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[New Model] Pre-trained, "foundational" models #2359

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solalatus opened this issue Apr 30, 2024 · 2 comments
Open

[New Model] Pre-trained, "foundational" models #2359

solalatus opened this issue Apr 30, 2024 · 2 comments
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new model Adding a new model

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@solalatus
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solalatus commented Apr 30, 2024

Is your feature request related to a current problem? Please describe.
There is a growing trend in using large, pre-trained neural models for zero shot forecasting. There is a whole family of models coming out, some of them Open Source. It would be interesting to have a single framework (Darts) that one can use to compare the "custom trained" and the "pre-trained" models, especially because the data preprocessing capabilities of Darts are very useful.

Describe proposed solution
"Implement" any/all of the following models:
MOIRAI
Lag-Llama
Chronos
MOMENT

Describe potential alternatives
See above

Additional context
Since the general timeseries libraries like Nixtla are committed to closed source / single foundational models, Darts could become a go-to for OpenSource solutions.

@solalatus solalatus added the triage Issue waiting for triaging label Apr 30, 2024
@cyber42
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cyber42 commented Apr 30, 2024

Sounds like a great direction!

It would also allow to easily implement further pre-trained alternatives in Darts.

@madtoinou madtoinou added new model Adding a new model and removed triage Issue waiting for triaging labels Apr 30, 2024
@stefanstoeckigt
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stefanstoeckigt commented May 9, 2024

Don't forget googles TimesFM.

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