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GitHub - google-research/timesfm: TimesFM (Time Series Foundation Model) is a pretrained time-series foundation model developed by Google Research for time-series forecasting.

5 days ago
  • #time-series
  • #forecasting
  • #machine-learning
  • TimesFM is a pretrained time-series foundation model by Google Research.
  • Latest version is TimesFM 2.5 with 200M parameters and 16k context length support.
  • Supports continuous quantile forecast up to 1k horizon.
  • Model upgrades include removal of frequency indicator and new forecasting flags.
  • Inference API upgraded with upcoming Flax version for faster inference.
  • Installation involves cloning the repository and setting up a virtual environment.
  • Supports PyTorch and Jax backends for different accelerators.
  • Example usage includes forecasting with dummy inputs and quantile outputs.