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IBM Granite time series ensemble recipe is available for loading from Hugging Face

1 reports1 story updatesUpdated Oct 22 15:51

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IBM has released Granite Timeseries Ensemble on Hugging Face, offering a four-model ensemble recipe. By default, the ensemble combines four pretrained models: PatchTST-FM-r1, PatchTST-FM-r2, FlowState, and Tiny Time Mixers. Across 97 GIFT-Eval configurations, it achieves an aggregate MASE of 0.683, outperforming the best single model, PatchTST-FM-r2, at 0.685. The recommended default Probabilistic Ensemble pools quantile forecasts equally across members with no fitting required; the IQR Ensemble instead weights members dynamically based on prediction interval width. The ensemble's main value lies in delivering stable accuracy without having to choose an architecture in advance, though PatchTST-FM-r2 still retains the lowest aggregate CRPS/MWQL.

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IBM Granite Time Series Models' Ensemble Forecasting Method

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  1. IBM Granite time series ensemble recipes can be loaded from Hugging Face

    Source:Hugging Face

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Oct 22

  1. Hugging FaceFirst-party

    IBM Granite Time Series Models' Ensemble Forecasting Method

    IBM has released Granite Timeseries Ensemble on Hugging Face, by default combining four pretrained models—PatchTST-FM-r1, PatchTST-FM-r2, FlowState, and Tiny Time Mixers—achieving an aggregate MASE of 0.683 across 97 GIFT-Eval configurations, outperforming the best single model, PatchTST-FM-r2, at 0.685. The recommended default Probabilistic Ensemble pools quantile forecasts from members with equal weights and requires no fitting; the IQR Ensemble, by contrast, weights dynamically according to forecast interval width. The main value of the ensemble is stable accuracy without having to select an architecture in advance, but PatchTST-FM-r2 still retains the lowest aggregate CRPS/MWQL.

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