Filip Topic, a researcher at University College London, is doing some benchmarking. He asked if this type of data was included in our TimeGPT training set.

I’m using the daily, monthly and weekly close prices (and returns) of a few different stock indices (S&P500, FTSE100, DOWJ, NASDAQ) as well as oil prices (WTI) and exchange rates such as USD/GBP.

In case you don’t have such granular information on which specific time-series were used for TimeGPT pre-training it would be useful to know what is the cut-off date of the financial data that was used so that I know not to use any data before that date for model evaluation.

@Cristian Challu or @azul (she/her) (nixtla) do we have a response we could share with him? Thanks!

yes, we can answer: it is safe to predict starting in 2024-01-01