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Foundational Time Series Model Multi Series Cross Validation (Beta)

Perform Cross Validation for multiple series

post/cross_validation_multi_series

Request body

fewshot_stepsinteger nullable

Deprecated. Please use finetune_steps instead.

fewshot_loss'default' | 'mae' | 'mse' | 'rmse' | 'mape' | 'smape' nullable

Deprecated. Please use finetune_loss instead.

modelstring

Model to use as a string. Common options are (but not restricted to) timegpt-1 and timegpt-1-long-horizon. Full options vary by different users. Contact support@nixtla.io for more information. We recommend using timegpt-1-long-horizon for forecasting if you want to predict more than one seasonal period given the frequency of your data.

freqstring

The frequency of the data represented as a string. 'D' for daily, 'M' for monthly, 'H' for hourly, and 'W' for weekly frequencies are available.

fhinteger

The forecasting horizon. This represents the number of time steps into the future that the forecast should predict.

{"stackTrail":"components:schemas:MultiSeriesCrossValidation:properties:y","oasType":"schema","type":"unknown","title":"Y","description":"The historical time series data provided as a dictionary of two colums: columns and data. The columns contains the columns of the dataframe and data contains eaach data point. For example: {\"columns\": [\"unique_id\", \"ds\", \"y\"], \"data\": [[\"ts_0\", \"2021-01-01\", 0.7], [\"ts_0\", \"2021-01-02\", 0.8]}."}
n_windowsinteger

Number of windows to evaluate.

step_sizeinteger nullable

Step size between each cross validation window. If None it will be equal to the forecasting horizon.

clean_ex_firstboolean

A boolean flag that indicates whether the API should preprocess (clean) the exogenous signal before applying the large time model. If True, the exogenous signal is cleaned; if False, the exogenous variables are applied after the large time model.

finetune_stepsinteger

The number of tuning steps used to train the large time model on the data. Set this value to 0 for zero-shot inference, i.e., to make predictions without any further model tuning.

finetune_loss'default' | 'mae' | 'mse' | 'rmse' | 'mape' | 'smape'

The loss used to train the large time model on the data. Select from ['default', 'mae', 'mse', 'rmse', 'mape', 'smape']. It will only be used if finetune_steps larger than 0. Default is a robust loss function that is less sensitive to outliers.

Response

Successful Response

{"stackTrail":"paths:/cross_validation_multi_series:post:responses:200:content:application/json:schema","oasType":"schema","type":"unknown"}

Changes