search

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
3.02k stars 228 forks source link

does this model support Multiple input features to predict price? #55

Open juneedpk opened 1 month ago

juneedpk commented 1 month ago

I am using this model on stock companies to predict their price of next ten days . Does TimesFm support time series prediction with multiple input features? Along with price, can we give input features like volume , RSI ?

sajastu commented 1 day ago

Afaik, it doesn't, unless you come up with yet another architecture to do so (i.e., like adaptation). Stocks are multivariate, but TimesFM is for univariate!