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[TimesFM3 3/n] Add patch operations - #943

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@guerrantif guerrantif commented Sep 22, 2026 •

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Builds on #942 and adds the patch operations used by the TimesFM-3 numerical model.

  • Creates future output patches by indexing subsequent input patches.
  • Produces a wrap-around mask so cyclic indexing never exposes unavailable future values.
  • Stitches overlapping patch forecasts with Google's linear weighting.
  • Preserves tensor dtype and device, including single-patch stitching.
  • Covers varied patch counts, patch lengths, and roll counts on CPU and CUDA.

Dense and transformer building blocks remain separate follow-up changes.

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guerrantif marked this pull request as ready for review September 22, 2026 15:51
@guerrantif
guerrantif added this pull request to stack #1002 September 28, 2026 12:52
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🧰 Additional context used
📚 Code guidelines (1)
AGENTS.md — auto-discovered
📝 Summary

Summary by CodeRabbit

  • New Features
    • Added support for selecting future patches in a repeating sequence, with a mask identifying positions that wrap around.
    • Added patch stitching that blends overlapping predictions into a continuous result. A single patch is returned unchanged, and overlap can range from zero to the full step size.
  • Tests
    • Added coverage for cyclic patch selection, wrap masks, blended stitching, single-patch output, and preservation of data type and device.

Walkthrough

The change adds gather_future_patches for cyclic patch gathering with a wrap mask. It also adds crossfade_patches to blend adjacent patch overlaps. Tests check tensor values, dtype, device, and single-patch output.

Changes

TimesFM3 patch utilities

Layer / File(s) Summary
Gather future patches
sdm/models/timesfm3/util.py, test/models/timesfm3/test_util.py
Adds cyclic gathering of future patches and a mask for wrapped values. Tests check gathered values and wrapped positions.
Crossfade patches
sdm/models/timesfm3/util.py, test/models/timesfm3/test_util.py
Adds linear blending across adjacent patch overlaps. Tests check output values, dtype, device, and single-patch output.

Priority: ⬇️ Low

Estimated code review effort: 2 (Simple) | ~10 minutes

Merge Risk: 🔵 Low · up to 9528c

A rank-3 gather input can produce an unexpectedly expanded result when masked, and the crossfade test misses middle-patch values. These are bounded risks, so merging with focused follow-up is reasonable.

🚥 Pre-merge checks | ✅ 4 | ❌ 1

❌ Failed checks (1 warning)

Check name Status Explanation Resolution
Docstring Coverage ⚠️ Warning Docstring coverage is 37.50% which is insufficient. The required threshold is 80.00%. Docstring coverage is scoped to functions touched by this diff. Analyzed 8 functions across 2 files. Write docstrings for the functions missing them to satisfy the coverage threshold.
✅ Passed checks (4 passed)
Check name Status Explanation
Title check ✅ Passed The title clearly summarizes the main change: adding patch operations for TimesFM-3.
Description check ✅ Passed The description explains the future-patch indexing, wrap-around mask, patch stitching, and test coverage added by this pull request.
Linked Issues check ✅ Passed Check skipped because no linked issues were found for this pull request.
Out of Scope Changes check ✅ Passed Check skipped because no linked issues were found for this pull request.
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Actionable comments posted: 1

Note

Quiet mode is enabled, so only the most important comments were posted inline. Other review comments are grouped below.

🟡 Other comments (1)
test/models/timesfm3/test_util.py-306-308 (1)

306-308: 📐 Maintainability & Code Quality | 🟡 Minor | ⚡ Quick win

Parametrize the stitching test over supported floating-point dtypes.

The current test exercises only torch.float64. Add torch.float32 and torch.bfloat16 so the blend and dtype preservation run at the stitch_patches entrypoint for reduced-precision predictions. The existing expected values, including 7.5, are exactly representable for these dtypes, so no dtype-specific tolerance change is needed.

Suggested fix
 @withCUDA
-def test_stitch_patches(device: torch.device) -> None:
+@pytest.mark.parametrize(
+    "dtype", [torch.float32, torch.float64, torch.bfloat16]
+)
+def test_stitch_patches(device: torch.device, dtype: torch.dtype) -> None:
     patch_preds = torch.tensor(
...
-        dtype=torch.float64,
+        dtype=dtype,
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Review comment at @test/models/timesfm3/test_util.py around lines 306 - 308:
Parametrize test_stitch_patches over torch.float32, torch.float64, and
torch.bfloat16, and construct patch_preds using the parametrized dtype. Keep the
existing expected values and tolerances unchanged so the stitching blend and
output dtype are exercised for each supported precision.
🧹 Nitpick comments (1)
sdm/models/timesfm3/util.py (1)

213-213: 📐 Maintainability & Code Quality | 🔵 Trivial | 💤 Low value

Use named arguments in multiline calls.

Pass repeats=patch_len to repeat_interleave. Pass start=1.0, end=0.0, and steps=overlap to torch.linspace. As per path instructions, use “keyword arguments in multi-line calls.” (docs.pytorch.org)

Also applies to: 249-249

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Review comment at @sdm/models/timesfm3/util.py at line 213:
Use keyword arguments in the multiline calls in the timesfm3 utility: pass
repeats by name in the repeat_interleave call that builds wrap_mask, and pass
start, end, and steps by name in the torch.linspace call. Preserve the existing
values and behavior.

Source: Path instructions


  • 🪄 Fix CodeRabbit comments on this PR
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Inline comments:
Review comments at @sdm/models/timesfm3/util.py:
- Around line 260-261: Define and validate the supported overlap range in the
function containing the `middles` slicing: reject overlap values greater than
`patch_len`, or update stitching to handle inputs longer than two patches
without reshape failure. Preserve valid inputs within the supported range.

---

Other comments:
Review comments at @test/models/timesfm3/test_util.py:
- Around line 306-308: Parametrize test_stitch_patches over torch.float32,
torch.float64, and torch.bfloat16, and construct patch_preds using the
parametrized dtype. Keep the existing expected values and tolerances unchanged
so the stitching blend and output dtype are exercised for each supported
precision.

---

Nitpick comments:
Review comments at @sdm/models/timesfm3/util.py:
- Line 213: Use keyword arguments in the multiline calls in the timesfm3
utility: pass repeats by name in the repeat_interleave call that builds
wrap_mask, and pass start, end, and steps by name in the torch.linspace call.
Preserve the existing values and behavior.

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Comment thread sdm/models/timesfm3/util.py Outdated
@rusty1s
rusty1s removed this pull request from stack #1002 October 5, 2026 03:29
Base automatically changed from fguerranti/fea-timesfm3-02-numerical-model to main October 5, 2026 06:06

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🧹 Nitpick comments (2)
test/models/timesfm3/test_util.py (1)

187-194: 🎯 Functional Correctness | 🔵 Trivial | ⚡ Quick win

Test stitching with a nonempty middle.

The current case uses two patches with overlap == patch_len, so middles is empty. Add a case with at least three patches and 0 < overlap < patch_len. Assert the full sequence to cover blended overlaps and intervening middle values.

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Review comment at @test/models/timesfm3/test_util.py around lines 187 - 194:
Extend the `stitch_patches` test with at least three patches and an overlap
strictly between zero and `patch_len`, ensuring the middle segment is nonempty.
Assert the complete expected sequence, including blended overlap values and
intervening middle values, while retaining the existing dtype and device checks.
sdm/models/timesfm3/util.py (1)

149-149: 📐 Maintainability & Code Quality | 🔵 Trivial | ⚡ Quick win

Use keyword arguments in these multiline calls.

-        patch_len,
+        repeats=patch_len,
-        1.0,
-        0.0,
-        overlap,
+        start=1.0,
+        end=0.0,
+        steps=overlap,
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Review comment at @sdm/models/timesfm3/util.py at line 149:
Update the multiline call in the visible TimesFM utility code to pass patch_len
as the repeats keyword argument and pass the 1.0, 0.0, and overlap values as
start, end, and steps keyword arguments, respectively.

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Nitpick comments:
Review comments at @sdm/models/timesfm3/util.py:
- Line 149: Update the multiline call in the visible TimesFM utility code to
pass patch_len as the repeats keyword argument and pass the 1.0, 0.0, and
overlap values as start, end, and steps keyword arguments, respectively.

Review comments at @test/models/timesfm3/test_util.py:
- Around line 187-194: Extend the `stitch_patches` test with at least three
patches and an overlap strictly between zero and `patch_len`, ensuring the
middle segment is nonempty. Assert the complete expected sequence, including
blended overlap values and intervening middle values, while retaining the
existing dtype and device checks.

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review. Visit https://docs.coderabbit.ai/cli?utm_source=ghpr

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🧹 Nitpick comments (1)
sdm/models/timesfm3/util.py (1)

186-188: 📐 Maintainability & Code Quality | 🔵 Trivial | 💤 Low value

Use keyword arguments in these multiline test calls.

The repository-wide Python guidance applies to tests. The single argument to torch.arange is end, not start.

Suggested fix
diff --git a/test/models/timesfm3/test_util.py b/test/models/timesfm3/test_util.py
@@
-        [[1.0, 2.0], [3.0, 4.0], [5.0, 6.0], [7.0, 8.0]], device=device
+        data=[[1.0, 2.0], [3.0, 4.0], [5.0, 6.0], [7.0, 8.0]], device=device
@@
-        num_patches * patch_len, device=device
+        end=num_patches * patch_len, device=device
@@
-        [
+        data=[
             [[0.0], [1.0], [2.0], [3.0], [4.0], [5.0]],
             [[10.0], [11.0], [12.0], [13.0], [14.0], [15.0]],
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Review comment at @sdm/models/timesfm3/util.py around lines 186 - 188:
Update the multiline tensor-construction calls in the TimesFM3 utility tests to
use keyword arguments for positional inputs, including `data=` for tensor values
and `end=` for the single `torch.arange` argument. Leave the production
`torch.linspace` call unchanged.

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Nitpick comments:
Review comments at @sdm/models/timesfm3/util.py:
- Around line 186-188: Update the multiline tensor-construction calls in the
TimesFM3 utility tests to use keyword arguments for positional inputs, including
`data=` for tensor values and `end=` for the single `torch.arange` argument.
Leave the production `torch.linspace` call unchanged.

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Caution

Some comments are outside the diff and can’t be posted inline due to GitHub limitations.

⚠️ Outside diff range comments (1)

🟡 Minor · Shape the mask for the input rank. · util.py:130-157

sdm/models/timesfm3/util.py:130-157
🎯 Functional Correctness | 🟡 Minor | ⚡ Quick win

Shape the mask for the input rank.

The documented [C, N, P] input produces rank-3 future, but the returned mask has rank 4. Combining them with an elementwise operation can add a leading dimension to the result. Build the mask with one singleton dimension for each leading input dimension and the channel axis, and document that shape.

Suggested fix
-) -> tuple[Tensor, Tensor]:  # [..., C, N, K * P], [1, 1, N, K * P]
+) -> tuple[Tensor, Tensor]:  # [..., C, N, K * P], mask has len(B) + 1 leading singleton dimensions
...
-        wrap-around mask with shape ``[1, 1, N, K * P]`` marking values taken
-        from the beginning of the sequence.
+        wrap-around mask with one leading singleton dimension for each leading
+        input dimension and the channel axis, marking values taken from the
+        beginning of the sequence.
...
-    return future, mask.unsqueeze(0).unsqueeze(0)
+    mask = mask.reshape((1,) * (len(B) + 1) + (N, K * P))
+    return future, mask
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Review comment at @sdm/models/timesfm3/util.py around lines 130 - 157:
Update gather_future_patches so the wrap-around mask matches the input rank:
reshape it with one leading singleton dimension per leading input dimension and
the channel axis, followed by N and K * P. Update the return-shape documentation
to describe this rank-dependent mask shape.

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Outside diff comments:
Review comments at @sdm/models/timesfm3/util.py:
- Around line 130-157: Update gather_future_patches so the wrap-around mask
matches the input rank: reshape it with one leading singleton dimension per
leading input dimension and the channel axis, followed by N and K * P. Update
the return-shape documentation to describe this rank-dependent mask shape.

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@guerrantif guerrantif added the enhancement New feature or request label Oct 5, 2026

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