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TimeGPTapi

Lifecycle: experimental devel version License: GPL-3

TimeGPT is a generative pre-trained transformer model for time series analysis (https://docs.nixtla.io/docs) developed by Nixtla (https://nixtla.io). It was trained on the largest collection of public time series and can predict the future values of a single time series based on the provided. This R package provides an R interface to interact with the TimeGPT API.

Installation

You can install the development version of TimeGPTapi from GitHub with:

# install.packages("devtools")
devtools::install_github("danigiro/TimeGPTapi")

Quickstart

This is a basic example which shows you how to solve a common problem:

library(TimeGPTapi)

# Loading the air passengers dataset and the time vector
y <- AirPassengers
time_air <- zoo::as.Date(AirPassengers)

# Set the TimeGPT API token
set_TimeGPT_token("<TIMEGPT_TOKEN>")
obj <- TimeGPT(AirPassengers, time_air, freq = "M", verbose = TRUE, historic = TRUE)

# Forecasting the next 12 horizons using TimeGPT
fore <- forecast(obj2, h = 12)

Todo

  • Implement external regressor (xreg)
  • Multivariate TimeGPT

Copyright

This R package is released under the GNU General Public License v3.0. The TimeGPT model and API are proprietary technologies developed by Nixtla, and all rights are reserved. The use of the TimeGPT API is subject to Nixtla’s terms and conditions, which can be found at https://nixtla.io.