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Moirai: 범용 시계열 예측 트랜스포머×PatchTST×
분야딥러닝딥러닝
계열Machine learningMachine learning
기원 연도20242023
창시자Gerald Woo et al. (Salesforce)Nie, Y. et al.
유형Foundation model for zero-shot time-series forecastingTransformer for time series forecasting
원전Woo, G., Liu, C., Kumar, A., Xiong, C., Savarese, S., & Sahoo, D. (2024). Unified training of universal time series forecasting transformers. ICML. link ↗Nie, Y., Nguyen, N. H., Sinthong, P. & Kalagnanam, J. (2023). A Time Series is Worth 64 Words: Long-term Forecasting with Transformers. ICLR. link ↗
별칭Unified Time-Series Transformer, Universal Forecasting Transformer, MOIRAI, Evrensel Zaman Serisi Tahmin TransformatörüPatchTST — Yama Tabanlı Zaman Serisi Transformer, patch-based time series transformer, channel-independent transformer
관련33
요약Moirai 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.PatchTST is a patch-based Transformer architecture for time series forecasting, introduced by Nie and colleagues in 2023, that cuts each series into overlapping patches treated as tokens and processes channels independently. It balances computational efficiency with strong accuracy on long-horizon forecasting.
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