Add TimesFMModel

CHANGELOG.md

@@ -13,8 +13,8 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Add `ChronosModel` ([#511](https://github.com/etna-team/etna/pull/511))
 - Add `ChronosBoltModel` ([#511](https://github.com/etna-team/etna/pull/511))
 - Add usage example of `ChronosModel` and `ChronosBoltModel` in `202-NN_examples` notebook ([#511](https://github.com/etna-team/etna/pull/511))
-- 
-- 
+- Add `TimesFMModel` ([#544](https://github.com/etna-team/etna/pull/544))
+- Add usage example of `TimesFMModel` in `202-NN_examples` notebook ([#544](https://github.com/etna-team/etna/pull/544))
 - 
 - 
 - Add `MissingCounter` metric ([#520](https://github.com/etna-team/etna/pull/520))

README.md

@@ -149,7 +149,8 @@ Available user extensions are the following:
 * `auto`: adds AutoML functionality,
 * `statsforecast`: adds models from [statsforecast](https://nixtla.github.io/statsforecast/),
 * `classiciation`: adds time series classification functionality,
-* `chronos`: adds Chronos-like pretrained models.
+* `chronos`: adds Chronos-like pretrained models,
+* `timesfm`: adds TimesFM pretrained models.
 
 Install extension:
 ```bash

docs/source/api_reference/models.rst

@@ -122,4 +122,5 @@ Pretrained neural network models:
    :template: class.rst
 
    nn.ChronosModel
-   nn.ChronosBoltModel
+   nn.ChronosBoltModel
+   nn.TimesFMModel

docs/source/installation.rst

@@ -24,7 +24,8 @@ Available user extensions are the following:
 - ``auto``: adds AutoML functionality,
 - ``statsforecast``: adds models from `statsforecast <https://nixtla.github.io/statsforecast/>`_,
 - ``classiciation``: adds time series classification functionality,
-- ``chronos``: adds Chronos-like pretrained models.
+- ``chronos``: adds Chronos-like pretrained models,
+- ``timesfm``: adds TimesFM pretrained models.
 
 Install extension:
 

etna/libs/timesfm/__init__.py

@@ -0,0 +1,155 @@
+"""
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+
+
+from etna.libs.timesfm.timesfm import TimesFmTorch
+from etna.libs.timesfm.timesfm_base import TimesFmHparams, TimesFmCheckpoint