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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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+ [![Python](https://img.shields.io/badge/Python-3.10%2B-blue)](https://www.python.org/) [![PyTorch](https://img.shields.io/badge/PyTorch-2.4.1-blue)](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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