forecasting-reverso

What this skill does

# Reverso Time Series Forecasting

Produce zero-shot univariate time series forecasts using the Reverso foundation model family (arXiv:2602.17634), implemented in NumPy/Numba for CPU-only container execution.

## Setup (run once per conversation)

```bash
uv pip install numba --system --break-system-packages
cp /mnt/skills/user/forecasting-reverso/scripts/reverso.py /home/claude/reverso.py
cp /mnt/skills/user/forecasting-reverso/scripts/load_checkpoint.py /home/claude/load_checkpoint.py
```

## Obtaining Weights

Two paths depending on network access:

### Path A: Direct download (HuggingFace allow-listed)
```python
import urllib.request, os
os.makedirs("/tmp/reverso", exist_ok=True)
url = "https://huggingface.co/shinfxh/reverso/resolve/main/checkpoints/reverso_small/checkpoint.pth"
urllib.request.urlretrieve(url, "/tmp/reverso/checkpoint.pth")
```

### Path B: User upload (HuggingFace not accessible)
If the download fails with a network error, tell the user:

> I can't reach HuggingFace from this environment. Please download the checkpoint from
> https://huggingface.co/shinfxh/reverso/blob/main/checkpoints/reverso_small/checkpoint.pth
> and upload it here.

Then load from `/mnt/user-data/uploads/checkpoint.pth`.

### Loading weights
```python
from load_checkpoint import load_checkpoint
weights = load_checkpoint("/tmp/reverso/checkpoint.pth")  # or upload path
```

## Model Configuration

Reverso Small uses this config (matching the published `args.json`):

```python
from reverso import ReversoConfig
config = ReversoConfig(d_model=64, module_list=["conv", "attn", "conv", "attn"])
```

## Forecasting

```python
from reverso import forecast, warmup_jit
warmup_jit()  # ~2s one-time JIT compilation

result = forecast(
    series=data,               # 1-D array/list of floats
    prediction_length=96,      # how many future steps
    weights=weights,           # dict from load_checkpoint
    config=config,
)
```

The function handles preprocessing (NaN interpolation, padding, min-max normalization) and autoregressive rollout internally.

### Key parameters

`flip_equivariant=True` — averages forward pass on original and vertically-flipped input. Slightly improves single-step predictions but can dampen amplitude over multi-step rollout. Default is `False`.

## Input Handling

Accept time series as Python list, NumPy array, CSV column, or inline values. Convert to 1-D float array before calling `forecast()`.

For CSV/DataFrame input, ask the user which column to forecast if ambiguous.

The model's context window is 2048 steps. Series shorter than 2048 are left-padded with the first value. Series longer than 2048 use only the most recent 2048 observations. Provide at least a few hundred real data points for meaningful results — heavily padded context degrades forecast quality because the long convolution kernels process mostly constant input.

## Visualization

```python
import matplotlib.pyplot as plt
fig, ax = plt.subplots(figsize=(12, 4))
n = len(history)
ax.plot(range(n), history, label="Historical", color="#2563eb")
ax.plot(range(n, n + len(preds)), preds,
        label="Forecast", color="#dc2626", linewidth=2)
ax.axvline(x=n, color="gray", linestyle="--", alpha=0.4)
ax.set_xlabel("Time step"); ax.set_ylabel("Value")
ax.legend(); fig.tight_layout()
fig.savefig("/mnt/user-data/outputs/forecast.png", dpi=150)
```

## Performance

| Phase | Latency |
|---|---|
| numba install (uv) | ~1.6s |
| Weight loading (.pth) | <1s |
| JIT warmup | ~2s |
| Forward pass (L=2048) | ~80ms |
| 96-step forecast (2 chunks) | ~160ms |
| 192-step forecast (4 chunks) | ~320ms |

## Container Environment Limits

Each forward pass takes ~65ms at L=2048. In the ephemeral container, reject batch forecasting requests that would exceed ~1500 forward passes (~100s wall time) to avoid timeouts.

**Detect the container environment** by checking for `/mnt/user-data` or `/mnt/skills`:
```python
import os
IN_CONTAINER = os.path.exists("/mnt/user-data")
```

**Estimate cost before running** when processing multiple series:
```python
n_forwards = n_series * n_windows * max(1, pred_length // 48)
est_seconds = n_forwards * 0.065
if IN_CONTAINER and est_seconds > 100:
    # Reject or subsample
    max_series = int(1500 / (n_windows * max(1, pred_length // 48)))
```

**Practical limits at ~100s budget:**

| Scenario | Series | Windows | Pred steps | Forwards | Time |
|---|---|---|---|---|---|
| Single series, 96-step | 1 | 1 | 2 chunks | 2 | 0.1s |
| Small dataset (sz_taxi) | 156 | 6 | 48 | 936 | 61s |
| Medium dataset, short horizon | 300 | 4 | 48 | 1200 | 78s |
| Large dataset (m4_yearly) | 22974 | 1 | 48 | 22974 | **25min ✗** |

When a request exceeds the budget, inform the user with the estimated time and suggest either subsampling or running locally. For benchmark evaluation of large datasets, recommend running outside the container.

## Limitations

The model is strongest with periodic or quasi-periodic signals and full 2048-point context. Short series (under ~200 points) are heavily padded and produce degraded forecasts — this is a model limitation, not an implementation bug. Edge cases: binary-valued input (e.g. step functions normalizing to exactly 0/1) and series ending at the exact min-max boundary are out-of-distribution for the training data.

For architecture details, weight mapping, and debugging guidance, read `references/architecture.md`.