Testing Google's New Forecasting Model TimesFM-3
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Testing Google's New Forecasting Model TimesFM-3
1 883 просмотра · 13 дней назад
M37
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1 883 просмотра · 13 дней назад
Google Research published TimesFM-3 on August 31, 2026: a 330 million parameter time-series foundation model that forecasts a series it has never seen, with no fine-tuning, and in this version takes extra rows it is told about the future (a holiday, a campaign, tomorrow's temperature) in the same single pass. I downloaded the weights, ran it on a laptop, and gave it real public series with the last stretch held back.
What it was told, and what it did:
Ten years of daily Wikipedia views for seven holiday articles, cut 56 days before the holiday. On the fixed-date ones (Groundhog Day, Halloween, Christmas) it finds the spike from the numbers alone. On the moving-date ones (Thanksgiving, Black Friday, Eurovision, the Super Bowl) it does not, and copying last year beats it. Told the date with one extra 0/1 row, it puts the peak on the right day in 9 of 9 years for six of the seven.
45 late-summer days of hourly electricity demand in New York, California and Texas, one day ahead, against the grid operators' own day-ahead forecasts from the same public file. New York's desk wins by about 40 percent. Texas is a tie, but only when the model is handed the temperature that actually happened, which is a forecast nobody has. California's forecast column sits about 8 gigawatts below its own demand column every midday, so I do not score it.
Three rivers, 30 days ahead. It draws a river falling back after a rise and beats carrying yesterday on the Potomac and the Delaware. It does not see the rain. On the Colorado below Glen Canyon Dam, which is a release schedule rather than a river, carrying yesterday wins.
The model and its weights are here:
https://github.com/google-research/ti...
https://huggingface.co/google/timesfm...
The weights are under a non-commercial licence. Nothing here deploys them; the runs are for the explanation.
The data is all free and public:
US EIA Form 930 hourly demand and the balancing authorities' own demand forecasts: https://www.eia.gov/electricity/gridm...
Open-Meteo ERA5 hourly temperature archive: https://open-meteo.com/en/docs/histor...
Wikimedia pageviews API: https://wikimedia.org/api/rest_v1/
USGS Water Services daily discharge: https://waterservices.usgs.gov/
Baselines: seasonal naive (same hour a week earlier; same date 364 days earlier), Holt-Winters exponential smoothing (statsmodels), carrying the last value, and the operators' filed forecasts. Errors are mean absolute error over the horizon, averaged over rolling origins. The Wikipedia years may be in the model's training data; the electricity days are July and August 2026 and ended before the weights were published.
The benchmark rankings in the announcement (fev-bench, TIME, GIFT-Eval) are Google's own claims. I did not run them.
Music: Kevin MacLeod (incompetech.com), Cottages and Farm, licensed under Creative Commons: By Attribution 4.0.
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