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| Moirai: 時系列予測のための汎用Transformer× | TimesFM:時系列予測のためのデコーダーオンリー基盤モデル× | |
|---|---|---|
| 分野 | 深層学習 | 深層学習 |
| 系統 | Machine learning | Machine learning |
| 提唱年 | 2024 | 2024 |
| 提唱者≠ | Gerald Woo et al. (Salesforce) | Abhimanyu Das et al. (Google) |
| 種類≠ | Foundation model for zero-shot time-series forecasting | Pre-trained decoder-only transformer for zero-shot time-series forecasting |
| 原典≠ | Woo, 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 ↗ |
| 別名 | Unified Time-Series Transformer, Universal Forecasting Transformer, MOIRAI, Evrensel Zaman Serisi Tahmin Transformatörü | Time-series Foundation Model, Google TimesFM, TimesFM forecaster, Zaman Serisi Temel Modeli |
| 関連 | 3 | 3 |
| 概要≠ | Moirai 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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