--- title: TempoPFN Forecasting Terminal emoji: 🌖 colorFrom: green colorTo: purple sdk: gradio sdk_version: 5.49.1 app_file: app.py pinned: false python_version: '3.12' license: apache-2.0 --- # TempoPFN: Zero-Shot Forecasting & Analysis Terminal ## 🚀 What is this Space? **Interactive TempoPFN Application** - A comprehensive zero-shot time series forecasting platform featuring: ### 📊 4 Main Features: 1. **Financial Markets** - Stock analysis, technical indicators, volatility tracking with real market data 2. **Research & Analysis** - Synthetic data forecasting with advanced statistical analysis 3. **Synthetic Data Generation** - 12+ generator types with customizable parameters 4. **GIFT Evaluation** - Standardized benchmark framework for model evaluation ### ✨ Built on TempoPFN This application is powered by [TempoPFN](https://huggingface.co/AutoML-org/TempoPFN), a state-of-the-art time series foundation model pretrained entirely on synthetic data. It delivers top-tier zero-shot forecasting accuracy while remaining fully reproducible. --- # TempoPFN: Synthetic Pre-Training of Linear RNNs for Zero-Shot Time Series Forecasting [![preprint](https://img.shields.io/static/v1?label=Paper&message=2509.26468&color=B31B1B&logo=arXiv)](https://arxiv.org/abs/2510.25502) [![GIFT-Eval](https://img.shields.io/badge/%F0%9F%8F%86%20GIFT--Eval-Leaderboard-0078D4)](https://huggingface.co/spaces/Salesforce/GIFT-Eval) [![huggingface](https://img.shields.io/badge/%F0%9F%A4%97%20HF-Model_Repo-FFD21E)](https://huggingface.co/AutoML-org/TempoPFN) [![License: Apache 2.0](https://img.shields.io/badge/License-Apache%202.0-green.svg)](https://github.com/automl/TempoPFN/blob/main/LICENSE) --- **TempoPFN** introduced in [TempoPFN: Synthetic Pre-Training of Linear RNNs for Zero-Shot Time Series Forecasting](https://arxiv.org/abs/2510.25502), is a univariate time series foundation model pretrained **entirely on synthetic data**. It delivers top-tier zero-shot forecasting accuracy while remaining fully reproducible and free from real-data leakage. Built on a **Linear RNN (GatedDeltaProduct)** backbone, TempoPFN performs end-to-end forecasting without patching or windowing. Its design enables fully parallelizable training and inference while maintaining stable temporal state-tracking across long sequences. The GatedDeltaProduct architecture is based on [DeltaProduct](https://arxiv.org/html/2502.10297v3), extended with state-weaving for time series forecasting. For detailed information about the architecture and custom modifications, see [`src/models/gated_deltaproduct/README.md`](src/models/gated_deltaproduct/README.md). This repository includes the [**pretrained 38M parameter model**](https://www.dropbox.com/scl/fi/mqsni5lehooyaw93y3uzq/checkpoint_38M.pth?rlkey=3uyehvmtted02xkha24zgpzb6&st=seevsbkn&dl=0), all training and inference code, and the **complete synthetic data generation pipeline** used for pretraining. ## ✨ Why TempoPFN? * **High Performance, No Real Data:** Achieves top-tier competitive results on **GIFT-Eval, outperforming all existing synthetic-only approaches** and **surpassing the vast majority of models trained on real-world data**. This ensures full reproducibility and eliminates benchmark leakage. * **Parallel and Efficient:** The linear recurrence design enables full-sequence parallelization. This gives us the best of both worlds: the linear efficiency of an RNN, but with the training parallelism of a Transformer. * **Open and Reproducible:** Includes the full synthetic data pipeline, configurations, and scripts to reproduce training from scratch. * **State-Tracking Stability:** The GatedDeltaProduct recurrence and *state-weaving* mechanism preserve temporal continuity and information flow across long horizons, improving robustness without non-linear recurrence. ![TempoPFN Overview](https://iili.io/KDCHpou.png) ## ⚙️ Installation This repository includes all training and inference code and the **complete synthetic data generation pipeline** used for pretraining. The **pretrained 38M parameter model** is hosted on our **[Hugging Face repository](https://huggingface.co/AutoML-org/TempoPFN)**. ## 🚀 Get the Model & Quick Start The easiest and recommended way to get the model, inference code, and weights is to clone our **[Hugging Face repository](https://huggingface.co/AutoML-org/TempoPFN)**. ```bash # 1. Install Git LFS (if you haven't already) # On Ubuntu: sudo apt-get install git-lfs # On macOS: brew install git-lfs git lfs install # 2. Clone the Hugging Face repository git clone https://huggingface.co/AutoML-org/TempoPFN cd TempoPFN # 3. Set up the environment python3.12 -m venv venv & source venv/bin/activate export PYTHONPATH=$PWD # 4. Install PyTorch version matching your CUDA version pip install torch --index-url https://download.pytorch.org/whl/cu128 # 5. Install dependencies pip install . pip install .[dev] # 4. Run the Quick Start Script python examples/quick_start_tempo_pfn.py # 5. Alternatively, you can run the Notebook version jupyter notebook examples/quick_start_tempo_pfn.ipynb ``` ### Hardware & Performance Tips **GPU Required:** Inference requires a CUDA-capable GPU with a matching PyTorch version installed. Tested on NVIDIA A100/H100. **First Run:** The first inference for a new sequence length will be slow due to Triton kernel compilation. Subsequent runs will be fast. **Cache Tip:** If using a network filesystem, prevent slowdowns by routing caches to a local directory (like `/tmp`) *before* running: ```bash LOCAL_CACHE_BASE="${TMPDIR:-/tmp}/tsf-$(date +%s)" mkdir -p "${LOCAL_CACHE_BASE}/triton" "${LOCAL_CACHE_BASE}/torchinductor" export TRITON_CACHE_DIR="${LOCAL_CACHE_BASE}/triton" export TORCHINDUCTOR_CACHE_DIR="${LOCAL_CACHE_BASE}/torchinductor" python examples/quick_start_tempo_pfn.py ``` ## 🚂 Training All training and model parameters are controlled via YAML files in `configs/`. ```bash # Single-GPU (Debug) torchrun --standalone --nproc_per_node=1 src/training/trainer_dist.py --config ./configs/train.yaml # Multi-GPU (e.g., 8 GPUs) torchrun --standalone --nproc_per_node=8 src/training/trainer_dist.py --config ./configs/train.yaml ``` ## 💾 Synthetic Data Generation A core contribution of this work is our open-source synthetic data pipeline, located in `src/synthetic_generation/`. It combines diverse generators with a powerful augmentation cascade. **Generators Used:** * **Adapted Priors:** ForecastPFN, KernelSynth, GaussianProcess (GP), and CauKer (Structural Causal Models). * **Novel Priors:** SDE (a flexible regime-switching Ornstein-Uhlenbeck process), Sawtooth, StepFunction, Anomaly, Spikes, SineWave, and Audio-Inspired generators (Stochastic Rhythms, Financial Volatility, Network Topology, Multi-Scale Fractals). You can easily generate your own data by installing the development dependencies and instantiating a generator wrapper. See `examples/generate_synthetic_data.py` for a minimal script, or inspect the generator code in `src/synthetic_generation/`. ## 🤝 License This project is licensed under the Apache 2.0 License. See the LICENSE file for details. This permissive license allows for both academic and commercial use. ## 📚 Citation If you find TempoPFN useful in your research, please consider citing our paper: ```bibtex @misc{moroshan2025tempopfn, title={TempoPFN: Synthetic Pre-Training of Linear RNNs for Zero-Shot Time Series Forecasting}, author={Vladyslav Moroshan and Julien Siems and Arber Zela and Timur Carstensen and Frank Hutter}, year={2025}, eprint={2510.25502}, archivePrefix={arXiv}, primaryClass={cs.LG} } ```