Upstream contribution · google-research/timesfm
timesfm · Aligning TimesFM covariate residuals with the available backcast
Problem
TimesFM 2.5 sized covariate residuals from the full input even when the model cropped context. For very short inputs, a zero-length slice could unexpectedly select the full series.
Engineering response
The residual window follows the context the model sees. The fit handles an empty residual series without invalid statistics and reports a clear error if every series is too short.
Evidence and scope
The PR reports six focused tests using a randomly initialized Torch model, checking output shapes and finiteness for long, short and mixed batches. That experiment measures shape handling.