TimeGPT-1 · HackerPapers discussions

TimeGPT-1 — mentioned by EricLeer

Tue, 09 Apr 2024 20:34:45 GMT

Yes there are many attempts in applying a transformers to timeseries forecasting. For instance (but there are many more): - Timegpt https://arxiv.org/abs/2310.03589 - Chronos https://github.com/amazon-science/chronos-forecasting These kind of papers often talk the world, but often lack a proper baseline model. They only compare against very simple (naive forecast), or non tuned models. In my experience a gradient boosting model will probably solve 95% of your forecasting problems, and trying to get fancy with a transformer (or even just a simple neural net) is more trouble then it is worth.

Paper and discussion history. A mention is not an endorsement.

TimeGPT-1 — mentioned by longdog

Tue, 26 Mar 2024 04:45:44 GMT

Interesting, but I'm very skeptical. There are over a dozen transformers-based foundation time series model released in the past year and without fail, every one of them claims to be at or near SOTA. For example: - Time-LLM (https://arxiv.org/abs/2310.01728) - Lag-Llama (https://arxiv.org/abs/2310.08278) - UniTime (https://arxiv.org/abs/2310.09751) - TEMPO (https://arxiv.org/abs/2310.04948) - TimeGPT (https://arxiv.org/abs/2310.03589) - TimesFM (https://arxiv.org/html/2310.10688v2) - GPT4TS (https://arxiv.org/pdf/2308.08469.pdf) Yet not a SINGLE transformer-based model I've managed to…

Paper and discussion history. A mention is not an endorsement.

TimeGPT-1 — HN submission

Fri, 13 Oct 2023 19:58:32 GMT

TimeGPT-1

411 points; 132 discussion replies on HN. Paper and source history. A submission is not an endorsement.