platform. The 3.0 weights are non-commercial; production use goes through Google Cloud services per the README.
Who it is forA planner whose demand depends on price, weather or promotions.
The problemUnivariate models ignore the drivers you already know.
The outcomeA joint forecast across all target variates, with quantiles.
What you need first
- Python with pip, and `pip install timesfm[torch]`, or `pip install timesfm[mlx]` on Apple silicon
- A CUDA GPU for the PyTorch examples, which set device to cuda
- Your series as NumPy arrays
Steps
- Install it with
pip install timesfm[torch] - Shape your targets as a 2D array of (num_variates, context_length) as the README shows
- Pass past_only_covariates and past_future_covariates to predict_batch alongside contexts and horizon
- Check that outputs[0].forecast has shape (num_variates, horizon) and quantiles adds the nine deciles
Prompt for your agent
With google-research/timesfm, forecast <my three product series> for 24 steps using my known promotions as a past and future covariate, and report the median and the 10th and 90th percentiles.
Caveat. Past and future covariates must cover context plus horizon, as in the README shapes.
Use this in your AI agent
Ask your agent
Using the Deduped MCP, get the setup steps for google-research/timesfm and "Forecast several related series with drivers"
Add Deduped to Claude Code once
claude mcp add --transport http deduped https://dedupedai.com/mcp
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