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[TimesFM3 8/n] Add input preprocessing - #1019

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guerrantif wants to merge 17 commits into
fguerranti/split-timesfm3-11-model-assembly-preparedfrom
fguerranti/split-timesfm3-12-model-preprocessing-prepared
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guerrantif wants to merge 17 commits into
fguerranti/split-timesfm3-11-model-assembly-preparedfrom
fguerranti/split-timesfm3-12-model-preprocessing-prepared

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@guerrantif

@guerrantif guerrantif commented Sep 28, 2026 •

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Adds input preprocessing to internal _TimesFM3:

  • Computes running normalization statistics, with optional freezing after a patch
  • Gathers future patches
  • Masks CPM-selected target values while retaining future covariates
  • Combines normalized values and masks before the input residual block

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@guerrantif
guerrantif added this pull request to stack #1002 September 28, 2026 21:59
@guerrantif
guerrantif force-pushed the fguerranti/split-timesfm3-11-model-assembly-prepared branch from e77f334 to f00ad50 Compare October 3, 2026 15:07
@guerrantif
guerrantif force-pushed the fguerranti/split-timesfm3-12-model-preprocessing-prepared branch from c9e7266 to 8e99615 Compare October 3, 2026 15:08
@rusty1s
rusty1s removed this pull request from stack #1002 October 5, 2026 03:29
@guerrantif
guerrantif force-pushed the fguerranti/split-timesfm3-11-model-assembly-prepared branch from f00ad50 to 9401360 Compare October 5, 2026 23:05
@guerrantif
guerrantif force-pushed the fguerranti/split-timesfm3-12-model-preprocessing-prepared branch from 8e99615 to b48b9fa Compare October 6, 2026 00:31
@guerrantif guerrantif changed the title [TimesFM3 12/n] Preprocess model inputs [TimesFM3 8/n] Add input preprocessing Oct 6, 2026
@guerrantif
guerrantif marked this pull request as ready for review October 6, 2026 00:32
@guerrantif
guerrantif requested a review from aw471 as a code owner October 6, 2026 00:32
@guerrantif guerrantif added the enhancement New feature or request label Oct 6, 2026
@guerrantif
guerrantif marked this pull request as draft October 7, 2026 08:58
@guerrantif
guerrantif force-pushed the fguerranti/split-timesfm3-11-model-assembly-prepared branch 3 times, most recently from e6bafc0 to 8adc303 Compare October 7, 2026 15:31
@guerrantif guerrantif closed this Oct 8, 2026
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