Statistical timeseries forecasting in DuckDB. Support ARIMA, SARIMA, ETS, TBATS, MFLES, MSTL, and other models.
Maintainer(s):
sipemu
Installing and Loading
INSTALL anofox_forecast FROM community;
LOAD anofox_forecast;
Added Functions
| function_name | function_type | description | comment | examples |
|---|---|---|---|---|
| forecast | table | NULL | NULL | |
| ts_analyze_seasonality | scalar | NULL | NULL | |
| ts_bias | scalar | NULL | NULL | |
| ts_coverage | scalar | NULL | NULL | |
| ts_detect_changepoints | table_macro | NULL | NULL | |
| ts_detect_changepoints_agg | aggregate | NULL | NULL | |
| ts_detect_changepoints_by | table_macro | NULL | NULL | |
| ts_detect_seasonality | scalar | NULL | NULL | |
| ts_detect_seasonality_all | table_macro | NULL | NULL | |
| ts_drop_constant | table_macro | NULL | NULL | |
| ts_drop_leading_zeros | table_macro | NULL | NULL | |
| ts_drop_short | table_macro | NULL | NULL | |
| ts_drop_trailing_zeros | table_macro | NULL | NULL | |
| ts_drop_zeros | table_macro | NULL | NULL | |
| ts_fill_gaps | table_macro | NULL | NULL | |
| ts_fill_nulls_backward | table_macro | NULL | NULL | |
| ts_fill_nulls_forward | table_macro | NULL | NULL | |
| ts_fill_nulls_mean | table_macro | NULL | NULL | |
| ts_forecast | table_macro | NULL | NULL | |
| ts_forecast_agg | aggregate | NULL | NULL | |
| ts_forecast_by | table_macro | NULL | NULL | |
| ts_mae | scalar | NULL | NULL | |
| ts_mape | scalar | NULL | NULL | |
| ts_mase | scalar | NULL | NULL | |
| ts_mqloss | scalar | NULL | NULL | |
| ts_mse | scalar | NULL | NULL | |
| ts_quantile_loss | scalar | NULL | NULL | |
| ts_r2 | scalar | NULL | NULL | |
| ts_rmae | scalar | NULL | NULL | |
| ts_rmse | scalar | NULL | NULL | |
| ts_smape | scalar | NULL | NULL | |
| ts_stats | table_macro | NULL | NULL |