arima-forecaster

Automates ARIMA/SARIMA time-series forecasting with statsmodels and pmdarima, outputting predictions and diagnostics.

Updated Jan 26, 2026
One-click install
npx skills add https://github.com/SPIRAL-EDWIN/MCM-ICM-2601000 --skill arima-forecaster
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: arima-forecaster
Source: https://github.com/SPIRAL-EDWIN/MCM-ICM-2601000/tree/main/.github/skills/arima-forecaster
Command: npx skills add https://github.com/SPIRAL-EDWIN/MCM-ICM-2601000 --skill arima-forecaster

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires statsmodels, pmdarima, pandas, numpy, matplotlib.

What problem does it solve?

This Skill enables reliable forecasting of time-series data by fitting ARIMA and SARIMA models, providing predictions and confidence intervals to support data-driven decisions.

Core Features & Use Cases

  • Auto-ARIMA parameter tuning: automatically selects p, d, q and seasonal components to fit the data.
  • Seasonal and non-seasonal forecasting: handles trend, seasonality, and irregular patterns for monthly, quarterly, or daily data.
  • Diagnostics & Interpretability: generates residual diagnostics and interpretable coefficients to support statistical reporting.
  • Use Case: forecast monthly product demand and quantify forecast uncertainty for inventory planning.

Quick Start

Install the required libraries (statsmodels, pmdarima, pandas, numpy, matplotlib) and provide a pandas Series with a DateTime index. Then call the arima_forecaster(series, seasonal=True, m=12, forecast_steps=12) to obtain a forecast and confidence intervals.

Frequently Asked Questions about arima-forecaster

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I forecast time-series data with seasonality in Python?

Time-series forecasting with seasonality is handled by fitting SARIMA models to your data. This Skill automates parameter selection using pmdarima and statsmodels, generating future predictions and confidence intervals from a pandas Series with a DateTime index.

What is the best way to automatically tune ARIMA parameters for a forecasting model?

Automatically tuning ARIMA parameters is best achieved using the auto_arima function from the pmdarima library. This Skill leverages auto_arima to automatically select the optimal p, d, q and seasonal components to fit your specific time-series data.

Can I use pandas and numpy to prepare data for ARIMA forecasting?

Yes, you can use pandas and numpy to prepare data for ARIMA forecasting. The Skill requires a pandas Series with a DateTime index as input, while numpy supports the underlying numerical operations for the time-series forecasting models.

Does time-series forecasting with SARIMA provide confidence intervals for demand planning?

Time-series forecasting with SARIMA does provide confidence intervals for demand planning. The Skill outputs a forecast series alongside quantified confidence intervals, enabling you to measure forecast uncertainty for inventory planning and data-driven decisions.

Why do I need residual diagnostics after fitting an ARIMA model?

Residual diagnostics are needed after fitting an ARIMA model to validate the statistical assumptions of your forecast. This Skill generates residual diagnostics and interpretable coefficients to support statistical reporting and ensure model reliability.