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  1. README.md +156 -0
  2. config.json +38 -0
  3. model.safetensors +3 -0
  4. pytorch_model.bin +3 -0
README.md ADDED
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+ ---
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+ license: mit
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+ datasets:
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+ - AutonLab/Timeseries-PILE
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+ metrics:
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+ - accuracy
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+ - mse
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+ - mae
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+ - f1
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+ tags:
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+ - time series
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+ - forecasting
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+ - classification
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+ - anomaly detection
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+ - imputation
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+ - transformers
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+ - pretrained models
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+ - foundation models
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+ - time-series
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+ pipeline_tag: time-series-forecasting
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+ ---
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+ # MOMENT-Small
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+
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+ MOMENT is a family of foundation models for general-purpose time-series analysis. The models in this family (1) serve as a building block for diverse **time-series analysis tasks** (e.g., forecasting, classification, anomaly detection, and imputation, etc.), (2) are effective **out-of-the-box**, i.e., with no (or few) task-specific exemplars (enabling e.g., zero-shot forecasting, few-shot classification, etc.), and (3) are **tunable** using in-distribution and task-specific data to improve performance.
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+
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+ For details on MOMENT models, training data, and experimental results, please refer to the paper [MOMENT: A Family of Open Time-series Foundation Models](https://arxiv.org/pdf/2402.03885.pdf).
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+
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+ # Usage
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+
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+ **Recommended Python Version:** Python 3.11 (support for additional versions is expected soon).
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+
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+ You can install the `momentfm` package using pip:
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+ ```bash
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+ pip install momentfm
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+ ```
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+ Alternatively, to install the latest version directly from the GitHub repository:
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+ ```bash
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+ pip install git+https://github.com/moment-timeseries-foundation-model/moment.git
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+ ```
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+
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+
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+ To load the pre-trained model for one of the tasks, use one of the following code snippets:
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+
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+ **Forecasting**
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+ ```python
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+ from moment import MOMENTPipeline
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+
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+ model = MOMENTPipeline.from_pretrained(
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+ "AutonLab/MOMENT-1-small",
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+ model_kwargs={
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+ 'task_name': 'forecasting',
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+ 'forecast_horizon': 96
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+ },
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+ )
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+ model.init()
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+ ```
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+
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+ **Classification**
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+ ```python
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+ from moment import MOMENTPipeline
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+
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+ model = MOMENTPipeline.from_pretrained(
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+ "AutonLab/MOMENT-1-small",
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+ model_kwargs={
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+ 'task_name': 'classification',
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+ 'n_channels': 1,
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+ 'num_class': 2
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+ },
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+ )
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+ model.init()
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+ ```
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+
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+ **Anomaly Detection, Imputation, and Pre-training**
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+ ```python
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+ from moment import MOMENTPipeline
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+
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+ model = MOMENTPipeline.from_pretrained(
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+ "AutonLab/MOMENT-1-small",
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+ model_kwargs={"task_name": "reconstruction"},
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+ )
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+ mode.init()
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+ ```
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+
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+ **Representation Learning**
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+ ```python
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+ from moment import MOMENTPipeline
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+
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+ model = MOMENTPipeline.from_pretrained(
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+ "AutonLab/MOMENT-1-small",
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+ model_kwargs={'task_name': 'embedding'},
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+ )
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+ ```
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+
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+ ### Tutorials
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+ Here is the list of tutorials and reproducibile experiments to get started with MOMENT for various tasks:
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+ - [Forecasting](https://github.com/moment-timeseries-foundation-model/moment/blob/main/tutorials/forecasting.ipynb)
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+ - [Classification](https://github.com/moment-timeseries-foundation-model/moment/blob/main/tutorials/classification.ipynb)
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+ - [Anomaly Detection](https://github.com/moment-timeseries-foundation-model/moment/blob/main/tutorials/anomaly_detection.ipynb)
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+ - [Imputation](https://github.com/moment-timeseries-foundation-model/moment/blob/main/tutorials/imputation.ipynb)
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+ - [Representation Learning](https://github.com/moment-timeseries-foundation-model/moment/blob/main/tutorials/representation_learning.ipynb)
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+ - [Real-world Electrocardiogram (ECG) Case Study](https://github.com/moment-timeseries-foundation-model/moment/blob/main/tutorials/ptbxl_classification.ipynb) -- This tutorial also shows how to fine-tune MOMENT for a real-world ECG classification problem, performing training and inference on multiple GPUs and parameter efficient fine-tuning (PEFT).
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+
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+ ## Model Details
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+
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+ ### Model Description
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+
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+ - **Developed by:** [Auton Lab](https://autonlab.org/), [Carnegie Mellon University](https://www.cmu.edu/) and [University of Pennsylvania](https://www.upenn.edu/)
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+ - **Model type:** Time-series Foundation Model
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+ - **License:** MIT License
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+
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+ ### Model Sources
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+
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+ <!-- Provide the basic links for the model. -->
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+
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+ - **Repository:** https://github.com/moment-timeseries-foundation-model/ (Pre-training and research code coming out soon!)
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+ - **Paper:** https://arxiv.org/abs/2402.03885
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+ - **Demo:** https://github.com/moment-timeseries-foundation-model/moment/tree/main/tutorials
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+
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+
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+ ## Environmental Impact
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+
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+ <!-- Total emissions (in grams of CO2eq) and additional considerations, such as electricity usage, go here. Edit the suggested text below accordingly -->
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+
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+ We train multiple models over many days resulting in significant energy usage and a sizeable carbon footprint. However, we hope that releasing our models will ensure that future time-series modeling efforts are quicker and more efficient, resulting in lower carbon emissions.
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+
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+ We use the Total Graphics Power (TGP) to calculate the total power consumed for training MOMENT models, although the total power consumed by the GPU will likely vary a little based on the GPU utilization while training our model. Our calculations do not account for power demands from other sources of our compute. We use 336.566 Kg C02/MWH as the standard value of CO2 emission per megawatt hour of energy consumed for [Pittsburgh](https://emissionsindex.org/).
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+
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+ - **Hardware Type:** NVIDIA RTX A6000 GPU
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+ - **GPU Hours:** 48
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+ - **Compute Region:** Pittsburgh, USA
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+ - **Carbon Emission (tCO2eq):**
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+
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+ #### Hardware
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+
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+ All models were trained and evaluated on a computing cluster consisting of 128 AMD EPYC 7502 CPUs, 503 GB of RAM, and 8 NVIDIA RTX A6000 GPUs each with 49 GiB RAM. All MOMENT variants were trained on a single A6000 GPU (with any data or model parallelism).
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+
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+ ## Citation
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+
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+ <!-- If there is a paper or blog post introducing the model, the APA and Bibtex information for that should go in this section. -->
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+
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+ **BibTeX:**
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+ If you use MOMENT please cite our paper:
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+
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+ ```bibtex
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+ @inproceedings{goswami2024moment,
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+ title={MOMENT: A Family of Open Time-series Foundation Models},
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+ author={Mononito Goswami and Konrad Szafer and Arjun Choudhry and Yifu Cai and Shuo Li and Artur Dubrawski},
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+ booktitle={International Conference on Machine Learning},
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+ year={2024}
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+ }
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+ ```
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+
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+ **APA:**
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+
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+ Goswami, M., Szafer, K., Choudhry, A., Cai, Y., Li, S., & Dubrawski, A. (2024).
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+ MOMENT: A Family of Open Time-series Foundation Models. In International Conference on Machine Learning. PMLR.
config.json ADDED
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+ {"task_name": "reconstruction",
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+ "model_name": "MOMENT",
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+ "transformer_type": "encoder_only",
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+ "device": "cpu",
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+ "transformer_backbone": "google/flan-t5-small",
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+ "model_kwargs": {},
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+ "t5_config": {
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+ "architectures": [
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+ ],
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+ "d_ff": 1024,
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+ "feed_forward_proj": "gated-gelu",
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+ "initializer_factor": 1.0,
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+ "is_encoder_decoder": true,
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+ "layer_norm_epsilon": 1e-06,
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+ "model_type": "t5",
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+ "n_positions": 512,
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+ "num_decoder_layers": 8,
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+ "num_heads": 6,
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+ "num_layers": 8,
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+ "output_past": true,
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+ "pad_token_id": 0,
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+ "relative_attention_max_distance": 128,
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+ "relative_attention_num_buckets": 32,
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+ "tie_word_embeddings": false,
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+ "use_cache": true,
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+ "vocab_size": 32128
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+ }
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+ }
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