TimeGEN-1 Quickstart (Azure)

TimeGEN-1 is TimeGPT optimized for the Azure infrastructure. It is a production ready, generative pretrained transformer for time series. It’s capable of accurately predicting various domains such as retail, electricity, finance, and IoT with just a few lines of code 🚀.

Step 1: Set up a TimeGEN-1 endpoint account and generate your API key on Azure

• Go to ml.azure.com
• Sign in or create an account at Microsoft
• Click on ‘Models’ in the sidebar
• Search for ‘TimeGEN’ in the model catalog
• Select TimeGEN-1

• Click ‘Deploy’ and this will create an Endpoint

• Go to ‘Endpoint’ in the sidebar and you will see your TimeGEN-1 endpoint there
• In that Endpoint are the base URL and API Key you will use

Step 2: Install Nixtla

In your favorite Python development environment:

Install nixtla with pip:

pip install nixtla

Step 3: Import the Nixtla TimeGPT client

from nixtla import NixtlaClient

You can instantiate the NixtlaClient class providing your authentication API key.

nixtla_client = NixtlaClient(
    base_url = "YOUR_BASE_URL",
    api_key = "YOUR_API_KEY"
)

Step 4: Start making forecasts!

Now you can start making forecasts! Let’s import an example using the classic AirPassengers dataset. This dataset contains the monthly number of airline passengers in Australia between 1949 and 1960. First, load the dataset and plot it:

import pandas as pd

df = pd.read_csv('https://raw.githubusercontent.com/Nixtla/transfer-learning-time-series/main/datasets/air_passengers.csv')
df.head()

nixtla_client.plot(df, time_col='timestamp', target_col='value')

📘

Data Requirments

• Make sure the target variable column does not have missing or non-numeric values.
• Do not include gaps/jumps in the datestamps (for the given frequency) between the first and late datestamps. The forecast function will not impute missing dates.
• The format of the datestamp column should be readable by Pandas (see this link for more details).

For further details go to Data Requeriments.

👍

Save figures made with TimeGPT

The plot method automatically displays figures when in a notebook environment. To save figures locally, you can do:

fig = nixtla_client.plot(df, time_col='timestamp', target_col='value')

fig.savefig('plot.png', bbox_inches='tight')

Forecast a longer horizon into the future

Next, forecast the next 12 months using the SDK forecast method. Set the following parameters:

• df: A pandas DataFrame containing the time series data.
• h: Horizons is the number of steps ahead to forecast.
• freq: The frequency of the time series in Pandas format. See pandas’ available frequencies. (If you don’t provide any frequency, the SDK will try to infer it)
• time_col: The column that identifies the datestamp.
• target_col: The variable to forecast.

timegpt_fcst_df = nixtla_client.forecast(df=df, h=12, freq='MS', time_col='timestamp', target_col='value')
timegpt_fcst_df.head()

INFO:nixtla.nixtla_client:Validating inputs...
INFO:nixtla.nixtla_client:Preprocessing dataframes...
INFO:nixtla.nixtla_client:Restricting input...
INFO:nixtla.nixtla_client:Calling Forecast Endpoint...

nixtla_client.plot(df, timegpt_fcst_df, time_col='timestamp', target_col='value')

You can also produce longer forecasts by increasing the horizon parameter and selecting the timegpt-1-long-horizon model. Use this model if you want to predict more than one seasonal period of your data.

For example, let’s forecast the next 36 months:

timegpt_fcst_df = nixtla_client.forecast(df=df, h=36, time_col='timestamp', target_col='value', freq='MS', model='timegpt-1-long-horizon')
timegpt_fcst_df.head()

INFO:nixtla.nixtla_client:Validating inputs...
INFO:nixtla.nixtla_client:Preprocessing dataframes...
WARNING:nixtla.nixtla_client:The specified horizon "h" exceeds the model horizon. This may lead to less accurate forecasts. Please consider using a smaller horizon.
INFO:nixtla.nixtla_client:Restricting input...
INFO:nixtla.nixtla_client:Calling Forecast Endpoint...

nixtla_client.plot(df, timegpt_fcst_df, time_col='timestamp', target_col='value')

Produce a shorter forecast

You can also produce a shorter forecast. For this, we recommend using the default model, timegpt-1.

timegpt_fcst_df = nixtla_client.forecast(df=df, h=6, time_col='timestamp', target_col='value', freq='MS')
nixtla_client.plot(df, timegpt_fcst_df, time_col='timestamp', target_col='value')

INFO:nixtla.nixtla_client:Validating inputs...
INFO:nixtla.nixtla_client:Preprocessing dataframes...
INFO:nixtla.nixtla_client:Restricting input...
INFO:nixtla.nixtla_client:Calling Forecast Endpoint...