End-to-End Forecasting with TimesFM 2.5: Backtesting, Covariates, Anomaly Detection, and Scalable Colab Deployment

In this tutorial, we build an advanced end-to-end time-series forecasting workflow with TimesFM 2. 5.

We begin by configuring the runtime, installing the required dependencies, detecting available hardware, and generating a realistic multi-store retail dataset with trend, seasonality, pricing, promotions, holidays, temperature effects, and random variation. We then load and compile the TimesFM 2.