ATSW — Box-Jenkins-Treadway time series suite

atsw is an umbrella package: installing it pulls the complete Box-Jenkins- Treadway time series suite plus the MCP server, in one step.

pip install atsw

It installs fue (exact ML estimation of ARMAX / transfer functions + forecasting), pyfug (graphics) and art-tseries (model building, diagnosis, formal tests + the art-mcp MCP server). Requires Python ≥ 3.10. fue has a C engine with an automatic pure-Python fallback, so it installs everywhere.

Use with an LLM (recommended)

claude mcp add art -- art-mcp

Then ask Claude to analyse a series (attach a CSV/Excel, or point to an .inp). ART offers a guided workflow (analyst decides, Claude advises step by step, with graphs and your confirmation at each decision) or an autonomous one (Claude/heuristic decides every step and presents a final model). The suite supplies the evidence — graphs, tests, numbers; you and/or Claude supply the criterion at each Box-Jenkins decision node.

Use as a plain Python library (no Claude needed)

import fue
from art.describe import describe_boxcox, describe_identification

ts, _ = fue.inp.load("series.inp")
print(describe_boxcox(ts).summary)          # Box-Cox transformation analysis
print(describe_identification(ts).summary)  # ACF/PACF identification

Estimation and forecasting (FUF) live in fue; the fuf command forecasts from an estimated model.

Background — a modern Box-Jenkins-Treadway

The Box-Jenkins analysis was tremendously popular at its launch as a process for building ARMA models (with extensions). The models themselves are simple, but the iterative building process is a case of false simplicity: in practice the method worked wonderfully if you were Box, Jenkins, or one of their disciples. The real obstacle is training the analyst to make the decisions the process demands — decisions often guided by heuristics.

ATSW combines that criterion with statistical methods to build the models in a modern form: AI — with its limitations — supplies the criterion and the suggestions a trained time series analyst would offer.

The analysis presented here is not the canonical Box-Jenkins, but the extended version of Arthur B. Treadway (a disciple of Gwilym Jenkins), which adds elements and heuristics drawn from his experience producing the Forecasting and Monitoring Services (SPS) of the Spanish economy.

Forecasting is one of the goals of building an ARMAX model — and perhaps an unbeatable one — but univariate analysis is also the foundation of more sophisticated relational analysis. These univariate forecasting models should be the measuring stick for more complex ones: if you cannot beat their forecasts, your model has a problem and you should rethink it.

Components on PyPI

Each component is also installable on its own — atsw just fixes a compatible set: fue · pyfug · art-tseries. See art-tseries's AGENTS.md, docs/QUICKSTART.md, docs/TOOLS.md and docs/ARCHITECTURE.md for the full design, the operating guide and the evidence-vs-criterion philosophy.

License

GPL-2.0-or-later. © David E. Guerrero.