Exploring Tiny Time-Mixer Model
Introduction 2024 was a year where time series zero/few shot forecasting functioality made its way into LLM architectures: Moment, TimesFM, Chonos, Moirai, and many more showed up. Those were novel models but, computationally, heavy to use. So soon the second wave of lighter models appeared incluging Tiny Time-Mixer (TTM) architecture from IBM Research. TTM can work with just 1M parameters, it supports channel correlations and exogenous signals, and handles multivariate forecasting. Let’s dive in. ...