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moment-timeseries-foundation-model/moment

A transformer-based foundation model for time-series analysis supporting forecasting, classification, anomaly detection, and imputation.

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MOMENT is an open time-series foundation model developed by CMU AutonLab, published at ICML 2024. It provides pre-trained transformer weights that can be fine-tuned for multiple downstream tasks including time-series forecasting, classification, anomaly detection, and missing data imputation. The model is available in small, base, and large variants on Hugging Face and was pre-trained on the Timeseries-PILE dataset.

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