Project Title

timesfm — A Pretrained Time-Series Foundation Model for Forecasting

Overview

TimesFM, developed by Google Research, is a pretrained time-series foundation model designed for forecasting tasks. It stands out for its ability to handle large context lengths and provide continuous quantile forecasts. The model is continuously evolving, with the latest version, TimesFM 2.5, offering significant improvements in parameter efficiency and support for extended context lengths.

Key Features

Pretrained model for time-series forecasting
Supports up to 16k context length in TimesFM 2.5
Continuous quantile forecast up to 1k horizon
Optional 30M quantile head for enhanced forecasting
Covariate support through XReg

Use Cases

Financial analysts using TimesFM for stock market predictions
Supply chain managers employing the model for demand forecasting
Researchers in academia leveraging TimesFM for time-series data analysis

Advantages

Developed by Google Research, ensuring high-quality and reliable performance
Offers a significant reduction in model parameters from 500M to 200M in TimesFM 2.5
Supports a wide range of forecasting horizons and context lengths

Limitations / Considerations

The model may require substantial computational resources for training and inference
As with any machine learning model, the quality of forecasts depends on the quality and quantity of training data
TimesFM is not an officially supported Google product, which may affect long-term support and updates

Facebook Prophet: An open-source tool for forecasting time series data, known for its simplicity and out-of-the-box performance. Unlike TimesFM, it is not a deep learning model.
GluonTS: A deep learning-based framework for time series forecasting by Amazon. It offers a variety of models but does not specialize in foundation models like TimesFM.
TensorFlow Time Series: A collection of best practices, APIs, and tools for adding time series analysis to TensorFlow models. It provides a broader range of tools compared to the specialized focus of TimesFM.

Basic Information

GitHub: https://github.com/google-research/timesfm
Stars: 7,140
License: Unknown
Last Commit: 2025-11-16

📊 Project Information

Project Name: timesfm
GitHub URL: https://github.com/google-research/timesfm
Programming Language: Python
⭐ Stars: 7,140
🍴 Forks: 618
📅 Created: 2024-04-29
🔄 Last Updated: 2025-11-16

🏷️ Project Topics

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📚 Documentation

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timesfm

Project Description