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 |
|---|---|---|---|---|
| _anofox_fcst_ts_backtest_native | table | NULL | NULL | |
| _ts_backtest_native | table | NULL | NULL | |
| _ts_coverage_native | table | NULL | NULL | |
| _ts_cv_folds_native | table | NULL | NULL | |
| _ts_cv_forecast_native | table | NULL | NULL | |
| _ts_cv_hydrate_native | table | NULL | NULL | |
| _ts_cv_split_native | table | NULL | NULL | |
| _ts_data_quality | scalar | NULL | NULL | |
| _ts_detect_changepoints_bocpd | scalar | NULL | NULL | |
| _ts_detect_changepoints_by_native | table | NULL | NULL | |
| _ts_detect_periods | scalar | NULL | NULL | |
| _ts_features_native | table | NULL | NULL | |
| _ts_fill_forward_native | table | NULL | NULL | |
| _ts_fill_gaps_native | table | NULL | NULL | |
| _ts_forecast | scalar | NULL | NULL | |
| _ts_forecast_exog | scalar | NULL | NULL | |
| _ts_forecast_native | table | NULL | NULL | |
| _ts_forecast_scalar | scalar | NULL | NULL | |
| _ts_mase_native | table | NULL | NULL | |
| _ts_metrics_native | table | NULL | NULL | |
| _ts_mstl_decomposition | scalar | NULL | NULL | |
| _ts_mstl_decomposition_native | table | NULL | NULL | |
| _ts_quantile_loss_native | table | NULL | NULL | |
| _ts_rmae_native | table | NULL | NULL | |
| _ts_stats | scalar | NULL | NULL | |
| _ts_stats_by_native | table | NULL | NULL | |
| _ts_stats_with_dates | scalar | NULL | NULL | |
| anofox_fcst_ts_analyze_peak_timing | table_macro | NULL | NULL | |
| anofox_fcst_ts_analyze_peak_timing_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_analyze_seasonality | scalar | NULL | NULL | |
| anofox_fcst_ts_bias | scalar | NULL | NULL | |
| anofox_fcst_ts_bias_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_bootstrap_intervals | scalar | NULL | NULL | |
| anofox_fcst_ts_bootstrap_quantiles | scalar | NULL | NULL | |
| anofox_fcst_ts_check_leakage | table_macro | NULL | NULL | |
| anofox_fcst_ts_classify_seasonality | scalar | NULL | NULL | |
| anofox_fcst_ts_classify_seasonality | table_macro | NULL | NULL | |
| anofox_fcst_ts_classify_seasonality_agg | aggregate | NULL | NULL | |
| anofox_fcst_ts_classify_seasonality_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_conformal_apply | scalar | NULL | NULL | |
| anofox_fcst_ts_conformal_apply_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_conformal_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_conformal_calibrate | table_macro | NULL | NULL | |
| anofox_fcst_ts_conformal_coverage | scalar | NULL | NULL | |
| anofox_fcst_ts_conformal_evaluate | scalar | NULL | NULL | |
| anofox_fcst_ts_conformal_intervals | scalar | NULL | NULL | |
| anofox_fcst_ts_conformal_learn | scalar | NULL | NULL | |
| anofox_fcst_ts_conformal_predict | scalar | NULL | NULL | |
| anofox_fcst_ts_conformal_predict_asymmetric | scalar | NULL | NULL | |
| anofox_fcst_ts_conformal_predict_per_step | scalar | NULL | NULL | |
| anofox_fcst_ts_conformal_quantile | scalar | NULL | NULL | |
| anofox_fcst_ts_coverage | scalar | NULL | NULL | |
| anofox_fcst_ts_coverage_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_cv_folds_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_cv_forecast_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_cv_hydrate_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_cv_split_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_cv_split_folds_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_cv_split_index_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_data_quality | table_macro | NULL | NULL | |
| anofox_fcst_ts_data_quality_agg | aggregate | NULL | NULL | |
| anofox_fcst_ts_data_quality_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_data_quality_summary | table_macro | NULL | NULL | |
| anofox_fcst_ts_detect_changepoints | table_macro | NULL | NULL | |
| anofox_fcst_ts_detect_changepoints_agg | aggregate | NULL | NULL | |
| anofox_fcst_ts_detect_changepoints_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_detect_peaks | table_macro | NULL | NULL | |
| anofox_fcst_ts_detect_peaks_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_detect_periods | table_macro | NULL | NULL | |
| anofox_fcst_ts_detect_periods_agg | aggregate | NULL | NULL | |
| anofox_fcst_ts_detect_periods_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_detect_seasonality | scalar | NULL | NULL | |
| anofox_fcst_ts_detrend_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_diff_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_drop_constant_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_drop_edge_zeros_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_drop_gappy_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_drop_leading_zeros_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_drop_short_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_drop_trailing_zeros_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_drop_zeros_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_features_agg | aggregate | NULL | NULL | |
| anofox_fcst_ts_features_by | table_macro | 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_features_table | table_macro | NULL | NULL | |
| anofox_fcst_ts_fill_forward_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_fill_forward_operator | table | NULL | NULL | |
| anofox_fcst_ts_fill_gaps_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_fill_nulls_backward_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_fill_nulls_const_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_fill_nulls_forward_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_fill_nulls_mean_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_fill_unknown_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_forecast | table_macro | NULL | NULL | |
| anofox_fcst_ts_forecast_agg | aggregate | NULL | NULL | |
| anofox_fcst_ts_forecast_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_forecast_exog | table_macro | NULL | NULL | |
| anofox_fcst_ts_forecast_exog_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_interval_width_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_mae | scalar | NULL | NULL | |
| anofox_fcst_ts_mae_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_mape | scalar | NULL | NULL | |
| anofox_fcst_ts_mape_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_mark_unknown_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_mase | scalar | NULL | NULL | |
| anofox_fcst_ts_mase_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_mean_interval_width | scalar | NULL | NULL | |
| anofox_fcst_ts_mqloss | scalar | NULL | NULL | |
| anofox_fcst_ts_mse | scalar | NULL | NULL | |
| anofox_fcst_ts_mse_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_mstl_decomposition_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_quality_report | table_macro | NULL | NULL | |
| anofox_fcst_ts_quantile_loss | scalar | NULL | NULL | |
| anofox_fcst_ts_quantile_loss_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_r2 | scalar | NULL | NULL | |
| anofox_fcst_ts_r2_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_rmae | scalar | NULL | NULL | |
| anofox_fcst_ts_rmae_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_rmse | scalar | NULL | NULL | |
| anofox_fcst_ts_rmse_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_smape | scalar | NULL | NULL | |
| anofox_fcst_ts_smape_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_stats | table_macro | NULL | NULL | |
| anofox_fcst_ts_stats_agg | aggregate | NULL | NULL | |
| anofox_fcst_ts_stats_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_stats_summary | table_macro | NULL | NULL | |
| anofox_fcst_ts_validate_timestamps_by | table_macro | NULL | NULL | |
| anofox_fcst_ts_validate_timestamps_summary_by | table_macro | NULL | NULL | |
| ts_aggregate_hierarchy | table | NULL | NULL | |
| ts_aic_period | scalar | NULL | NULL | |
| ts_analyze_peak_timing | scalar | NULL | NULL | |
| ts_analyze_peak_timing | table_macro | NULL | NULL | |
| ts_analyze_peak_timing_by | table_macro | NULL | NULL | |
| ts_analyze_seasonality | scalar | NULL | NULL | |
| ts_autoperiod | scalar | NULL | NULL | |
| ts_bias | scalar | NULL | NULL | |
| ts_bias_by | table_macro | NULL | NULL | |
| ts_bootstrap_intervals | scalar | NULL | NULL | |
| ts_bootstrap_quantiles | scalar | NULL | NULL | |
| ts_cfd_autoperiod | scalar | NULL | NULL | |
| ts_check_leakage | table_macro | NULL | NULL | |
| ts_classify_seasonality | scalar | NULL | NULL | |
| ts_classify_seasonality | table_macro | NULL | NULL | |
| ts_classify_seasonality_agg | aggregate | NULL | NULL | |
| ts_classify_seasonality_by | table_macro | NULL | NULL | |
| ts_combine_keys | table | NULL | NULL | |
| ts_conformal_apply | scalar | NULL | NULL | |
| ts_conformal_apply_by | table_macro | NULL | NULL | |
| ts_conformal_by | table_macro | NULL | NULL | |
| ts_conformal_calibrate | table_macro | NULL | NULL | |
| ts_conformal_coverage | scalar | NULL | NULL | |
| ts_conformal_evaluate | scalar | NULL | NULL | |
| ts_conformal_intervals | scalar | NULL | NULL | |
| ts_conformal_learn | scalar | NULL | NULL | |
| ts_conformal_predict | scalar | NULL | NULL | |
| ts_conformal_predict_asymmetric | scalar | NULL | NULL | |
| ts_conformal_predict_per_step | scalar | NULL | NULL | |
| ts_conformal_quantile | scalar | NULL | NULL | |
| ts_coverage | scalar | NULL | NULL | |
| ts_coverage_by | table_macro | NULL | NULL | |
| ts_cv_folds_by | table_macro | NULL | NULL | |
| ts_cv_forecast_by | table_macro | NULL | NULL | |
| ts_cv_hydrate_by | table_macro | NULL | NULL | |
| ts_cv_split_by | table_macro | NULL | NULL | |
| ts_cv_split_folds_by | table_macro | NULL | NULL | |
| ts_cv_split_index_by | table_macro | NULL | NULL | |
| ts_data_quality | table_macro | NULL | NULL | |
| ts_data_quality_agg | aggregate | NULL | NULL | |
| ts_data_quality_by | 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_peaks | table_macro | NULL | NULL | |
| ts_detect_peaks_by | table_macro | NULL | NULL | |
| ts_detect_periods | table_macro | NULL | NULL | |
| ts_detect_periods_agg | aggregate | NULL | NULL | |
| ts_detect_periods_by | table_macro | NULL | NULL | |
| ts_detect_seasonality | scalar | NULL | NULL | |
| ts_detect_seasonality_changes | scalar | NULL | NULL | |
| ts_detrend | scalar | NULL | NULL | |
| ts_detrend_by | table_macro | NULL | NULL | |
| ts_diff_by | table_macro | NULL | NULL | |
| ts_drop_constant_by | table_macro | NULL | NULL | |
| ts_drop_edge_zeros_by | table_macro | NULL | NULL | |
| ts_drop_gappy_by | table_macro | NULL | NULL | |
| ts_drop_leading_zeros_by | table_macro | NULL | NULL | |
| ts_drop_short_by | table_macro | NULL | NULL | |
| ts_drop_trailing_zeros_by | table_macro | NULL | NULL | |
| ts_drop_zeros_by | table_macro | NULL | NULL | |
| ts_estimate_backtest_memory | scalar | NULL | NULL | |
| ts_estimate_period_acf | scalar | NULL | NULL | |
| ts_estimate_period_fft | scalar | NULL | NULL | |
| ts_features | aggregate | NULL | NULL | |
| ts_features_agg | aggregate | NULL | NULL | |
| ts_features_by | table_macro | 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_features_table | table_macro | NULL | NULL | |
| ts_fill_forward_by | table_macro | NULL | NULL | |
| ts_fill_forward_operator | table | NULL | NULL | |
| ts_fill_gaps_by | table_macro | NULL | NULL | |
| ts_fill_nulls_backward_by | table_macro | NULL | NULL | |
| ts_fill_nulls_const_by | table_macro | NULL | NULL | |
| ts_fill_nulls_forward_by | table_macro | NULL | NULL | |
| ts_fill_nulls_mean_by | table_macro | NULL | NULL | |
| ts_fill_unknown_by | 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_instantaneous_period | scalar | NULL | NULL | |
| ts_interval_width_by | table_macro | NULL | NULL | |
| ts_lomb_scargle | scalar | NULL | NULL | |
| ts_mae | scalar | NULL | NULL | |
| ts_mae_by | table_macro | NULL | NULL | |
| ts_mape | scalar | NULL | NULL | |
| ts_mape_by | table_macro | NULL | NULL | |
| ts_mark_unknown_by | table_macro | NULL | NULL | |
| ts_mase | scalar | NULL | NULL | |
| ts_mase_by | table_macro | NULL | NULL | |
| ts_matrix_profile_period | scalar | NULL | NULL | |
| ts_mean_interval_width | scalar | NULL | NULL | |
| ts_mqloss | scalar | NULL | NULL | |
| ts_mse | scalar | NULL | NULL | |
| ts_mse_by | table_macro | NULL | NULL | |
| ts_mstl_decomposition_by | table_macro | NULL | NULL | |
| ts_quality_report | table_macro | NULL | NULL | |
| ts_quantile_loss | scalar | NULL | NULL | |
| ts_quantile_loss_by | table_macro | NULL | NULL | |
| ts_r2 | scalar | NULL | NULL | |
| ts_r2_by | table_macro | NULL | NULL | |
| ts_rmae | scalar | NULL | NULL | |
| ts_rmae_by | table_macro | NULL | NULL | |
| ts_rmse | scalar | NULL | NULL | |
| ts_rmse_by | table_macro | 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_smape_by | table_macro | NULL | NULL | |
| ts_split_keys | table | NULL | NULL | |
| ts_ssa_period | scalar | NULL | NULL | |
| ts_stats | table_macro | NULL | NULL | |
| ts_stats_agg | aggregate | NULL | NULL | |
| ts_stats_by | table_macro | NULL | NULL | |
| ts_stats_summary | table_macro | NULL | NULL | |
| ts_stl_period | scalar | NULL | NULL | |
| ts_validate_separator | table | NULL | NULL | |
| ts_validate_timestamps_by | table_macro | NULL | NULL | |
| ts_validate_timestamps_summary_by | table_macro | NULL | NULL |
Overloaded Functions
This extension does not add any function overloads.
Added Types
This extension does not add any types.
Added Settings
This extension does not add any settings.