anofox-forecast-models skillA
anofox-forecast-models is agent-read markdown (skill) from datazoode/anofox-forecast: Forecasting models and the `ts_forecast_by` / `ts_forecast_var_by` API surface of the anofox_forecast 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 GlobalETS/GlobalTheta/GlobalCroston, and multivariate VAR via ts_forecast_var_by), plus exogenous-regressor forecasting (ARIMAX / ThetaX / MFLESX via ts_forecast_exog_by / ts_forecast.
Indexed from public GitHub and served as immutable, content-addressed versions. Install it pinned to an exact SHA-256 with the mdr CLI, and every file is verified against the hash recorded here before it reaches your agent. The deterministic audit below grades the latest version, and the same file always earns the same grade.
What the file says
# Anofox Forecast — Models & `ts_forecast_by` Cheat Sheet
**Extension:** `anofox_forecast` v0.15.3 (Rust crate `anofox-forecast` v0.15.3) | **DuckDB:** v1.4.5 LTS / v1.5.4+ | **Dual naming:** `ts_*` and `anofox_fcst_ts_*`
36 forecasting models exposed by SQL via three call surfaces (table macro, aggregate, scalar) + `ts_forecast_var_by` for multivariate VAR.
## Critical gotchas
1. **Seasonality is NOT auto-detected.** All models — including the `Auto*` family — treat `seasonal_period` as user-supplied. Run `ts_detect_periods_by` first and pass the result explicitly. See `anofox-forecast-detection`.
2. **Model names are case-sensitive.** `'AutoETS'` works, `'autoets'` errors.
3. **`ts_forecast_by` requires frequency as the 7th positional param.** No default:
```sql
-- WRONG (missing frequency):
ts_forecast_by('sales', id, ds, y, 'Naive', 12)
-- CORRECT:
ts_forecast_by('sales', id, ds, y, 'Naive', 12, '1d')
```
4. **STRUCT + MAP both work in params.** STRUCT keeps numeric params typed (recommended):
```sql
-- STRUCT (recommended)
ts_forecast_by(..., 'HoltWinters', 12, '1d', {seasonal_period: 7})
-- MAP (all strings, legacy)
…Read the whole file at its exact version.
How to install
mdr add datazoode/anofox-forecast/anofox-forecast-models@v0.15.3mdr add datazoode/anofox-forecast/anofox-forecast-models@sha256:accc37e5e94bcb89Pin to a label to follow the author's releases, or to a sha256 to freeze the exact bytes forever. Either way the resolved hash is written to mdr.lock, and mdr install reproduces it on any machine.
[](https://markdownregistry.com/a/art_fzhmbqgoxsuvqs3u)
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Versions
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v0.15.3 latest | 2026-09-18 | 7e23980 | 28,794 B | A | view · diff |
| v0.15.3 | 2026-09-18 | e2d0889 | 25,085 B | A | view |
Audit of the latest version
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Source
datazoode/anofox-forecast · 39 stars · license NOASSERTION · pushed 2026-09-18 · branch main
API
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