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FlowStateForecaster

FlowStateForecaster

class FlowStateForecaster(model_path: str = 'ibm-research/flowstate', revision: str = 'r1.1', scale_factor: float = 1.0, config: dict | None = None, batch_first: bool = True, prediction_type: str = 'mean')[source]

Zero-shot forecaster wrapping IBM FlowState via granite-tsfm.

FlowState, developed by IBM Research, is an encoder-decoder architecture, employing an S5-based encoder and a functional basis decoder.

Univariate only. Implementation adapted from [1].

Parameters:
model_pathstr, default=”ibm-research/flowstate”

Hugging Face model id or local path.

revisionstr, default=”r1.1”

Model revision on the Hugging Face Hub. Always forwarded to from_pretrained; do not duplicate in config.

scale_factorfloat, default=1.0

Temporal scaling passed to the model at predict time.

configdict, optional, default=None

Extra kwargs for FlowStateForPrediction.from_pretrained.

batch_firstbool, default=True

past_values layout for the model.

prediction_type{“mean”, “median”}, default=”mean”

Point forecast type passed to the model.

Attributes:
cutoff

Cut-off = “present time” state of forecaster.

fh

Forecasting horizon that was passed.

is_fitted

Whether fit has been called.

state

State of the estimator.

Notes

predict_proba returns a skpro HistogramQPD built from FlowState’s native quantile grid. Quantiles between grid points are linearly interpolated, while levels outside the grid are clamped to the nearest native quantile.

References

[2]

Graf et al., FlowState: Sampling Rate Invariant Time Series Forecasting, arXiv:2508.05287

Examples

>>> from sktime.datasets import load_airline
>>> from sktime.forecasting.flowstate import FlowStateForecaster
>>> from sktime.split import temporal_train_test_split
>>> y = load_airline()
>>> y_train, _ = temporal_train_test_split(y)
>>> f = FlowStateForecaster()
>>> f.fit(y_train)
>>> y_pred = f.predict(fh=[1, 2, 3])

Methods

check_is_fitted([method_name])

Check if the estimator has been fitted.

clone()

Obtain a clone of the object with same hyper-parameters and config.

clone_tags(estimator[, tag_names])

Clone tags from another object as dynamic override.

create_test_instance([parameter_set])

Construct an instance of the class, using first test parameter set.

create_test_instances_and_names([parameter_set])

Create list of all test instances and a list of names for them.

fit(y[, X, fh])

Fit forecaster to training data.

fit_predict(y[, X, fh, X_pred])

Fit and forecast time series at future horizon.

get_class_tag(tag_name[, tag_value_default])

Get class tag value from class, with tag level inheritance from parents.

get_class_tags()

Get class tags from class, with tag level inheritance from parent classes.

get_config()

Get config flags for self.

get_fitted_params([deep])

Get fitted parameters.

get_param_defaults()

Get object's parameter defaults.

get_param_names([sort])

Get object's parameter names.

get_params([deep])

Get a dict of parameters values for this object.

get_pretrained_params([deep])

Get pretrained parameters of this estimator.

get_tag(tag_name[, tag_value_default, ...])

Get tag value from instance, with tag level inheritance and overrides.

get_tags()

Get tags from instance, with tag level inheritance and overrides.

get_test_params([parameter_set])

Return testing parameter settings for the estimator.

is_composite()

Check if the object is composed of other BaseObjects.

load_from_path(serial)

Load object from file location.

load_from_serial(serial)

Load object from serialized memory container.

predict([fh, X])

Forecast time series at future horizon.

predict_interval([fh, X, coverage])

Compute/return prediction interval forecasts.

predict_proba([fh, X, marginal])

Compute/return fully probabilistic forecasts.

predict_quantiles([fh, X, alpha])

Compute/return quantile forecasts.

predict_residuals([y, X])

Return residuals of time series forecasts.

predict_var([fh, X, cov])

Compute/return variance forecasts.

pretrain(y[, X, fh])

Pre-train forecaster on panel (global) data.

reset()

Reset the object to a clean post-init state.

save([path, serialization_format])

Save serialized self to bytes-like object or to (.zip) file.

score(y[, X, fh])

Scores forecast against ground truth, using MAPE (non-symmetric).

set_config(**config_dict)

Set config flags to given values.

set_params(**params)

Set the parameters of this object.

set_random_state([random_state, deep, ...])

Set random_state pseudo-random seed parameters for self.

set_tags(**tag_dict)

Set instance level tag overrides to given values.

update(y[, X, update_params])

Update cutoff value and, optionally, fitted parameters.

update_predict(y[, cv, X, update_params, ...])

Make predictions and update model iteratively over the test set.

update_predict_single([y, fh, X, update_params])

Update model with new data and make forecasts.