Introducing MOMENT: A Family of Open Time-series Foundation Models for after-work quants
Goswami, Szafer, Choudhry, Cai, Li and Dubrawski (CMU Auton Lab, ICML 2024; arXiv:2402.03885) release open TS foundation models (40M / 125M / 385M). Masked patch reconstruction on the Time Series Pile; one encoder for forecast, classify, impute, anomaly. Hugging Face AutonLab/MOMENT-1-large. Plain-language intro. Not investment advice.