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 |
|---|---|---|---|---|
| _ts_data_quality | scalar | NULL | NULL | |
| _ts_detect_changepoints_bocpd | scalar | NULL | NULL | |
| _ts_forecast | scalar | NULL | NULL | |
| _ts_forecast_exog | scalar | NULL | NULL | |
| _ts_mstl_decomposition | scalar | NULL | NULL | |
| _ts_stats | scalar | NULL | NULL | |
| anofox_fcst_ts_analyze_seasonality | scalar | NULL | NULL | |
| anofox_fcst_ts_bias | scalar | NULL | NULL | |
| anofox_fcst_ts_coverage | scalar | NULL | NULL | |
| anofox_fcst_ts_detect_changepoints_agg | aggregate | NULL | NULL | |
| anofox_fcst_ts_detect_seasonality | scalar | NULL | NULL | |
| anofox_fcst_ts_features_config_from_csv | scalar | NULL | NULL | |
| anofox_fcst_ts_features_config_from_json | scalar | NULL | NULL | |
| anofox_fcst_ts_fill_forward_native | table | NULL | NULL | |
| anofox_fcst_ts_fill_forward_operator | table | NULL | NULL | |
| anofox_fcst_ts_fill_gaps_native | table | NULL | NULL | |
| anofox_fcst_ts_forecast_agg | aggregate | NULL | NULL | |
| anofox_fcst_ts_mae | scalar | NULL | NULL | |
| anofox_fcst_ts_mape | scalar | NULL | NULL | |
| anofox_fcst_ts_mase | scalar | NULL | NULL | |
| anofox_fcst_ts_mqloss | scalar | NULL | NULL | |
| anofox_fcst_ts_mse | scalar | NULL | NULL | |
| anofox_fcst_ts_quantile_loss | scalar | NULL | NULL | |
| anofox_fcst_ts_r2 | scalar | NULL | NULL | |
| anofox_fcst_ts_rmae | scalar | NULL | NULL | |
| anofox_fcst_ts_rmse | scalar | NULL | NULL | |
| anofox_fcst_ts_smape | scalar | NULL | NULL | |
| ts_aic_period | scalar | NULL | NULL | |
| ts_analyze_peak_timing | scalar | NULL | NULL | |
| ts_analyze_seasonality | scalar | NULL | NULL | |
| ts_autoperiod | scalar | NULL | NULL | |
| ts_backtest_auto | table_macro | NULL | NULL | |
| ts_bias | scalar | NULL | NULL | |
| ts_cfd_autoperiod | scalar | NULL | NULL | |
| ts_check_leakage | table_macro | NULL | NULL | |
| ts_classify_seasonality | scalar | NULL | NULL | |
| ts_coverage | scalar | NULL | NULL | |
| ts_cv_forecast_by | table_macro | NULL | NULL | |
| ts_cv_generate_folds | table_macro | NULL | NULL | |
| ts_cv_split | table_macro | NULL | NULL | |
| ts_cv_split_folds | table_macro | NULL | NULL | |
| ts_cv_split_index | table_macro | NULL | NULL | |
| ts_data_quality | table_macro | NULL | NULL | |
| ts_data_quality_summary | table_macro | NULL | NULL | |
| ts_decompose_seasonal | scalar | NULL | NULL | |
| ts_detect_amplitude_modulation | 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_multiple_periods | scalar | NULL | NULL | |
| ts_detect_peaks | scalar | NULL | NULL | |
| ts_detect_periods | scalar | NULL | NULL | |
| ts_detect_seasonality | scalar | NULL | NULL | |
| ts_detect_seasonality_changes | scalar | NULL | NULL | |
| ts_detrend | scalar | NULL | NULL | |
| ts_diff | table_macro | NULL | NULL | |
| ts_drop_constant | table_macro | NULL | NULL | |
| ts_drop_edge_zeros | table_macro | NULL | NULL | |
| ts_drop_gappy | 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_estimate_period_acf | scalar | NULL | NULL | |
| ts_estimate_period_fft | scalar | NULL | NULL | |
| ts_features | aggregate | NULL | NULL | |
| ts_features_config_from_csv | scalar | NULL | NULL | |
| ts_features_config_from_json | scalar | NULL | NULL | |
| ts_features_config_template | table | NULL | NULL | |
| ts_features_list | table | NULL | NULL | |
| ts_fill_forward | table_macro | NULL | NULL | |
| ts_fill_forward_native | table | NULL | NULL | |
| ts_fill_forward_operator | table | NULL | NULL | |
| ts_fill_gaps | table_macro | NULL | NULL | |
| ts_fill_gaps_native | table | NULL | NULL | |
| ts_fill_gaps_operator | table_macro | NULL | NULL | |
| ts_fill_nulls_backward | table_macro | NULL | NULL | |
| ts_fill_nulls_const | table_macro | NULL | NULL | |
| ts_fill_nulls_forward | table_macro | NULL | NULL | |
| ts_fill_nulls_mean | table_macro | NULL | NULL | |
| ts_fill_unknown | table_macro | NULL | NULL | |
| ts_forecast | table_macro | NULL | NULL | |
| ts_forecast_agg | aggregate | NULL | NULL | |
| ts_forecast_by | table_macro | NULL | NULL | |
| ts_forecast_exog | table_macro | NULL | NULL | |
| ts_forecast_exog_by | table_macro | NULL | NULL | |
| ts_hydrate_features | table_macro | NULL | NULL | |
| ts_hydrate_split | table_macro | NULL | NULL | |
| ts_hydrate_split_full | table_macro | NULL | NULL | |
| ts_hydrate_split_strict | table_macro | NULL | NULL | |
| ts_instantaneous_period | scalar | NULL | NULL | |
| ts_lomb_scargle | scalar | NULL | NULL | |
| ts_mae | scalar | NULL | NULL | |
| ts_mape | scalar | NULL | NULL | |
| ts_mark_unknown | table_macro | NULL | NULL | |
| ts_mase | scalar | NULL | NULL | |
| ts_matrix_profile_period | scalar | NULL | NULL | |
| ts_mqloss | scalar | NULL | NULL | |
| ts_mse | scalar | NULL | NULL | |
| ts_mstl_decomposition | table_macro | NULL | NULL | |
| ts_prepare_regression_input | table_macro | NULL | NULL | |
| ts_quality_report | table_macro | NULL | NULL | |
| ts_quantile_loss | scalar | NULL | NULL | |
| ts_r2 | scalar | NULL | NULL | |
| ts_rmae | scalar | NULL | NULL | |
| ts_rmse | scalar | NULL | NULL | |
| ts_sazed_period | scalar | NULL | NULL | |
| ts_seasonal_strength | scalar | NULL | NULL | |
| ts_seasonal_strength_windowed | scalar | NULL | NULL | |
| ts_smape | scalar | NULL | NULL | |
| ts_ssa_period | scalar | NULL | NULL | |
| ts_stats | table_macro | NULL | NULL | |
| ts_stats_summary | table_macro | NULL | NULL | |
| ts_stl_period | scalar | NULL | NULL | |
| ts_validate_timestamps | table_macro | NULL | NULL | |
| ts_validate_timestamps_summary | table_macro | NULL | NULL |