Lag-llama
lastmod 2024-02-19created 2024-02-191 edits
Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting
The first open-source foundation model for time series forecasting
Features
- Foundation models are well established in vision and language, but time series forecasting lags behind and still relies on dataset-specific models
- Pretrained on a large corpus of time series data from multiple domains
- Shows strong zero-shot generalization to various downstream datasets
- Even when fine-tuned on only a small portion of a previously unseen dataset, it achieves state-of-the-art performance that surpasses existing deep learning approaches