TimesFM

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

• Paper: A decoder-only foundation model for time-series forecasting, ICML 2024.
• All checkpoints: TimesFM Hugging Face Collection.
• Google Research blog.
• TimesFM in Google 1P Products:
  • BigQuery ML: Enterprise level SQL queries for scalability and reliability.
  • Google Sheets: For your daily spreadsheet.
  • Vertex Model Garden: Dockerized endpoint for agentic calling.

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.

🚀 NEW: TimesFM Automatic Trading Bot

We have integrated a complete Automatic Trading Bot Dashboard that uses TimesFM 2.5 for price forecasting with technical indicators as covariates (XReg).

Key Features:

• Zero-Shot Forecasting: Leverages Google's foundation model for superior price prediction.
• Indicator-Aware: Uses technical indicators (RSI, SMA, EMA, MACD, etc.) as dynamic covariates to improve forecast accuracy.
• Automatic Signals: Generates clear BUY / SELL / HOLD signals based on a synthesis of model forecasts and technical analysis.
• Universal Markets: Supports Stocks, Crypto, and Forex via public data sources (no API keys required).
• Interactive Dashboard: A powerful Streamlit-based UI for real-time analysis.

Quick Start (Bot):

1. Install dependencies:

   pip install -e .[torch,xreg] streamlit yfinance pandas-ta plotly

2. Launch the dashboard:

   streamlit run src/trading_bot/app.py

---

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/).
6. ✅ Automatic Trading Bot with Streamlit Dashboard.

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]
   # Or 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).:

• Install PyTorch.
• Install Jax for Flax.

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.