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time series forecasting model #17965

Merged
merged 172 commits into from Sep 30, 2022
Merged

time series forecasting model #17965

merged 172 commits into from Sep 30, 2022

Commits on Jun 30, 2022

  1. initial files

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    kashif committed Jun 30, 2022
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  2. initial model via cli

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Commits on Jul 1, 2022

  1. typos

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  2. make a start on the model config

    @kashif
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  3. ready with configuation

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  4. remove tokenizer ref.

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  5. init the transformer

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  6. added initial model forward to return dec_output

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Commits on Jul 3, 2022

  1. require gluonts

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  2. update dep. ver table and add as extra

    @kashif
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  3. fixed typo

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Commits on Jul 4, 2022

  1. Merge remote-tracking branch 'upstream/main' into time-series

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  2. add type for prediction_length

    @kashif
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  3. use num_time_features

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  4. use config

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  5. more config

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  6. typos

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  7. opps another typo

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Commits on Jul 5, 2022

  1. freq can be none

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  2. default via transformation is 1

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  3. initial transformations

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  4. fix imports

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  5. added transform_start_field

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Commits on Jul 6, 2022

  1. add helper to create pytorch dataloader

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Commits on Jul 7, 2022

  1. added inital val and test data loader

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  2. added initial distr head and loss

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  3. training working

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Commits on Jul 8, 2022

  1. remove TimeSeriesTransformerTokenizer 

    Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>
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  2. Update src/transformers/__init__.py 

    Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>
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  3. Update src/transformers/models/time_series_transformer/__init__.py 

    Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>
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Commits on Jul 11, 2022

  1. fixed copyright

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    kashif committed Jul 11, 2022
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  2. removed docs

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    kashif committed Jul 11, 2022
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  3. remove time series tokenizer

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    kashif committed Jul 11, 2022
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Commits on Jul 12, 2022

  1. fixed docs

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    kashif committed Jul 12, 2022
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  2. fix text

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  3. fix second

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  4. fix default

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Commits on Jul 13, 2022

  1. fix order

    @kashif
    kashif committed Jul 13, 2022
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  2. use config directly

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  3. undo change

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  4. fix comment

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  5. fix year

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Commits on Jul 15, 2022

  1. fix import

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  2. add additional arguments for training vs. test

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  3. initial greedy inference loop

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  4. fix inference

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Commits on Jul 21, 2022

  1. comment out token inputs to enc dec

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Commits on Aug 7, 2022

  1. Use HF encoder/decoder

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  2. fix inference

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Commits on Aug 9, 2022

  1. Use Seq2SeqTSModelOutput output

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Commits on Aug 10, 2022

  1. return Seq2SeqTSPredictionOutput

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  2. added default arguments

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  3. fix return_dict true

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  4. scale is a tensor

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Commits on Aug 12, 2022

  1. output static_features for inference

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  2. clean up some unused bits

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  3. fixed typo

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  4. set return_dict if none

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  5. call model once for both train/predict

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  6. use cache if future_target is none

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Commits on Aug 14, 2022

  1. initial generate func

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Commits on Aug 15, 2022

  1. generate arguments

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  2. future_time_feat is required

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Commits on Aug 17, 2022

  1. return SampleTSPredictionOutput

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Commits on Aug 18, 2022

  1. removed unneeded classes

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  2. fix when params is none

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  3. fix return dict

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  4. fix num_attention_heads

    @kashif
    kashif committed Aug 18, 2022
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  5. fix arguments

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  6. remove unused shift_tokens_right

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Commits on Aug 19, 2022

  1. add different dropout configs

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Commits on Sep 3, 2022

  1. implement FeatureEmbedder, Scaler and weighted_average

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Commits on Sep 5, 2022

  1. remove gluonts dependency

    @kashif
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  2. fix class names

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  3. avoid _variable names

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Commits on Sep 6, 2022

  1. remove gluonts dependency

    @kashif
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  2. fix imports

    @kashif
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  3. remove gluonts from configuration

    @kashif
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  4. fix docs

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Commits on Sep 8, 2022

  1. fixed typo

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  2. move utils to examples

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  3. add example requirements

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  4. config has no freq

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Commits on Sep 12, 2022

  1. initial run_ts_no_trainer

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Commits on Sep 22, 2022

  1. remove from ignore

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  2. Merge remote-tracking branch 'upstream/main' into time-series

    @kashif
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  3. fix output_attentions and removed unsued getters/setters

    @kashif
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  4. removed unsed tests

    @kashif
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  5. add dec seq len

    @kashif
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  6. add test_attention_outputs

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  7. set has_text_modality=False

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  8. add config attribute_map

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Commits on Sep 23, 2022

  1. make style

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  2. make fix-copies

    @kashif
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  3. add encoder_outputs to TimeSeriesTransformerForPrediction forward

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  4. Improve docs, add model to README

    @NielsRogge
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  5. added test_forward_signature

    @kashif
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  6. More improvements

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  7. Add more copied from

    @NielsRogge
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  8. Fix README

    @NielsRogge
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  9. Fix remaining quality issues

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  10. Merge branch 'time-series' into time-series

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  11. Merge pull request #1 from NielsRogge/time-series 

    Improve model
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  12. updated encoder and decoder

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  13. fix generate

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  14. output_hidden_states and use_cache are optional

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  15. past key_values returned too

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  16. initialize weights of distribution_output module

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  17. fixed more tests

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Commits on Sep 26, 2022

  1. update test_forward_signature

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  2. fix return_dict outputs

    @kashif
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  3. Update src/transformers/models/time_series_transformer/configuration_… 

    …time_series_transformer.py

Co-authored-by: Sylvain Gugger <35901082+sgugger@users.noreply.github.com>
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  4. Update src/transformers/models/time_series_transformer/configuration_… 

    …time_series_transformer.py

Co-authored-by: Sylvain Gugger <35901082+sgugger@users.noreply.github.com>
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  5. Update src/transformers/models/time_series_transformer/configuration_… 

    …time_series_transformer.py

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  6. Update src/transformers/models/time_series_transformer/configuration_… 

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  7. Update src/transformers/models/time_series_transformer/modeling_time_… 

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  8. Update src/transformers/models/time_series_transformer/modeling_time_… 

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  9. Update src/transformers/models/time_series_transformer/modeling_time_… 

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Commits on Sep 27, 2022

  1. removed commented out tests

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  2. added neg. bin and normal output

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  3. Update src/transformers/models/time_series_transformer/configuration_… 

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  4. move to one line

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  5. Add docstrings

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  6. Update src/transformers/models/time_series_transformer/configuration_… 

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  7. add try except for assert and raise

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  8. try and raise exception

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  9. fix the documentation formatting

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  10. fix assert call

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  11. fix docstring formatting

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  12. removed input_ids from DOCSTRING

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  13. Update input docstring

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  14. Improve variable names

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Commits on Sep 28, 2022

  1. Merge branch 'time-series' into time-series

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  2. Update order of inputs

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  3. Merge branch 'time-series' of github.com:NielsRogge/transformers into… 

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  4. Improve configuration

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  5. Improve variable names

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  6. Improve docs

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  7. Remove key_length from tests

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  8. Add extra docs

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  9. Merge pull request #2 from NielsRogge/time-series 

    Add docstrings
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  10. initial unittests

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  11. added test_inference_no_head test

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  12. added test_inference_head

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  13. add test_seq_to_seq_generation

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  14. make style

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  15. one line

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  16. assert mean prediction

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  17. removed comments

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Commits on Sep 29, 2022

  1. Update src/transformers/models/time_series_transformer/modeling_time_… 

    …series_transformer.py

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  2. Update src/transformers/models/time_series_transformer/modeling_time_… 

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  3. fix order of args

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  4. Merge remote-tracking branch 'upstream/main' into time-series

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Commits on Sep 30, 2022

  1. make past_observed_mask optional as well

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  2. added Amazon license header

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  3. updated utils with new fieldnames

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  4. make style

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  5. cleanup

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  6. undo position of past_observed_mask

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  7. fix import

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  8. typo

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  9. more typo

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  10. rename example files

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  11. remove example for now

    @kashif
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  12. Update docs/source/en/_toctree.yml 

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  13. Update src/transformers/models/time_series_transformer/configuration_… 

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  14. Update src/transformers/models/time_series_transformer/modeling_time_… 

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  15. Update src/transformers/models/time_series_transformer/modeling_time_… 

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  16. Update modeling_time_series_transformer.py 

    fix style
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  17. fixed typo

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  18. fix typo and grammer

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    kashif committed Sep 30, 2022
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  19. fix style

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