Content
# timesfm-mcp
Local MCP server for GPU-backed TimesFM 2.5 forecasting.
This package exposes Google's TimesFM model to MCP clients over `stdio`, `sse`,
or `streamable-http`. It is intended for local or trusted-network serving where
agents need zero-shot time-series forecasts, prediction intervals, covariate
forecasting, CSV forecasting, and interval-based anomaly scoring.
## What It Provides
- `guidance`: agent-facing usage guide for safe TimesFM forecasting.
- `health`: package, CUDA, system, and model-state report with a CUDA matmul probe.
- `estimate_memory`: rough dataset memory estimate before loading large jobs.
- `warmup`: lazy-load and compile TimesFM on the GPU before live requests.
- `forecast_values`: forecast in-memory numeric series.
- `forecast_csv`: forecast numeric columns in a local CSV and write CSV or JSON.
- `forecast_with_covariates_values`: TimesFM 2.5 XReg forecasts with known future covariates.
- `detect_anomalies`: compare future actuals against q20/q80 and q10/q90 forecast bands.
- `timesfm://forecasting/guide`: MCP resource with the same operational guidance.
- `timesfm_forecasting_guide`: MCP prompt for agents before planning a forecast.
The model is a process singleton. It is loaded on first `warmup` or forecast call
and remains in memory until the MCP server process exits. If a request changes
model settings such as `max_context`, `max_horizon`, `batch_size`, or
`infer_is_positive`, the server reloads the model with the new settings.
## When To Use
Use this server for zero-shot univariate time-series forecasting:
- Sales, demand, revenue, traffic, inventory, and capacity planning.
- Sensor readings, vitals, load, weather, prices, and measurements.
- Probabilistic forecasts where q10 through q90 prediction bands matter.
- Known-future-covariate forecasts, such as price, promotion, holiday, weather,
store attributes, product family, or region effects.
- Forecast-vs-actual anomaly review using prediction intervals.
Do not use it for classification, clustering, causal interpretation, coefficient
analysis, general tabular prediction, or model fine-tuning. Fine-tuning is a
training workflow and is intentionally not exposed by this inference MCP server.
## GPU Setup With uv
For RTX 5090 and other new NVIDIA GPUs, install a PyTorch wheel that supports
the GPU architecture before installing this package. CUDA 12.8 wheels are the
recommended starting point for this machine class.
```bash
git clone https://github.com/chokukil/timesfm-mcp.git
cd timesfm-mcp
uv venv .venv-gpu --python 3.10
source .venv-gpu/bin/activate
uv pip install --upgrade --reinstall \
torch torchvision torchaudio \
--index-url https://download.pytorch.org/whl/cu128
uv pip install -e ".[gpu]"
uv pip check
```
`.[gpu]` installs the TimesFM torch, XReg, and Flax-related extras, including
`einshape`. If you only need standard torch forecasting without XReg/Flax
dependencies, install `.[torch]`. If you need XReg but not Flax, install
`.[xreg]`.
Validate CUDA before starting MCP:
```bash
uv run --python .venv-gpu/bin/python python - <<'PY'
import torch
print(torch.__version__)
print(torch.cuda.is_available())
print(torch.cuda.get_device_name(0))
x = torch.randn((512, 512), device="cuda")
y = x @ x
torch.cuda.synchronize()
print("cuda matmul ok")
PY
```
## Start The Server
Start with a conservative batch size. Do not set `CUDA_VISIBLE_DEVICES=` unless
you intentionally want to hide the GPU.
```bash
export TIMESFM_BATCH_SIZE=64
export PYTHONNOUSERSITE=1
timesfm-mcp --transport sse --host 0.0.0.0 --port 8765
```
The SSE endpoint will be:
```text
http://<host>:8765/sse
```
For local stdio clients:
```bash
timesfm-mcp --transport stdio
```
For streamable HTTP:
```bash
timesfm-mcp --transport streamable-http --host 0.0.0.0 --port 8765
```
## Environment Variables
| Variable | Default | Meaning |
| --- | --- | --- |
| `TIMESFM_MODEL_ID` | `google/timesfm-2.5-200m-pytorch` | Hugging Face model id or local model path. |
| `TIMESFM_MAX_CONTEXT` | `1024` | Maximum context points used by the compiled model. |
| `TIMESFM_MAX_HORIZON` | `256` | Maximum forecast horizon. |
| `TIMESFM_BATCH_SIZE` | `64` | TimesFM `per_core_batch_size`; raise only after memory is stable. |
| `TIMESFM_NORMALIZE_INPUTS` | `true` | Normalize each input series before forecasting. |
| `TIMESFM_CONTINUOUS_QUANTILE_HEAD` | `true` | Use continuous quantile head for better bands. |
| `TIMESFM_FORCE_FLIP_INVARIANCE` | `true` | Enforce sign symmetry. |
| `TIMESFM_INFER_IS_POSITIVE` | `true` | Clamp positive-only series to nonnegative outputs. |
| `TIMESFM_FIX_QUANTILE_CROSSING` | `true` | Enforce monotonic quantiles. |
| `TIMESFM_RETURN_BACKCAST` | `false` | Internal default; XReg requests force this to `true`. |
| `TIMESFM_TORCH_COMPILE` | `false` | Enable PyTorch compile when loading the model. |
Set `infer_is_positive=false` per request, or `TIMESFM_INFER_IS_POSITIVE=false`
for the process, when the metric can go below zero: returns, residuals, PnL,
temperature anomalies, z-scores, or signed deltas.
## Agent Workflow
1. Read `guidance` or the `timesfm://forecasting/guide` resource.
2. Call `health`. If `cuda_probe.passed` is false, fix PyTorch/CUDA before loading.
3. Call `estimate_memory` for large workloads.
4. Call `warmup` once if latency matters.
5. Use the forecasting tool that matches the input shape.
6. Interpret quantiles carefully: index 0 is mean, then q10 through q90.
`q10` and `q90` form the central 80 percent prediction interval. `q20` and
`q80` form the central 60 percent interval.
## Tool Examples
### Forecast Values
```json
{
"inputs": [[10, 12, 11, 13, 15, 16, 18, 19, 21, 22, 24, 25, 27, 28, 30, 31, 33, 34, 36, 37, 39, 40, 42, 43, 45, 46, 48, 49, 51, 52, 54, 55]],
"horizon": 7,
"names": ["sales"],
"infer_is_positive": true
}
```
### Forecast With Covariates
Dynamic covariates must have length `len(input_series) + horizon` for each
series. The tail values are known future covariates.
```json
{
"inputs": [[100, 101, 103, 105, 104, 106, 108, 109, 111, 113, 112, 114, 116, 118, 119, 120, 122, 124, 123, 125, 127, 129, 130, 132, 133, 135, 137, 138, 140, 141, 143, 145]],
"horizon": 4,
"dynamic_numerical_covariates": {
"price": [[9.9, 9.9, 9.8, 9.8, 9.7, 9.7, 9.7, 9.6, 9.6, 9.6, 9.5, 9.5, 9.5, 9.5, 9.4, 9.4, 9.4, 9.3, 9.3, 9.3, 9.2, 9.2, 9.2, 9.1, 9.1, 9.1, 9.0, 9.0, 9.0, 8.9, 8.9, 8.9, 8.8, 8.8, 8.8, 8.8]]
},
"static_categorical_covariates": {
"region": ["seoul"]
},
"xreg_mode": "xreg + timesfm"
}
```
### Detect Anomalies
```json
{
"inputs": [[1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32]],
"actuals": [[33, 60]],
"horizon": 2,
"names": ["metric"]
}
```
Severity rules:
- `normal`: actual is inside q20 to q80.
- `warning`: actual is outside q20 to q80 but inside q10 to q90.
- `critical`: actual is outside q10 to q90.
## Security
The SSE and streamable HTTP transports do not add authentication by themselves.
Bind to `127.0.0.1` for local-only use. Bind to `0.0.0.0` only on a trusted
network or behind your own authentication, firewall, or reverse proxy.
## Development
```bash
uv pip install -e ".[gpu,dev]"
pytest -q
ruff check .
```
## License
Apache-2.0. This repository wraps TimesFM and depends on the upstream
`timesfm` Python package and model weights.
