timesfm-forecasting

Generate zero-shot univariate time series forecasts with Google's TimesFM foundation model.

Updated Mar 6, 2026
One-click install
npx skills add https://github.com/WrkFlo-Biz/global-sentinel-azure-quantum --skill timesfm-forecasting-wrkflo-biz
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: timesfm-forecasting
Source: https://github.com/WrkFlo-Biz/global-sentinel-azure-quantum/tree/main/src/research/timesfm/timesfm-forecasting
Command: npx skills add https://github.com/WrkFlo-Biz/global-sentinel-azure-quantum --skill timesfm-forecasting-wrkflo-biz

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires timesfm, torch, numpy, pandas, matplotlib, and includes scripts (resource) and references (resource) components.

What problem does it solve? Forecasting time series traditionally requires training and tuning custom models like ARIMA or ETS for each dataset. This Skill provides zero-shot forecasting with Google's TimesFM foundation model, returning point forecasts with calibrated prediction intervals for any univariate series without training, while a mandatory preflight checker prevents out-of-memory crashes before the model loads. ## Core Features & Use Cases - Zero-Shot Forecasting: Feed any univariate series (sales, sensor readings, prices, vitals, weather) and receive point forecasts plus 10-quantile prediction intervals, with context lengths up to 16,384 points. - Covariate Forecasting (XReg): Incorporate dynamic numerical, dynamic categorical, and static exogenous variables via forecast_with_covariates() using TimesFM 2.5 and the timesfm[xreg] extra. - System & Dataset Preflight: scripts/check_system.py verifies RAM, GPU/VRAM, disk space, and Python version, and estimates memory for your specific dataset size before loading the ~800 MB model. - CSV Forecasting CLI: scripts/forecast_csv.py runs an end-to-end pipeline from CSV input to forecast output in CSV or JSON with 80% and 90% intervals. - Use Case: Forecast 52 weeks of demand from a weekly_demand.csv file, then evaluate accuracy with MAE, RMSE, MAPE, and prediction-interval coverage, or detect anomalies by flagging values outside the 90% quantile band. ## Quick Start Run python scripts/check_system.py to verify your machine, then ask the agent to forecast the value column of your CSV file 24 steps ahead with prediction intervals using TimesFM 2.5.

Frequently Asked Questions about timesfm-forecasting

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I forecast a time series without training a model in Python?

Use TimesFM, a pretrained foundation model that forecasts zero-shot. Load timesfm.TimesFM_2p5_200M_torch from HuggingFace, compile it with a ForecastConfig, and call model.forecast(horizon=H, inputs=[your_array]) to get point and quantile forecasts.

How to forecast time series with exogenous variables using TimesFM?

Install timesfm[xreg] and call model.forecast_with_covariates() with dynamic_numerical_covariates, dynamic_categorical_covariates, and static_categorical_covariates. Dynamic covariates must span both the context and forecast horizon, and this requires TimesFM 2.5.

What are the system requirements for running TimesFM?

TimesFM 2.5 (200M parameters) needs at least 4 GB RAM on CPU or 2 GB VRAM on GPU, about 800 MB of disk space, and Python 3.10 or later. Run scripts/check_system.py first to verify your machine and estimate memory for your dataset.

Can TimesFM be used for anomaly detection?

TimesFM has no built-in anomaly detection, but its quantile forecasts serve as prediction intervals. Values falling outside the 90% interval (q10 to q90) are statistically unusual and can be flagged as anomalies, as shown in the anomaly-detection example.

When should I not use TimesFM for time series analysis?

Avoid TimesFM when you need interpretable statistical coefficients (use statsmodels), time series classification or clustering (use aeon), multivariate vector autoregression, or when your data is tabular rather than temporal (use scikit-learn).

Why does TimesFM run out of memory on large datasets?

Memory scales with the number of series times context length, roughly 0.2 MB per 1000 series per 1000 context points plus 1.3 GB of model overhead. Reduce max_context, lower per_core_batch_size, or process series in chunks of 50-100.