transformers/docs/source/en/model_doc/timesfm.md

TimesFM

Overview

TimesFM (Time Series Foundation Model) is a pretrained time-series foundation model proposed in A decoder-only foundation model for time-series forecasting by Abhimanyu Das, Weihao Kong, Rajat Sen, and Yichen Zhou. It is a decoder only model that uses non-overlapping patches of time-series data as input and outputs some output patch length prediction in an autoregressive fashion.

The abstract from the paper is the following:

Motivated by recent advances in large language models for Natural Language Processing (NLP), we design a time-series foundation model for forecasting whose out-of-the-box zero-shot performance on a variety of public datasets comes close to the accuracy of state-of-the-art supervised forecasting models for each individual dataset. Our model is based on pretraining a patched-decoder style attention model on a large time-series corpus, and can work well across different forecasting history lengths, prediction lengths and temporal granularities.

This model was contributed by kashif. The original code can be found here.

To use the model:

import torch
from transformers import TimesFmModelForPrediction


model = TimesFmModelForPrediction.from_pretrained(
    "google/timesfm-2.0-500m-pytorch",
    torch_dtype=torch.bfloat16,
    attn_implementation="sdpa",
    device_map="cuda" if torch.cuda.is_available() else None
)


 # Create dummy inputs
forecast_input = [
    np.sin(np.linspace(0, 20, 100)),
    np.sin(np.linspace(0, 20, 200)),
    np.sin(np.linspace(0, 20, 400)),
]
frequency_input = [0, 1, 2]

# Convert inputs to sequence of tensors
forecast_input_tensor = [
    torch.tensor(ts, dtype=torch.bfloat16).to("cuda" if torch.cuda.is_available() else "cpu")
    for ts in forecast_input
]
frequency_input_tensor = torch.tensor(frequency_input, dtype=torch.long).to(
    "cuda" if torch.cuda.is_available() else "cpu"
)

# Get predictions from the pre-trained model
with torch.no_grad():
    outputs = model(past_values=forecast_input_tensor, freq=frequency_input_tensor, return_dict=True)
    point_forecast_conv = outputs.mean_predictions.float().cpu().numpy()
    quantile_forecast_conv = outputs.full_predictions.float().cpu().numpy()

TimesFmConfig

autodoc TimesFmConfig

TimesFmModel

autodoc TimesFmModel - forward

TimesFmModelForPrediction

autodoc TimesFmModelForPrediction - forward