TiRex2Forecaster
Interface to the TiRex-2 zero-shot forecaster by NX-AI.
TiRex-2 is a pretrained xLSTM-based time series foundation model for zero-shot forecasting. It natively supports multivariate targets, past covariates, and known-future covariates, and outputs nine quantile levels (0.1 to 0.9) per prediction step.
The model is run in eager mode, via torch.compiler.set_stance, because the underlying package applies torch.compile unconditionally, which requires a working C++ toolchain and fails on machines without one.
Quickstart
from sktime.forecasting.tirex2 import TiRex2Forecaster
estimator = TiRex2Forecaster(model_path: str='NX-AI/TiRex-2', device: str='auto', revision: str=None, tta_sign_flip: bool=None, tta_diff: bool=None, hf_kwargs: dict=None, ignore_deps: bool=False)Parameters(7)
- model_pathstr, default=”NX-AI/TiRex-2”
Hugging Face repo id or local checkpoint directory.
The decontaminated variants
NX-AI/TiRex-2-gifteval-zs,NX-AI/TiRex-2-gifteval-pretrainandNX-AI/TiRex-2-fevbenchare gated on Hugging Face and require authentication to download.- device{“auto”, “cpu”, “cuda”, “mps”}, default=”auto”
Device used for inference.
"auto"resolves tocuda, thenmps, thencpu, depending on availability.- revisionstr, optional, default=None
- Model repository revision, branch, tag, or commit.
- tta_sign_flipbool, optional, default=None
Sign-flip test-time augmentation.
Noneuses the checkpoint default. Roughly doubles inference cost when enabled.- tta_diffbool, optional, default=None
Postprocessor differencing.
Noneuses the checkpoint default.- hf_kwargsdict, optional, default=None
Additional keyword arguments passed to
huggingface_hub.snapshot_download.- ignore_depsbool, default=False
- If True, soft dependency checks are skipped. Intended for tests and controlled environments.
Examples
>>> from sktime.datasets import load_airline
>>> from sktime.forecasting.tirex2 import TiRex2Forecaster
>>> y = load_airline ()
>>> forecaster = TiRex2Forecaster ()
>>> forecaster. fit (y)
>>> y_pred = forecaster. predict (fh = [1, 2, 3 ])References
TiRex-2: Generalizing TiRex to Multivariate Data and Streaming, arXiv:2607.01204