TimesfmHyperparams
timesfm_model.TimesfmHyperparams · inherits PydanticBaseModel
(No summary provided)
TimesfmModel
timesfm_model.TimesfmModel · inherits BaseModel
(No summary provided)
__init__(self, params: Dict[str, Any], settings: Dict[str, Any])
Initialize TimesFM model.
| Parameter | Type | Default | Description |
|---|---|---|---|
params |
Dict[str, Any] |
- | Model parameters dictionary |
settings |
Dict[str, Any] |
- | Settings dictionary containing device, python_version, etc. |
train(self, y_context: np.ndarray, y_target: np.ndarray, timestamps_context: np.ndarray, timestamps_target: np.ndarray, x_context: Optional[np.ndarray] = None, x_target: Optional[np.ndarray] = None, **kwargs) -> TimesfmModel
Foundation model: no training needed. Mark as fitted and return self.
| Parameter | Type | Default | Description |
|---|---|---|---|
y_context |
np.ndarray |
- | (undocumented) |
y_target |
np.ndarray |
- | (undocumented) |
timestamps_context |
np.ndarray |
- | (undocumented) |
timestamps_target |
np.ndarray |
- | (undocumented) |
x_context |
Optional[np.ndarray] |
None |
(undocumented) |
x_target |
Optional[np.ndarray] |
None |
(undocumented) |
**kwargs |
- | (undocumented) |
Returns: TimesfmModel (Self)
predict(self, y_context: np.ndarray, timestamps_context: np.ndarray, timestamps_target: np.ndarray, x_context: Optional[np.ndarray] = None, x_target: Optional[np.ndarray] = None, **kwargs)
Make predictions using the trained TimesFM model.
If covariates (x_context and x_target) are provided, uses forecast_with_covariates to incorporate exogenous features.
| Parameter | Type | Default | Description |
|---|---|---|---|
y_context |
np.ndarray |
- | (undocumented) |
timestamps_context |
np.ndarray |
- | (undocumented) |
timestamps_target |
np.ndarray |
- | (undocumented) |
x_context |
Optional[np.ndarray] |
None |
(undocumented) |
x_target |
Optional[np.ndarray] |
None |
(undocumented) |
**kwargs |
- | (undocumented) |
Returns: np.ndarray (The predictions.)
Raises: ValueError (If TimesFMModel is not fitted.)