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