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README.md
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<div align="center">
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<img alt="Logo" src="docs/figures/FLAME-LOGO.png" width="80%"/>
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</div>
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[](https://www.python.org/) [](https://pytorch.org/)
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# FLAME: Flow Enhanced Legendre Memory Models for General Time Series Forecasting
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This is the official repository of **FLAME**: Flow Enhanced Legendre Memory Models for General Time Series Forecasting.
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## Introduction
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FLAME is a family of extremely **lightweight** and highly capable time series foundation models. Based on the normalization-based forecasting head, it can support both the **deterministic** and **probabilistic** forecasting.
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To our best knowldege, FLAME is the first time series foundation model possessing both lightweight backbones and generative prediction capabilities!
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<div align="center">
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<img alt="pic" src="docs/figures/intro.png" width="80%"/>
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</div>
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## Architecture
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FLAME adopts the Channel-Independent pretraining paradigm, and each variable is preprocessed through Instance Normalization to mitigate the value discrepancy. FLAME utilizes the Re-Norm to further mitigate the statistical differences between inputs and forecasts, and its backbone mainly consists of three modules: 1) Encoding, including Time Series Tokenization, **Local-Perception**, and MSA-Encoder, which tokenize the time series and enhance them through fusing the local environmental information with LegT; 2) Decoding, including **LegS based SSD-Decoder** and MCA-Enhancer, which utilize the SSD layers and MCA layers to make long-term inference ; 3) **Flow-based Head**, which leverages the Normalization Flow to support generative probabilistic forecasting, with both efficiency and accuracy.
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<div align="center">
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<img alt="pic" src="docs/figures/overview.png" width="100%"/>
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</div>
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## Quickstart
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You need to install the following packages:
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```shell
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pip install transformers[torch]
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pip install mamba-ssm[causal-conv1d]
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pip install zuko
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```
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For mamba-ssm, there exists a bug about triton. We fix it and release the code at [./flame/mamba/mamba_ssm](./flame/mamba/mamba_ssm), you can compile it from scratch or simply replace the mamba_ssm package under the default path of conda.
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docs/figures/FLAME-LOGO.png
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