Nadhir Hassen

nadhir.hassen@mila.quebec

Stagiaire de recherche - Université de Montréal

Superviseur⋅e principal⋅e

Irina Rish

Publications

Lag-Llama: Towards Foundation Models for Time Series Forecasting

Kashif Rasul

Arjun Ashok

Andrew Robert Williams

Arian Khorasani

George Adamopoulos

Rishika Bhagwatkar

Marin Biloš

Hena Ghonia

Nadhir Hassen

Anderson Schneider

Sahil Garg

Alexandre Drouin

Nicolas Chapados

Yuriy Nevmyvaka

Irina Rish

Aiming to build foundation models for time-series forecasting and study their scaling behavior, we present here our work-in-progress on Lag-… (voir plus)Llama, a general-purpose univariate probabilistic time-series forecasting model trained on a large collection of time-series data. The model shows good zero-shot prediction capabilities on unseen "out-of-distribution" time-series datasets, outperforming supervised baselines. We use smoothly broken power-laws to fit and predict model scaling behavior. The open source code is made available at https://github.com/kashif/pytorch-transformer-ts.

2023-11-01

NeurIPS.cc/2023/Workshop/R0-FoMo (poster)

doi.org

openreview.net