> ## Documentation Index
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> Use this file to discover all available pages before exploring further.

> TiDE: Time-series Dense Encoder with MLP-based architecture. Encoder-decoder model for long-term univariate forecasting with exogenous input support.

# TiDE

Time-series Dense Encoder (`TiDE`) is a MLP-based univariate time-series
forecasting model. `TiDE` uses Multi-layer Perceptrons (MLPs) in an
encoder-decoder model for long-term time-series forecasting. In addition, this
model can handle exogenous inputs.

<img src="https://mintcdn.com/nixtla/wOkzptAA8LlzXeB0/neuralforecast/imgs_models/tide.png?fit=max&auto=format&n=wOkzptAA8LlzXeB0&q=85&s=4d30020ad4c9fe76a4e22bade5c57930" alt="Figure 1. TiDE architecture." width="2380" height="1800" data-path="neuralforecast/imgs_models/tide.png" />

*Figure 1. TiDE architecture.*

## 1. TiDE

### `TiDE`

```python theme={null}
TiDE(
    h,
    input_size,
    hidden_size=512,
    decoder_output_dim=32,
    temporal_decoder_dim=128,
    dropout=0.3,
    layernorm=True,
    num_encoder_layers=1,
    num_decoder_layers=1,
    temporal_width=4,
    futr_exog_list=None,
    hist_exog_list=None,
    stat_exog_list=None,
    cat_exog_list=None,
    categorical_cardinalities=None,
    cat_emb_dim="fastai",
    exclude_insample_y=False,
    loss=MAE(),
    valid_loss=None,
    max_steps=1000,
    learning_rate=0.001,
    num_lr_decays=-1,
    early_stop_patience_steps=-1,
    val_monitor="ptl/val_loss",
    val_check_steps=100,
    batch_size=32,
    valid_batch_size=None,
    windows_batch_size=1024,
    inference_windows_batch_size=1024,
    start_padding_enabled=False,
    training_data_availability_threshold=0.0,
    step_size=1,
    scaler_type="identity",
    random_seed=1,
    drop_last_loader=False,
    alias=None,
    optimizer=None,
    optimizer_kwargs=None,
    lr_scheduler=None,
    lr_scheduler_kwargs=None,
    dataloader_kwargs=None,
    **trainer_kwargs
)
```

Bases: <code>[BaseModel](#neuralforecast.common._base_model.BaseModel)</code>

TiDE

Time-series Dense Encoder (`TiDE`) is a MLP-based univariate time-series forecasting model. `TiDE` uses Multi-layer Perceptrons (MLPs) in an encoder-decoder model for long-term time-series forecasting.

**Parameters:**

| Name | Type | Description | Default |
| - | - | - | - |
| `h` | <code>[int](#int)</code> | forecast horizon. | *required* |
| `input_size` | <code>[int](#int)</code> | considered autorregresive inputs (lags), y=\[1,2,3,4] input\_size=2 -> lags=\[1,2]. | *required* |
| `hidden_size` | <code>[int](#int)</code> | number of units for the dense MLPs. | <code>512</code> |
| `decoder_output_dim` | <code>[int](#int)</code> | number of units for the output of the decoder. | <code>32</code> |
| `temporal_decoder_dim` | <code>[int](#int)</code> | number of units for the hidden sizeof the temporal decoder. | <code>128</code> |
| `dropout` | <code>[float](#float)</code> | dropout rate between (0, 1) . | <code>0.3</code> |
| `layernorm` | <code>[bool](#bool)</code> | if True uses Layer Normalization on the MLP residual block outputs. | <code>True</code> |
| `num_encoder_layers` | <code>[int](#int)</code> | number of encoder layers. | <code>1</code> |
| `num_decoder_layers` | <code>[int](#int)</code> | number of decoder layers. | <code>1</code> |
| `temporal_width` | <code>[int](#int)</code> | lower temporal projected dimension. | <code>4</code> |
| `futr_exog_list` | <code>str list</code> | future exogenous columns. | <code>None</code> |
| `hist_exog_list` | <code>str list</code> | historic exogenous columns. | <code>None</code> |
| `stat_exog_list` | <code>str list</code> | static exogenous columns. | <code>None</code> |
| `cat_exog_list` | <code>str list</code> | exogenous columns (from `hist_exog_list` / `futr_exog_list` / `stat_exog_list`) to embed instead of scale. | <code>None</code> |
| `categorical_cardinalities` | <code>[dict](#dict)</code> | mapping from each categorical column to its number of distinct categories. | <code>None</code> |
| `cat_emb_dim` | <code>[str](#str) or [int](#int)</code> | categorical embedding size strategy ('fastai', 'sqrt', 'half') or an explicit integer. | <code>'fastai'</code> |
| `exclude_insample_y` | <code>[bool](#bool)</code> | whether to exclude the target variable from the historic exogenous data. | <code>False</code> |
| `loss` | <code>PyTorch module</code> | instantiated train loss class from [losses collection](./losses.pytorch.html). | <code>[MAE](#neuralforecast.losses.pytorch.MAE)()</code> |
| `valid_loss` | <code>PyTorch module</code> | instantiated valid loss class from [losses collection](./losses.pytorch.html). | <code>None</code> |
| `max_steps` | <code>[int](#int)</code> | maximum number of training steps. | <code>1000</code> |
| `learning_rate` | <code>[float](#float)</code> | Learning rate between (0, 1). | <code>0.001</code> |
| `num_lr_decays` | <code>[int](#int)</code> | Number of learning rate decays, evenly distributed across max\_steps. | <code>-1</code> |
| `early_stop_patience_steps` | <code>[int](#int)</code> | Number of validation iterations before early stopping. | <code>-1</code> |
| `val_monitor` | <code>[str](#str)</code> | metric to monitor for early stopping. Valid options: "ptl/val\_loss", "valid\_loss", "train\_loss". Default: "ptl/val\_loss". | <code>'ptl/val\_loss'</code> |
| `val_check_steps` | <code>[int](#int)</code> | Number of training steps between every validation loss check. | <code>100</code> |
| `batch_size` | <code>[int](#int)</code> | number of different series in each batch. | <code>32</code> |
| `valid_batch_size` | <code>[int](#int)</code> | number of different series in each validation and test batch. | <code>None</code> |
| `windows_batch_size` | <code>[int](#int)</code> | number of windows to sample in each training batch, default uses all. | <code>1024</code> |
| `inference_windows_batch_size` | <code>[int](#int)</code> | number of windows to sample in each inference batch, -1 uses all. | <code>1024</code> |
| `start_padding_enabled` | <code>[bool](#bool)</code> | if True, the model will pad the time series with zeros at the beginning, by input size. | <code>False</code> |
| `training_data_availability_threshold` | <code>[Union](#Union)\[[float](#float), [List](#List)\[[float](#float)]]</code> | minimum fraction of valid data points required for training windows. Single float applies to both insample and outsample; list of two floats specifies \[insample\_fraction, outsample\_fraction]. Default 0.0 allows windows with only 1 valid data point (current behavior). | <code>0.0</code> |
| `step_size` | <code>[int](#int)</code> | step size between each window of temporal data. | <code>1</code> |
| `scaler_type` | <code>[str](#str)</code> | type of scaler for temporal inputs normalization see [temporal scalers](https://github.com/Nixtla/neuralforecast/blob/main/neuralforecast/common/_scalers.py). | <code>'identity'</code> |
| `random_seed` | <code>[int](#int)</code> | random\_seed for pytorch initializer and numpy generators. | <code>1</code> |
| `drop_last_loader` | <code>[bool](#bool)</code> | if True `TimeSeriesDataLoader` drops last non-full batch. | <code>False</code> |
| `alias` | <code>[str](#str)</code> | optional, Custom name of the model. | <code>None</code> |
| `optimizer` | <code>Subclass of 'torch.optim.Optimizer'</code> | optional, user specified optimizer instead of the default choice (Adam). | <code>None</code> |
| `optimizer_kwargs` | <code>[dict](#dict)</code> | optional, list of parameters used by the user specified `optimizer`. | <code>None</code> |
| `lr_scheduler` | <code>Subclass of 'torch.optim.lr\_scheduler.LRScheduler'</code> | optional, user specified lr\_scheduler instead of the default choice (StepLR). | <code>None</code> |
| `lr_scheduler_kwargs` | <code>[dict](#dict)</code> | optional, list of parameters used by the user specified `lr_scheduler`. | <code>None</code> |
| `dataloader_kwargs` | <code>[dict](#dict)</code> | optional, list of parameters passed into the PyTorch Lightning dataloader by the `TimeSeriesDataLoader`. | <code>None</code> |
| `**trainer_kwargs` | <code>[int](#int)</code> | keyword trainer arguments inherited from [PyTorch Lightning's trainer](https://pytorch-lightning.readthedocs.io/en/stable/api/pytorch_lightning.trainer.trainer.Trainer.html?highlight=trainer). | <code>{}</code> |

<details class="references" open markdown="1">
  <summary>References</summary>

  * [Das, Abhimanyu, Weihao Kong, Andrew Leach, Shaan Mathur, Rajat Sen, and Rose Yu (2024). "Long-term Forecasting with TiDE: Time-series Dense Encoder."](http://arxiv.org/abs/2304.08424)
</details>

#### `TiDE.fit`

```python theme={null}
fit(
    dataset, val_size=0, test_size=0, random_seed=None, distributed_config=None
)
```

Fit.

The `fit` method, optimizes the neural network's weights using the
initialization parameters (`learning_rate`, `windows_batch_size`, ...)
and the `loss` function as defined during the initialization.
Within `fit` we use a PyTorch Lightning `Trainer` that
inherits the initialization's `self.trainer_kwargs`, to customize
its inputs, see [PL's trainer arguments](https://pytorch-lightning.readthedocs.io/en/stable/api/pytorch_lightning.trainer.trainer.Trainer.html?highlight=trainer).

The method is designed to be compatible with SKLearn-like classes
and in particular to be compatible with the StatsForecast library.

By default the `model` is not saving training checkpoints to protect
disk memory, to get them change `enable_checkpointing=True` in `__init__`.

**Parameters:**

| Name | Type | Description | Default |
| - | - | - | - |
| `dataset` | <code>[TimeSeriesDataset](#TimeSeriesDataset)</code> | NeuralForecast's `TimeSeriesDataset`, see [documentation](./tsdataset.html). | *required* |
| `val_size` | <code>[int](#int)</code> | Validation size for temporal cross-validation. | <code>0</code> |
| `random_seed` | <code>[int](#int)</code> | Random seed for pytorch initializer and numpy generators, overwrites model.**init**'s. | <code>None</code> |
| `test_size` | <code>[int](#int)</code> | Test size for temporal cross-validation. | <code>0</code> |

**Returns:**

| Type | Description |
| - | - |
| None | |

#### `TiDE.predict`

```python theme={null}
predict(
    dataset,
    test_size=None,
    step_size=1,
    random_seed=None,
    quantiles=None,
    h=None,
    explainer_config=None,
    **data_module_kwargs
)
```

Predict.

Neural network prediction with PL's `Trainer` execution of `predict_step`.

**Parameters:**

| Name | Type | Description | Default |
| - | - | - | - |
| `dataset` | <code>[TimeSeriesDataset](#TimeSeriesDataset)</code> | NeuralForecast's `TimeSeriesDataset`, see [documentation](./tsdataset.html). | *required* |
| `test_size` | <code>[int](#int)</code> | Test size for temporal cross-validation. | <code>None</code> |
| `step_size` | <code>[int](#int)</code> | Step size between each window. | <code>1</code> |
| `random_seed` | <code>[int](#int)</code> | Random seed for pytorch initializer and numpy generators, overwrites model.**init**'s. | <code>None</code> |
| `quantiles` | <code>[list](#list)</code> | Target quantiles to predict. | <code>None</code> |
| `h` | <code>[int](#int)</code> | Prediction horizon, if None, uses the model's fitted horizon. Defaults to None. | <code>None</code> |
| `explainer_config` | <code>[dict](#dict)</code> | configuration for explanations. | <code>None</code> |
| `**data_module_kwargs` | <code>[dict](#dict)</code> | PL's TimeSeriesDataModule args, see [documentation](https://pytorch-lightning.readthedocs.io/en/1.6.1/extensions/datamodules.html#using-a-datamodule). | <code>{}</code> |

**Returns:**

| Type | Description |
| - | - |
| None | |

### Usage Examples

```python theme={null}
import pandas as pd
import matplotlib.pyplot as plt

from neuralforecast import NeuralForecast
from neuralforecast.models import TiDE
from neuralforecast.losses.pytorch import GMM
from neuralforecast.utils import AirPassengersPanel, AirPassengersStatic

Y_train_df = AirPassengersPanel[AirPassengersPanel.ds<AirPassengersPanel['ds'].values[-12]] # 132 train
Y_test_df = AirPassengersPanel[AirPassengersPanel.ds>=AirPassengersPanel['ds'].values[-12]].reset_index(drop=True) # 12 test

fcst = NeuralForecast(
    models=[
            TiDE(h=12,
                input_size=24,
                loss=GMM(n_components=7, return_params=True, level=[80,90], weighted=True),
                max_steps=100,
                scaler_type='standard',
                futr_exog_list=['y_[lag12]'],
                hist_exog_list=None,
                stat_exog_list=['airline1'],
                ),     
    ],
    freq='ME'
)
fcst.fit(df=Y_train_df, static_df=AirPassengersStatic)
forecasts = fcst.predict(futr_df=Y_test_df)

# Plot quantile predictions
Y_hat_df = forecasts.reset_index(drop=False).drop(columns=['unique_id','ds'])
plot_df = pd.concat([Y_test_df, Y_hat_df], axis=1)
plot_df = pd.concat([Y_train_df, plot_df])

plot_df = plot_df[plot_df.unique_id=='Airline1'].drop('unique_id', axis=1)
plt.plot(plot_df['ds'], plot_df['y'], c='black', label='True')
plt.plot(plot_df['ds'], plot_df['TiDE-median'], c='blue', label='median')
plt.fill_between(x=plot_df['ds'][-12:], 
                 y1=plot_df['TiDE-lo-90'][-12:].values,
                 y2=plot_df['TiDE-hi-90'][-12:].values,
                 alpha=0.4, label='level 90')
plt.legend()
plt.grid()
```

## 2. Auxiliary Functions

### `MLPResidual`

```python theme={null}
MLPResidual(input_dim, hidden_size, output_dim, dropout, layernorm)
```

Bases: <code>[Module](#torch.nn.Module)</code>

MLPResidual


## Related topics

- [Long-Horizon Original Datasets](/datasetsforecast/long_horizon2.html.md)
- [Forecasting Models](/neuralforecast/docs/capabilities/overview.html.md)
- [PatchTST Time Series Forecasting in Python](/neuralforecast/models.patchtst.html.md)
- [Hawkes process (self-excitation)](/synforecast/docs/generators/stochastic/hawkes_process.html.md)
- [GARCH (volatility clustering)](/synforecast/docs/generators/stochastic/garch.html.md)