TimesFM (Time Series Foundation Model) is a pretrained time-series foundation model developed by Google Research for time-series forecasting.
- Paper: A decoder-only foundation model for time-series forecasting, ICML 2024.
- (NEW!) TimesFM 3.0 Checkpoint:
google/timesfm-3.0-pytorch. - Checkpoints (up to 2.5): TimesFM Hugging Face Collection.
- Google Research blog (New blog post for TimesFM 3.0 coming soon!).
- TimesFM in Google 1P Products:
- BigQuery ML: Enterprise level SQL queries for scalability and reliability.
- Google Sheets: For your daily spreadsheet.
- Vertex Model Garden: Dockerized endpoint for agentic calling.
This open version is not an officially supported Google product.
Latest Model Version: TimesFM 3.0
Archived Model Versions:
- 2.5: relevant code under
src/timesfm. - 1.0 and 2.0: relevant code archived in the subdirectory
v1. You canpip install timesfm==1.3.0to install an older version of this package to load them.
TimesFM 3.0 is out!
TimesFM 3.0 introduces native multivariate time-series forecasting, flexible covariate support (both past-only and past-and-future covariates), superior zero-shot generalist capabilities, and top performance across all three major time-series foundation model benchmarks.
- Native Multivariate & Univariate Forecasting with Covariates: Seamlessly forecast multi-channel multivariate series as well as individual univariate series, with native support for past-only and past-and-future dynamic covariates without per-task tuning.
- Top Benchmark Performance:
- 🥇 fev-bench: Rank #1 overall across 100 diverse real-world forecasting tasks.
- 🥇 TIME Benchmark: Rank #1 overall across 50 domain datasets and 98 evaluation tasks.
- 🥇 GIFT-Eval: Rank #1 among all foundation models.
Important: The TimesFM source code in this repository is licensed under Apache-2.0, and model weights up to version 2.5 remain Apache-2.0. However, for the time being, TimesFM 3.0 pretrained weights are distributed under the separate
timesfm-non-commercial-license-v1.0license and are restricted to non-commercial, non-production use. Commercial or production use of the default pretrained weights is not permitted.
Updated PyPI to timesfm=2.0.2. See
Install.
Added fine-tuning example using HuggingFace Transformers + PEFT (LoRA) — see
timesfm-forecasting/examples/finetuning/.
Also added unit tests (tests/) and incorporated several community fixes.
Shoutout to @kashif and @darkpowerxo.
Huge shoutout to @borealBytes for adding the support for AGENTS! TimesFM SKILL.md is out.
Added back the covariate support through XReg for TimesFM 2.5.
TimesFM 2.5 is out!
Comparing to TimesFM 2.0, this new 2.5 model:
- uses 200M parameters, down from 500M.
- supports up to 16k context length, up from 2048.
- supports continuous quantile forecast up to 1k horizon via an optional 30M quantile head.
- gets rid of the
frequencyindicator. - has a couple of new forecasting flags.
Since the Sept. 2025 launch, the following improvements have been completed for TimesFM 2.5:
- ✅ Flax version of the model for faster inference.
- ✅ Covariate support via XReg (see Oct. 2025 update).
- ✅ Documentation, examples, and agent skill (see
timesfm-forecasting/). - ✅ Fine-tuning example with LoRA via HuggingFace Transformers + PEFT (see
timesfm-forecasting/examples/finetuning/). - ✅ Unit tests for core layers, configs, and utilities (see
tests/).
# Install TimesFM with PyTorch
pip install timesfm[torch]
# Or, for MLX-native inference on Apple silicon (no PyTorch required)
pip install timesfm[mlx]-
Clone the repository:
git clone https://github.com/google-research/timesfm.git cd timesfm -
Create a virtual environment and install with PyTorch:
# Using uv uv venv source .venv/bin/activate # Install the package in editable mode with torch uv pip install -e .[torch]
Pass a batch of 1D NumPy arrays of different context lengths to forecast univariate time series:
import numpy as np
from timesfm3 import TimesFM3Evaluator, ModelConfig
# Initialize TimesFM 3.0
config = ModelConfig(
checkpoint_path="google/timesfm-3.0-pytorch",
per_core_batch_size=32,
device="cuda"
)
forecaster = TimesFM3Evaluator(config)
# Two univariate series of different lengths (100 and 72 steps)
ts1 = np.linspace(0, 1, 100).astype(np.float32)
ts2 = np.sin(np.linspace(0, 24, 72)).astype(np.float32)
# Generate forecast (point predictions + 9 quantiles: 0.1 to 0.9)
outputs = list(forecaster.predict_batch([ts1, ts2], horizon=12, return_quantiles=True, use_symmetric_averaging=False))
print("Series 1 forecast shape:", outputs[0].forecast.shape) # (12,)
print("Series 1 quantiles shape:", outputs[0].quantiles.shape) # (12, 9)
print("Series 2 forecast shape:", outputs[1].forecast.shape) # (12,)
print("Series 2 quantiles shape:", outputs[1].quantiles.shape) # (12, 9)An MLX-native backend runs TimesFM 3.0 on Apple silicon without PyTorch. It mirrors the PyTorch
TimesFM3Forecaster interface (predict / predict_batch, univariate or multivariate, with
past-only and past-future covariates) and is numerically matched to it on
google/timesfm-3.0-pytorch. Median forecast / quantile max abs error, context 512: 9.5e-7 /
1.8e-6 at horizon 64, 2.3e-6 / 2.7e-6 at horizon 128 (longer horizons stitch multiple output
patches, so they are worth checking on their own).
import numpy as np
from timesfm3.mlx import TimesFM3Forecaster
forecaster = TimesFM3Forecaster.from_pretrained("google/timesfm-3.0-pytorch")
# Univariate, long horizon (>= 128 spans several output patches).
context = np.sin(np.linspace(0, 40, 512)).astype(np.float32)
out = forecaster.predict(context, horizon=128, return_quantiles=True)
print(out.forecast.shape) # (128,) median forecast
print(out.quantiles.shape) # (128, 9) 9 deciles
# Batch many series through one forward pass.
outs = list(forecaster.predict_batch([context] * 32, horizon=128))Multivariate targets and covariates work the same way as on the PyTorch backend (matched to
1.7e-6 on the checkpoint):
context_len, horizon = 256, 32
# Two target variates: (num_variates, context_len).
target = np.stack([
np.sin(np.linspace(0, 24, context_len)),
np.sin(np.linspace(1, 26, context_len)),
]).astype(np.float32)
past_only = np.random.randn(1, context_len).astype(np.float32) # (1, 256)
past_future = np.sin( # (1, 256 + 32)
np.linspace(0, 30, context_len + horizon)
)[None, :].astype(np.float32)
out = forecaster.predict(
target,
horizon=horizon,
past_only_covariates=past_only,
past_future_covariates=past_future,
return_quantiles=True,
)
print(out.forecast.shape) # (2, 32) one forecast per target variate
print(out.quantiles.shape) # (2, 32, 9)Benchmarks (330M model, Apple M4 Max, context 512, horizon 64, fp32 with mx.compile):
| batch | p50 latency | throughput |
|---|---|---|
| 1 | 11.1 ms | 90 series/s |
| 8 | 19.7 ms | 406 series/s |
| 32 | 48.1 ms | 666 series/s |
Contexts longer than global_context (15,360) are truncated to their most recent points before
decode, matching the PyTorch backend. use_symmetric_averaging, use_znorm, and padding_mode
("none" / "edge") are all supported and numerically matched to the PyTorch backend, so the MLX
forecaster is a drop-in for the univariate and covariate forecasting paths.
Pass a 2D array of shape (num_variates, context_length) along with optional
past-only and past-and-future covariates:
import numpy as np
from timesfm3 import TimesFM3Evaluator, ModelConfig
# Initialize TimesFM 3.0
config = ModelConfig(
checkpoint_path="google/timesfm-3.0-pytorch",
per_core_batch_size=16,
device="cuda"
)
forecaster = TimesFM3Evaluator(config)
context_len = 128
horizon = 24
# 3 target variates across past context: (3, 128)
target = np.random.randn(3, context_len).astype(np.float32)
# 1 past-only covariate channel across past context: (1, 128)
past_only_cov = np.random.randn(1, context_len).astype(np.float32)
# 2 past-and-future covariate channels across context + horizon: (2, 152)
past_future_cov = np.random.randn(2, context_len + horizon).astype(np.float32)
# Generate joint forecast across all 3 target variates
outputs = list(
forecaster.predict_batch(
contexts=[target],
horizon=horizon,
past_only_covariates=[past_only_cov],
past_future_covariates=[past_future_cov],
return_quantiles=True,
use_symmetric_averaging=False,
)
)
print("Multivariate forecast shape:", outputs[0].forecast.shape) # (3, 24)
print("Multivariate quantiles shape:", outputs[0].quantiles.shape) # (3, 24, 9)