Ensemble forecasting with IBM Granite time-series models
Ensemble forecasting with IBM Granite time-series models
IBM introduces Granite Timeseries Ensemble, a recipe that combines four pre-trained Granite models (PatchTST-FM-r1, PatchTST-FM-r2, FlowState-r1.1, and TTM-r3) through one extensible forecasting interface to return median and quantile forecasts without retraining or fitted ensemble weights. The default Probabilistic Ensemble pools member quantiles with equal influence, while an adaptive IQR Ensemble weights members by forecast spread; on 97 GIFT-Eval configurations both ensembles beat all four individual members on aggregate MASE and average MASE Rank, with the Probabilistic Ensemble reaching 0.683 MASE versus 0.685 for the best single member. The authors note the MASE margin is small, that PatchTST-FM-r2 retains the lowest aggregate CRPS/MWQL, and that the recipe forecasts channels independently and loads four checkpoints, increasing inference time and memory.
Source: Hugging Face Blog · huggingface.co