# Copyright 2025 Google LLC and HuggingFace Inc. team. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. """PyTorch TimesFM model.""" import math from collections.abc import Callable, Sequence from dataclasses import dataclass import torch import torch.nn as nn import torch.nn.functional as F from ... import initialization as init from ...modeling_flash_attention_utils import FlashAttentionKwargs from ...modeling_outputs import BaseModelOutput from ...modeling_utils import ALL_ATTENTION_FUNCTIONS, PreTrainedModel from ...processing_utils import Unpack from ...utils import TransformersKwargs, auto_docstring, can_return_tuple, logging from ...utils.generic import merge_with_config_defaults from ...utils.output_capturing import capture_outputs from ..llama.modeling_llama import LlamaRMSNorm from ..phi4_multimodal.modeling_phi4_multimodal import simple_eager_attention_forward from .configuration_timesfm import TimesFmConfig logger = logging.get_logger(__name__) @dataclass @auto_docstring class TimesFmOutput(BaseModelOutput): r""" loc (`torch.Tensor` of shape `(batch_size, )`): The mean of the time series inputs. scale (`torch.Tensor` of shape `(batch_size,)`): The scale of the time series inputs. """ loc: torch.Tensor | None = None scale: torch.Tensor | None = None @dataclass @auto_docstring class TimesFmOutputForPrediction(BaseModelOutput): r""" mean_predictions (`torch.Tensor` of shape `(batch_size, sequence_length)`): The mean predictions of the time series. full_predictions (`torch.Tensor` of shape `(batch_size, sequence_length)`): The full predictions of the time series including the mean and the quantiles. loss (`torch.Tensor` of shape `(1,)`, *optional*, returned when `future_values` is provided): The loss of the TimesFM model. """ mean_predictions: torch.Tensor | None = None full_predictions: torch.Tensor | None = None loss: torch.Tensor | float | None = None class TimesFmMLP(nn.Module): """Pax MLP in pytorch.""" def __init__(self, config: TimesFmConfig): super().__init__() hidden_size = config.hidden_size intermediate_size = config.intermediate_size self.gate_proj = nn.Linear(hidden_size, intermediate_size) self.down_proj = nn.Linear(intermediate_size, hidden_size) self.layer_norm = nn.LayerNorm(normalized_shape=hidden_size, eps=1e-6) def forward(self, x, paddings=None): gate_inp = self.layer_norm(x) gate = self.gate_proj(gate_inp) gate = F.relu(gate) outputs = self.down_proj(gate) if paddings is not None: outputs = outputs * (1.0 - paddings[:, :, None]) return outputs + x class TimesFmResidualBlock(nn.Module): """TimesFM residual block.""" def __init__(self, input_dims, hidden_dims, output_dims): super().__init__() self.input_dims = input_dims self.hidden_dims = hidden_dims self.output_dims = output_dims self.input_layer = nn.Linear(input_dims, hidden_dims) self.activation = nn.SiLU() self.output_layer = nn.Linear(hidden_dims, output_dims) self.residual_layer = nn.Linear(input_dims, output_dims) def forward(self, x): hidden = self.input_layer(x) hidden = self.activation(hidden) output = self.output_layer(hidden) residual = self.residual_layer(x) return output + residual class TimesFmRMSNorm(LlamaRMSNorm): pass class TimesFmPositionalEmbedding(nn.Module): """Generates position embedding for a given 1-d sequence.""" def __init__(self, config: TimesFmConfig): super().__init__() min_timescale = config.min_timescale max_timescale = config.max_timescale self.min_timescale, self.max_timescale = min_timescale, max_timescale self.embedding_dims = config.hidden_size num_timescales = self.embedding_dims // 2 log_timescale_increment = math.log(float(max_timescale) / float(min_timescale)) / max(num_timescales - 1, 1) self.register_buffer( "inv_timescales", min_timescale * torch.exp(torch.arange(num_timescales, dtype=torch.float32) * -log_timescale_increment), ) def forward(self, seq_length=None, position=None): """Generates a Tensor of sinusoids with different frequencies. Args: seq_length: an optional Python int defining the output sequence length. if the `position` argument is specified. position: [B, seq_length], optional position for each token in the sequence, only required when the sequence is packed. Returns: [B, seqlen, D] if `position` is specified, else [1, seqlen, D] """ if position is None and seq_length is None: raise ValueError("Either position or seq_length must be provided") if position is None: # [1, seqlen] position = torch.arange(seq_length, dtype=torch.float32, device=self.inv_timescales.device).unsqueeze(0) elif position.ndim != 2: raise ValueError(f"position must be 2-dimensional, got shape {position.shape}") scaled_time = position.view(*position.shape, 1) * self.inv_timescales.view(1, 1, -1) signal = torch.cat([torch.sin(scaled_time), torch.cos(scaled_time)], dim=2) # Padding to ensure correct embedding dimension signal = F.pad(signal, (0, 0, 0, self.embedding_dims % 2)) return signal class TimesFmAttention(nn.Module): """Implements the attention used in TimesFM. One key difference is that there is _per_dim_scaling of the query.""" def __init__(self, config: TimesFmConfig, layer_idx: int): super().__init__() self.config = config self.is_causal = True self.attention_dropout = config.attention_dropout self.layer_idx = layer_idx self.num_heads = config.num_attention_heads self.hidden_size = config.hidden_size self.head_dim = config.head_dim self.q_size = self.num_heads * self.head_dim self.kv_size = self.num_heads * self.head_dim self.scaling = nn.Parameter(torch.empty((self.head_dim,))) self.q_proj = nn.Linear(self.hidden_size, self.num_heads * self.head_dim) self.k_proj = nn.Linear(self.hidden_size, self.num_heads * self.head_dim) self.v_proj = nn.Linear(self.hidden_size, self.num_heads * self.head_dim) self.o_proj = nn.Linear(self.num_heads * self.head_dim, self.hidden_size) def _scale_query(self, query: torch.Tensor) -> torch.Tensor: scale = F.softplus(self.scaling).mul(1.442695041 / math.sqrt(self.head_dim)) return query * scale[None, None, None, :] def forward( self, hidden_states: torch.Tensor, attention_mask: torch.Tensor | None = None, **kwargs: Unpack[FlashAttentionKwargs], ) -> tuple[torch.Tensor, torch.Tensor | None]: input_shape = hidden_states.shape[:-1] hidden_shape = (*input_shape, -1, self.head_dim) query_states = self.q_proj(hidden_states).view(hidden_shape).transpose(1, 2) query_states = self._scale_query(query_states) key_states = self.k_proj(hidden_states).view(hidden_shape).transpose(1, 2) value_states = self.v_proj(hidden_states).view(hidden_shape).transpose(1, 2) attention_interface: Callable = ALL_ATTENTION_FUNCTIONS.get_interface( self.config._attn_implementation, simple_eager_attention_forward ) attn_output, attn_weights = attention_interface( self, query_states, key_states, value_states, attention_mask, dropout=0.0 if not self.training else self.attention_dropout, scaling=1.0, **kwargs, ) attn_output = attn_output.reshape(*input_shape, -1).contiguous() attn_output = self.o_proj(attn_output) return attn_output, attn_weights class TimesFmDecoderLayer(nn.Module): """Transformer layer.""" def __init__(self, config: TimesFmConfig, layer_idx: int): super().__init__() self.self_attn = TimesFmAttention(config, layer_idx=layer_idx) self.mlp = TimesFmMLP(config) self.input_layernorm = TimesFmRMSNorm(config.hidden_size, eps=config.rms_norm_eps) def forward( self, hidden_states: torch.Tensor, attention_mask: torch.Tensor, paddings: torch.Tensor, **kwargs, ) -> torch.Tensor: # Self Attention residual = hidden_states hidden_states = self.input_layernorm(hidden_states) hidden_states, _ = self.self_attn( hidden_states=hidden_states, attention_mask=attention_mask, ) hidden_states = residual + hidden_states # MLP hidden_states = self.mlp(hidden_states, paddings=paddings) return hidden_states @auto_docstring class TimesFmPreTrainedModel(PreTrainedModel): config: TimesFmConfig base_model_prefix = "timesfm" _no_split_modules = ["TimesFmDecoderLayer"] main_input_name = "past_values" input_modalities = ("time",) _supports_sdpa = True _can_record_outputs = { "hidden_states": TimesFmDecoderLayer, "attentions": TimesFmAttention, } @torch.no_grad() def _init_weights(self, module): super()._init_weights(module) if isinstance(module, TimesFmAttention): # Initialize scaling parameter init.ones_(module.scaling) elif isinstance(module, TimesFmPositionalEmbedding): num_timescales = module.embedding_dims // 2 max_timescale, min_timescale = module.max_timescale, module.min_timescale log_timescale_increment = math.log(float(max_timescale) / float(min_timescale)) / max( num_timescales - 1, 1 ) init.copy_( module.inv_timescales, min_timescale * torch.exp(torch.arange(num_timescales, dtype=torch.float32) * -log_timescale_increment), ) @auto_docstring class TimesFmModel(TimesFmPreTrainedModel): def __init__(self, config: TimesFmConfig): super().__init__(config) self.config = config self.input_ff_layer = TimesFmResidualBlock( input_dims=2 * config.patch_length, output_dims=config.hidden_size, hidden_dims=config.intermediate_size, ) self.freq_emb = nn.Embedding(num_embeddings=config.freq_size, embedding_dim=config.hidden_size) self.layers = nn.ModuleList( [TimesFmDecoderLayer(config, layer_idx) for layer_idx in range(config.num_hidden_layers)] ) if self.config.use_positional_embedding: self.position_emb = TimesFmPositionalEmbedding(config=config) # Initialize weights and apply final processing self.post_init() def _forward_transform( self, inputs: torch.Tensor, patched_pads: torch.Tensor ) -> tuple[torch.Tensor, tuple[torch.Tensor, torch.Tensor]]: """Input is of shape [B, N, P].""" mu, sigma = self._timesfm_masked_mean_std(inputs, patched_pads) sigma = torch.clamp(sigma, min=self.config.tolerance) # Normalize each patch outputs = (inputs - mu[:, None, None]) / sigma[:, None, None] outputs = torch.where( torch.abs(inputs - self.config.pad_val) < self.config.tolerance, torch.tensor(self.config.pad_val, dtype=outputs.dtype, device=outputs.device), outputs, ) return outputs, (mu, sigma) @merge_with_config_defaults @capture_outputs @auto_docstring def forward( self, past_values: torch.Tensor, past_values_padding: torch.LongTensor, freq: torch.Tensor, **kwargs: Unpack[TransformersKwargs], ) -> TimesFmOutput: r""" past_values (`torch.FloatTensor` of shape `(batch_size, sequence_length)`): Past values of the time series that serves as input to the model. past_values_padding (`torch.LongTensor` of shape `(batch_size, sequence_length)`): The padding indicator of the time series. freq (`torch.LongTensor` of shape `(batch_size,)`): Frequency indices for the time series data. """ # Reshape into patches (using view for efficiency) bsize = past_values.shape[0] patched_inputs = past_values.view(bsize, -1, self.config.patch_length) patched_pads = past_values_padding.view(bsize, -1, self.config.patch_length) patched_inputs = torch.where( torch.abs(patched_pads - 1.0) < self.config.tolerance, torch.tensor(0.0, dtype=patched_inputs.dtype, device=patched_inputs.device), patched_inputs, ) patched_pads = torch.where( torch.abs(patched_inputs - self.config.pad_val) < self.config.tolerance, torch.tensor(1.0, dtype=patched_pads.dtype, device=patched_pads.device), patched_pads, ) patched_inputs, stats = self._forward_transform(patched_inputs, patched_pads) # B x N x D patched_inputs = patched_inputs * (1.0 - patched_pads) concat_inputs = torch.cat([patched_inputs, patched_pads], dim=-1) model_input = self.input_ff_layer(concat_inputs) # A patch should not be padded even if there is at least one zero. patched_padding = torch.min(patched_pads, dim=-1)[0] # Get the values from the min result if self.config.use_positional_embedding: pos_emb = self.position_emb(model_input.shape[1]) pos_emb = torch.concat([pos_emb] * model_input.shape[0], dim=0) pos_emb = self._timesfm_shift_padded_seq(patched_padding, pos_emb) model_input += pos_emb f_emb = self.freq_emb(freq) # B x 1 x D model_input += f_emb # Convert paddings to attention mask and combine with causal mask hidden_states = model_input attention_mask = self._prepare_4d_attention_mask( attention_mask=patched_padding, sequence_length=hidden_states.shape[1], dtype=hidden_states.dtype, device=hidden_states.device, is_causal=True, ) for layer in self.layers[: self.config.num_hidden_layers]: hidden_states = layer( hidden_states, attention_mask=attention_mask, paddings=patched_padding, **kwargs, ) return TimesFmOutput( last_hidden_state=hidden_states, loc=stats[0], scale=stats[1], ) @staticmethod def _prepare_4d_attention_mask( attention_mask: torch.Tensor | None, sequence_length: int, dtype: torch.dtype, device: torch.device, is_causal: bool = True, ) -> torch.Tensor | None: """ Creates 4D attention mask and combines causal and padding masks if needed. Args: attention_mask: Optional tensor of shape (batch_size, seq_length) containing padding mask sequence_length: Length of the sequence dtype: Data type of the mask device: Device of the mask is_causal: Whether to apply causal masking Returns: 4D attention mask of shape (batch_size, 1, seq_length, seq_length) """ # Get minimum value for the dtype min_value = torch.finfo(dtype).min if dtype.is_floating_point else torch.iinfo(dtype).min # Handle padding mask if attention_mask is not None: # Convert 2D padding mask to 4D attention mask attention_mask = attention_mask.view(attention_mask.shape[0], 1, 1, -1) attention_mask = attention_mask * min_value # Create causal mask if needed if is_causal: causal_mask = torch.triu( torch.ones((sequence_length, sequence_length), dtype=dtype, device=device) * min_value, diagonal=1, ) causal_mask = causal_mask.view(1, 1, sequence_length, sequence_length) # Combine with padding mask if it exists if attention_mask is not None: attention_mask = torch.minimum(attention_mask, causal_mask) else: attention_mask = causal_mask return attention_mask @staticmethod def _timesfm_masked_mean_std(inputs: torch.Tensor, padding: torch.Tensor) -> tuple[torch.Tensor, torch.Tensor]: """Calculates mean and standard deviation of `inputs` across axis 1. It excludes values where `padding` is 1. Args: inputs: A PyTorch tensor of shape [b, n, p]. padding: A PyTorch tensor of shape [b, n, p] with values 0 or 1. Returns: A tuple containing the mean and standard deviation. We return the statistics of the first patch with more than three non-padded values. """ # Selecting the first patch with more than 3 unpadded values. def _get_patch_index(arr: torch.Tensor): indices = torch.argmax((arr >= 3).to(torch.int32), dim=1) row_sum = (arr >= 3).to(torch.int32).sum(dim=1) return torch.where(row_sum == 0, arr.shape[1] - 1, indices) pad_sum = torch.sum(1 - padding, dim=2) patch_indices = _get_patch_index(pad_sum) bidxs = torch.arange(inputs.shape[0]) arr = inputs[bidxs, patch_indices, :] pad = padding[bidxs, patch_indices, :] # Create a mask where padding is 0 mask = 1 - pad # Calculate the number of valid elements num_valid_elements = torch.sum(mask, dim=1) num_valid_elements = torch.clamp(num_valid_elements, min=1.0) # Calculate the masked sum and mean masked_sum = torch.sum(arr * mask, dim=1) masked_mean = masked_sum / num_valid_elements # [b] # Calculate the masked variance using centered values masked_centered_arr = (arr - masked_mean.unsqueeze(-1)) * mask masked_var = torch.sum(masked_centered_arr**2, dim=1) / num_valid_elements masked_var = torch.clamp(masked_var, min=0.0) masked_std = torch.sqrt(masked_var) return masked_mean, masked_std @staticmethod def _timesfm_shift_padded_seq(mask: torch.Tensor, seq: torch.Tensor) -> torch.Tensor: """Shifts rows of seq based on the first 0 in each row of the mask. Args: mask: mask tensor of shape [B, N] seq: seq tensor of shape [B, N, P] Returns: The shifted sequence. """ batch_size, num_seq, feature_dim = seq.shape new_mask: torch.BoolTensor = mask == 0 # Use argmax to find the first True value in each row indices = new_mask.to(torch.int32).argmax(dim=1) # Handle rows with all zeros indices[~new_mask.any(dim=1)] = -1 # Create index ranges for each sequence in the batch idx_range = torch.arange(num_seq, device=seq.device).view(1, -1, 1).expand(batch_size, -1, feature_dim) # Calculate shifted indices for each element in each sequence shifted_idx = (idx_range - indices[:, None, None]) % num_seq # Gather values from seq using shifted indices shifted_seq = seq.gather(1, shifted_idx) return shifted_seq class TimesFmModelForPrediction(TimesFmPreTrainedModel): """TimesFM model for quantile and mean prediction.""" def __init__(self, config: TimesFmConfig): super().__init__(config) self.config = config self.context_len = config.context_length self.horizon_len = config.horizon_length self.decoder = TimesFmModel(config) # quantile and mean output self.horizon_ff_layer = TimesFmResidualBlock( input_dims=config.hidden_size, output_dims=config.horizon_length * (1 + len(config.quantiles)), hidden_dims=config.intermediate_size, ) # Initialize weights and apply final processing self.post_init() def _preprocess( self, inputs: Sequence[torch.Tensor], freq: Sequence[int] | None = None, context_len: int | None = None ) -> tuple[torch.Tensor, ...]: """Pad/truncate input time series to `context_len` and build a padding mask. Args: inputs: A list of 1d Tensors. Each Tensor is the context time series of a single forecast task. freq: Optional list of frequencies (returned as a tensor when provided). context_len: Optional context length override (defaults to `self.context_len`). Returns: Tuple of (padded_inputs, padding_mask) and optionally a freq tensor. """ if context_len is None: context_len = self.context_len input_ts, input_padding = [], [] for ts in inputs: input_len = ts.shape[0] padding = torch.zeros(input_len + self.horizon_len, dtype=ts.dtype, device=ts.device) if input_len < context_len: num_front_pad = context_len - input_len ts = torch.cat([torch.zeros(num_front_pad, dtype=ts.dtype, device=ts.device), ts], dim=0) padding = torch.cat([torch.ones(num_front_pad, dtype=ts.dtype, device=padding.device), padding], dim=0) elif input_len > context_len: ts = ts[-context_len:] padding = padding[-(context_len + self.horizon_len) :] input_ts.append(ts) input_padding.append(padding) result = (torch.stack(input_ts, dim=0), torch.stack(input_padding, dim=0)) if freq is not None: result = result + (torch.tensor(freq[: len(inputs)], dtype=torch.int32).reshape(-1, 1),) return result def _postprocess_output( self, model_output: torch.Tensor, stats: tuple[torch.Tensor, torch.Tensor] ) -> torch.Tensor: """Postprocess output of stacked transformer.""" # B x N x (H.Q) output_ts = self.horizon_ff_layer(model_output) # Reshape using view b, n, _ = output_ts.shape output_ts = output_ts.view(b, n, self.config.horizon_length, len(self.config.quantiles) + 1) mu, sigma = stats return output_ts * sigma[:, None, None, None] + mu[:, None, None, None] def _quantile_loss(self, predictions: torch.Tensor, targets: torch.Tensor) -> torch.Tensor: losses = [] for i, q in enumerate(self.config.quantiles): errors = targets - predictions[..., i] loss = torch.max((q - 1) * errors, q * errors) losses.append(loss.mean()) return torch.stack(losses).mean() @can_return_tuple @auto_docstring def forward( self, past_values: Sequence[torch.Tensor], freq: Sequence[torch.Tensor | int] | None = None, window_size: int | None = None, future_values: torch.Tensor | None = None, forecast_context_len: int | None = None, return_forecast_on_context: bool = False, truncate_negative: bool = False, **kwargs: Unpack[TransformersKwargs], ) -> TimesFmOutputForPrediction: r""" past_values (`torch.FloatTensor` of shape `(batch_size, sequence_length)`): Past values of the time series that serves as input to the model. freq (`torch.LongTensor` of shape `(batch_size,)`): Frequency indices for the time series data. window_size (`int`, *optional*): Window size of trend + residual decomposition. If None then we do not do decomposition. future_values (`torch.Tensor`, *optional*): Optional future time series values to be used for loss computation. forecast_context_len (`int`, *optional*): Optional max context length. return_forecast_on_context (`bool`, *optional*): True to return the forecast on the context when available, i.e. after the first input patch. truncate_negative (`bool`, *optional*): Truncate to only non-negative values if any of the contexts have non-negative values, otherwise do nothing. Example: ```python >>> from transformers import TimesFmModelForPrediction >>> model = TimesFmModelForPrediction.from_pretrained("google/timesfm-2.0-500m-pytorch") >>> forecast_input = [torch.linspace(0, 20, 100).sin(), torch.linspace(0, 20, 200).sin(), torch.linspace(0, 20, 400).sin()] >>> frequency_input = torch.tensor([0, 1, 2], dtype=torch.long) >>> # Generate >>> with torch.no_grad(): >>> outputs = model(past_values=forecast_input, freq=frequency_input, return_dict=True) >>> point_forecast_conv = outputs.mean_predictions >>> quantile_forecast_conv = outputs.full_predictions ``` """ if forecast_context_len is None: fcontext_len = self.context_len else: fcontext_len = forecast_context_len device = past_values[0].device inputs = [ts[-fcontext_len:] for ts in past_values] inp_min = torch.min(torch.stack([torch.min(ts) for ts in inputs])) if window_size is not None: new_inputs = [] new_freqs = [] for i, ts in enumerate(inputs): new_inputs.extend(self._timesfm_moving_average(ts, window_size)) if freq is not None: new_freqs.extend([freq[i]] * 2) inputs = new_inputs if freq is not None: freq = new_freqs if freq is None: logger.info("No frequency provided via `freq`. Default to high (0).") freq = [0] * len(inputs) input_ts, input_padding, inp_freq = self._preprocess(inputs, freq) input_ts = input_ts.to(device) input_padding = input_padding.to(device) inp_freq = inp_freq.to(device) final_out = input_ts context_len = final_out.shape[1] full_outputs = [] if input_padding.shape[1] != final_out.shape[1] + self.horizon_len: raise ValueError( "Length of paddings must match length of input + horizon_len:" f" {input_padding.shape[1]} != {final_out.shape[1]} + {self.horizon_len}" ) output_patch_len = self.config.horizon_length num_decode_patches = (self.horizon_len + output_patch_len - 1) // output_patch_len for step_index in range(num_decode_patches): current_padding = input_padding[:, 0 : final_out.shape[1]] input_ts = final_out[:, -fcontext_len:] input_padding = current_padding[:, -fcontext_len:] decoder_output: TimesFmOutput = self.decoder( past_values=input_ts, past_values_padding=input_padding, freq=inp_freq, **kwargs, ) fprop_outputs = self._postprocess_output( decoder_output.last_hidden_state, (decoder_output.loc, decoder_output.scale), ) if return_forecast_on_context and step_index == 0: new_full_ts = fprop_outputs[:, :-1, : self.config.patch_length, :] new_full_ts = new_full_ts.reshape(new_full_ts.size(0), -1, new_full_ts.size(3)) full_outputs.append(new_full_ts) new_ts = fprop_outputs[:, -1, :output_patch_len, 0] new_full_ts = fprop_outputs[:, -1, :output_patch_len, :] full_outputs.append(new_full_ts) final_out = torch.concatenate([final_out, new_ts], axis=-1) if return_forecast_on_context: full_outputs = torch.concatenate(full_outputs, axis=1)[ :, : (context_len - self.config.patch_length + self.horizon_len), : ] else: full_outputs = torch.concatenate(full_outputs, axis=1)[:, 0 : self.horizon_len, :] mean_outputs = full_outputs[:, :, 0] if window_size is not None: mean_outputs = mean_outputs[0::2, ...] + mean_outputs[1::2, ...] full_outputs = full_outputs[0::2, ...] + full_outputs[1::2, ...] if inp_min >= 0 and truncate_negative: mean_outputs = torch.maximum(mean_outputs, 0.0) full_outputs = torch.maximum(full_outputs, 0.0) loss = None if future_values is not None: mse_loss = F.mse_loss(mean_outputs, future_values) quantile_loss = self._quantile_loss(full_outputs[:, :, 1:], future_values) loss = mse_loss + quantile_loss return TimesFmOutputForPrediction( last_hidden_state=decoder_output.last_hidden_state, attentions=decoder_output.attentions, hidden_states=decoder_output.hidden_states, mean_predictions=mean_outputs, full_predictions=full_outputs, loss=loss, ) @staticmethod def _timesfm_moving_average(arr: torch.Tensor, window_size: int) -> list[torch.Tensor]: """Calculates the moving average using PyTorch's convolution function.""" # Pad with zeros to handle initial window positions arr_padded = F.pad(arr, (window_size - 1, 0), "constant", 0) # Create a convolution kernel kernel = torch.ones(window_size, dtype=arr.dtype, device=arr.device) / window_size # Apply convolution to calculate the moving average smoothed_arr = F.conv1d(arr_padded.view(1, 1, -1), kernel.view(1, 1, -1)).squeeze() return [smoothed_arr, arr - smoothed_arr] __all__ = ["TimesFmModelForPrediction", "TimesFmPreTrainedModel", "TimesFmModel"]