Toto: Time Series Optimized Transformer for Observability

Fuente: arXiv
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Main Authors: Cohen, Ben, Khwaja, Emaad, Wang, Kan, Masson, Charles, Ramé, Elise, Doubli, Youssef, Abou-Amal, Othmane
Format: Preprint
Published: 2024
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author Cohen, Ben
Khwaja, Emaad
Wang, Kan
Masson, Charles
Ramé, Elise
Doubli, Youssef
Abou-Amal, Othmane
author_facet Cohen, Ben
Khwaja, Emaad
Wang, Kan
Masson, Charles
Ramé, Elise
Doubli, Youssef
Abou-Amal, Othmane
contents This technical report describes the Time Series Optimized Transformer for Observability (Toto), a new state of the art foundation model for time series forecasting developed by Datadog. In addition to advancing the state of the art on generalized time series benchmarks in domains such as electricity and weather, this model is the first general-purpose time series forecasting foundation model to be specifically tuned for observability metrics. Toto was trained on a dataset of one trillion time series data points, the largest among all currently published time series foundation models. Alongside publicly available time series datasets, 75% of the data used to train Toto consists of fully anonymous numerical metric data points from the Datadog platform. In our experiments, Toto outperforms existing time series foundation models on observability data. It does this while also excelling at general-purpose forecasting tasks, achieving state-of-the-art zero-shot performance on multiple open benchmark datasets.
format Preprint
id arxiv_https___arxiv_org_abs_2407_07874
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Toto: Time Series Optimized Transformer for Observability
Cohen, Ben
Khwaja, Emaad
Wang, Kan
Masson, Charles
Ramé, Elise
Doubli, Youssef
Abou-Amal, Othmane
Machine Learning
Artificial Intelligence
This technical report describes the Time Series Optimized Transformer for Observability (Toto), a new state of the art foundation model for time series forecasting developed by Datadog. In addition to advancing the state of the art on generalized time series benchmarks in domains such as electricity and weather, this model is the first general-purpose time series forecasting foundation model to be specifically tuned for observability metrics. Toto was trained on a dataset of one trillion time series data points, the largest among all currently published time series foundation models. Alongside publicly available time series datasets, 75% of the data used to train Toto consists of fully anonymous numerical metric data points from the Datadog platform. In our experiments, Toto outperforms existing time series foundation models on observability data. It does this while also excelling at general-purpose forecasting tasks, achieving state-of-the-art zero-shot performance on multiple open benchmark datasets.
title Toto: Time Series Optimized Transformer for Observability
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2407.07874