theforecastingcompany/t0-alpha-onnx-fp16

t0-alpha ONNX FP16

This first-party ONNX export stores FP16 weights and uses FP32 calculations. It preserves the grouped, dynamic interface of the INT8 graph.

Update (2026-10-18): numerical fix. This revision fixes a float32 precision issue in the graph's built-in input normalization. It affected long histories whose values sit far from zero relative to how much they vary (for example, a sensor reading about 50,000 that moves by less than 1): earlier revisions could return shifted or badly scaled forecasts for such series, and in extreme cases non-finite values. The input/output interface is unchanged. We recommend updating if you use an earlier revision; see CHANGELOG.md.

Model family: t0-alpha (PyTorch/MLX) · ONNX FP16 · ONNX INT8 · Collection

Intended use

This derivative is intended for local ONNX Runtime inference. Provider coverage and accuracy should be validated on the target hardware before deployment. For production or consequential use, we recommend t0-alpha. Provided as-is.

CPU and WebGPU usage notes are below. Other accelerator providers have not been validated for this replacement.

Artifact

Artifact	Size	Purpose
t0-alpha-grouped-fp16.onnx	204.0 MB	FP16 weights, FP32 compute

Graph contract

Input/output	Type	Shape	Notes
target_context	float32	[target_rows, context]	Use NaN for missing observations
target_group_ids	int32	[target_rows]	Rows with the same id attend jointly
future_covariate_context	float32	[covariate_rows, context]	Historical portion of known-future covariates
future_covariate_future	float32	[covariate_rows, compute_horizon]	Values known over the forecast horizon
future_covariate_group_ids	int32	[covariate_rows]	Associates each covariate with a target group
quantiles	float32	[target_rows, compute_horizon, 5]	Levels 0.1, 0.25, 0.5, 0.75, 0.9

The graph uses ONNX opset 20. Its public inputs and output remain float32 so callers can switch between the FP16 and INT8 artifacts without changing their data preparation.

The compute horizon is determined by the width of future_covariate_future, which must be a multiple of 32. To request 50 steps, pass a width of 64 and keep the first 50 outputs. Context length is independently flexible and is left-padded to a patch boundary internally. The graph does not include autoregressive rollout beyond 1024 steps.

Group ids need not be contiguous. Give target and covariate rows the same id when they belong to the same multivariate series. If no known-future covariates are available, pass covariate arrays with zero rows; the horizon dimension is still retained.

import math

import numpy as np
import onnxruntime as ort

target_context = np.asarray([1.0, 1.3, 1.2, 1.7, 2.1], dtype=np.float32)[None, :]
target_group_ids = np.asarray([0], dtype=np.int32)
horizon = 24
compute_horizon = math.ceil(horizon / 32) * 32
future_covariate_context = np.empty((0, target_context.shape[1]), dtype=np.float32)
future_covariate_future = np.empty((0, compute_horizon), dtype=np.float32)
future_covariate_group_ids = np.empty((0,), dtype=np.int32)

session = ort.InferenceSession(
    "t0-alpha-grouped-fp16.onnx",
    providers=["CPUExecutionProvider"],
)
quantiles = session.run(
    None,
    {
        "target_context": target_context,
        "target_group_ids": target_group_ids,
        "future_covariate_context": future_covariate_context,
        "future_covariate_future": future_covariate_future,
        "future_covariate_group_ids": future_covariate_group_ids,
    },
)[0]
forecast = quantiles[:, :horizon, :]

The example uses CPU. For the tested browser WebGPU configuration, see below.

Validation status

Native validation compared 66 synthetic series/context/horizon cases against the reference PyTorch implementation with ONNX Runtime 1.29.0. They cover contexts 1–4096, horizons 32–1024, missing values, and long histories with a large level and small variation. Outputs were finite and ordered. The worst per-series mean drift was 0.048% and the worst point drift 0.45%. Drift is absolute error divided by the reference series' full forecast range across the horizon and all quantiles, not relative error on an individual prediction.

Browser validation passed 16 cases for this exact artifact: 8 fixtures each on single-thread WASM and WebGPU (with the supplied webgpu-options.js), with ONNX Runtime Web 1.29.0, Chromium 152 and Apple Metal 3. Fixtures cover contexts 1, 33, 97, 512 and 4096, horizons 32, 64 and 1024, and two long histories with a large level and small variation. Browser outputs matched native CPU outputs at rtol=0.001, atol=0.001, with no non-finite values or quantile crossings.

These checks measure numerical consistency, not forecasting accuracy. Other hardware has not yet been validated.

Acknowledgements

Thanks to Siddharth7113/tsfm-onnx for their Apache-2.0 ONNX export work, which informed parts of this export.

License

Apache-2.0. See LICENSE.

Browser runtime

The same ONNX file supports CPU and WebGPU. For WebGPU, use the accompanying webgpu-options.js, which keeps affected mask operations and integer shape calculations on WASM and folds constant weight expansion. Use the helper from the same revision as the model. Use WASM when WebGPU is unavailable.

import * as ort from "onnxruntime-web/webgpu";
import { webgpuOptions } from "./webgpu-options.js";
const session = await ort.InferenceSession.create(modelBytes, webgpuOptions);

Weights are stored in FP16, while calculations and expanded runtime weights use FP32. This reduces download size, not runtime weight memory. Predictions can differ from the previous export. See CHANGELOG.md.