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anofox-forecast

SQL-native time series forecasting, diagnostics, and backtesting

Runs 36 forecasting models, seasonality detection, and statistical diagnostics directly inside DuckDB using plain SQL. Eliminates exporting data to Python notebooks or stitching together separate stats libraries for every analysis. Covers the full workflow from data cleaning and feature extraction to cross-validation, conformal intervals, and accuracy metrics.
npx skills add DataZooDE/anofox-forecast --all -g -y

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Frequently Asked Questions

FAQPage Schema
How to install anofox-forecast?โ–ผ

Run `npx skills add DataZooDE/anofox-forecast --all -g -y` in your terminal to install all skills in this suite globally.

How to forecast time series in DuckDB with SQL?โ–ผ

Load the extension and call ts_forecast_by with your table, date column, target column, a model name like AutoETS, and a horizon. It returns point forecasts with confidence intervals as a regular SQL table.

Which forecasting models does anofox-forecast support?โ–ผ

It includes 36 models such as AutoETS, AutoARIMA, Theta, Holt-Winters, GARCH, Kalman filters, Croston for intermittent demand, and global panel models for many related series.

Can I backtest and compare forecast models in SQL?โ–ผ

Yes. Use ts_cv_folds_by to create time-aware cross-validation folds, ts_cv_forecast_by to forecast each fold, and scalar metrics like ts_mae or ts_rmse with GROUP BY to compare models.

Do I need Python or coding skills to use it?โ–ผ

No. Everything runs as SQL functions inside DuckDB, so anyone who can write a query can forecast, detect seasonality, and score data quality without Python or R.

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