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Update tools/ts_forecast_tool.py

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  1. tools/ts_forecast_tool.py +22 -82
tools/ts_forecast_tool.py CHANGED
@@ -1,90 +1,30 @@
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  # space/tools/ts_forecast_tool.py
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- import numpy as np
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  import pandas as pd
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- from typing import Dict, Optional
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-
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- from utils.tracing import Tracer
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- from utils.config import AppConfig
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-
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- # Granite TTM imports (from tsfm_public)
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- from tsfm_public.models.tinytimemixer.modeling_tinytimemixer import TinyTimeMixerForPrediction
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- from tsfm_public.toolkit.config import TSPPConfig
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- from tsfm_public.toolkit.dataset import TimeSeriesDataset
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- from tsfm_public.toolkit.trainer import Trainer
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-
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  class TimeseriesForecastTool:
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  """
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- Wraps IBM Granite TinyTimeMixer (TTM) for multivariate forecasting.
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- Expects a wide dataframe with:
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- - 'timestamp' (datetime64[ns])
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- - one or more numeric series columns to forecast (targets)
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- - optional control/exogenous columns (known-in-future features)
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- You must provide context_length and forecast_length to match a TTM variant.
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  """
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- def __init__(self, cfg: AppConfig, tracer: Tracer,
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- hf_model_id: str = "ibm-granite/granite-timeseries-ttm-r1",
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- revision: str = "main",
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- context_length: int = 512,
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- forecast_length: int = 96,
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- target_cols: Optional[list] = None,
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- control_cols: Optional[list] = None):
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- self.cfg = cfg
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- self.tracer = tracer
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-
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- self.context_length = context_length
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- self.forecast_length = forecast_length
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- self.target_cols = target_cols or []
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- self.control_cols = control_cols or []
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-
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- # Build TSPP config
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- self.tspp_config = TSPPConfig(
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- context_length=context_length,
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- prediction_length=forecast_length,
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- target_cols=self.target_cols,
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- known_cov_cols=self.control_cols, # known-in-future exogenous
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- time_col="timestamp",
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- freq=None # inferred; you can set "H" or "T" if you know it
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- )
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-
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- # Load model from HF (r1; try r2 for newer variants if needed)
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- self.model = TinyTimeMixerForPrediction.from_pretrained(
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- hf_model_id, revision=revision
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- )
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-
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- def _build_dataset(self, df: pd.DataFrame) -> TimeSeriesDataset:
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- # Minimal build: single item dataset from dataframe (you can batch multiple series)
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- item = df.sort_values("timestamp").reset_index(drop=True)
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- return TimeSeriesDataset.from_pandas(
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- item,
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- tspp_config=self.tspp_config
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- )
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-
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- def zeroshot_forecast(self, df: pd.DataFrame) -> Dict[str, pd.DataFrame]:
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  """
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- Zero-shot forecast: no fine-tuning, just apply pre-trained model.
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- Returns dict with "forecast" (future horizon) and "context" (last context window).
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  """
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- dset = self._build_dataset(df)
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- trainer = Trainer(model=self.model)
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- out = trainer.evaluate(dset) # Granite API uses 'evaluate' for zeroshot
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-
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- # Convert to a user-friendly dataframe
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- # out contains predictions for target_cols for next forecast_length steps
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- preds = out["predictions"] # dict: {col: np.ndarray [forecast_length]}
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- horizon_idx = pd.RangeIndex(self.forecast_length, name="step")
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- forecast_df = pd.DataFrame(preds, index=horizon_idx).reset_index(drop=True)
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-
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- try:
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- self.tracer.trace_event("ts_forecast", {
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- "targets": self.target_cols,
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- "ctx": self.context_length,
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- "h": self.forecast_length
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- })
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- except Exception:
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- pass
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-
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- return {
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- "forecast": forecast_df,
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- "context": df.tail(self.context_length).reset_index(drop=True)
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- }
 
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  # space/tools/ts_forecast_tool.py
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+ import torch
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  import pandas as pd
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+ from transformers import AutoModelForTimeSeriesForecasting, AutoTokenizer
 
 
 
 
 
 
 
 
 
 
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  class TimeseriesForecastTool:
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  """
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+ Lightweight wrapper around ibm-granite/granite-timeseries-ttm-r1
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+ using the Transformers interface.
 
 
 
 
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  """
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+ def __init__(self,
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+ model_id="ibm-granite/granite-timeseries-ttm-r1",
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+ device=None):
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+ self.device = device or ("cuda" if torch.cuda.is_available() else "cpu")
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+ self.model = AutoModelForTimeSeriesForecasting.from_pretrained(model_id).to(self.device)
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+ self.tokenizer = AutoTokenizer.from_pretrained(model_id)
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+
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+ def zeroshot_forecast(self, series: pd.Series, horizon: int = 96):
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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  """
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+ series: pd.Series indexed by datetime
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+ horizon: forecast steps
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  """
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+ values = series.values.astype("float32")
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+ inputs = torch.tensor(values, dtype=torch.float32).unsqueeze(0).to(self.device)
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+ with torch.no_grad():
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+ preds = self.model(inputs, prediction_length=horizon).predictions
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+ return pd.DataFrame(
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+ preds.squeeze().cpu().numpy(),
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+ columns=["forecast"]
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+ )