TimesFM-3 Crosses the Multivariate Line
Google Research released TimesFM-3 on August 31 — the first version of the family that handles multiple coevolving series natively, zero-shot. The architecture alternates causal temporal attention with full cross-variate attention to capture both within-series structure and cross-series dependency, and tops three public forecasting benchmarks. The pretrained weights are non-commercial only, which is awkward given that the most natural use case is commercial demand forecasting.
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