Google Research 发布 TimesFM-3 时序预测模型,首次支持多变量与已知未来事件

内容摘要
Google Research发布了TimesFM-3时序预测模型,该模型能够从时间序列数据中预测未来,如每日销售额,并利用相关数据和已知未来事件来提高预测准确性。与以往版本相比,TimesFM-3在Transformer架构基础上,将32个连续数据点组合成一个单独的块,并使每个序列归一化到相同的尺度,以便直接比较不同量级的测量值。该模型处理数据时,沿时间轴寻找单个序列内的模式,并通过比较同一时间点的所有变量来学习它们之间的关系。TimesFM-3具有3.3亿个参数,在超过1万亿数据点的真实和合成时间序列上进行了训练。该模型能够处理三种类型的补充数据,包括预测多个相关变量、结合历史数据以及利用已知未来事件。与之前的逐块预测方法相比,TimesFM-3通过标记所有未来时间步为空白并在单次遍历中填充它们,提高了预测速度和准确性。在三个基准测试中,TimesFM-3在点准确性和不确定性校准方面均排名第一。该模型已在GitHub和Hugging Face上发布,并计划在未来几周内添加到BigQuery中。
Google Research发布了TimesFM-3时序预测模型,该模型能够从时间序列数据中预测未来,如每日销售额,并利用相关数据和已知未来事件来提高预测准确性。与以往版本相比,TimesFM-3在Transformer架构基础上,将32个连续数据点组合成一个单独的块,并使每个序列归一化到相同的尺度,以便直接比较不同量级的测量值。该模型处理数据时,沿时间轴寻找单个序列内的模式,并通过比较同一时间点的所有变量来学习它们之间的关系。TimesFM-3具有3.3亿个参数,在超过1万亿数据点的真实和合成时间序列上进行了训练。该模型能够处理三种类型的补充数据,包括预测多个相关变量、结合历史数据以及利用已知未来事件。与之前的逐块预测方法相比,TimesFM-3通过标记所有未来时间步为空白并在单次遍历中填充它们,提高了预测速度和准确性。在三个基准测试中,TimesFM-3在点准确性和不确定性校准方面均排名第一。该模型已在GitHub和Hugging Face上发布,并计划在未来几周内添加到BigQuery中。
Image description

Google Research has released TimesFM-3, an AI model that forecasts the future from time series like daily sales figures, drawing on related data and known upcoming events to improve its predictions.

Real-world forecasts rarely depend on a single variable, and Google illustrates this with a retail chain trying to predict ice cream sales. A good forecast should also factor in related products like waffle cones or syrup, along with past foot traffic, weather, discount campaigns, and holidays.

TimesFM-3 is built on a Transformer, the same base architecture as its predecessors, but it groups 32 consecutive data points into a single patch and normalizes each series to a common scale so measurements of very different magnitudes can be compared directly.

The model processes data in two alternating directions. Along the time axis, it looks for patterns within a single series, only drawing on past values to avoid leaking future information. Across series, it compares all variables at a given point in time and learns how they relate, which lets it pick up on things like how a discount on one product affects sales of another.

Architectural diagram of TimesFM-3, showing four time series in patches of 32 points each, a token grid consisting of causal temporal attention and full variate attention, and the predicted target series T1 and T2.
Blue marks the target series, purple a variable known only historically, and green a known future event whose tokens already include upcoming patches. | Image: Google

The model has 330 million parameters and was trained on real and synthetic time series totaling more than one trillion data points, according to Google. Like its predecessors, it works zero-shot and needs no extra training for new tasks.

TimesFM-3 handles three types of supplementary data. It predicts multiple related variables at once, like different ice cream flavors, and it incorporates factors known only for the past, such as historical foot traffic. It also uses known future events like planned discounts or weather forecasts. Instead of a single point estimate, TimesFM-3 outputs nine values per time step to capture the range and uncertainty of each prediction.

One-shot forecasting replaces error-prone step-by-step approach

Earlier versions predicted the future one block at a time, which Google says was slow, compute-heavy, and let errors compound as each prediction built on the last. TimesFM-3 takes a different approach by marking all future time steps as blanks and filling them in a single pass.

Google shows the payoff with its ice cream example. A model that only knows past sales just continues the usual weekly pattern, blind to planned promotions. When TimesFM-3 gets the discount schedule, it learns from history how much promotions boost demand and expects roughly 20 percent more units on each promotion day.

A line chart showing daily ice cream sales, with a bar below it illustrating the discount schedule; the blue multivariate forecast spikes on promotional days, while the red univariate forecast remains flat.
The blue forecast knows the discount schedule and expects about 20 percent higher sales on the orange-marked promotion days, while the red forecast just continues the usual weekly pattern. | Image: Google

TimesFM-3 leads across three benchmarks

On Gift-Eval, FEV-Bench, and Time, TimesFM-3 ranks first among all pretrained forecasting models in both point accuracy and uncertainty calibration, according to Google. Competitors include Amazon's Chronos-2, the Toto-2.0 family, and Google's own TimesFM-2.5. Even limited to a single variable, TimesFM-3 matches or beats the field, and adding more data widens the gap.

Scatter plot for the Gift-Eval benchmark showing the average rank for point and probability forecasts; TimesFM-3 is shown in orange at the bottom left, ahead of Chronos-2, Toto-2.0, TiRex-2, and TimesFM-2.5.
Lower left is better. TimesFM-3 leads Gift-Eval by a wide margin, even when limited to a single variable. | Image: Google
Scatter plot for the FEV-Bench benchmark; TimesFM-3 achieves the best average rank (orange, bottom left), with Chronos-2 following closely behind the univariate mode of TimesFM-3.
TimesFM-3 takes the top spot on FEV-Bench as well. Amazon's Chronos-2 comes close to TimesFM-3's univariate mode but falls well behind the full version. | Image: Google
On the Time benchmark, TimesFM-3 leads again, followed by the Toto-2.0 family. Its predecessor TimesFM-2.5 lands well behind the pack. | Image: Google

TimesFM-3 is available on GitHub and Hugging Face, and Google plans to add it to BigQuery in the coming weeks. TimesFM-2.5 currently handles single-variable forecasting there via the AI.FORECAST command.

Since the family launched in 2024, Google says it has been deployed in retail, finance, manufacturing, healthcare, and the sciences. All versions through TimesFM-2.5, released in September 2025, could only process one data series at a time, making TimesFM-3's multivariate support a major step forward.

Google is also building forecasting models beyond time series. In early August, Google DeepMind released WeatherNext Cyclones, an open-source AI system for tropical cyclones that predicts storm tracks and intensity about a day further out than leading operational models.

原始发布方:The Decoder:AI News(RSS)

原文时间:2026-09-12 17:26:05 +08:00

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