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Feat/patch tst fm model#3120

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dennisbader merged 11 commits into
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feat/patch-tst-fm-model
May 21, 2026
Merged

Feat/patch tst fm model#3120
dennisbader merged 11 commits into
masterfrom
feat/patch-tst-fm-model

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@dennisbader
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Checklist before merging this PR:

  • Mentioned all issues that this PR fixes or addresses.
  • Summarized the updates of this PR under Summary.
  • Added an entry under Unreleased in the Changelog.

Fixes #3060.

Summary

  • Adds new forecasting model PatchTSTFMModel : IBM's pre-trained ~260M-parameter foundational model for zero-shot forecasting. It supports univariate, multivariate, and multiple time series forecasting without training and can output deterministic or probabilistic forecasts.
  • based on the implementation in ibm-granite/granite-tsfm
  • by default uses model card ibm-granite/granite-timeseries-patchtst-fm-r1 (license: Apache 2.0) but also supports other cards such as ibm-research/patchtst-fm-r1 (license: non-commercial).
  • supports 99 quantiles (0.01, 0.02, ..., 0.99)

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codecov Bot commented May 15, 2026

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 96.36%. Comparing base (cfdc2f7) to head (03b8ee8).

Additional details and impacted files
@@            Coverage Diff             @@
##           master    #3120      +/-   ##
==========================================
+ Coverage   96.31%   96.36%   +0.05%     
==========================================
  Files         161      161              
  Lines       17356    17273      -83     
==========================================
- Hits        16716    16645      -71     
+ Misses        640      628      -12     

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@daidahao
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Thanks a lot @dennisbader 🔥

The PR looks great already and I could provide some review in the coming days if you need.

Also cc:@wgifford in case of any IBM-side comments.

@dennisbader dennisbader merged commit 7d86fc4 into master May 21, 2026
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@dennisbader dennisbader deleted the feat/patch-tst-fm-model branch May 21, 2026 14:42
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[New Model] PatchTST-FM Foundation Model

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