chronos2-forecasting / services /model_service.py
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"""
Chronos 2 Model Service
Handles model loading, caching, and inference using Chronos2Pipeline
"""
import logging
import time
from typing import Dict, List, Optional, Tuple, Any
import numpy as np
import pandas as pd
import torch
from chronos import ChronosPipeline, Chronos2Pipeline
from config.constants import CHRONOS2_MODEL, CONFIDENCE_LEVELS
from config.settings import CONFIG, DEVICE, MODEL_CONFIG
logger = logging.getLogger(__name__)
class ChronosModelService:
"""
Service for managing Chronos 2 model lifecycle and inference
Uses Chronos2Pipeline with DataFrame-based API
"""
def __init__(self):
self.model = None
self.device = None
self.model_variant = None
self.is_loaded = False
self.load_time = None
self.is_chronos2 = False # Track which pipeline type is loaded
def _get_device(self) -> str:
"""Determine the best available device"""
if DEVICE == 'cuda':
if not torch.cuda.is_available():
logger.warning("CUDA requested but not available, falling back to CPU")
return 'cpu'
return 'cuda'
elif DEVICE == 'cpu':
return 'cpu'
else: # auto
return 'cuda' if torch.cuda.is_available() else 'cpu'
def load_model(self) -> Dict[str, Any]:
"""
Load the Chronos 2 model at startup
Returns:
Dictionary with loading status and metadata
"""
try:
start_time = time.time()
logger.info("Loading Chronos 2 model from HuggingFace paper 2510.15821")
# Use the single Chronos-2 model
model_path = CHRONOS2_MODEL
self.model_variant = 'chronos-2'
# Determine device
self.device = self._get_device()
logger.info(f"Using device: {self.device}")
# Load model using Chronos2Pipeline
self.model = Chronos2Pipeline.from_pretrained(
model_path,
device_map=self.device,
torch_dtype=torch.bfloat16 if self.device == 'cuda' else torch.float32,
)
self.is_chronos2 = True
self.load_time = time.time() - start_time
self.is_loaded = True
logger.info(f"Model loaded successfully in {self.load_time:.2f}s")
# Warmup prediction
if MODEL_CONFIG['warmup_enabled']:
self._warmup()
return {
'status': 'success',
'model': 'chronos-2',
'device': self.device,
'load_time': self.load_time,
'model_name': model_path
}
except Exception as e:
logger.error(f"Failed to load model: {str(e)}", exc_info=True)
self.is_loaded = False
return {
'status': 'error',
'error': str(e)
}
def _warmup(self):
"""Run a warmup prediction to initialize the model"""
try:
logger.info("Running warmup prediction")
# Create warmup DataFrame in Chronos 2 format
warmup_data = pd.DataFrame({
'id': ['warmup'] * MODEL_CONFIG['warmup_length'],
'timestamp': pd.date_range('2020-01-01', periods=MODEL_CONFIG['warmup_length'], freq='D'),
'target': np.random.randn(MODEL_CONFIG['warmup_length'])
})
self.predict(
warmup_data,
horizon=MODEL_CONFIG['warmup_horizon'],
confidence_levels=[80]
)
logger.info("Warmup completed successfully")
except Exception as e:
logger.warning(f"Warmup failed: {str(e)}")
def predict(
self,
data: pd.DataFrame,
horizon: int,
confidence_levels: List[int] = None,
future_df: Optional[pd.DataFrame] = None
) -> Dict[str, Any]:
"""
Generate forecasts using Chronos 2 model with DataFrame API
Args:
data: DataFrame with columns ['id', 'timestamp', 'target']
Can also include covariates for multivariate forecasting
horizon: Number of periods to forecast
confidence_levels: List of confidence levels (e.g., [80, 90, 95])
future_df: Optional DataFrame with future covariate values
Returns:
Dictionary with predictions and metadata
"""
logger.info("=" * 80)
logger.info("MODEL SERVICE: predict() - ENTRY")
logger.info(f"Data shape: {data.shape}")
logger.info(f"Data columns: {data.columns.tolist()}")
logger.info(f"Horizon: {horizon}")
logger.info(f"Confidence levels: {confidence_levels}")
logger.info(f"Is loaded: {self.is_loaded}")
logger.info("=" * 80)
if not self.is_loaded:
logger.error("βœ— Model not loaded!")
raise RuntimeError("Model not loaded. Call load_model() first.")
try:
start_time = time.time()
logger.info("Starting prediction...")
# Use default confidence levels if not provided
if confidence_levels is None:
confidence_levels = CONFIDENCE_LEVELS
# Calculate quantile levels from confidence intervals
quantile_levels = []
for cl in sorted(confidence_levels):
lower = (100 - cl) / 200 # e.g., 80% -> 0.10
upper = 1 - lower # e.g., 80% -> 0.90
quantile_levels.extend([lower, upper])
# Add median
quantile_levels.append(0.5)
quantile_levels = sorted(set(quantile_levels))
logger.info(f"Generating forecast for horizon={horizon}, quantiles={quantile_levels}")
# Ensure required columns exist
required_cols = ['id', 'timestamp', 'target']
logger.info(f"Checking for required columns: {required_cols}")
if not all(col in data.columns for col in required_cols):
error_msg = f"Data must contain columns: {required_cols}, but got: {data.columns.tolist()}"
logger.error(f"βœ— {error_msg}")
raise ValueError(error_msg)
logger.info("βœ“ All required columns present")
# Generate forecast using appropriate API
if self.is_chronos2:
logger.info("Using Chronos2Pipeline.predict_df() method")
logger.info(f"Calling predict_df with prediction_length={horizon}, quantile_levels={quantile_levels}")
# Use Chronos 2 DataFrame API
pred_df = self.model.predict_df(
df=data,
future_df=future_df,
prediction_length=horizon,
quantile_levels=quantile_levels,
id_column='id',
timestamp_column='timestamp',
target='target'
)
logger.info(f"βœ“ predict_df completed - result shape: {pred_df.shape}")
else:
# Use original Chronos tensor API
# Convert DataFrame to tensor
context_tensor = torch.tensor(data['target'].values, dtype=torch.float32).unsqueeze(0)
# Generate forecast
forecast_tensors = self.model.predict(
context=context_tensor,
prediction_length=horizon,
num_samples=20, # Number of sample paths
limit_prediction_length=False
)
# Convert tensor output to DataFrame format
# forecast_tensors shape: [batch, num_samples, prediction_length]
quantiles_np = np.quantile(
forecast_tensors.squeeze(0).numpy(),
q=quantile_levels,
axis=0
)
# Create prediction DataFrame in Chronos 2 format
last_timestamp = pd.to_datetime(data['timestamp'].iloc[-1])
freq = pd.infer_freq(pd.to_datetime(data['timestamp']))
if freq is None:
freq = 'D' # Default to daily
future_timestamps = pd.date_range(
start=last_timestamp,
periods=horizon + 1,
freq=freq
)[1:] # Exclude the last historical point
pred_df = pd.DataFrame({
'id': [data['id'].iloc[0]] * horizon,
'timestamp': future_timestamps
})
# Add quantile columns
for i, q in enumerate(quantile_levels):
pred_df[f'{q:.2f}'] = quantiles_np[i, :]
# Process forecast results
# pred_df contains columns: id, timestamp, and quantile columns
# Extract forecast for the first series (if multiple)
series_ids = pred_df['id'].unique()
if len(series_ids) > 0:
series_pred = pred_df[pred_df['id'] == series_ids[0]].copy()
else:
series_pred = pred_df.copy()
# Create forecast dataframe with confidence intervals
forecast_df = pd.DataFrame({
'ds': series_pred['timestamp'],
'forecast': series_pred['0.5'] # Median forecast
})
# Add confidence intervals
for cl in confidence_levels:
lower = (100 - cl) / 200
upper = 1 - lower
lower_col = f'{lower:.2f}'
upper_col = f'{upper:.2f}'
if lower_col in series_pred.columns:
forecast_df[f'lower_{cl}'] = series_pred[lower_col].values
if upper_col in series_pred.columns:
forecast_df[f'upper_{cl}'] = series_pred[upper_col].values
inference_time = time.time() - start_time
logger.info(f"βœ“ Forecast generated successfully in {inference_time:.2f}s")
logger.info(f"Returning forecast DataFrame with {len(forecast_df)} rows")
logger.info("MODEL SERVICE: predict() - EXIT (success)")
logger.info("=" * 80)
return {
'status': 'success',
'forecast': forecast_df,
'inference_time': inference_time,
'horizon': horizon,
'confidence_levels': confidence_levels,
'full_prediction': pred_df # Include full prediction for multivariate
}
except Exception as e:
logger.error(f"βœ— EXCEPTION in predict(): {str(e)}", exc_info=True)
logger.info("MODEL SERVICE: predict() - EXIT (exception)")
logger.info("=" * 80)
return {
'status': 'error',
'error': str(e)
}
def backtest(
self,
data: pd.DataFrame,
test_size: int,
forecast_horizon: int,
confidence_levels: List[int] = None
) -> Dict[str, Any]:
"""
Perform backtesting on historical data to evaluate model performance
Args:
data: DataFrame with columns ['id', 'timestamp', 'target']
test_size: Number of periods to use for testing
forecast_horizon: Forecast horizon for each prediction
confidence_levels: List of confidence levels
Returns:
Dictionary with backtest results including predictions vs actuals
"""
logger.info("=" * 80)
logger.info("MODEL SERVICE: backtest() - ENTRY")
logger.info(f"Data shape: {data.shape}")
logger.info(f"Test size: {test_size}")
logger.info(f"Forecast horizon: {forecast_horizon}")
logger.info("=" * 80)
if not self.is_loaded:
raise RuntimeError("Model not loaded. Call load_model() first.")
try:
start_time = time.time()
# Split data into train and test
train_size = len(data) - test_size
if train_size < forecast_horizon * 2:
raise ValueError(f"Insufficient training data. Need at least {forecast_horizon * 2} points.")
# Use rolling window approach
# We'll make predictions for the test period using the training data
train_data = data.iloc[:train_size].copy()
test_data = data.iloc[train_size:].copy()
logger.info(f"Train size: {len(train_data)}, Test size: {len(test_data)}")
# Make prediction on test period
forecast_result = self.predict(
data=train_data,
horizon=test_size,
confidence_levels=confidence_levels
)
if forecast_result['status'] == 'error':
return forecast_result
forecast_df = forecast_result['forecast']
# Align forecast with actual values
backtest_df = pd.DataFrame({
'timestamp': test_data['timestamp'].values,
'actual': test_data['target'].values,
'predicted': forecast_df['forecast'].values[:len(test_data)]
})
# Add confidence intervals if available
for cl in (confidence_levels or []):
lower_col = f'lower_{cl}'
upper_col = f'upper_{cl}'
if lower_col in forecast_df.columns:
backtest_df[lower_col] = forecast_df[lower_col].values[:len(test_data)]
if upper_col in forecast_df.columns:
backtest_df[upper_col] = forecast_df[upper_col].values[:len(test_data)]
# Calculate metrics
actual = backtest_df['actual'].values
predicted = backtest_df['predicted'].values
# Remove any NaN values
mask = ~(np.isnan(actual) | np.isnan(predicted))
actual = actual[mask]
predicted = predicted[mask]
if len(actual) == 0:
raise ValueError("No valid data points for metric calculation")
mae = np.mean(np.abs(actual - predicted))
rmse = np.sqrt(np.mean((actual - predicted) ** 2))
mape = np.mean(np.abs((actual - predicted) / (actual + 1e-10))) * 100
# R-squared
ss_res = np.sum((actual - predicted) ** 2)
ss_tot = np.sum((actual - np.mean(actual)) ** 2)
r2 = 1 - (ss_res / (ss_tot + 1e-10))
metrics = {
'MAE': float(mae),
'RMSE': float(rmse),
'MAPE': float(mape),
'R2': float(r2)
}
inference_time = time.time() - start_time
logger.info(f"βœ“ Backtest completed in {inference_time:.2f}s")
logger.info(f"Metrics: MAE={mae:.2f}, RMSE={rmse:.2f}, MAPE={mape:.2f}%, R2={r2:.4f}")
logger.info("MODEL SERVICE: backtest() - EXIT (success)")
logger.info("=" * 80)
return {
'status': 'success',
'backtest_data': backtest_df,
'metrics': metrics,
'inference_time': inference_time,
'train_size': train_size,
'test_size': test_size
}
except Exception as e:
logger.error(f"βœ— EXCEPTION in backtest(): {str(e)}", exc_info=True)
logger.info("MODEL SERVICE: backtest() - EXIT (exception)")
logger.info("=" * 80)
return {
'status': 'error',
'error': str(e)
}
def get_status(self) -> Dict[str, Any]:
"""Get current model status"""
return {
'is_loaded': self.is_loaded,
'variant': self.model_variant,
'device': self.device,
'load_time': self.load_time
}
# Global model service instance
model_service = ChronosModelService()