方法对比
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| Chronos:一种用于时间序列预测的标记化基础模型× | PatchTST× | TimesFM:面向时间序列预测的仅解码器基础模型× | |
|---|---|---|---|
| 领域 | 深度学习 | 深度学习 | 深度学习 |
| 方法族 | Machine learning | Machine learning | Machine learning |
| 起源年份≠ | 2024 | 2023 | 2024 |
| 提出者≠ | Abdul Fatir Ansari et al. (Amazon) | Nie, Y. et al. | Abhimanyu Das et al. (Google) |
| 类型≠ | Pre-trained language-model-based time-series forecaster | Transformer for time series forecasting | Pre-trained decoder-only transformer for zero-shot time-series forecasting |
| 开创性文献≠ | Ansari, A. F., Stella, L., Turkmen, C., Zhang, X., Mercado, P., Shen, H., et al. (2024). Chronos: Learning the language of time series. Transactions on Machine Learning Research. 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 ↗ | Das, A., Kong, W., Sen, R., & Zhou, Y. (2024). A decoder-only foundation model for time-series forecasting. ICML. link ↗ |
| 别名≠ | Chronos Forecasting Model, Amazon Chronos, Tokenized Time-Series LLM, Kronos Zaman Serisi Modeli | PatchTST — Yama Tabanlı Zaman Serisi Transformer, patch-based time series transformer, channel-independent transformer | Time-series Foundation Model, Google TimesFM, TimesFM forecaster, Zaman Serisi Temel Modeli |
| 相关≠ | 2 | 3 | 3 |
| 摘要≠ | Chronos is a family of pre-trained probabilistic forecasting models introduced by Ansari et al. at Amazon in 2024. It adapts the language-model paradigm to time series by quantizing continuous values into discrete tokens, enabling a standard transformer to be trained on a large heterogeneous corpus of time-series data. The result is a zero-shot forecasting model that generalizes across domains without requiring dataset-specific retraining. | 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. | 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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