Audience

Data scientists, researchers, and developers wanting to forecast multiple related time series and incorporate historical and known future signals

About TimesFM-3

TimesFM-3 is a state-of-the-art time series foundation model designed for highly accurate multivariate forecasting in a single forward pass. The 330 million parameter model is pre-trained on a real-world and synthetic time-series corpus comprising more than 1 trillion time points, building on the efficiency and zero-shot generalization of earlier TimesFM models. It can jointly predict multiple coevolving time series and capture dependencies that improve accuracy without task-specific fine-tuning. The model supports multiple targets with point and quantile forecasts, past covariates that are known only historically, and past-future dynamic covariates such as planned promotions, holidays, or weather forecasts. TimesFM-3 uses a decoder-only transformer architecture, processes contiguous data in patches of 32 time steps, and applies alternating causal temporal attention and full variate attention to combine patterns across time and related series.

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Company Information

Google
Founded: 1998
United States
research.google/blog/timesfm-3-a-zero-shot-foundation-model-for-multivariate-forecasting/

Videos and Screen Captures

TimesFM-3 Screenshot 1
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Product Details

Platforms Supported
Cloud
Training
Documentation
Videos
Support
Online

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TimesFM-3 Product Features