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README.md
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- time-series-foundation-models
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# Sundial
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Sundial is a familiy of **generative** time series foundation models. The model can make zero-shot predictions for both **point** and **probabilistic** forecasting.
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Figure 1. Overall architecture of Sundial. The input time series is divided into patch tokens, which are embedded from original continuous values. The patch embeddings are fed into a decoder-only Transformer, a stable and speedup version that learns token representations via causal self-attention. The model is optimized using our TimeFlow Loss, a parameterized loss function that models per-token probability distribution conditioned on the learned representations, and generates multiple plausible predictions under the flow-matching framework.
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# Evaluation
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We evaluate performance on the following benchmark:
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- [Gift-Eval](https://cdn-uploads.huggingface.co/production/uploads/64fbe24a2d20ced4e91de38a/AXhZLVGR8Cnuxe8CVK4Fu.png).
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- [FEV Leaderboard](https://cdn-uploads.huggingface.co/production/uploads/64fbe24a2d20ced4e91de38a/AXhZLVGR8Cnuxe8CVK4Fu.png).
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- [TSLib Dataset](https://cdn-uploads.huggingface.co/production/uploads/64fbe24a2d20ced4e91de38a/AXhZLVGR8Cnuxe8CVK4Fu.png).
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We evaluate inference speed with the following time series foundation models:
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- [FEV Leaderboard](https://cdn-uploads.huggingface.co/production/uploads/64fbe24a2d20ced4e91de38a/AXhZLVGR8Cnuxe8CVK4Fu.png).
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# Quickstart
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```
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pip install transformers==4.40.1 # Use this version and Python 3.10 for stable compatibility
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```
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A notebook example is also provided [here](https://github.com/thuml/Sundial/blob/main/examples/quickstart_zero_shot.ipynb). Try it out!
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## Specification
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* Architecture: Causal Transformer (Decoder-only)
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* Number of Layers: 12
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* Speedup with KV Cache & FlashAttention
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## Acknowledgments
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This work was supported by the National Natural Science Foundation of China (62022050 and U2342217), the BNRist Innovation Fund (BNR2024RC01010), and the National Engineering Research Center for Big Data Software.
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- time-series-foundation-models
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---
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# Sundial
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Sundial is a familiy of **generative** time series foundation models. The model can make zero-shot predictions for both **point** and **probabilistic** forecasting.
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Figure 1. Overall architecture of Sundial. The input time series is divided into patch tokens, which are embedded from original continuous values. The patch embeddings are fed into a decoder-only Transformer, a stable and speedup version that learns token representations via causal self-attention. The model is optimized using our TimeFlow Loss, a parameterized loss function that models per-token probability distribution conditioned on the learned representations, and generates multiple plausible predictions under the flow-matching framework.
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## Quickstart
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```
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pip install transformers==4.40.1 # Use this version and Python 3.10 for stable compatibility
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```
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A notebook example is also provided [here](https://github.com/thuml/Sundial/blob/main/examples/quickstart_zero_shot.ipynb). Try it out!
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## Evaluation
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We evaluate performance on the following benchmarks:
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- [Gift-Eval](https://cdn-uploads.huggingface.co/production/uploads/64fbe24a2d20ced4e91de38a/AXhZLVGR8Cnuxe8CVK4Fu.png).
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- [FEV Leaderboard](https://cdn-uploads.huggingface.co/production/uploads/64fbe24a2d20ced4e91de38a/AXhZLVGR8Cnuxe8CVK4Fu.png).
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- [TSLib Dataset](https://cdn-uploads.huggingface.co/production/uploads/64fbe24a2d20ced4e91de38a/AXhZLVGR8Cnuxe8CVK4Fu.png).
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We evaluate inference speed with the following time series foundation models:
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- [FEV Leaderboard](https://cdn-uploads.huggingface.co/production/uploads/64fbe24a2d20ced4e91de38a/AXhZLVGR8Cnuxe8CVK4Fu.png).
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We are actively working around it and are glad to hear from suggestions and noteworthy cases :)
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## Specification
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* Architecture: Causal Transformer (Decoder-only)
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* Number of Layers: 12
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* Speedup with KV Cache & FlashAttention
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## Acknowledgments
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This work was supported by the National Natural Science Foundation of China (62022050 and U2342217), the BNRist Innovation Fund (BNR2024RC01010), and the National Engineering Research Center for Big Data Software.
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