TimeGPT-1
I didn't think this would work. I was right. TimeGPT-1 from Nixtla is a pretrained transformer model for time series forecasting and anomaly detection. It was trained on thousands of timeseries. The idea is that just like text, time series have recognizable patterns and an GPT can leverage these patterns to predict the next number in the series just as an LLM predicts the next token in a series of tokens. I was interested in seeing how it performs on recent temperature anomaly data. Temperature anomaly is the difference of a temperature from a reference value. Here's an example. The monthly temperature anomaly data for the plot was downloaded from https://www.metoffice.gov.uk/hadobs/hadcrut5/data/HadCRUT.5.0.2.0/download.html . The plot shows the temperature anomaly for June of each year. The data represents temperature anomalies (deg C) relative to the average global temperature from 1961-1990. Notice the jump in the temperature anomaly at the last two poi...