t0

Open-weights time-series forecasting foundation model from The Forecasting Company. t0 is a transformer-based model that produces probabilistic multi-horizon forecasts and natively operates on multiple covariates. t0-alpha is our first iteration of the model.

You can use t0 on Retrocast, our platform for forecasting on your own data. You can also compare forecast across different open-weight models.

Model family: t0-alpha (PyTorch/MLX) · ONNX FP16 · ONNX INT8 · Collection

Choose how to run t0-alpha

This repository contains the first-party PyTorch and MLX runtimes, published as separate packages so each installation keeps only its native tensor backend. ONNX artifacts and our managed API cover other deployment targets:

The MLX runtime lives in mlx/. It is inference-only, has a closely matched T0Forecaster.predict() API, loads the same safetensors directly, and does not install PyTorch.

t0 forecasting French national electricity demand in Retrocast. Data: Enedis open data.

📈 Forecasting with covariates

t0 leverages covariate information, in the past and future when available, to improve its forecast.

Without covariates	With covariates

Data: Medic'AM, monthly drug reimbursements from the French national health insurance.

The Quickstart below shows the API for both a plain univariate forecast and a multivariate forecast that conditions on historical and known-future covariates.

🚀 Quickstart

pip install tfc-t0

The model repository is gated. Before the first download, sign in to the model page and accept its access conditions. Then authenticate with a token from that same account that can read the model:

hf auth login

In a notebook, use from huggingface_hub import login; login() instead. For scripts and CI, set HF_TOKEN in the environment. Signing in to the website alone does not authenticate your Python environment.

The simplest path is a univariate forecast through predict:

import torch
from t0 import T0Forecaster

model = T0Forecaster.from_pretrained("theforecastingcompany/t0-alpha", token=True).eval()

context = torch.randn(4, 512)  # 4 series, 512 past timesteps
out = model.predict(context, horizon=64, quantiles=[0.1, 0.5, 0.9])
out.quantiles  # (4, 64, 3)
out.median     # (4, 64)

predict accepts numpy arrays. 1-D contexts are auto-promoted to a single-row batch. NaN in the context is read as a missing observation. To say that some cells are padding instead, pass a mask. See batched inference.

Forecasting with covariates

Anything you know over the past goes in context — alongside the target, extra variates attend to it and are forecast together. Anything you know over the future (calendar features, planned promotions, weather forecasts) goes in future_covariates, shaped [B, F, context + horizon]. The model conditions on it but does not forecast it.

import torch
from t0 import T0Forecaster

model = T0Forecaster.from_pretrained("theforecastingcompany/t0-alpha").eval()

context = torch.randn(2, 512)                    # 2 series, 512 past timesteps
future_covariates = torch.randn(2, 3, 512 + 64)  # 3 covariates known over context + horizon

out = model.predict(
    context,
    horizon=64,
    quantiles=[0.1, 0.5, 0.9],
    future_covariates=future_covariates,
)
out.quantiles  # (2, 64, 3)
out.median     # (2, 64)

Batched inference

import numpy as np
from t0 import T0Forecaster, batch_series

model = T0Forecaster.from_pretrained("theforecastingcompany/t0-alpha").eval()

daily = np.random.randn(180)    # one series, 180 past timesteps
store = np.random.randn(2, 96)  # one series of 2 variates, 96 past timesteps
hourly = np.random.randn(1024)  # one series, 1024 past timesteps

context, mask, group_ids = batch_series([daily, store, hourly])
context.shape  # (4, 1024) — variates stacked, right-aligned to the longest
group_ids      # [0, 1, 1, 2] — `store`'s two variates are forecast jointly

out = model.predict(
    context,
    horizon=24,
    quantiles=[0.1, 0.5, 0.9],
    mask=mask,
    group_ids=group_ids,
)
out.quantiles  # (4, 24, 3)
out.median[0]  # the 24-step median forecast for `daily`

Integrations that prepare complete T0 inputs, including known-future covariates, can batch the native representation directly:

from t0 import TimeSeries

first = TimeSeries.from_array(context_1, future_covariates_1)
second = TimeSeries.from_array(context_2, future_covariates_2)
batch = TimeSeries.batch([first, second])

out = model.predict(
    batch,
    horizon=64,
    context_length=max(context_1.shape[-1], context_2.shape[-1]),
)

Here each context includes its batch axis, for example [1, V, T], and each known-future input is [1, F, T + horizon]. The output is ordered by the flattened target rows in batch.

Converting your data to TimeSeries

TimeSeries is the model's native input. It holds target rows, known-future covariate rows, a mask and group ids, all on one width. predict builds one for you from a raw array. You only need to construct one yourself to batch inputs of different widths, or to call forward directly.

from t0 import TimeSeries

# context only, with `horizon` marking the region to predict
model_input = TimeSeries.from_array(context, horizon=24)          # context: [B, V, T]

# with known-future covariates, whose width sets the horizon
model_input = TimeSeries.from_array(context, future_covariates)   # covariates: [B, F, T + 24]

out = model.predict(model_input, horizon=24, quantiles=[0.1, 0.5, 0.9])

predict infers context_length from where the forecast region starts. Pass it explicitly when batching series of different widths. forward takes the same TimeSeries and runs a single differentiable pass over it, with no rollout. That is the entry point for fine-tuning.

For efficient inference at scale, look at Retrocast.

🏗️ Architecture

t0 is a decoder-style patch transformer that alternates time and covariate attention layers. It predicts 5 quantiles (0.1, 0.25, 0.5, 0.75, 0.9), decoding multiple horizons in parallel — up to 1024 timesteps in one forward pass — and falling back on autoregressive rollout for longer horizons.

🧬 Lineage

t0 builds on ideas — and in places, code — from open-source forecasting models. We gratefully acknowledge:

• Toto by Datadog (repo) & Chronos-2 by Amazon (repo) — factorizing attention in the time and variates dimension.
• TiRex by NXAI (repo) — contiguous patch masking.

Code-level attributions are listed in NOTICE, all under Apache-2.0.

🧰 Public API

• T0Forecaster — nn.Module with from_pretrained / save_pretrained (via huggingface_hub.PyTorchModelHubMixin). It has two forecasting entry points. forward(model_input) runs a single differentiable pass with no rollout. predict(model_input, horizon, quantiles, ...) is inference-only and rolls out autoregressively past max_horizon.
• Forecast — the object returned by the model.
• T0Config — the configuration of the model. T0Config.medium() is the published one.
• MaskType — the reason a time step is masked out: PAD (a cell that only widens a shorter series out to the batch's width) or MISSING (an absent observation).
• batch_series — utility to batch time series of potentially different lengths.
• TimeSeries.from_array / TimeSeries.batch — build the model's native input, including known-future covariates and an explicit forecast horizon. predict accepts either a TimeSeries or a raw context array.

📚 Citation

If our model is useful, please use the following citation and star our repo!

@misc{tfc-t0,
  title  = {t0: A time-series forecasting foundation model},
  author = {The Forecasting Company},
  year   = {2026},
  url    = {https://huggingface.co/theforecastingcompany/t0-alpha},
}

⚖️ License

Apache-2.0 — see LICENSE and NOTICE.