notesum.ai

Published at October 31

In-Context Fine-Tuning for Time-Series Foundation Models

cs.LG

cs.AI

cs.CL

Released Date: October 31, 2024

Authors: Abhimanyu Das, Matthew Faw, Rajat Sen, Yichen Zhou

Arxiv: http://arxiv.org/abs/2410.24087v1

	(DHR-)ARIMA	CatBoost	DeepAR	ETS	FFNN	N-BEATS	Naive	PR	PatchTST	SES	TBATS	Theta	TimesFM (Base)	TimesFM-ICF	Transformer	WaveNet	llmtime(ZS)
australian electricity demand	1045.92	241.77	302.41	1282.99	258.76	213.83	659.60	247.18	248.35	659.60	370.74	665.04	426.12	338.98	231.45	227.50	459.96
bitcoin	3.62e+18	1.93e+18	1.95e+18	1.10e+18	1.45e+18	1.06e+18	7.78e+17	6.66e+17	1.84e+18	5.33e+18	9.90e+17	5.33e+18	1.90e+18	9.58e+17	2.61e+18	2.46e+18	1.75e+18
fred md	2957.11	2475.68	4264.36	2041.42	2339.57	2557.80	2825.67	8921.94	2005.86	2798.22	1989.97	3492.84	2514.63	2021.52	4666.04	2508.40	2013.49
nn5 daily	4.41	4.22	3.94	3.72	4.06	4.92	8.26	5.47	5.56	6.63	3.70	3.80	3.57	3.74	4.16	3.97	9.39
pedestrian counts	635.16	43.41	44.78	216.50	46.41	66.84	170.88	44.18	45.90	170.87	222.38	170.94	42.55	43.71	47.29	46.46	70.20
saugeenday	22.38	21.28	23.51	30.69	22.98	27.92	21.50	25.24	21.52	21.50	22.26	21.49	30.54	24.91	28.06	22.17	28.63
traffic hourly	0.04	0.02	0.01	0.03	0.01	0.02	0.03	0.02	0.01	0.03	0.04	0.03	0.01	0.01	0.01	0.02	0.03
us births	526.33	441.70	424.93	419.73	557.87	422.00	1152.67	574.93	556.23	1192.20	399.00	586.93	446.49	399.74	452.87	504.40	459.43
weather	2.45	2.51	2.02	2.35	2.09	2.34	2.36	8.17	2.12	2.24	2.30	2.51	1.98	2.10	2.03	2.29	2.32
cif 2016	469059.49	603551.30	3200418.00	642421.42	1495923.44	679034.80	386526.37	563205.57	271198.00	581875.97	855578.40	714818.58	438028.90	647255.33	4057973.04	5998224.62	715086.33
covid deaths	85.77	475.15	201.98	85.59	144.14	158.81	353.71	347.98	246.55	353.71	96.29	321.32	124.86	113.78	408.66	1049.48	304.68
hospital	19.60	19.17	18.25	17.97	22.86	20.18	24.07	19.24	18.52	21.76	17.43	18.54	17.95	17.26	36.19	19.35	24.62
nn5 weekly	15.38	15.29	14.69	15.70	15.02	14.19	16.71	14.94	15.38	15.66	14.98	15.30	14.15	15.38	20.34	19.34	15.91
solar weekly	839.88	1513.49	721.59	1131.01	1050.84	1172.64	1729.41	1044.98	1525.59	1202.39	908.65	1210.83	1380.09	1424.71	576.35	1996.89	2049.09
tourism monthly	2536.77	2537.04	1871.69	2004.51	2022.21	2003.02	5636.83	2187.28	2587.16	5302.10	2940.08	2069.96	3406.55	2018.07	2146.98	2095.13	4724.94
tourism quarterly	10475.47	10267.97	9511.37	8925.52	8981.04	8640.56	15845.10	9092.58	13271.98	15014.19	9972.42	7656.49	9535.86	8202.19	9521.67	9137.12	14121.09
tourism yearly	95033.24	79567.22	71471.29	94818.89	79593.22	70951.80	99456.05	82682.97	99574.68	95579.23	94121.08	90653.60	75955.39	80365.15	74316.52	69905.47	140081.78
traffic weekly	1.22	1.17	1.18	1.14	1.15	1.11	1.19	1.13	1.15	1.12	1.17	1.13	1.06	1.09	1.42	1.20	1.17
Scaled MAE (GM)	0.945	0.773	0.748	0.810	0.704	0.700	1.000	0.822	0.724	1.086	0.774	0.937	0.694	0.643	0.862	0.938	0.971