TimeGPT: The First Foundation Model for Time Series Forecasting

Explore the first generative pre-trained forecasting model and apply it in a project with Python

Marco Peixeiro
Towards Data Science
12 min readOct 24, 2023

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Photo by Boris Smokrovic on Unsplash

The field of time series forecasting is going through a very exciting period. In only the last three years, we have seen many important contributions, like N-BEATS, N-HiTS, PatchTST and TimesNet.

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Senior data scientist | Author | Instructor. I write hands-on articles with a focus on practical skills.