--- license: apache-2.0 library_name: coreai pipeline_tag: time-series-forecasting base_model: google/timesfm-2.5-200m-transformers tags: [core-ai, coreaikit, timesfm, time-series, forecasting, on-device, apple] --- # TimesFM 2.5 200M — Core AI [`google/timesfm-2.5-200m-transformers`](https://huggingface.co/google/timesfm-2.5-200m-transformers) (Apache-2.0, 200M) converted to **Apple Core AI** `.aimodel` — the [zoo](https://github.com/john-rocky/coreai-models-community)'s **first time-series forecasting foundation model**. A decoder-only patched transformer: feed it any univariate series, get a **128-step point + 10-quantile forecast**, entirely on device. TimesFM is a **decoder-only transformer over time-series *patches*** (32 points/patch), with the familiar LLM stack — RoPE, RMSNorm sandwich-norm, QK-norm, a learnable per-dim attention scale — but numeric patches in and quantile forecasts out. The zoo port runs it as **one stateless Core AI graph + a host DSP wrapper** (RevIN normalization, flip-invariance, continuous-quantile head): no LLM runtime, just CoreAIKit's `GraphModel`. ## Contents - `timesfm_2p5_200m_ctx2048_fp16.aimodel` — the transformer graph (fp16, ~463 MB). Fixed context **2048** (64 patches); **shorter series are front-padded + masked by the host**, so one bundle covers every context length ≤ 2048. Inputs `tok_in[1,64,64]`, `cos/sin[1,64,80]`, `attn_bias[1,1,64,64]` → outputs `proj_point[1,64,1280]`, `proj_q[1,64,10240]`. - `host/` — the Python host-DSP reference (`timesfm_core.py`, `host_forecast.py`): patching, two-level RevIN (global + per-patch causal Welford), flip-invariance (2 graph calls on ±input), continuous-quantile head, denormalization, positivity clamp. This is the exact spec the Swift `Forecaster` follows. ## Gates (vs the HF `TimesFm2_5ModelForPrediction` fp32 oracle) - Re-authored graph vs HF projections: **cos 1.0000000** (MAE ~1e-6). - Independent host DSP + graph vs HF final forecast: **cos 1.0000000** (rel ~1e-8). - Core AI **fp16** graph, Mac GPU: **cos ≥ 0.99998**; end-to-end forecast **cos 0.9999999**, values match HF to 2–3 decimals — including a front-padded short-context case. - **iPhone 17 Pro, in-app (`KitForecaster`, AOT h18p): device forecast == Mac to 3 decimals** (Δ ≤ 0.001, fp16 GPU rounding). - Mac GPU **~7 ms/graph → ~14 ms per 128-step forecast** (flip = 2 calls); **iPhone 17 Pro ~25 ms warm** (54 ms cold). iOS h18p AOT: clean, device-verified. ## Use (Python, Core AI runtime) ```python import numpy as np, torch, coreai.runtime as rt, asyncio from host_forecast import forecast # host/host_forecast.py from timesfm_core import EngineCore # thin engine adapter (see host/) CFG = dict(patch=32, horizon=128, hidden=1280, layers=20, heads=16, head_dim=80, inter=1280, q=9, oql=1024, eps=1e-6) model = asyncio.run(rt.AIModel.load("timesfm_2p5_200m_ctx2048_fp16.aimodel", rt.SpecializationOptions.from_preferred_compute_unit_kind( rt.ComputeUnitKind.gpu()))) core = EngineCore(model.load_function("main"), torch.float16) series = torch.tensor(my_1d_series, dtype=torch.float32) # any length ≤ 2048 mean_pred, full_pred = forecast(core, series, ctx_len=2048, cfg=CFG) # (128,), (128,10) ``` ## Use (CoreAIKit, Swift) ```swift let forecaster = try await KitForecaster(catalog: "timesfm-2.5-200m") let out = try await forecaster.forecast(series) // [Float] → point + quantiles // out.mean (128-step), out.quantiles (128 × 10) ``` Base model: TimesFM 2.5 (Google Research). Core AI export: coreai-model-zoo. Apache-2.0.