Backtesting, cross-validation, evaluation metrics, and conformal prediction intervals for the anofoxforecast DuckDB extension. Use when evaluating forecast accuracy, comparing models with time-series-aware CV, computing metrics (MAE / RMSE / MAPE / MASE / coverage), or attaching distribution-free prediction intervals…
Seasonality, changepoint, peak, and decomposition detection for the anofoxforecast DuckDB extension. Use when identifying seasonal periods before configuring seasonal forecasting models, detecting structural breaks, analysing peak timing regularity, or decomposing a series into trend / seasonal / residual components.
Forecasting models and the tsforecastby / tsforecastvarby API surface of the anofoxforecast DuckDB extension. Covers 36 models (baseline, exponential smoothing, state-space ARIMA + Kalman, classical GARCH, Theta, multi-seasonal, intermittent-demand, distributional Laplace with three variants, panel/global…
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