TimesFM
TimesFM (Time Series Foundation Model) is a pretrained time-series foundation model developed by Google Research for time-series forecasting.
Updates
- October 2, 2025: We changed the structure of the model to fuse QKV matrices into one for speed optimization.
Please reinstall the latest version of the timesfm package to reflect these changes. Results should be unchanged.
Resources and Technical Documentation:
Authors: Google Research
This checkpoint is not an officially supported Google product. See TimesFM in BigQuery for Google official support.
Checkpoint timesfm-2.5-200m
timesfm-2.5-200m
is the third open model checkpoint.
Data
timesfm-2.5-200m
is pretrained using
Install
pip install
from PyPI coming soon. At this point, please run
git clone https://github.com/google-research/timesfm.git
cd timesfm
pip install -e .
Code Example
import numpy as np
import timesfm
model = timesfm.TimesFM_2p5_200M_torch.from_pretrained("google/timesfm-2.5-200m-pytorch", torch_compile=True)
model.compile(
timesfm.ForecastConfig(
max_context=1024,
max_horizon=256,
normalize_inputs=True,
use_continuous_quantile_head=True,
force_flip_invariance=True,
infer_is_positive=True,
fix_quantile_crossing=True,
)
)
point_forecast, quantile_forecast = model.forecast(
horizon=12,
inputs=[
np.linspace(0, 1, 100),
np.sin(np.linspace(0, 20, 67)),
],
)
point_forecast.shape
quantile_forecast.shape