Add support for TimesFM

[geetu040]

Model description

TimesFM (Time Series Foundation Model) is a pretrained time-series foundation model developed by Google Research for time-series forecasting.

Open source status

• [X] The model implementation is available
• [X] The model weights are available

Provide useful links for the implementation

• Research Paper: https://arxiv.org/abs/2310.10688

• Authors: Abhimanyu Das, Weihao Kong, Rajat Sen, Yichen Zhou

• Implementation: google-research/timesfm

  • The linked repository contains code for implementation in jax as well pytorch. To implement this in huggingface the pytorch specific code can be found at src/timesfm/pytorch_patched_decoder.py

• Models Weights: google/timesfm-1.0-200m-pytorch

  • Although there are weights given in the repository, yet there are missing config files that are to be completed to ensure smooth loading of weights.

[geetu040]

If approved, I would be happy to contribute to this

[LysandreJik]

Let's see if there is interest! If any lurkers are interested, please react to the original post or comment here to mention your interest :) thank you!

[jaynanduri]

I'm interested to work on this!