Forecast

This section shows the capabilities TimeGPT offers for forecasting.

TimeGPT is capable of zero-shot forecasting a wide variety of time series from different domains, thanks to its pretraining on a vast amount of time series data.

Here, you will find recipes for the following tasks:

• Zero-shot forecasting

• Forecasting with exogenous variables

• Forecasting with holidays and special dates

• Forecasting with categorical variables

• Long-horizon forecasting

• Forecasting multiple series

• Fine-tuning TimeGPT

• Fine-tuning with a specific loss function

• Cross-validation

• Adding prediction intervals

• Dealing with irregular timestamps