Overview
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This 57-minute tutorial from Trelis Research explores advanced time series forecasting using transformer-based models, specifically Chronos and PatchTST. Learn the fundamentals of time series forecasting, understand the architectural differences between these two powerful models, and discover when to use each one for optimal results. The video provides comprehensive demonstrations on implementing forecasting with PatchTST, training PatchTST models from scratch, utilizing Chronos for predictions, and fine-tuning Chronos models for specific applications. Follow along with practical code examples and gain access to resources that will help you apply these cutting-edge techniques to forecast virtually any time series data. Perfect for data scientists and machine learning practitioners looking to enhance their forecasting capabilities with transformer technology.
Syllabus
0:00 Timeseries forecasting with Chronos and PatchTST
0:41 Video Overview
1:05 What is time-series forecasting
3:04 PatchTST Architecture
5:00 Chronos Architecture
8:24 The difference between encoder-decoder and decoder
11:24 When to use Chronos vs PatchTST for time-series forecasting
14:56 Repo access and scripts: Trelis.com/ADVANCED-time-series
15:31 Forecasting with PatchTST
31:33 Training PatchTST from scratch
40:06 Forecasting with Chronos
46:34 Fine-tuning Chronos models
55:53 Final tips, and resources
Taught by
Trelis Research