moirai.md

Running Inference with MOIRAI

Original Repository | Paper

Follow these steps to set up and run inference using MOIRAI:

1. Set up the environment and initialize submodules.
2. Run the inference script with the following commands:

MODEL='moirai'
for DATASET in 'etth1' 'etth2' 'ettm1' 'ettm2' 'weather_ltsf' 'electricity_ltsf'; do
    for CTX_LEN in 5000 96; do
        for PRED_LEN in 24 48 96 192 336 720; do
            python run.py --config config/tsfm/${MODEL}/context_${CTX_LEN}/${DATASET}.yaml --seed_everything 0  \
                --data.data_manager.init_args.path ${DATA_DIR} \
                --trainer.default_root_dir ${LOG_DIR} \
                --data.data_manager.init_args.dataset ${DATASET} \
                --data.data_manager.init_args.prediction_length ${PRED_LEN}
        done
    done
done

Hyper-param in Inference

patch size (default: auto): Specifies the patch size used during inference. When set to auto, the model selects the patch size that minimizes validation loss based on historical data.

variate_mode (default: S): Determines whether the model operates in univariate (S) or multivariate mode (M) during inference.