docs: address PR #369 review comments and add dataset preflight

- Add context limit rationale to system_requirements.md with memory formula
- Update SKILL.md to include XReg/covariates in description and usage sections
- Add dataset-aware memory estimation to check_system.py with new CLI args
- Document memory estimation in api_reference.md with Mermaid diagram
- Add dataset preflight section to SKILL.md with examples

Resolves review comments about:
- How context limits (512/1024) were determined
- Including XReg mode description in skill documentation

Bonus enhancement: Dataset preflight checking prevents OOM before loading data.

timesfm-forecasting/SKILL.md

@@ -4,10 +4,12 @@ description: >
   Zero-shot time series forecasting with Google's TimesFM foundation model. Use this
   skill when forecasting ANY univariate time series — sales, sensor readings, stock prices,
   energy demand, patient vitals, weather, or scientific measurements — without training a
-  custom model. Automatically checks system RAM/GPU before loading the model, supports
-  CSV/DataFrame/array inputs, and returns point forecasts with calibrated prediction
-  intervals. Includes a preflight system checker script that MUST be run before first use
-  to verify the machine can load the model.
+  custom model. Supports both basic forecasting and advanced covariate forecasting (XReg)
+  with dynamic and static exogenous variables. Automatically checks system RAM/GPU before
+  loading the model, validates dataset fit before processing, supports CSV/DataFrame/array
+  inputs, and returns point forecasts with calibrated prediction intervals. Includes a
+  preflight system checker script that MUST be run before first use to verify the machine
+  can load the model and handle your specific dataset.
 license: Apache-2.0
 metadata:
   author: Clayton Young (@borealBytes)
@@ -40,6 +42,8 @@ Use this skill when:
 - You have time series of **any length** (the model handles 1–16,384 context points)
 - You need to **batch-forecast** hundreds or thousands of series efficiently
 - You want a **foundation model** approach instead of hand-tuning ARIMA/ETS parameters
+- You need **covariate forecasting** with exogenous variables (price, promotions, holidays, day-of-week effects) → use `forecast_with_covariates()` (TimesFM 2.5 + `pip install timesfm[xreg]`)
+
 
 Do **not** use this skill when:
 
@@ -47,6 +51,8 @@ Do **not** use this skill when:
 - You need time series classification or clustering → use `aeon`
 - You need multivariate vector autoregression or Granger causality → use `statsmodels`
 - Your data is tabular (not temporal) → use `scikit-learn`
+- You cannot install optional dependencies → XReg requires scikit-learn and JAX
+
 
 > **Note on Anomaly Detection**: TimesFM does not have built-in anomaly detection, but you
 > can use the **quantile forecasts as prediction intervals** — values outside the 90% CI
@@ -88,6 +94,39 @@ flowchart TD
     disk -->|"No"| block_disk["🛑 BLOCKED<br/>Need space for weights"]
 ```
 
+### Dataset Preflight (NEW)
+
+Before loading your actual data, verify it will fit in memory:
+
+```bash
+# Quick estimate for your dataset
+python scripts/check_system.py \
+  --num-series 1000 \
+  --context-length 1024 \
+  --horizon 24 \
+  --batch-size 32 \
+  --estimate-only
+```
+
+This will show you the estimated memory requirements and warn if your dataset is too large.
+
+**Memory Estimation Formula**:
+`RAM ≈ 0.8 GB (model) + 0.5 GB (overhead) + (0.2 MB × num_series × context_length / 1000)`
+
+**Example Outputs**:
+
+✅ **Dataset Fits**:
+```
+Total CPU memory: 2.34 GB
+Total GPU memory: 2.15 GB
+```
+
+⚠️ **Dataset Too Large**:
+```
+Dataset requires ~12.5 GB RAM but system has 8.0 GB.
+Try: context_length=512 or process in chunks of 50 series.
+```
+
 ### Hardware Requirements by Model Version
 
 | Model | Parameters | RAM (CPU) | VRAM (GPU) | Disk | Context |
@@ -336,11 +375,35 @@ for i in range(0, len(inputs), CHUNK):
 ### `scripts/check_system.py`
 
 Mandatory preflight checker — run before first model load.
+Now includes **dataset-aware memory estimation** to prevent OOM errors before loading your data.
 
 ```bash
+# Basic system check
 python scripts/check_system.py
+
+# Check if your specific dataset will fit
+python scripts/check_system.py \
+  --num-series 1000 \
+  --context-length 1024 \
+  --horizon 24 \
+  --batch-size 32
+
+# Quick memory estimate without system checks
+python scripts/check_system.py \
+  --num-series 5000 \
+  --context-length 2048 \
+  --estimate-only
 ```
 
+**What it checks**:
+
+1. **Available RAM** — warns if below 4 GB, blocks if below 2 GB
+2. **GPU availability** — detects CUDA/MPS devices and VRAM
+3. **Disk space** — verifies room for the ~800 MB model download
+4. **Python version** — requires 3.10+
+5. **Existing installation** — checks if `timesfm` and `torch` are installed
+6. **Dataset fit** (NEW) — estimates memory for your specific dataset and warns if it won't fit
+
 ### `scripts/forecast_csv.py`
 
 End-to-end CSV forecasting CLI.

timesfm-forecasting/references/api_reference.md

@@ -221,6 +221,70 @@ Where `B` = batch size (number of input series), `H` = forecast horizon.
 
 ---
 
+---
+
+## Memory Estimation
+
+Before running forecasts on large datasets, estimate memory requirements:
+
+### Formula
+
+```mermaid
+block-beta
+    columns 3
+    ram["Total RAM Required"] model["Model Weights<br/>~0.8 GB"] overhead["Runtime Overhead<br/>~0.5 GB"] buffers["I/O Buffers<br/>~0.2 MB per 1000 series<br/>per 1000 context"]
+    
+    ram --> model
+    ram --> overhead
+    ram --> buffers
+```
+
+**Formula**:  
+`RAM (GB) ≈ 0.8 + 0.5 + (0.0002 × num_series × context_length)`
+
+**Variables**:
+- `num_series`: Number of time series in your batch
+- `context_length`: Your `max_context` value (or max series length)
+- `batch_size`: Your `per_core_batch_size` (affects parallel processing overhead)
+
+### Quick Reference
+
+| Dataset Size | Context=512 | Context=1024 | Context=2048 |
+|--------------|-------------|--------------|--------------|
+| 100 series | ~1.4 GB | ~1.5 GB | ~1.7 GB |
+| 1,000 series | ~1.9 GB | ~2.3 GB | ~3.1 GB |
+| 10,000 series| ~9.0 GB | ~17.0 GB | ~33.0 GB |
+
+### Using the Preflight Checker
+
+```bash
+python scripts/check_system.py \
+  --num-series 1000 \
+  --context-length 1024 \
+  --batch-size 32
+```
+
+This validates both system requirements AND dataset fit before loading the model.
+
+### Reducing Memory Usage
+
+If your dataset is too large:
+
+1. **Reduce context length**: Use `max_context=512` instead of 1024+ (50% reduction)
+2. **Process in chunks**: Split large batches into smaller groups:
+
+```python
+CHUNK_SIZE = 100
+for i in range(0, len(inputs), CHUNK_SIZE):
+    chunk = inputs[i:i+CHUNK_SIZE]
+    point, quantiles = model.forecast(horizon=H, inputs=chunk)
+    # Save chunk results
+```
+
+3. **Reduce batch size**: Lower `per_core_batch_size` (slower but less memory)
+4. **Use CPU**: If GPU OOM, the model will automatically fall back to CPU
+
+
 ## Error Handling
 
 | Error | Cause | Fix |

timesfm-forecasting/references/system_requirements.md

@@ -5,6 +5,33 @@
 TimesFM can run on a variety of hardware configurations. This guide helps you
 choose the right setup and tune performance for your machine.
 
+### How Context Limits Are Determined
+
+The `max_context` values in each tier are **conservative recommendations** based on memory-performance tradeoffs, not hard limits. TimesFM 2.5 supports up to 16,384 context points, but smaller values are recommended for most use cases.
+
+**Why 512 and 1024?**
+
+| Factor | 512 Context | 1024 Context |
+|--------|-------------|--------------|
+| **Memory per 1000 series** | ~100 MB | ~200 MB |
+| **Typical Use Case** | Daily data, ~1-2 years | Daily data, ~2-3 years |
+| **Inference Speed** | Faster | Moderate |
+| **Hardware** | 4-8 GB RAM | 16 GB RAM or GPU |
+
+**Memory Formula**: `RAM ≈ model_weights + 0.5 GB + (0.2 MB × num_series × context_length / 1000)`
+
+Where:
+- `model_weights` = ~800 MB (TimesFM 2.5)
+- `context_length` = your `max_context` value
+- `num_series` = number of time series in your batch
+
+**You can use larger contexts** if your hardware supports it:
+- **Up to 2048**: Requires ~16 GB RAM for moderate batch sizes
+- **Up to 4096**: Requires GPU or 32+ GB RAM
+- **Up to 16384**: Maximum supported, requires significant memory
+
+See [Data Preparation Guide](data_preparation.md) for context length recommendations by data frequency.
+
 ### Tier 1: Minimal (CPU-Only, 4–8 GB RAM)
 
 - **Use case**: Light exploration, single-series forecasting, prototyping

timesfm-forecasting/scripts/check_system.py

@@ -25,6 +25,7 @@ import sys
 from dataclasses import dataclass, field
 from pathlib import Path
 from typing import Any
+import math
 
 
 # ---------------------------------------------------------------------------
@@ -424,6 +425,168 @@ def recommend_batch_size(report: SystemReport) -> int:
             return 4
 
 
+def estimate_memory_gb(
+    num_series: int,
+    context_length: int,
+    horizon: int = 0,
+    batch_size: int = 32,
+    model_version: str = "v2.5",
+) -> dict[str, float]:
+    """Estimate memory requirements for a dataset.
+
+    Args:
+        num_series: Number of time series in the dataset
+        context_length: Length of each time series context window
+        horizon: Forecast horizon (optional, for output storage)
+        batch_size: Batch size for inference
+        model_version: Model version being used
+
+    Returns:
+        Dictionary with memory estimates in GB for different components
+    """
+    # Base model memory (weights + overhead)
+    model_memory_gb = 0.8  # ~800MB for model weights
+    overhead_gb = 0.5  # Python overhead, libraries, etc.
+
+    # Input data memory: each value is float32 (4 bytes)
+    # Formula: num_series * context_length * 4 bytes / (1024^3)
+    input_gb = (num_series * context_length * 4) / (1024**3)
+
+    # Batch processing memory (peak during inference)
+    # Each batch needs: batch_size * context_length * 4 bytes
+    batch_input_gb = (batch_size * context_length * 4) / (1024**3)
+
+    # Output memory: horizon * num_series * quantiles * 4 bytes
+    # Default is 10 quantiles (mean + 9 quantiles)
+    num_quantiles = 10
+    output_gb = (num_series * horizon * num_quantiles * 4) / (1024**3) if horizon > 0 else 0
+
+    # Total memory with some headroom for intermediate computations
+    total_gb = model_memory_gb + overhead_gb + input_gb + batch_input_gb + output_gb
+
+    # Add 20% buffer for intermediate tensors and OS overhead
+    total_with_buffer = total_gb * 1.2
+
+    return {
+        "model_weights": model_memory_gb,
+        "overhead": overhead_gb,
+        "input_data": input_gb,
+        "batch_processing": batch_input_gb,
+        "output_data": output_gb,
+        "total": total_gb,
+        "total_with_buffer": total_with_buffer,
+    }
+
+
+def check_dataset_fit(
+    num_series: int,
+    context_length: int,
+    horizon: int = 0,
+    batch_size: int = 32,
+    model_version: str = "v2.5",
+) -> tuple[bool, str, dict[str, float]]:
+    """Check if a dataset will fit in available memory.
+
+    Args:
+        num_series: Number of time series in the dataset
+        context_length: Length of each time series context window
+        horizon: Forecast horizon (optional)
+        batch_size: Batch size for inference
+        model_version: Model version being used
+
+    Returns:
+        Tuple of (fits: bool, message: str, memory_details: dict)
+    """
+    memory = estimate_memory_gb(num_series, context_length, horizon, batch_size, model_version)
+    total_ram = _get_total_ram_gb()
+    available_ram = _get_available_ram_gb()
+
+    required = memory["total_with_buffer"]
+
+    # Leave 10% headroom for OS and other processes
+    usable_ram = total_ram * 0.9
+    usable_available = available_ram * 0.9 if available_ram > 0 else usable_ram
+
+    if required > total_ram:
+        return (
+            False,
+            f"Dataset requires {required:.1f} GB but system only has {total_ram:.1f} GB RAM. "
+            f"Consider processing in chunks or using a machine with more RAM.",
+            memory,
+        )
+    elif required > usable_available:
+        return (
+            False,
+            f"Dataset requires {required:.1f} GB but only {available_ram:.1f} GB is available. "
+            f"Close other applications or restart to free memory.",
+            memory,
+        )
+    elif required > usable_ram * 0.8:
+        return (
+            True,
+            f"Dataset will fit ({required:.1f} GB needed, {total_ram:.1f} GB total) "
+            f"but memory usage will be high. Consider reducing batch_size.",
+            memory,
+        )
+    else:
+        return (
+            True,
+            f"Dataset fits comfortably: {required:.1f} GB needed, {total_ram:.1f} GB available.",
+            memory,
+        )
+
+
+def print_memory_estimate(
+    num_series: int,
+    context_length: int,
+    horizon: int = 0,
+    batch_size: int = 32,
+    model_version: str = "v2.5",
+) -> None:
+    """Print a detailed memory estimate for a dataset.
+
+    Args:
+        num_series: Number of time series in the dataset
+        context_length: Length of each time series context window
+        horizon: Forecast horizon (optional)
+        batch_size: Batch size for inference
+        model_version: Model version being used
+    """
+    memory = estimate_memory_gb(num_series, context_length, horizon, batch_size, model_version)
+    total_ram = _get_total_ram_gb()
+    available_ram = _get_available_ram_gb()
+
+    print(f"\n{'=' * 50}")
+    print(f" Memory Estimate for Dataset")
+    print(f"{'=' * 50}")
+    print(f"  Dataset: {num_series:,} series × {context_length} context length")
+    if horizon > 0:
+        print(f"  Horizon: {horizon} steps")
+    print(f"  Batch size: {batch_size}")
+    print(f"  Model: {model_version}")
+    print(f"{'-' * 50}")
+    print(f"  Model weights:     {memory['model_weights']:.2f} GB")
+    print(f"  Overhead:          {memory['overhead']:.2f} GB")
+    print(f"  Input data:        {memory['input_data']:.2f} GB")
+    print(f"  Batch processing:  {memory['batch_processing']:.2f} GB")
+    if horizon > 0:
+        print(f"  Output data:       {memory['output_data']:.2f} GB")
+    print(f"{'-' * 50}")
+    print(f"  Total (raw):       {memory['total']:.2f} GB")
+    print(f"  Total (+20% buf):  {memory['total_with_buffer']:.2f} GB")
+    print(f"{'-' * 50}")
+    print(f"  System RAM:        {total_ram:.1f} GB")
+    print(f"  Available RAM:     {available_ram:.1f} GB")
+    print(f"{'=' * 50}")
+
+    fits, message, _ = check_dataset_fit(
+        num_series, context_length, horizon, batch_size, model_version
+    )
+    status_icon = "✅" if fits else "🛑"
+    print(f"  {status_icon} {message}")
+    print(f"{'=' * 50}\n")
+
+
 # ---------------------------------------------------------------------------
 # Main
 # ---------------------------------------------------------------------------
@@ -490,7 +653,7 @@ def print_report(report: SystemReport) -> None:
 
 def main() -> None:
     parser = argparse.ArgumentParser(
-        description="Check system requirements for TimesFM."
+        description="Check system requirements for TimesFM.",
     )
     parser.add_argument(
         "--model",
@@ -503,10 +666,65 @@ def main() -> None:
         action="store_true",
         help="Output results as JSON (machine-readable)",
     )
+    # Dataset preflight options (NEW)
+    dataset_group = parser.add_argument_group("dataset preflight (optional)")
+    dataset_group.add_argument(
+        "--num-series",
+        type=int,
+        metavar="N",
+        help="Number of time series in your dataset (for memory estimation)",
+    )
+    dataset_group.add_argument(
+        "--context-length",
+        type=int,
+        metavar="LEN",
+        help="Length of each input time series (max_context value)",
+    )
+    dataset_group.add_argument(
+        "--horizon",
+        type=int,
+        metavar="H",
+        default=24,
+        help="Forecast horizon length (default: 24)",
+    )
+    dataset_group.add_argument(
+        "--batch-size",
+        type=int,
+        metavar="SIZE",
+        default=32,
+        help="per_core_batch_size from ForecastConfig (default: 32)",
+    )
+    dataset_group.add_argument(
+        "--estimate-only",
+        action="store_true",
+        help="Only show memory estimate, skip system checks",
+    )
     args = parser.parse_args()
 
+    # Handle dataset estimation only mode
+    if args.estimate_only and args.num_series and args.context_length:
+        print_memory_estimate(
+            args.num_series,
+            args.context_length,
+            args.horizon,
+            args.batch_size,
+            args.model,
+        )
+        sys.exit(0)
+
+    # Run system checks
     report = run_checks(args.model)
 
+    # Add dataset check if parameters provided
+    if args.num_series and args.context_length:
+        print_memory_estimate(
+            args.num_series,
+            args.context_length,
+            args.horizon,
+            args.batch_size,
+            args.model,
+        )
+
     if args.json:
         print(json.dumps(report.to_dict(), indent=2))
     else: