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Models with Covariates Support

These models can incorporate external variables (covariates) to improve forecasting accuracy.
ModelDescriptionUse CaseModel IDPaper
LagllamaFoundation model from Mila QuebecBest for general forecasting tasks, financial data, and scenarios where external variables significantly impact outcomes. Leverages transformer architecture for complex pattern recognition.forecast-model-1Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting

Models without Covariates

These models work with univariate time series data and are optimized for specific use cases.
ModelDescriptionUse CaseModel IDPaper
chronos-boltAmazon’s lightweight Chronos modelBest for real-time forecasting and IoT sensor data requiring low latency predictions. Provides fast inference times with minimal computational overhead.forecast-model-2Chronos: Learning the Language of Time Series
TiRexNXAI’s model based on xLSTMsBest for complex seasonal data and long-term forecasting with intricate cyclical patterns. Designed to capture complex temporal dependencies.forecast-model-3TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learning
TOTODatadog’s observability-optimized modelBest for DevOps monitoring, infrastructure metrics, and application performance data. Tailored for observability-related forecasting needs.forecast-model-4TOTO: Time Series Optimized Transformer for Observability
More models coming soon!

Model Performance

Each model is optimized for different scenarios:
  • TabPFN-TS: Best overall performance for complex forecasting tasks
  • chronos-bolt: Fastest inference times for real-time applications
  • TiRex: Superior performance on seasonal and cyclical data
  • TOTO: Optimized for observability and monitoring use cases