[Ongoing Project]
Time Series Orchestra (TSorchestra) is a novel ensemble framework designed for zero-shot time series forecasting. It's a curated collection of time series foundation models (TSFMs) that leverages each TSFM's strengths to create something greater than the sum of its parts, yielding SOTA performance.
- Create a new conda environment named
tsofrom our .yml file:
conda env create -f environment.yml- Download the GIFT-Eval benchmark from Hugging Face:
mkdir data
huggingface-cli download Salesforce/GiftEval --repo-type=dataset --local-dir data- Set up the environment variable for loading the datasets:
bash echo "GIFT_EVAL=data" >> .env
Run our evaluation script to reproduce our results:
chmod +x ./cli/eval.sh
./cli/eval.sh
