Models
Pick a model with the model option; leave it off for the default. Every
bundled model ships in the zero-dependency core, no ONNX runtime required.
Forecasting
Section titled “Forecasting”model |
Kind | Notes |
|---|---|---|
auto |
meta | The default when no model is named. Rolling-origin backtests each candidate per series and forecasts with the lowest-error one. See Auto-selection. |
theta-classic |
statistical | The Theta method (default-ts aliases to it). Strong, cheap trend + seasonality baseline. |
stub-seasonal-naive |
statistical | Seasonal-naive with drift. The benchmark floor every forecasting paper reports against. |
tsb |
statistical | Teunter-Syntetos-Babai, for intermittent demand (many zeros). Forecast-only. |
Anomaly detection
Section titled “Anomaly detection”model |
Kind | Notes |
|---|---|---|
theta-classic |
statistical | The default detector: flags points that fall outside the one-step-ahead forecast interval. |
stub-seasonal-naive |
statistical | The same residual detector over the seasonal-naive forecaster. |
sub-pca |
statistical | Subsequence PCA (Jacobi eigensolver in C); competitive with SOTA on the TSB-AD-U benchmark. Pick it with '{"model":"sub-pca"}'; its rows carry no interval fields. |
Tabular prediction
Section titled “Tabular prediction”model |
Kind | Notes |
|---|---|---|
| native students | native | Trained by fit (gbt or tree) or distill_predict (tree, gbt, or mlp). fit returns a model blob by default, or registers under your id when you pass '{"register":"..."}'; either way the predict scalar serves it per row. |
knn5-incontext |
statistical | In-context k-nearest-neighbors (k=5), a zero-setup baseline with no training step. Serve it through predict_batch(train_sql, apply_sql). |
Distilled forecast students
Section titled “Distilled forecast students”distill_forecast registers a DLinear/TiDE-style native student under the
student_id you choose. Serve it through forecast() with '{"model":"<id>"}',
or enter it as a candidate in auto. These are portable blobs: copy the model
row to another database and it works there. See Distillation.
Foundation-model teachers (optional ONNX build)
Section titled “Foundation-model teachers (optional ONNX build)”The default build is pure C. make loadable-onnx adds a runtime='onnx' path so
distill_forecast/distill_predict can distill from a live foundation-model
teacher (Chronos for forecasting, a tabular FM for the tabular path). Serving the
distilled student never needs that build. License-tagged teachers enforce
PREDICT_ERR_LICENSE unless you pass accept_license.