timesfm-ts - v1.0.0
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    Interface HierarchicalForecastOutput

    Extended forecast output with per-node reconciled forecasts.

    interface HierarchicalForecastOutput {
        pointForecast: Float32Array<ArrayBufferLike>[];
        quantileForecast: Float32Array<ArrayBufferLike>[][];
        backcast?: Float32Array<ArrayBufferLike>[];
        reconciled: Record<
            string,
            { pointForecast: Float32Array; quantileForecast: Float32Array[] },
        >;
    }

    Hierarchy

    • ForecastOutput
      • HierarchicalForecastOutput
    Index

    Properties

    pointForecast quantileForecast backcast? reconciled

    Properties

    pointForecast: Float32Array<ArrayBufferLike>[]

    Point (median) forecast. Shape: [numSeries, horizon] as an array of Float32Arrays.

    quantileForecast: Float32Array<ArrayBufferLike>[][]

    Quantile forecasts. Shape: [numSeries, horizon, 10] as nested arrays. Quantile indices: 0=mean, 1=q10, 2=q20, …, 5=q50, …, 9=q90.

    backcast?: Float32Array<ArrayBufferLike>[]

    Model reconstruction of historical context (backcast). Only populated when returnBackcast is true. Shape: [numSeries, contextLen] as an array of Float32Arrays.

    reconciled: Record<
        string,
        { pointForecast: Float32Array; quantileForecast: Float32Array[] },
    >

    Reconciled point + quantile forecasts per node id.

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