Feature: TimesFM Longer Projection Head

[daidahao]

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 #.

Summary

Code is mostly hand-written, but I asked Codex to write the following summary and changes:

This PR adds optional support for TimesFM 2.5’s longer output projection head in Darts.

With use_longer_projection_head=True, users can run non-autoregressive forecasts up to:

• output_chunk_length + output_chunk_shift <= 1024

Default behavior is unchanged (False, max 128).

Changes

• Added use_longer_projection_head: bool = False to TimesFM2p5Model.
• Added output_quantile_len = 1024 to TimesFM 2.5 model definition.
• Updated module forward path to select projection head based on use_longer_projection_head:
  • default point head (128)
  • longer quantile head (1024)
• Updated prediction-length validation and error messaging.
• Passed use_longer_projection_head into loaded PL module via additional_params.
• Expanded docstring/warnings around forecast divergence behavior.
• Added/updated tests in test_timesfm2p5.py:
  • longer-head prediction path
  • creation/validation coverage for both use_longer_projection_head=True/False
• Added changelog entry under Unreleased → Improved.

Backward Compatibility

• Backward compatible by default.
• Existing code paths remain unchanged unless use_longer_projection_head=True is set explicitly.

Testing

• Added slow tests for longer projection head and creation constraints.
• Test file: darts/tests/models/forecasting/test_timesfm2p5.py

Other Information

[dennisbader]

Looks great, thanks a lot for the quick fix @daidahao 🚀
Just added one minor comments regarding one of the tests. After that everything is good to go 💯

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 96.36%. Comparing base (7d86fc4) to head (948d1fb).

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #3121      +/-   ##
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- Coverage   96.42%   96.36%   -0.07%     
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  Files         161      161              
  Lines       17273    17281       +8     
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- Hits        16656    16653       -3     
- Misses        617      628      +11     

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[dennisbader]

LGTM, thanks a lot @daidahao 🚀