Probabilistic Time Series Forecasting with ๐ค Transformers
๐ฐ Hugging Face Blog
Use Transformers for probabilistic time series forecasting with Hugging Face's library
Action Steps
- Set up environment with required libraries
- Load and preprocess time series dataset
- Define and train a Time Series Transformer model
- Evaluate model performance using metrics such as mean absolute error and mean squared error
Who Needs to Know This
Data scientists and machine learning engineers can benefit from this approach to improve forecasting accuracy and uncertainty estimation in time series data
Key Insight
๐ก Transformers can be used for probabilistic time series forecasting, allowing for uncertainty estimation and improved accuracy
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๐ Use Transformers for probabilistic time series forecasting! ๐ค
Key Takeaways
Use Transformers for probabilistic time series forecasting with Hugging Face's library
Full Article
Published Time: 2022-12-01T00:00:00.154Z
# Probabilistic Time Series Forecasting with ๐ค Transformers
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# [](https://huggingface.co/blog/time-series-transformers#probabilistic-time-series-forecasting-with-%F0%9F%A4%97-transformers) Probabilistic Time Series Forecasting with ๐ค Transformers
Published December 1, 2022
[Update on GitHub](https://github.com/huggingface/blog/blob/main/time-series-transformers.md)
[- [x] Upvote 43](https://huggingface.co/login?next=%2Fblog%2Ftime-series-transformers)
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[Niels Rogge nielsr Follow](https://huggingface.co/nielsr)
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[](https://colab.research.google.com/github/huggingface/notebooks/blob/main/examples/time-series-transformers.ipynb)
## * [Introduction](https://huggingface.co/blog/time-series-transformers#introduction "Introduction")
* [Probabilistic Forecasting](https://huggingface.co/blog/time-series-transformers#probabilistic-forecasting "Probabilistic Forecasting")
* [The Time Series Transformer](https://huggingface.co/blog/time-series-transformers#the-time-series-transformer "The Time Series Transformer")
* [Set-up Environment](https://huggingface.co/blog/time-series-transformers#set-up-environment "Set-up Environment")
* [Load Dataset](https://huggingface.co/blog/time-series-transformers#load-dataset "Load Dataset")
* [Update `start` to `pd.Period`](https://huggingface.co/blog/time-series-transformers#update-start-to-pdperiod "Update <code>start</code> to <code>pd.Period</code>")
* [Define the Model](https://huggingface.co/blog/time-series-transformers#define-the-model "Define the Model")
* [Define Transformations](https://huggingface.co/blog/time-series-transformers#define-transformations "Define Transformations")
* [Define `InstanceSplitter`](https://huggingface.co/blog/time-series-transformers#define-instancesplitter "Define <code>InstanceSplitter</code>")
* [Create DataLoaders](https://huggingface.co/blog/time-series-transformers#create-dataloaders "Create DataLoaders")
* [Forwar
# Probabilistic Time Series Forecasting with ๐ค Transformers
[Hugging Face](https://huggingface.co/)
* [Models](https://huggingface.co/models)
* [Datasets](https://huggingface.co/datasets)
* [Spaces](https://huggingface.co/spaces)
* [Buckets new](https://huggingface.co/storage)
* [Docs](https://huggingface.co/docs)
* [Enterprise](https://huggingface.co/enterprise)
* [Pricing](https://huggingface.co/pricing)
*
*
* * *
* [Log In](https://huggingface.co/login)
* [Sign Up](https://huggingface.co/join)
[Back to Articles](https://huggingface.co/blog)
# [](https://huggingface.co/blog/time-series-transformers#probabilistic-time-series-forecasting-with-%F0%9F%A4%97-transformers) Probabilistic Time Series Forecasting with ๐ค Transformers
Published December 1, 2022
[Update on GitHub](https://github.com/huggingface/blog/blob/main/time-series-transformers.md)
[- [x] Upvote 43](https://huggingface.co/login?next=%2Fblog%2Ftime-series-transformers)
* [](https://huggingface.co/pcuenq "pcuenq")
* [](https://huggingface.co/baiyinnamula "baiyinnamula")
* [](https://huggingface.co/ridvan9 "ridvan9")
* [](https://huggingface.co/arjoca "arjoca")
* [](https://huggingface.co/samjat2012cl "samjat2012cl")
* [](https://huggingface.co/Ansh007 "Ansh007")
* +37
[](https://huggingface.co/nielsr)
[Niels Rogge nielsr Follow](https://huggingface.co/nielsr)
[](https://huggingface.co/kashif)
[Kashif Rasul kashif Follow](https://huggingface.co/kashif)
[](https://colab.research.google.com/github/huggingface/notebooks/blob/main/examples/time-series-transformers.ipynb)
## * [Introduction](https://huggingface.co/blog/time-series-transformers#introduction "Introduction")
* [Probabilistic Forecasting](https://huggingface.co/blog/time-series-transformers#probabilistic-forecasting "Probabilistic Forecasting")
* [The Time Series Transformer](https://huggingface.co/blog/time-series-transformers#the-time-series-transformer "The Time Series Transformer")
* [Set-up Environment](https://huggingface.co/blog/time-series-transformers#set-up-environment "Set-up Environment")
* [Load Dataset](https://huggingface.co/blog/time-series-transformers#load-dataset "Load Dataset")
* [Update `start` to `pd.Period`](https://huggingface.co/blog/time-series-transformers#update-start-to-pdperiod "Update <code>start</code> to <code>pd.Period</code>")
* [Define the Model](https://huggingface.co/blog/time-series-transformers#define-the-model "Define the Model")
* [Define Transformations](https://huggingface.co/blog/time-series-transformers#define-transformations "Define Transformations")
* [Define `InstanceSplitter`](https://huggingface.co/blog/time-series-transformers#define-instancesplitter "Define <code>InstanceSplitter</code>")
* [Create DataLoaders](https://huggingface.co/blog/time-series-transformers#create-dataloaders "Create DataLoaders")
* [Forwar
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