The Forecasting Company API

Welcome to the TFC API. Here we expose our own, as well as open-source models, behind a unified API. The foundation models we currently support are listed below. Please note that in their present implementations, TimesFM and Chronos neither support exogenous variables.

Model	Description	Covariates?	Forecast?	Retrocast?
t_0	The Forecasting Company's model (coming soon)	✅	✅	✅
tabpfn-ts	Foundation model from Uni. of Freiburg	✅	✅	✅
moirai	Salesforce's Moirai	✅	✅	✅
moirai-moe	Salesforce's Moirai MoE	✅	✅	✅
timesfm	Google's TimesFM	Future covariates only	✅	✅
timesfm-2	Google's TimesFM 2.0	Future covariates only	✅	✅
chronos	Amazon's Chronos	❌	✅	✅
chronos-bolt	Amazon's Chronos-Bolt	❌	✅	✅
aarima	Auto-ARIMA	Soon	❌	✅
aets	Auto-ETS	Soon	❌	✅

We also support auto-ETS and auto-ARIMA behind our long-running jobs endpoint.

Running forecasts

Our main endpoint for forecasting is /forecast. This returns forecasts directly for each request. For long-running jobs (e.g. when you may want to run many historic forecasts on the same series at once (we call this retrocasting) for the purpose of backtesting), we have a separate endpoint /retrocast-jobs where you can start jobs and poll for results given the returned job ID.

Support and feedback

Please reach out at support@theforecastingcompany.com