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Did you mention that according to Nixtla study Chronos underperformed simple statistical ensemble?

According to the results of the study “Amazon's new foundational model Chronos is 10% less accurate and 500% slower than training classical statistical models.” when tested against a number of datasets.

TIDE is a good model, but one can’t make conclusions about Chronos by testing it against one model. I agree that Chronos is much better than Lag Llama though.

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Valeriy Manokhin, PhD, MBA, CQF
Valeriy Manokhin, PhD, MBA, CQF

Written by Valeriy Manokhin, PhD, MBA, CQF

Principal Data Scientist, PhD in Machine Learning, creator of Awesome Conformal Prediction 👍Tip: hold down the Clap icon for up x50

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