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quackstats

Time series forecasting and statistics for DuckDB

Maintainer(s): jasadams

Compatibility Matrix

This table covers all DuckDB releases that have not reached end-of-life, including LTS releases, and shows the 2 most recent patch releases of each. Older patch releases are not listed, but the extension may be available for them as well.

Platform 1.4.4 1.4.5 1.5.5 1.5.6 2.0.0
Linux AMD64
Linux ARM64
macOS AMD64
macOS ARM64
Windows AMD64
Windows ARM64
WebAssembly

Installing and Loading

INSTALL quackstats FROM community;
LOAD quackstats;

Example

SELECT * FROM forecast('sales', timestamp := 'date', value := 'revenue', horizon := 7);

About quackstats

QuackStats brings time series forecasting and statistics directly into DuckDB as SQL table functions.

Forecasting with multiple models (ETS, linear, exponential, logistic, and automatic cross-validation model selection):

SELECT * FROM forecast('sales', timestamp := 'date', value := 'revenue', horizon := 30, model := 'auto');

Grouped forecasting across multiple series in a single query:

SELECT * FROM forecast('sales', timestamp := 'date', value := 'revenue', horizon := 30, group_by := ['region', 'product']);

Seasonality detection to identify periodic patterns:

SELECT * FROM detect_seasonality('sales', timestamp := 'date', value := 'revenue');

All forecasts include configurable prediction intervals (default 95%).

Maintained by the team at Kyomi.

Added Functions

function_name function_type description comment examples
detect_seasonality table NULL NULL  
forecast table 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.