Add files using upload-large-folder tool
Browse files- README.md +48 -47
- calibration/bucket_class_biases.csv +121 -0
- manifest.json +1652 -0
- models/pre/models.json +8 -0
- test/predicted_features/flowstate/bitbrains_fast_storage_5T_long/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/bitbrains_fast_storage_5T_medium/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/bitbrains_fast_storage_5T_short/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/bitbrains_fast_storage_H_short/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/bitbrains_rnd_5T_long/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/bitbrains_rnd_5T_medium/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/bitbrains_rnd_5T_short/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/bitbrains_rnd_H_short/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/bizitobs_application_10S_long/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/bizitobs_application_10S_medium/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/bizitobs_application_10S_short/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/bizitobs_l2c_5T_long/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/bizitobs_l2c_5T_medium/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/bizitobs_l2c_5T_short/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/bizitobs_l2c_H_long/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/bizitobs_l2c_H_medium/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/bizitobs_l2c_H_short/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/bizitobs_service_10S_long/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/bizitobs_service_10S_medium/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/bizitobs_service_10S_short/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/car_parts_M_short/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/covid_deaths_D_short/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/electricity_15T_long/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/electricity_15T_medium/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/electricity_15T_short/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/electricity_D_short/predicted_window_features.npz +3 -0
- test/predicted_features/flowstate/electricity_H_long/predicted_window_features.npz +3 -0
- test/predicted_features/timesfm-2.5/loop_seattle_H_short/predicted_window_features.npz +3 -0
- test/predicted_features/timesfm-2.5/m4_quarterly_Q_short/predicted_window_features.npz +3 -0
- test/predicted_features/timesfm-2.5/saugeen_D_short/predicted_window_features.npz +3 -0
- test/predicted_features/timesfm-2.5/saugeen_W_short/predicted_window_features.npz +3 -0
- test/predicted_features/timesfm-2.5/solar_10T_long/predicted_window_features.npz +3 -0
- test/predicted_features/timesfm-2.5/solar_10T_medium/predicted_window_features.npz +3 -0
- test/predicted_features/timesfm-2.5/solar_10T_short/predicted_window_features.npz +3 -0
- test/predicted_features/timesfm-2.5/solar_D_short/predicted_window_features.npz +3 -0
- test/predicted_features/timesfm-2.5/solar_H_long/predicted_window_features.npz +3 -0
- test/predicted_features/timesfm-2.5/solar_H_medium/predicted_window_features.npz +3 -0
- test/predicted_features/timesfm-2.5/solar_H_short/predicted_window_features.npz +3 -0
- test/predicted_features/timesfm-2.5/solar_W_short/predicted_window_features.npz +3 -0
- test/predicted_features/timesfm-2.5/sz_taxi_15T_long/predicted_window_features.npz +3 -0
- test/predicted_features/timesfm-2.5/sz_taxi_15T_medium/predicted_window_features.npz +3 -0
- test/predicted_features/timesfm-2.5/sz_taxi_15T_short/predicted_window_features.npz +3 -0
- test/predicted_features/timesfm-2.5/sz_taxi_H_short/predicted_window_features.npz +3 -0
- test/predicted_features/timesfm-2.5/us_births_D_short/predicted_window_features.npz +3 -0
- test/predicted_features/timesfm-2.5/us_births_M_short/predicted_window_features.npz +3 -0
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README.md
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---
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license: apache-2.0
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pipeline_tag: time-series-forecasting
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library_name:
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base_model:
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- amazon/chronos-2
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- google/timesfm-2.5-200m-pytorch
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tags:
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- time-series-forecasting
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- foundation-models
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- pretrained-models
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- time-series
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- timeseries
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- forecasting
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- ensemble
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- meta-learning
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- agentic
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- gift-eval
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- xgboost
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---
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> **This is a benchmarking artifact for the GIFT-Eval submission.**
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> CastStar is an agentic time-series forecasting system built on top of multiple foundation forecasting models. The submitted GIFT-Eval result uses pre-computed forecasts and a meta-selection/ensemble layer over the model pool. It is intended to make the leaderboard submission reproducible and comparable under the GIFT-Eval protocol.
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## What This Is
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CastStar combines forecasts from a pool of time-series foundation models and uses a learned gating strategy to select or weight base-model predictions for each forecasting setting. The system follows the same general meta-forecasting idea as FFORMA-style model selection, where lightweight time-series features and dataset metadata guide the choice of forecasting experts.
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## Model Pool
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| :--: | ------------------------------------------------------------ | :-------: |
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| 0 | [chronos-2](https://huggingface.co/amazon/chronos-2) | Chronos |
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| 1 | [timesfm-2.5](https://huggingface.co/google/timesfm-2.5-200m-pytorch) | TimesFM |
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| 2 | [flowstate](https://huggingface.co/ibm-research/flowstate) | FlowState |
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| 3 | [tirex](https://huggingface.co/NX-AI/TiRex-1.1-gifteval) | TiRex |
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| 4 | [patchtst-fm](https://huggingface.co/ibm-research/patchtst-fm-r1) | PatchTST |
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| 5 | [toto-2.0-2.5b](https://huggingface.co/Datadog/Toto-2.0-2.5B) | Toto 2.0 |
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##
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```json
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{
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"model_type": "agentic",
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"model_dtype": "float32",
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"model_link": "https://huggingface.co/USTC-AGI/CastStar",
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"code_link": "https://github.com/
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"org": "
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"testdata_leakage": "No",
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"replication_code_available": "
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}
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```
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##
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-
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- [GIFT-Eval benchmark](https://huggingface.co/spaces/Salesforce/GIFT-Eval)
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- [GIFT-Eval GitHub repository](https://github.com/SalesforceAIResearch/gift-eval)
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- [CastStar GitHub repository](https://github.com/ustc-time-series/CastStar)
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- [CastStar model page](https://huggingface.co/USTC-AGI/CastStar)
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## Citation
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---
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license: apache-2.0
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pipeline_tag: time-series-forecasting
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library_name: xgboost
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base_model:
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- amazon/chronos-2
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- google/timesfm-2.5-200m-pytorch
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tags:
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- time-series-forecasting
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- foundation-models
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- time-series
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- forecasting
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- ensemble
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- agentic
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- gift-eval
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- xgboost
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---
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# CastStar
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CastStar is an agentic time-series forecasting system built on multiple
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forecasting foundation models. This repository contains the frozen inference
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assets for reproducing the CastStar submission on all 97 GIFT-Eval dataset
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configurations.
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## Model Pool
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| Model | Source |
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|---|---|
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| Chronos-2 | [amazon/chronos-2](https://huggingface.co/amazon/chronos-2) |
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| TimesFM-2.5 | [google/timesfm-2.5-200m-pytorch](https://huggingface.co/google/timesfm-2.5-200m-pytorch) |
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| FlowState | [ibm-research/flowstate](https://huggingface.co/ibm-research/flowstate) |
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| TiReX | [NX-AI/TiRex-1.1-gifteval](https://huggingface.co/NX-AI/TiRex-1.1-gifteval) |
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| PatchTST-FM | [ibm-research/patchtst-fm-r1](https://huggingface.co/ibm-research/patchtst-fm-r1) |
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| Toto-2.0-2.5B | [Datadog/Toto-2.0-2.5B](https://huggingface.co/Datadog/Toto-2.0-2.5B) |
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The original model repositories retain their respective licenses and terms.
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## Artifact Layout
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```text
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CastStar-HF/
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├── README.md
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├── manifest.json
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├── calibration/
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│ └── bucket_class_biases.csv
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├── models/
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│ ├── pre/
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│ └── post/
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└── test/
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├── input_features/
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├── predictions/
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└── predicted_features/
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```
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The bundle contains only the frozen files required by the reproduction
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notebook. It does not contain training data or training code.
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## Reproduction
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1. Clone and install [GIFT-Eval](https://github.com/SalesforceAIResearch/gift-eval).
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2. Download the [Salesforce/GiftEval](https://huggingface.co/datasets/Salesforce/GiftEval) dataset.
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3. Open [`notebooks/caststar.ipynb`](https://github.com/SalesforceAIResearch/gift-eval/blob/main/notebooks/caststar.ipynb).
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4. Set the local GIFT-Eval dataset path and run the notebook.
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The notebook downloads this repository, runs frozen CastStar inference,
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evaluates the forecasts with the official GIFT-Eval metrics, and writes a
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submission-format CSV.
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## GIFT-Eval Submission
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```json
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{
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"model_type": "agentic",
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"model_dtype": "float32",
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"model_link": "https://huggingface.co/USTC-AGI/CastStar",
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"code_link": "https://github.com/SalesforceAIResearch/gift-eval/blob/main/notebooks/caststar.ipynb",
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"org": "USTC-AGI",
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"testdata_leakage": "No",
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"replication_code_available": "Yes"
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}
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```
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## Intended Use
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These assets are intended for reproducing and inspecting the CastStar
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GIFT-Eval benchmark submission.
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calibration/bucket_class_biases.csv
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bucket,model,bias
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10S|long,toto-2.0-2.5b,-0.8833333333333333
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10S|long,chronos-2,-1.1333333333333333
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10S|long,tirex,0.6666666666666666
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10S|long,patchtst-fm,1.0666666666666667
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10S|long,flowstate,-0.033333333333333326
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10S|long,timesfm-2.5,0.31666666666666665
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10S|medium,toto-2.0-2.5b,-0.4083333333333333
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10S|medium,chronos-2,-1.1583333333333332
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10S|medium,tirex,0.6416666666666666
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10S|medium,patchtst-fm,0.04166666666666663
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10S|medium,flowstate,0.5916666666666667
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10S|medium,timesfm-2.5,0.29166666666666663
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10S|short,toto-2.0-2.5b,-0.050000000000000044
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10S|short,chronos-2,-1.3
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10S|short,tirex,0.49999999999999994
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10S|short,patchtst-fm,-0.10000000000000003
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10S|short,flowstate,0.8
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10S|short,timesfm-2.5,0.14999999999999997
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10T|long,toto-2.0-2.5b,2.1416666666666666
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10T|long,chronos-2,0.46166666666666656
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10T|long,tirex,-3.4883333333333333
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10T|long,patchtst-fm,-0.33833333333333326
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10T|long,flowstate,2.0616666666666665
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10T|long,timesfm-2.5,-0.8383333333333333
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10T|medium,toto-2.0-2.5b,-1.1366666666666667
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10T|medium,chronos-2,0.8633333333333333
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10T|medium,tirex,-1.8366666666666667
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10T|medium,patchtst-fm,1.4833333333333334
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10T|medium,flowstate,0.8133333333333332
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10T|medium,timesfm-2.5,-0.18666666666666673
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| 32 |
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10T|short,toto-2.0-2.5b,0.11666666666666664
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10T|short,chronos-2,-1.1333333333333333
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| 34 |
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10T|short,tirex,0.6666666666666666
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| 35 |
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10T|short,patchtst-fm,0.06666666666666665
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10T|short,flowstate,-0.033333333333333326
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| 37 |
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10T|short,timesfm-2.5,0.31666666666666665
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| 38 |
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15T|long,toto-2.0-2.5b,-0.31666666666666665
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| 39 |
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15T|long,chronos-2,0.7833333333333334
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15T|long,tirex,0.9333333333333333
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15T|long,patchtst-fm,-0.5166666666666666
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| 42 |
+
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| 43 |
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| 44 |
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| 73 |
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| 74 |
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| 77 |
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| 78 |
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| 79 |
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| 88 |
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| 89 |
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H|long,patchtst-fm,0.23333333333333334
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| 90 |
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| 91 |
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| 92 |
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|
| 93 |
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|
| 94 |
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|
| 95 |
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|
| 96 |
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| 97 |
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| 99 |
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| 100 |
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| 101 |
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| 102 |
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| 103 |
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| 104 |
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| 105 |
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| 106 |
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| 108 |
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|
| 109 |
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|
| 110 |
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|
| 111 |
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Q|short,chronos-2,-1.32
|
| 112 |
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Q|short,tirex,1.13
|
| 113 |
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Q|short,patchtst-fm,-0.24999999999999997
|
| 114 |
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Q|short,flowstate,-0.22
|
| 115 |
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Q|short,timesfm-2.5,0.12999999999999998
|
| 116 |
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| 117 |
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| 118 |
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|
| 119 |
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W|short,patchtst-fm,-1.5333333333333332
|
| 120 |
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W|short,flowstate,0.4466666666666667
|
| 121 |
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W|short,timesfm-2.5,0.7166666666666667
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manifest.json
ADDED
|
@@ -0,0 +1,1652 @@
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|
| 1 |
+
{
|
| 2 |
+
"format": "caststar-gift-eval-inference-v1",
|
| 3 |
+
"models": [
|
| 4 |
+
"toto-2.0-2.5b",
|
| 5 |
+
"chronos-2",
|
| 6 |
+
"tirex",
|
| 7 |
+
"patchtst-fm",
|
| 8 |
+
"flowstate",
|
| 9 |
+
"timesfm-2.5"
|
| 10 |
+
],
|
| 11 |
+
"quantile_levels": [
|
| 12 |
+
0.1,
|
| 13 |
+
0.2,
|
| 14 |
+
0.3,
|
| 15 |
+
0.4,
|
| 16 |
+
0.5,
|
| 17 |
+
0.6,
|
| 18 |
+
0.7,
|
| 19 |
+
0.8,
|
| 20 |
+
0.9
|
| 21 |
+
],
|
| 22 |
+
"feature_columns": [
|
| 23 |
+
"hurst",
|
| 24 |
+
"series_length",
|
| 25 |
+
"unitroot_pp",
|
| 26 |
+
"unitroot_kpss",
|
| 27 |
+
"hw_alpha",
|
| 28 |
+
"hw_beta",
|
| 29 |
+
"hw_gamma",
|
| 30 |
+
"stability",
|
| 31 |
+
"nperiods",
|
| 32 |
+
"seasonal_period",
|
| 33 |
+
"trend",
|
| 34 |
+
"spike",
|
| 35 |
+
"linearity",
|
| 36 |
+
"curvature",
|
| 37 |
+
"e_acf1",
|
| 38 |
+
"e_acf10",
|
| 39 |
+
"seasonal_strength",
|
| 40 |
+
"peak",
|
| 41 |
+
"trough",
|
| 42 |
+
"x_pacf5",
|
| 43 |
+
"diff1x_pacf5",
|
| 44 |
+
"diff2x_pacf5",
|
| 45 |
+
"seas_pacf",
|
| 46 |
+
"nonlinearity",
|
| 47 |
+
"lumpiness",
|
| 48 |
+
"alpha",
|
| 49 |
+
"beta",
|
| 50 |
+
"arch_acf",
|
| 51 |
+
"garch_acf",
|
| 52 |
+
"arch_r2",
|
| 53 |
+
"garch_r2",
|
| 54 |
+
"flat_spots",
|
| 55 |
+
"entropy",
|
| 56 |
+
"crossing_points",
|
| 57 |
+
"arch_lm",
|
| 58 |
+
"x_acf1",
|
| 59 |
+
"x_acf10",
|
| 60 |
+
"diff1_acf1",
|
| 61 |
+
"diff1_acf10",
|
| 62 |
+
"diff2_acf1",
|
| 63 |
+
"diff2_acf10",
|
| 64 |
+
"seas_acf1",
|
| 65 |
+
"seasonality",
|
| 66 |
+
"prediction_length",
|
| 67 |
+
"num_variates",
|
| 68 |
+
"freq",
|
| 69 |
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"domain"
|
| 70 |
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],
|
| 71 |
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"categories": {
|
| 72 |
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"domain": [
|
| 73 |
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"Econ/Fin",
|
| 74 |
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"Energy",
|
| 75 |
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"Healthcare",
|
| 76 |
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"Nature",
|
| 77 |
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"Sales",
|
| 78 |
+
"Transport",
|
| 79 |
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"Web/CloudOps"
|
| 80 |
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],
|
| 81 |
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"freq": [
|
| 82 |
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"10S",
|
| 83 |
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"10T",
|
| 84 |
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"15T",
|
| 85 |
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"5T",
|
| 86 |
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"A-DEC",
|
| 87 |
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"D",
|
| 88 |
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"H",
|
| 89 |
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"M",
|
| 90 |
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"Q-DEC",
|
| 91 |
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"W-FRI",
|
| 92 |
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"W-SUN",
|
| 93 |
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"W-THU",
|
| 94 |
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"W-TUE",
|
| 95 |
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"W-WED"
|
| 96 |
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|
| 97 |
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|
| 98 |
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| 99 |
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|
| 100 |
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| 101 |
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|
| 102 |
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| 103 |
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| 104 |
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| 105 |
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| 106 |
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| 107 |
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| 108 |
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| 109 |
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| 114 |
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| 115 |
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| 116 |
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| 117 |
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|
| 118 |
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| 119 |
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| 120 |
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| 121 |
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| 122 |
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| 123 |
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| 124 |
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| 125 |
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| 131 |
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| 132 |
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| 133 |
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|
| 134 |
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|
| 135 |
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|
| 136 |
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|
| 137 |
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|
| 138 |
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|
| 139 |
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| 140 |
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| 141 |
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| 142 |
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| 144 |
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| 146 |
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| 147 |
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| 148 |
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| 149 |
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|
| 150 |
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|
| 151 |
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"bucket": "H|short",
|
| 152 |
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| 153 |
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| 154 |
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| 155 |
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| 156 |
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| 157 |
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| 162 |
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| 163 |
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| 164 |
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| 165 |
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| 166 |
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| 167 |
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"bucket": "5T|long",
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| 168 |
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| 169 |
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| 170 |
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| 171 |
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| 172 |
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| 173 |
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| 178 |
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| 179 |
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| 180 |
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| 181 |
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"dataset_name": "bitbrains_rnd/5T",
|
| 182 |
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|
| 183 |
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"bucket": "5T|medium",
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| 184 |
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| 185 |
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| 186 |
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| 187 |
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| 188 |
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| 189 |
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| 190 |
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| 192 |
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| 194 |
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| 195 |
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| 196 |
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| 197 |
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|
| 198 |
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| 199 |
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| 200 |
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| 201 |
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| 202 |
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| 203 |
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| 204 |
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| 205 |
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| 212 |
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| 214 |
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| 215 |
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| 216 |
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| 217 |
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| 218 |
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| 220 |
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| 230 |
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| 231 |
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| 232 |
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| 233 |
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| 234 |
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| 246 |
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| 247 |
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| 248 |
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| 249 |
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| 258 |
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{
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| 260 |
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| 261 |
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| 262 |
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| 263 |
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| 264 |
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| 265 |
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| 266 |
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| 268 |
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| 269 |
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| 275 |
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{
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| 276 |
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| 278 |
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| 279 |
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| 280 |
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| 281 |
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| 284 |
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| 290 |
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},
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| 291 |
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{
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| 292 |
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| 293 |
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| 294 |
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| 295 |
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| 296 |
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| 297 |
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| 309 |
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| 310 |
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| 311 |
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| 312 |
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| 313 |
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| 317 |
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| 325 |
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| 326 |
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| 327 |
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"bucket": "H|long",
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| 328 |
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"freq": "H",
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| 329 |
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| 330 |
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| 332 |
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},
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{
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| 340 |
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| 341 |
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"dataset_name": "bizitobs_l2c/H",
|
| 342 |
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| 343 |
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"bucket": "H|medium",
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| 344 |
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"freq": "H",
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| 345 |
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|
models/pre/models.json
ADDED
|
@@ -0,0 +1,8 @@
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
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[
|
| 2 |
+
"toto-2.0-2.5b",
|
| 3 |
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|
| 4 |
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|
| 5 |
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"patchtst-fm",
|
| 6 |
+
"flowstate",
|
| 7 |
+
"timesfm-2.5"
|
| 8 |
+
]
|
test/predicted_features/flowstate/bitbrains_fast_storage_5T_long/predicted_window_features.npz
ADDED
|
@@ -0,0 +1,3 @@
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test/predicted_features/flowstate/bitbrains_fast_storage_5T_medium/predicted_window_features.npz
ADDED
|
@@ -0,0 +1,3 @@
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test/predicted_features/flowstate/bitbrains_fast_storage_5T_short/predicted_window_features.npz
ADDED
|
@@ -0,0 +1,3 @@
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size 3494243
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test/predicted_features/flowstate/bitbrains_fast_storage_H_short/predicted_window_features.npz
ADDED
|
@@ -0,0 +1,3 @@
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|
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test/predicted_features/flowstate/bitbrains_rnd_5T_long/predicted_window_features.npz
ADDED
|
@@ -0,0 +1,3 @@
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test/predicted_features/flowstate/bitbrains_rnd_5T_medium/predicted_window_features.npz
ADDED
|
@@ -0,0 +1,3 @@
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test/predicted_features/flowstate/bitbrains_rnd_5T_short/predicted_window_features.npz
ADDED
|
@@ -0,0 +1,3 @@
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|
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test/predicted_features/flowstate/bitbrains_rnd_H_short/predicted_window_features.npz
ADDED
|
@@ -0,0 +1,3 @@
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|
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test/predicted_features/flowstate/bizitobs_application_10S_long/predicted_window_features.npz
ADDED
|
@@ -0,0 +1,3 @@
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|
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test/predicted_features/flowstate/bizitobs_application_10S_medium/predicted_window_features.npz
ADDED
|
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test/predicted_features/flowstate/bizitobs_application_10S_short/predicted_window_features.npz
ADDED
|
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|
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|
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| 1 |
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test/predicted_features/flowstate/bizitobs_l2c_5T_long/predicted_window_features.npz
ADDED
|
@@ -0,0 +1,3 @@
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|
|
|
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|
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| 1 |
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test/predicted_features/flowstate/bizitobs_l2c_5T_medium/predicted_window_features.npz
ADDED
|
@@ -0,0 +1,3 @@
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|
|
|
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|
test/predicted_features/flowstate/bizitobs_l2c_5T_short/predicted_window_features.npz
ADDED
|
@@ -0,0 +1,3 @@
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|
|
|
|
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|
|
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|
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| 1 |
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|
test/predicted_features/flowstate/bizitobs_l2c_H_long/predicted_window_features.npz
ADDED
|
@@ -0,0 +1,3 @@
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|
|
|
|
|
|
|
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|
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| 1 |
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test/predicted_features/flowstate/bizitobs_l2c_H_medium/predicted_window_features.npz
ADDED
|
@@ -0,0 +1,3 @@
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|
|
|
|
|
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|
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| 1 |
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test/predicted_features/flowstate/bizitobs_l2c_H_short/predicted_window_features.npz
ADDED
|
@@ -0,0 +1,3 @@
|
|
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|
|
|
|
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| 1 |
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test/predicted_features/flowstate/bizitobs_service_10S_long/predicted_window_features.npz
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