timesfm-forecasting - Zero-Shot Time Series Forecasting with TimesFM
Forecast univariate time series without custom training using TimesFM, with point predictions, calibrated quantile intervals, and optional exogenous covariates.
Tags
Updated: 2026-10-04time-series forecastingzero-shot forecastingfoundation modelprediction intervalsquantile forecastingexogenous covariates
Capabilities
Typical Outputs
What this skill does
- Run system preflight checks
- Validate dataset memory fit
- Forecast univariate time series
- Generate quantile prediction intervals
- Forecast with exogenous covariates
- Process batched time series
Inputs
- Univariate time series
- Forecast horizon
- CSV, DataFrame, or array data
- Dynamic numerical covariates
- Dynamic categorical covariates
- Static categorical covariates
- Forecast configuration
Outputs
- Point forecasts
- Quantile forecasts
- Prediction intervals
- System preflight status
- Dataset memory estimate
Requirements
- Python 3.10 or newer
- TimesFM installation
- PyTorch or JAX/Flax backend
- Sufficient RAM and disk space
- Optional XReg dependencies
- First-use model download access
