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Moirai : Transformer universel pour la prévision de séries temporelles×TimesFM×
DomaineApprentissage profondApprentissage profond
FamilleMachine learningMachine learning
Année d'origine20242024
Auteur d'origineGerald Woo et al. (Salesforce)Abhimanyu Das et al. (Google)
TypeFoundation model for zero-shot time-series forecastingPre-trained decoder-only transformer for zero-shot time-series forecasting
Source fondatriceWoo, G., Liu, C., Kumar, A., Xiong, C., Savarese, S., & Sahoo, D. (2024). Unified training of universal time series forecasting transformers. ICML. link ↗Das, A., Kong, W., Sen, R., & Zhou, Y. (2024). A decoder-only foundation model for time-series forecasting. ICML. link ↗
AliasUnified Time-Series Transformer, Universal Forecasting Transformer, MOIRAI, Evrensel Zaman Serisi Tahmin TransformatörüTime-series Foundation Model, Google TimesFM, TimesFM forecaster, Zaman Serisi Temel Modeli
Apparentées33
RésuméMoirai is a foundation model for universal time-series forecasting introduced by Gerald Woo and colleagues at Salesforce Research in 2024 and presented at ICML. The core idea is to pre-train a single large Transformer on an exceptionally diverse corpus of time-series data (LOTSA) spanning many domains and frequencies, enabling zero-shot and few-shot forecasting on unseen datasets without task-specific retraining. Moirai employs patch-based tokenization, any-variate attention, and a mixture-of-distributions output head to handle variable frequencies, multiple variates, and probabilistic prediction in a unified architecture.TimesFM is a pre-trained foundation model for univariate time-series forecasting introduced by Abhimanyu Das, Weihao Kong, Rajat Sen, and Yichen Zhou from Google in 2024. The model adopts a decoder-only transformer architecture, similar in spirit to large language models, and is trained on a large corpus of real-world and synthetic time-series data. Its central innovation is the ability to perform accurate zero-shot forecasting across diverse domains without task-specific fine-tuning.
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ScholarGateComparer des méthodes: Moirai · TimesFM. Consulté le 2026-06-18 sur https://scholargate.app/fr/compare