Skip to content

Latest commit

 

History

History
19 lines (15 loc) · 2.93 KB

2407.07874.md

File metadata and controls

19 lines (15 loc) · 2.93 KB

Background

  • Background Datadog introduces "Toto," a novel foundational model for time series prediction optimized for observability data. Toto is trained on extensive datasets to master real-time analysis and scale to large volumes of data efficiently. The observability data includes metrics from the Datadog platform such as memory usage, CPU load, disk I/O, and network throughput, alongside application performance indicators like hit counts and error rates. The complexity and diversity of these data types pose significant challenges for time series prediction.

  • Existing Work Traditional time series forecasting methods, like ARIMA and exponential smoothing, require training a separate model for each metric and fail to generalize across different metric types. Manual retraining and tuning to accommodate data evolution further add to the operational burden. Deep learning-based methods, while more accurate, have seen limited application in time series analysis due to their scalability challenges.

Core Contributions

  • Introduced a novel model tackling specifically the complexities of observability data
    • Challenge 1: Complexity of observability data time series prediction Toto addresses the specific problems of observability data through its architecture and pre-training. It employs an advanced attention mechanism for effective grouping of multivariate time series features, which reduces calculations yet maintains accuracy, and incorporates probabilistic model heads (like the Student-T mixture model head) for capturing the complex dynamics of time series data more accurately.
    • Challenge 2: Enhancing observability data forecasting performance The model enhances performance in observability metric forecasting through targeted pre-training on a large-scale dataset of Datadog observability metrics. Such characteristics are absent in open-source datasets, and this focused training ensures improved performance in observability metrics prediction.

Implementation and Deployment

Toto outperforms existing time series foundational models on observability metrics while also excelling at general-purpose forecasting tasks, achieving state-of-the-art zero-shot performance on multiple open benchmark datasets. Its innovations include proportional factorized space-time attention mechanisms and the Student-T mixture model head. These novel features have facilitated Toto’s success in handling high-frequency and high-dimensional time series data with good accuracy and efficiency. Toto represents the first general-purpose model for time series forecasting tuned specifically for observability metrics.

Summary

The Toto model, developed by Datadog, is a foundation model for time series prediction, specially designed to handle observability data. Its groundbreaking attention mechanism and pre-training strategy significantly improve the performance and efficiency in tackling observability data.