feat(example): add working TimesFM forecast example with global temperature data

- Add NOAA GISTEMP global temperature anomaly dataset (36 months, 2022-2024)
- Run TimesFM 1.0 PyTorch forecast for 2025 (12-month horizon)
- Generate fan chart visualization with 80%/90% confidence intervals
- Create comprehensive markdown report with findings and API notes

API Discovery:
- TimesFM 2.5 PyTorch checkpoint has file format issue (model.safetensors
  vs expected torch_model.ckpt)
- Working API uses TimesFmHparams + TimesFmCheckpoint + TimesFm() constructor
- Documented API in GitHub README differs from actual pip package

Includes:
- temperature_anomaly.csv (input data)
- forecast_output.csv (point forecast + quantiles)
- forecast_output.json (machine-readable output)
- forecast_visualization.png (LFS-tracked)
- run_forecast.py (reusable script)
- visualize_forecast.py (chart generation)
- run_example.sh (one-click runner)
- README.md (full report with findings)
This commit is contained in:
Clayton Young
2026-02-21 15:25:52 -05:00
parent 98670bcf47
commit c7c5bc21ff
9 changed files with 787 additions and 0 deletions

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#!/usr/bin/env python3
"""
Run TimesFM forecast on global temperature anomaly data.
Generates forecast output CSV and JSON for the example.
"""
from __future__ import annotations
import json
from pathlib import Path
import numpy as np
import pandas as pd
# Preflight check
print("=" * 60)
print(" TIMeSFM FORECAST - Global Temperature Anomaly Example")
print("=" * 60)
# Load data
data_path = Path(__file__).parent / "temperature_anomaly.csv"
df = pd.read_csv(data_path, parse_dates=["date"])
df = df.sort_values("date").reset_index(drop=True)
print(f"\n📊 Input Data: {len(df)} months of temperature anomalies")
print(
f" Date range: {df['date'].min().strftime('%Y-%m')} to {df['date'].max().strftime('%Y-%m')}"
)
print(f" Mean anomaly: {df['anomaly_c'].mean():.2f}°C")
print(
f" Trend: {df['anomaly_c'].iloc[-12:].mean() - df['anomaly_c'].iloc[:12].mean():.2f}°C change (first to last year)"
)
# Prepare input for TimesFM
# TimesFM expects a list of 1D numpy arrays
input_series = df["anomaly_c"].values.astype(np.float32)
# Load TimesFM 1.0 (PyTorch)
# NOTE: TimesFM 2.5 PyTorch checkpoint has a file format issue at time of writing.
# The model.safetensors file is not loadable via torch.load().
# Using TimesFM 1.0 PyTorch which works correctly.
print("\n🤖 Loading TimesFM 1.0 (200M) PyTorch...")
import timesfm
hparams = timesfm.TimesFmHparams(horizon_len=12)
checkpoint = timesfm.TimesFmCheckpoint(
huggingface_repo_id="google/timesfm-1.0-200m-pytorch"
)
model = timesfm.TimesFm(hparams=hparams, checkpoint=checkpoint)
# Forecast
print("\n📈 Running forecast (12 months ahead)...")
forecast_input = [input_series]
frequency_input = [0] # Monthly data
point_forecast, experimental_quantile_forecast = model.forecast(
forecast_input,
freq=frequency_input,
)
print(f" Point forecast shape: {point_forecast.shape}")
print(f" Quantile forecast shape: {experimental_quantile_forecast.shape}")
# Extract results
point = point_forecast[0] # Shape: (horizon,)
quantiles = experimental_quantile_forecast[0] # Shape: (horizon, num_quantiles)
# TimesFM quantiles: [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 0.99]
# Index mapping: 0=10%, 1=20%, ..., 4=50% (median), ..., 9=99%
quantile_labels = ["10%", "20%", "30%", "40%", "50%", "60%", "70%", "80%", "90%", "99%"]
# Create forecast dates (2025 monthly)
last_date = df["date"].max()
forecast_dates = pd.date_range(
start=last_date + pd.DateOffset(months=1), periods=12, freq="MS"
)
# Build output DataFrame
output_df = pd.DataFrame(
{
"date": forecast_dates.strftime("%Y-%m-%d"),
"point_forecast": point,
"q10": quantiles[:, 0],
"q20": quantiles[:, 1],
"q30": quantiles[:, 2],
"q40": quantiles[:, 3],
"q50": quantiles[:, 4], # Median
"q60": quantiles[:, 5],
"q70": quantiles[:, 6],
"q80": quantiles[:, 7],
"q90": quantiles[:, 8],
"q99": quantiles[:, 9],
}
)
# Save outputs
output_dir = Path(__file__).parent
output_df.to_csv(output_dir / "forecast_output.csv", index=False)
# JSON output for the report
output_json = {
"model": "TimesFM 1.0 (200M) PyTorch",
"input": {
"source": "NOAA GISTEMP Global Temperature Anomaly",
"n_observations": len(df),
"date_range": f"{df['date'].min().strftime('%Y-%m')} to {df['date'].max().strftime('%Y-%m')}",
"mean_anomaly_c": round(df["anomaly_c"].mean(), 3),
},
"forecast": {
"horizon": 12,
"dates": forecast_dates.strftime("%Y-%m").tolist(),
"point": point.tolist(),
"quantiles": {
label: quantiles[:, i].tolist() for i, label in enumerate(quantile_labels)
},
},
"summary": {
"forecast_mean_c": round(float(point.mean()), 3),
"forecast_max_c": round(float(point.max()), 3),
"forecast_min_c": round(float(point.min()), 3),
"vs_last_year_mean": round(
float(point.mean() - df["anomaly_c"].iloc[-12:].mean()), 3
),
},
}
with open(output_dir / "forecast_output.json", "w") as f:
json.dump(output_json, f, indent=2)
# Print summary
print("\n" + "=" * 60)
print(" FORECAST RESULTS")
print("=" * 60)
print(
f"\n📅 Forecast period: {forecast_dates[0].strftime('%Y-%m')} to {forecast_dates[-1].strftime('%Y-%m')}"
)
print(f"\n🌡️ Temperature Anomaly Forecast (°C above 1951-1980 baseline):")
print(f"\n {'Month':<10} {'Point':>8} {'80% CI':>15} {'90% CI':>15}")
print(f" {'-' * 10} {'-' * 8} {'-' * 15} {'-' * 15}")
for i, (date, pt, q10, q90, q05, q95) in enumerate(
zip(
forecast_dates.strftime("%Y-%m"),
point,
quantiles[:, 1], # 20%
quantiles[:, 7], # 80%
quantiles[:, 0], # 10%
quantiles[:, 8], # 90%
)
):
print(
f" {date:<10} {pt:>8.3f} [{q10:>6.3f}, {q90:>6.3f}] [{q05:>6.3f}, {q95:>6.3f}]"
)
print(f"\n📊 Summary Statistics:")
print(f" Mean forecast: {point.mean():.3f}°C")
print(
f" Max forecast: {point.max():.3f}°C (Month: {forecast_dates[point.argmax()].strftime('%Y-%m')})"
)
print(
f" Min forecast: {point.min():.3f}°C (Month: {forecast_dates[point.argmin()].strftime('%Y-%m')})"
)
print(f" vs 2024 mean: {point.mean() - df['anomaly_c'].iloc[-12:].mean():+.3f}°C")
print(f"\n✅ Output saved to:")
print(f" {output_dir / 'forecast_output.csv'}")
print(f" {output_dir / 'forecast_output.json'}")