaml). Look for the models where `model_type: local`; these are the local models we import from [statsforecast](https://github.com/Nixtla/statsforecast), [r fable](https://cran.r-project.org/web/packages/fable/vignettes/fable.html) and [sktime](https://github.com/sktime/sktime). Check their documentations for the description of each model.
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/README.md](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/README.md). Look for the models where `model_type: local`; these are the local models we import from [statsforecast](https://github.com/Nixtla/statsforecast), [r fable](https://cran.r-project.org/web/packages/fable/vignettes/fable.html) and [sktime](https://github.com/sktime/sktime). Check their documentations for the description of each model.
# MAGIC
# MAGIC Exogenous regressors are currently only supported for [some models](https://nixtlaverse.nixtla.io/statsforecast/index.html#models) from statsforecast (e.g. `StatsForecastAutoArima`). But including non-supported models in the active model list doesn't harm: models that can't use exogenous regressors will simply ignore them.

Expand Down
2 changes: 1 addition & 1 deletion examples/hourly/foundation_hourly.py
Original file line number Diff line number Diff line change
Expand Up @@ -112,7 +112,7 @@ def transform_group(df):
# COMMAND ----------

# MAGIC %md ### Models
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/models_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/models_conf.yaml). Look for the models where `model_type: foundation`; these are the foundation models we install from [chronos](https://pypi.org/project/chronos-forecasting/), [uni2ts](https://pypi.org/project/uni2ts/) and [timesfm](https://pypi.org/project/timesfm/). Check their documentation for the detailed description of each model.
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/README.md](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/README.md). Look for the models where `model_type: foundation`; these are the foundation models we install from [chronos](https://pypi.org/project/chronos-forecasting/), [uni2ts](https://pypi.org/project/uni2ts/) and [timesfm](https://pypi.org/project/timesfm/). Check their documentation for the detailed description of each model.

# COMMAND ----------

Expand Down
2 changes: 1 addition & 1 deletion examples/hourly/global_hourly.py
Original file line number Diff line number Diff line change
Expand Up @@ -112,7 +112,7 @@ def transform_group(df):
# COMMAND ----------

# MAGIC %md ### Models
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/models_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/models_conf.yaml). Look for the models where `model_type: global`; these are the global models we import from [neuralforecast](https://github.com/Nixtla/neuralforecast). Check their documentation for the detailed description of each model.
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/README.md](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/README.md). Look for the models where `model_type: global`; these are the global models we import from [neuralforecast](https://github.com/Nixtla/neuralforecast). Check their documentation for the detailed description of each model.

# COMMAND ----------

Expand Down
2 changes: 1 addition & 1 deletion examples/hourly/local_univariate_hourly.py
Original file line number Diff line number Diff line change
Expand Up @@ -119,7 +119,7 @@ def transform_group(df):
# COMMAND ----------

# MAGIC %md ### Models
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/models_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/models_conf.yaml). Look for the models where `model_type: local`; these are the local models we import from [statsforecast](https://github.com/Nixtla/statsforecast). Check their documentations for the description of each model.
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/README.md](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/README.md). Look for the models where `model_type: local`; these are the local models we import from [statsforecast](https://github.com/Nixtla/statsforecast). Check their documentations for the description of each model.
# MAGIC
# MAGIC *Note that hourly forecasting is currently not supported for `r fable` models.*

Expand Down
2 changes: 1 addition & 1 deletion examples/monthly/foundation_monthly.py
Original file line number Diff line number Diff line change
Expand Up @@ -121,7 +121,7 @@ def transform_group(df):
# COMMAND ----------

# MAGIC %md ### Models
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/models_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/models_conf.yaml). Look for the models where `model_type: foundation`; these are the foundation models we install from [chronos](https://pypi.org/project/chronos-forecasting/), [uni2ts](https://pypi.org/project/uni2ts/) and [timesfm](https://pypi.org/project/timesfm/). Check their documentation for the detailed description of each model.
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/README.md](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/README.md). Look for the models where `model_type: foundation`; these are the foundation models we install from [chronos](https://pypi.org/project/chronos-forecasting/), [uni2ts](https://pypi.org/project/uni2ts/) and [timesfm](https://pypi.org/project/timesfm/). Check their documentation for the detailed description of each model.

# COMMAND ----------

Expand Down
2 changes: 1 addition & 1 deletion examples/monthly/global_monthly.py
Original file line number Diff line number Diff line change
Expand Up @@ -121,7 +121,7 @@ def transform_group(df):
# COMMAND ----------

# MAGIC %md ### Models
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/models_conf.yaml](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/models_conf.yaml). Look for the models where `model_type: global`; these are the global models we import from [neuralforecast](https://github.com/Nixtla/neuralforecast). Check their documentation for the detailed description of each model.
# MAGIC Let's configure a list of models we are going to apply to our time series for evaluation and forecasting. A comprehensive list of all supported models is available in [mmf_sa/models/README.md](https://github.com/databricks-industry-solutions/many-model-forecasting/blob/main/mmf_sa/models/README.md). Look for the models where `model_type: global`; these are the global models we import from [neuralforecast](https://github.com/Nixtla/neuralforecast). Check their documentation for the detailed description of each model.

# COMMAND ----------

Expand Down
Loading

0 comments on commit 04658fa

Please sign in to comment.