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README.md
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---
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tags:
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- timeseries
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- Code: [GitHub](https://github.com/vilhess/PatchFM)
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- Paper: Incoming
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# A tutorial on how to build a Foundation Model for Univariate Time Series Forecasting
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[Huggingface Model Card](https://huggingface.co/vilhess/PatchFM)
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A concise, reproducible recipe for training a transformer-based, patch-to-patch forecasting model for univariate time series. The approach mirrors Large Language Model (LLM) practices (next-token → next-patch) while remaining lightweight compared to a classic LLM and practical.
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## Highlights
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- Next-patch prediction objective (autoregressive, causal)
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- Patch-based representation of time series (tokens ↔ patches)
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- Causal masking self-attention with RoPE (relative positions)
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- RevIN (Reversible Instance Normalization) with causal statistics
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- SwiGLU feed-forward networks
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- Multi-quantile outputs (median + uncertainty bands)
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- Efficient rollout with KV caching
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## Installation
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```bash
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git clone https://github.com/vilhess/PatchFM
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# A tutorial on how to build a Foundation Model for Univariate Time Series Forecasting
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+
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+
A concise, reproducible recipe for training a transformer-based, patch-to-patch forecasting model for univariate time series. The approach mirrors Large Language Model (LLM) practices (next-token → next-patch) while remaining lightweight compared to a classic LLM and practical.
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## Highlights
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- Next-patch prediction objective (autoregressive, causal)
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+
- Patch-based representation of time series (tokens ↔ patches)
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+
- Causal masking self-attention with RoPE (relative positions)
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+
- RevIN (Reversible Instance Normalization) with causal statistics
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+
- SwiGLU feed-forward networks
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+
- Multi-quantile outputs (median + uncertainty bands)
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+
- Efficient rollout with KV caching
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+
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---
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tags:
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- timeseries
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- Code: [GitHub](https://github.com/vilhess/PatchFM)
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- Paper: Incoming
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## Installation
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```bash
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git clone https://github.com/vilhess/PatchFM
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