Merge branch 'main' of hf.co:Ccloud0525/FLAME
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README.md
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---
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license: apache-2.0
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---
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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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## 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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## Quickstart
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We release all three versions of FLAME in different branches:
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```shell
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FLAME Small (2M) -- branch main & FLAME_Small
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FLAME Base (6M) -- branch FLAME_Base
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FLAME Large (10M) -- branch FLAME_Large
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```
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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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To make deterministic or probabilistic forecasts, just follow:
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```python
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from transformers import AutoModel, AutoConfig
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import torch
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model_path = "path/to/your/model"
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config_path = "path/to/your/config"
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config = AutoConfig.from_pretrained(config_path)
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model = AutoModel.from_pretrained(model_path, config=config)
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model.eval()
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# The inputs need to be [batch_size, seq_len]. If multivariate, transform the inputs to [batch_size * n_vars, seq_len]
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inputs = torch.randn(batch_size, seq_length)
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# deterministic forecasting
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with torch.no_grad():
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# output shape: [batch_size, 1, seq_len]
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outputs = model.generate(
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inputs=inputs,
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max_length=96,
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revin=True,
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num_samples=1,
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inference_patch_len=48 # recommend to input the period length
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)
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# probabilistic forecasting
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with torch.no_grad():
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# output shape: [batch_size, 100, seq_len]
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outputs = model.generate(
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inputs=inputs,
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max_length=96,
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revin=True,
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num_samples=100
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)
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```
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