Som/424394/Add chronos2 as Model in Finn

[smdp2000ofc]

This pull request add Chronos2 by Amazon. It relies on azure self-deployed ML online endpoint

Key Notes for Reviewers

chronos2_model.R and chronos_controller.R :
The core Chronos2 model configuration lives in chronos2_model.R. It leverages chronos_controller.R to send POST requests to the Azure-deployed endpoint. The controller converts the input data frame into the required JSON schema and transforms the API response back into a data frame, where the predictions column contains the forecast values.
The controller is designed to be reusable for chronos-bolt-base and chronos-bolt-tiny as well, since they share the same interface and differ mainly via model_type.

API Configuration :
FinnTS users can configure Chronos2 via:
CHRONOS_API_URL
CHRONOS_API_TOKEN

packages added - jsonlite and httr

train_models.R and models.R :
For Chronos2, differencing is skipped. A new “foundational model” list is introduced so additional models can be added cleanly; Chronos2 and TimeGPT are included in this list.

NEWS.MD, DESCRIPTION.MD and vignettes/forecasting-genai.Rmd
Documentation is updated to include Chronos2 in the “forecasting with genai” vignette, along with release notes in NEWS.MD.

Future Iterations
Add into agent flow.

[Copilot]

Pull request overview

This PR adds support for Amazon’s Chronos2 as a new “foundation model” in finnts, integrating it as a custom parsnip model that calls an Azure-hosted online endpoint for inference.

Changes:

• Added a Chronos2 parsnip model spec + controller to format payloads, call the Azure endpoint, and parse responses.
• Updated training pipeline logic to treat “foundation models” (Chronos2 + TimeGPT) differently for feature selection and stationarity handling.
• Added documentation (vignettes, NEWS) and CI/test scaffolding for Chronos2.

Reviewed changes

Copilot reviewed 17 out of 17 changed files in this pull request and generated 9 comments.

Show a summary per file

File	Description
R/chronos2_model.R	Adds Chronos2 parsnip model, predict/fit bridge, and padding helper.
R/chronos_controller.R	Implements request payload building, env var handling, and response parsing for Chronos API calls.
R/models.R	Registers chronos2 in model lists and adds list_foundation_models().
R/train_models.R	Adjusts feature selection + differencing logic to account for foundation models.
R/utility.R	Registers make_chronos2_model() on package load.
tests/testthat/test-chronos.R	Adds unit + integration tests for Chronos2 and the controller.
vignettes/forecasting-genai.Rmd	Expands GenAI vignette to include Chronos2 usage and setup.
vignettes/models-used-in-finnts.Rmd	Adds Chronos2 to the models listing vignette.
NEWS.md	Adds release notes for Chronos2 integration.
DESCRIPTION	Adds httr/jsonlite to Imports.
NAMESPACE	Exports Chronos2 functions and registers S3 methods.
.github/workflows/R-CMD-check.yaml	Adds Chronos endpoint secrets to CI environment.
man/*.Rd	Adds roxygen-generated docs for Chronos2 functions/methods.

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