Time Series Forecasting
Chronos
Safetensors
t5
time series
forecasting
foundation models
pretrained models

Update README.md

#1
by shchuro - opened
Files changed (1) hide show
  1. README.md +121 -3
README.md CHANGED
@@ -1,3 +1,121 @@
1
- ---
2
- license: apache-2.0
3
- ---
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ---
2
+ license: apache-2.0
3
+ ---
4
+
5
+ # Chronos-2
6
+ **Chronos-2** is a 120M-parameter, encoder-only time series foundation model for zero-shot forecasting.
7
+ It supports **univariate**, **multivariate**, and **covariate-informed** tasks within a single architecture.
8
+ Inspired by the T5 encoder, Chronos-2 produces multi-step-ahead quantile forecasts and uses a group attention mechanism for efficient in-context learning across related series and covariates.
9
+ Trained on large-scale synthetic datasets, it achieves **state-of-the-art zero-shot accuracy** among public models on [**fev-bench**](https://huggingface.co/spaces/autogluon/fev-leaderboard), [**GIFT-Eval**](https://huggingface.co/spaces/Salesforce/GIFT-Eval), and [**Chronos Benchmark II**](https://arxiv.org/abs/2403.07815).
10
+ Chronos-2 is also **highly efficient**, delivering over 300 time series forecasts per second on a single A10G GPU and supporting both **GPU and CPU inference**.
11
+
12
+ ## Links
13
+ - πŸ“„ [Technical report](https://arxiv.org/abs/2510.15821v1)
14
+ - πŸ’» [GitHub](https://github.com/amazon-science/chronos-forecasting)
15
+ - πŸš€ [Deploy Chronos-2 on Amazon SageMaker](https://github.com/amazon-science/chronos-forecasting/blob/main/notebooks/deploy-chronos-to-amazon-sagemaker.ipynb)
16
+ - πŸ“˜ [Example notebook](https://github.com/amazon-science/chronos-forecasting/blob/main/notebooks/chronos-2-quickstart.ipynb)
17
+ - πŸ“° [Amazon Science Blog](https://www.amazon.science/blog/introducing-chronos-2-from-univariate-to-universal-forecasting)
18
+
19
+
20
+ ## Overview
21
+
22
+ | Capability | Chronos-2 | Chronos-Bolt | Chronos |
23
+ |------------|-----------|--------------|----------|
24
+ | Univariate Forecasting | βœ… | βœ… | βœ… |
25
+ | Cross-learning across items | βœ… | ❌ | ❌ |
26
+ | Multivariate Forecasting | βœ… | ❌ | ❌ |
27
+ | Past-only (real/categorical) covariates | βœ… | ❌ | ❌ |
28
+ | Known future (real/categorical) covariates | βœ… | 🧩 | ❌ |
29
+ | Max. Context Length | 8192 | 2048 | 512 |
30
+ | Max. Prediction Length | 1024 | 64 | 64 |
31
+
32
+ 🧩 Chronos-Bolt does not natively support future covariates, but they can be combined with external covariate regressors (see [AutoGluon tutorial](https://auto.gluon.ai/stable/tutorials/timeseries/forecasting-chronos.html#incorporating-the-covariates)). This only models per-timestep effects, not effects across time. In contrast, Chronos-2 supports all covariate types natively.
33
+
34
+
35
+ ## Usage
36
+
37
+ ### Local usage
38
+
39
+ Install the inference package
40
+ ```
41
+ pip install "chronos-forecasting>=2.0"
42
+ ```
43
+
44
+ Make zero-shot predictions using the `pandas` API
45
+
46
+ ```python
47
+ import pandas as pd # requires: pip install 'pandas[pyarrow]'
48
+ from chronos import Chronos2Pipeline
49
+
50
+ pipeline = Chronos2Pipeline.from_pretrained("amazon/chronos-2", device_map="cuda")
51
+
52
+ # Load historical target values and past values of covariates
53
+ context_df = pd.read_parquet("https://autogluon.s3.amazonaws.com/datasets/timeseries/electricity_price/train.parquet")
54
+
55
+ # (Optional) Load future values of covariates
56
+ test_df = pd.read_parquet("https://autogluon.s3.amazonaws.com/datasets/timeseries/electricity_price/test.parquet")
57
+ future_df = test_df.drop(columns="target")
58
+
59
+ # Generate predictions with covariates
60
+ pred_df = pipeline.predict_df(
61
+ context_df,
62
+ future_df=future_df,
63
+ prediction_length=24, # Number of steps to forecast
64
+ quantile_levels=[0.1, 0.5, 0.9], # Quantiles for probabilistic forecast
65
+ id_column="id", # Column identifying different time series
66
+ timestamp_column="timestamp", # Column with datetime information
67
+ target="target", # Column(s) with time series values to predict
68
+ )
69
+ ```
70
+
71
+ ### Deploying a Chronos-2 endpoint to SageMaker
72
+
73
+ First, update the SageMaker SDK to make sure that all the latest models are available.
74
+
75
+ ```
76
+ pip install -U sagemaker
77
+ ```
78
+
79
+ Deploy an inference endpoint to SageMaker.
80
+
81
+ ```python
82
+ from sagemaker.jumpstart.model import JumpStartModel
83
+
84
+ model = JumpStartModel(
85
+ model_id="pytorch-forecasting-chronos-2",
86
+ instance_type="ml.g5.2xlarge",
87
+ )
88
+ predictor = model.deploy()
89
+ ```
90
+
91
+ Now you can send time series data to the endpoint in JSON format.
92
+
93
+ ```python
94
+ import pandas as pd
95
+ df = pd.read_csv("https://raw.githubusercontent.com/AileenNielsen/TimeSeriesAnalysisWithPython/master/data/AirPassengers.csv")
96
+
97
+ payload = {
98
+ "inputs": [
99
+ {"target": df["#Passengers"].tolist()}
100
+ ],
101
+ "parameters": {
102
+ "prediction_length": 12,
103
+ }
104
+ }
105
+ forecast = predictor.predict(payload)["predictions"]
106
+ ```
107
+
108
+ For more details about the endpoint API, check out the [example notebook](https://github.com/amazon-science/chronos-forecasting/blob/main/notebooks/deploy-chronos-to-amazon-sagemaker.ipynb)
109
+
110
+ ## Citation
111
+
112
+ If you find Chronos-2 useful for your research, please consider citing the associated paper:
113
+
114
+ ```
115
+ @article{ansari2025chronos2,
116
+ title = {Chronos-2: From Univariate to Universal Forecasting},
117
+ author = {Abdul Fatir Ansari and Oleksandr Shchur and Jaris KΓΌken and Andreas Auer and Boran Han and Pedro Mercado and Syama Sundar Rangapuram and Huibin Shen and Lorenzo Stella and Xiyuan Zhang and Mononito Goswami and Shubham Kapoor and Danielle C. Maddix and Pablo Guerron and Tony Hu and Junming Yin and Nick Erickson and Prateek Mutalik Desai and Hao Wang and Huzefa Rangwala and George Karypis and Yuyang Wang and Michael Bohlke-Schneider},
118
+ year = {2025},
119
+ url = {https://arxiv.org/abs/2510.15821}
120
+ }
121
+ ```