Time Series Forecasting
TiRex-2
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+ ---
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+ datasets:
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+ - autogluon/chronos_datasets
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+ - autogluon/fev_datasets
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+ - Salesforce/GiftEvalPretrain
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+ - Salesforce/GiftEval
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+ pipeline_tag: time-series-forecasting
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+ library_name: tirex-2
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+ license: other
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+ ---
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+
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+ <h1 align="left">
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+ <img src="tirex.svg" alt="TiRex mascott" height="48" /> TiRex-2
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+ </h1>
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+
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+ This repository provides the pretrained TiRex-2 model and inference code for zero-shot
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+ multivariate forecasting with past and future-known covariates, as introduced in [TiRex-2:
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+ Generalizing TiRex to Multivariate Data and Streaming](ADD ARXIV LINK).
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+
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+ TiRex-2 is a pretrained time series foundation model that forecasts one or many target
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+ variates directly from their history, optionally conditioned on past and future-known
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+ covariates. A single checkpoint serves both univariate and multivariate forecasting and
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+ operates in a streaming fashion as new observations arrive — all zero-shot, with no
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+ task-specific training or fine-tuning.
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+
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+ ## Key facts
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+
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+ - **Zero-shot multivariate forecasting**:
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+ TiRex-2 forecasts multiple target variates out of the box, without training or fine-tuning on you data.
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+
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+ - **Past and future-known covariates**:
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+ TiRex-2 natively conditions on past covariates and future-known covariates, such as
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+ calendar features, holidays, promotions, or scheduled interventions.
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+
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+ - **Small active footprint**:
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+ TiRex-2 activates 38.4M parameters in univariate mode and an additional 44.1M parameters
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+ for multivariate forecasting.
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+
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+ # Getting started
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+
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+ The environment is managed by [Pixi](https://pixi.prefix.dev/latest/). Run the following to install it on your machine
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+
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+ ```bash
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+ curl -fsSL https://pixi.sh/install.sh | sh
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+ git clone https://github.com/NX-AI/tirex-2 && cd tirex-2
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+ # activate the cpu-only env
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+ eval "$(pixi shell-hook -e example)" # to execute on GPUs use `example-cu128` or `example-cu126`
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+ ```
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+
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+ Minimal usage predicting a simple sine wave:
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+ ```python
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+ import matplotlib.pyplot as plt, torch
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+ from tirex2 import TimeseriesType, load_model
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+
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+ model = load_model("NX-AI/TiRex-2", device="cpu") # use `device="cuda"` if cuda is available
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+ y = torch.sin(torch.arange(160).float() / 8)
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+ ts = TimeseriesType(target=y[:128].unsqueeze(0), past_covariates=None, future_covariates=None)
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+ forecast = model.forecast([ts], prediction_length=32, output_type="numpy")[0][0]
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+ ```
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+
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+ We provide predefined Pixi tasks showcasing examplary forecasts. These run in the CPU-only `example` environment by default:
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+ - `pixi run minimal` runs above code and creates a plot of the forecast.
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+ - `pixi run comparison` showcases the additional benefit of future known covariates in forecasting a target.
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+
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+ For a more **interactive demo of TiRex-2**, we also provide a [quick-start](https://github.com/NX-AI/tirex-2/blob/main/examples/getting_started.ipynb) notebook.
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+
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+ ## Cite
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+ If you use TiRex-2 in your research, please cite our work:
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+ TBD
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+
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+ ## Other versions:
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+ Alongside this pretrained checkpoint we also provide three other versions:
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+ - [TiRex-2-g](https://huggingface.co/NX-AI/TiRex-2-gifteval-zs): we took care to exclude any overlap with the GiftEval
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+ datasets ([pretrain](https://huggingface.co/datasets/Salesforce/GiftEvalPretrain) and [evaluation](https://huggingface.co/datasets/Salesforce/GiftEval)).
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+ - [TiRex-2-gp](https://huggingface.co/NX-AI/TiRex-2-gifteval-pretrain): here we included the [GiftEval-Pretrain collection](https://huggingface.co/datasets/Salesforce/GiftEvalPretrain) in our pretraining corpus.
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+ - [TiRex-2-f](https://huggingface.co/NX-AI/TiRex-2-fevbench): for the fev-benchmark we took the same measures as for
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+ GiftEval and removed all [fev-bench eval datasets](https://huggingface.co/datasets/autogluon/fev_datasets) from our pretraining corpus to produce this checkpoint.