Inquiry About Multivariate Time Series and Covariate Support in Chronos #317
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Dear Chronos Team, I hope this message finds you well. I have a couple of questions regarding the Chronos framework: Does Chronos currently support multivariate time series prediction (i.e., multiple IDs simultaneously)? I noticed that the latest ChronosX mentions the ability to use covariates as input, but I could not find guidance on how to use them. Does this mean that, at present, the models available for zero-shot or fine-tuning can only perform historical sequence → future sequence prediction and cannot incorporate covariate inputs? Thank you very much for your time and assistance. I look forward to your guidance. |
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Replies: 2 comments · 2 replies
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autogluon has a higher level api that allows for covariates using regression and fine-tuning of chronos. Also, the predict method allows for multiple different "item_id" values to perform batch inference across multiple time series. https://auto.gluon.ai/stable/tutorials/timeseries/forecasting-chronos.html#incorporating-the-covariates |
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@Claire-bx Chronos-2 supports univariate, multivariate and covariate-informed forecasting natively. Please check this notebook for details. |
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does the latest Chronos-2 model support fine-tuning for the following tasks: |
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@Claire-bx it's best to ask a question in the corresponding thread so it's easier for others to find the answer as well. @lostella has responded to this in #318. |
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@Claire-bx Chronos-2 supports univariate, multivariate and covariate-informed forecasting natively. Please check this notebook for details.