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google-research timesfm

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

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License: Apache License 2.0

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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 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 can pip install timesfm==1.3.0 to install an older version of this package to load them.

Update — August 2026

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.

Key Highlights:

  • 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.

License notice for pretrained weights

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-v1.0 license and are restricted to non-commercial, non-production use. Commercial or production use of the default pretrained weights is not permitted.


Update - July 2, 2026

Updated PyPI to timesfm=2.0.2. 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 for TimesFM 2.5:

  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 TimesFM with PyTorch
pip install timesfm[torch]

Local Install

  1. Clone the repository:

    git clone https://github.com/google-research/timesfm.git
    cd timesfm
  2. 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]

Code Examples: TimesFM 3.0

1. Univariate Forecasting (Variable Lengths)

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)

2. Multivariate Forecasting with Covariates

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)

Created: Apr 29, 2024

Last push: Sep 2, 2026

Default branch: master

Latest release: v3.0.0

Languages

Share of the codebase by language, based on repository metadata from the host.

  • Python 70.6%
  • HTML 15.8%
  • Jupyter Notebook 13.3%
  • Shell 0.3%

Repository Radar analysis

Deterministic insights derived from public metadata and our observations — not personal testing or reviews.

Why this repository is interesting

  • High absolute popularity (30,632 stars) signals broad adoption.
  • Maintained recently (last push 2 weeks ago).

Who should use it

  • Developers working primarily with Python

Potential use cases

  • Reference or evaluate Python open-source approaches in this domain

Strengths

  • Recent repository activity
  • README present in our index
  • Declared license: Apache License 2.0
  • Substantial fork count (2,921) suggests reuse and contribution interest

Limitations / considerations

  • Insights are derived from public metadata and our observations — not a substitute for code review

What to watch

  • Re-check last push, issues, and releases on GitHub before production adoption

Strong signals: Strong community interest · Active maintenance

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