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google-research / timesfm

TimesFM (Time Series Foundation Model) is a pretrained time-series foundation model developed by Google Research for time-series forecasting.
https://research.google/blog/a-decoder-only-foundation-model-for-time-series-forecasting/
Apache License 2.0
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Documents? #15

Open BankNatchapol opened 1 month ago

BankNatchapol commented 1 month ago

Thanks for the great work! Wonder if there will be any documents about this? I'm confused about several things, what is unique_id, horizontal_len, and what is q-0.1 - q-0.9 in the output?

theafien commented 1 month ago

unique_id = Series identifier id q-0.X = Quantile N (https://en.wikipedia.org/wiki/Quantile) horizontal_len = prediction length context_len = history length