The Bottom Line
Moirai is designed to achieve universal forecasting with masked encoder-based time series transformers.
LOTSA is the largest collection of open data for pre-training time series forecasting models.
Moirai addresses key challenges of universal forecasting to support various domains, multiple frequencies, and any-variate in a zero-shot manner.
Evaluated in both in-distribution and out-of-distribution settings, Moirai shines as a zero-shot forecaster, delivering competitive or even superior performance compared to full-shot models.
Explore More
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About the Authors
Gerald Woo is a Ph.D. candidate in the Industrial PhD Program at Singapore Management University and a researcher at Salesforce AI Research Asia and his research focuses on deep learning for time-series, including representation learning, and forecasting.
Chenghao Liu is a Lead Applied Scientist at Salesforce AI Research Asia, working on AIOps research, including time series forecasting, anomaly detection, and causal machine learning.