0

philippdubach.com · 10d · discuss

Timestral is Mistral’s new family of models for forecasting time series. Give it a sequence of numbers, such as daily sales or electricity demand, and it predicts what comes next. It also produces a range of possible values, so we can ask how uncertain the forecast is. The family runs from 5 million to 209 million parameters and supports multiple related series and extra inputs. We were interested in the 28-million-parameter version: small enough to run locally, and already trained across other time series before we gave it our market data. We tested Timestral on daily stock returns, trading volume...