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A time series foundation model.

Project description

TimesFM

TimesFM (Time Series Foundation Model) is a pretrained time-series foundation model developed by Google Research for time-series forecasting.

This open version is not an officially supported Google product.

Latest Model Version: TimesFM 2.5

Archived Model Versions:

  • 1.0 and 2.0: relevant code archived in the sub directory v1. You can pip install timesfm==1.3.0 to install an older version of this package to load them.

Update - June 5, 2026

Updated PyPI to timesfm=2.0.0. See Install.

Update - Apr. 9, 2026

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.

Update - Mar. 19, 2026

Huge shoutout to @borealBytes for adding the support for AGENTS! TimesFM SKILL.md is out.

Update - Oct. 29, 2025

Added back the covariate support through XReg for TimesFM 2.5.

Update - Sept. 15, 2025

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 frequency indicator.
  • has a couple of new forecasting flags.

Since the Sept. 2025 launch, the following improvements have been completed:

  1. ✅ Flax version of the model for faster inference.
  2. ✅ Covariate support via XReg (see Oct. 2025 update).
  3. ✅ Documentation, examples, and agent skill (see timesfm-forecasting/).
  4. ✅ Fine-tuning example with LoRA via HuggingFace Transformers + PEFT (see timesfm-forecasting/examples/finetuning/).
  5. ✅ Unit tests for core layers, configs, and utilities (see tests/).

Install

From PyPI

# Install the package with torch
pip install "timesfm[torch]"=2.0.0
# Or with Flax
pip install "timesfm[flax]"=2.0.0
# And when XReg is needed
pip install "timesfm[xreg]"=2.0.0

Local Install

  1. Clone the repository:

    git clone https://github.com/google-research/timesfm.git
    cd timesfm
    
  2. Create a virtual environment and install dependencies using uv:

    # Create a virtual environment
    uv venv
    
    # Activate the environment
    source .venv/bin/activate
    
    # Install the package in editable mode with torch
    uv pip install -e .[torch]
    # Or with flax
    uv pip install -e .[flax]
    # And when XReg is needed
    uv pip install -e .[xreg]
    
  3. [Optional] Install your preferred torch / jax backend based on your OS and accelerators (CPU, GPU, TPU or Apple Silicon).:

Code Example

import torch
import numpy as np
import timesfm

torch.set_float32_matmul_precision("high")

model = timesfm.TimesFM_2p5_200M_torch.from_pretrained("google/timesfm-2.5-200m-pytorch")

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)),
    ],  # Two dummy inputs
)
point_forecast.shape  # (2, 12)
quantile_forecast.shape  # (2, 12, 10): mean, then 10th to 90th quantiles.

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