Time Series Forecasting App - Amazon Chronos-2

The Problem

Time series forecasting traditionally requires:

• Extensive feature engineering
• Model training on historical data
• Hyperparameter tuning
• Ongoing model retraining as patterns change

For many use cases, this complexity isn’t justified. You just need reasonable forecasts without becoming a machine learning team.

The Solution

Built a forecasting application using Amazon’s Chronos-2 foundation model — a 120M parameter model that provides zero-shot probabilistic forecasting. It works on any time series without task-specific training.

The stack:

• Frontend: React 19 + Cloudscape Design System
• Backend: AWS Amplify Gen 2 (Cognito, AppSync, DynamoDB)
• ML: SageMaker endpoint running Chronos-2

How It Works

Architecture

┌─────────────────────────────────────────────────────────────────────────────┐
│                              FRONTEND                                        │
│                     React 19 + Cloudscape Design System                      │
└─────────────────────────────────────────────────────────────────────────────┘
                                    │
                                    ▼
┌─────────────────────────────────────────────────────────────────────────────┐
│                          AWS AMPLIFY GEN 2                                   │
│  ┌─────────────┐    ┌──────────────┐    ┌─────────────┐    ┌─────────────┐ │
│  │   Amplify   │    │   Cognito    │    │   AppSync   │    │  DynamoDB   │ │
│  │   Hosting   │    │    Auth      │    │   GraphQL   │    │   Tables    │ │
│  └─────────────┘    └──────────────┘    └──────────────┘    └─────────────┘ │
└─────────────────────────────────────────────────────────────────────────────┘
                                    │
                                    ▼
┌─────────────────────────────────────────────────────────────────────────────┐
│                              AWS LAMBDA                                      │
│                     chronos-forecast-handler (Node.js)                       │
└─────────────────────────────────────────────────────────────────────────────┘
                                    │
                                    ▼
┌─────────────────────────────────────────────────────────────────────────────┐
│                           AMAZON SAGEMAKER                                   │
│                    Chronos-2 Real-time Inference Endpoint                    │
│                      (ml.g5.xlarge GPU instance)                             │
└─────────────────────────────────────────────────────────────────────────────┘

Lambda → SageMaker Invocation

The Lambda function handles the AppSync GraphQL request and invokes SageMaker:

import { SageMakerRuntimeClient, InvokeEndpointCommand } from "@aws-sdk/client-sagemaker-runtime";

const sagemakerRuntime = new SageMakerRuntimeClient({ region: "eu-west-1" });

export async function generateForecast(routeId: string, historicalPrices: number[]) {
  const payload = {
    inputs: [{
      item_id: routeId,
      target: historicalPrices,
    }],
    parameters: {
      prediction_length: 4,
      output_type: "quantiles",
      quantiles: ["0.1", "0.5", "0.9"]  // Confidence intervals
    }
  };

  const command = new InvokeEndpointCommand({
    EndpointName: process.env.SAGEMAKER_ENDPOINT,
    ContentType: "application/json",
    Body: JSON.stringify(payload),
  });

  const response = await sagemakerRuntime.send(command);
  return JSON.parse(new TextDecoder().decode(response.Body));
}

Amplify Gen 2 Schema

Define the GraphQL schema with custom queries:

// amplify/data/resource.ts
export const data = defineData({
  schema: `
    type Route @model @auth(rules: [{ allow: private }]) {
      routeId: ID! @primaryKey
      name: String!
      historicalPrices: [Float!]!
    }

    type ForecastResult {
      routeId: ID!
      predictions: [PredictionPoint!]!
    }

    type PredictionPoint {
      period: String!
      p10: Float!
      p50: Float!
      p90: Float!
    }

    type Query {
      generateForecast(routeId: ID!): ForecastResult
        @function(name: "chronos-forecast")
        @auth(rules: [{ allow: private }])
    }
  `,
});

Visualizing Probabilistic Forecasts

Display P10/P50/P90 confidence intervals with Recharts:

import { LineChart, Line, Area, XAxis, YAxis, Tooltip } from "recharts";

function ForecastChart({ data }) {
  return (
    <LineChart data={data}>
      <XAxis dataKey="period" />
      <YAxis tickFormatter={(v) => `$${v}`} />

      {/* Confidence interval band */}
      <Area dataKey="p90" stroke="none" fill="#e3f2fd" fillOpacity={0.5} />
      <Area dataKey="p10" stroke="none" fill="#ffffff" />

      {/* Median forecast line */}
      <Line dataKey="p50" stroke="#1976d2" strokeWidth={2} dot={{ r: 4 }} />

      <Tooltip
        formatter={(value, name) => [
          `$${value.toFixed(2)}`,
          name === "p50" ? "Forecast" : name === "p10" ? "Lower bound" : "Upper bound"
        ]}
      />
    </LineChart>
  );
}

Accuracy Metrics

Track forecast quality:

// MAPE - Mean Absolute Percentage Error
function calculateMAPE(actual: number[], predicted: number[]): number {
  const sumAbsPercentError = actual.reduce((sum, val, i) => {
    if (val === 0) return sum;
    return sum + Math.abs((val - predicted[i]) / val);
  }, 0);
  return (sumAbsPercentError / actual.length) * 100;
}

// Interval Coverage - % of actuals within P10-P90
function calculateCoverage(actual: number[], p10: number[], p90: number[]): number {
  const withinInterval = actual.filter(
    (val, i) => val >= p10[i] && val <= p90[i]
  ).length;
  return (withinInterval / actual.length) * 100;
}

What I Learned

• Chronos-2 simplifies forecasting — No feature engineering or model training required
• Amplify Gen 2 accelerates full-stack development — Schema-driven backend with TypeScript
• Probabilistic forecasts are more useful — P10/P50/P90 enables risk-aware decisions instead of false precision
• Proper backtesting is essential — Walk-forward validation with actual model predictions, not just historical fit

What’s Next

• Implement SageMaker Model Monitor for data drift detection
• Add comparison view against naive forecasts (last value, moving average)
• Build MLOps pipeline for model updates

---