add batch prediction and corresponding example
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README.md
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README.md
@ -154,6 +154,40 @@ print(pred_df.head())
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The `predict` method returns a pandas DataFrame containing the forecasted values for `open`, `high`, `low`, `close`, `volume`, and `amount`, indexed by the `y_timestamp` you provided.
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For efficient processing of multiple time series, Kronos provides a `predict_batch` method that enables parallel prediction on multiple datasets simultaneously. This is particularly useful when you need to forecast multiple assets or time periods at once.
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```python
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# Prepare multiple datasets for batch prediction
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df_list = [df1, df2, df3] # List of DataFrames
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x_timestamp_list = [x_ts1, x_ts2, x_ts3] # List of historical timestamps
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y_timestamp_list = [y_ts1, y_ts2, y_ts3] # List of future timestamps
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# Generate batch predictions
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pred_df_list = predictor.predict_batch(
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df_list=df_list,
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x_timestamp_list=x_timestamp_list,
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y_timestamp_list=y_timestamp_list,
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pred_len=pred_len,
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T=1.0,
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top_p=0.9,
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sample_count=1,
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verbose=True
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)
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# pred_df_list contains prediction results in the same order as input
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for i, pred_df in enumerate(pred_df_list):
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print(f"Predictions for series {i}:")
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print(pred_df.head())
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```
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**Important Requirements for Batch Prediction:**
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- All series must have the same historical length (lookback window)
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- All series must have the same prediction length (`pred_len`)
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- Each DataFrame must contain the required columns: `['open', 'high', 'low', 'close']`
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- `volume` and `amount` columns are optional and will be filled with zeros if missing
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The `predict_batch` method leverages GPU parallelism for efficient processing and automatically handles normalization and denormalization for each series independently.
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#### 5. Example and Visualization
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For a complete, runnable script that includes data loading, prediction, and plotting, please see [`examples/prediction_example.py`](examples/prediction_example.py).
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examples/prediction_batch_example.py
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examples/prediction_batch_example.py
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