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Python time-series forecasting workbench for ARIMA, VAR, Prophet-style decomposition, neural nets, changepoint detection, and streaming anomaly workflows

Project description

Build Oracle, a Python time-series forecasting workbench

Build Oracle

Python time-series forecasting workbench for ARIMA, VAR, Prophet-style decomposition, neural forecasting, dynamic ensembles, PELT changepoint detection, and streaming incremental updates.

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CI version: 1.0.0 python: 3.10+ core deps: numpy/scipy license: fair-source

Time series forecasting and anomaly detection toolkit.

Features

  • ARIMA — Auto-regressive integrated moving average with automatic order selection
  • Prophet-style — Exponential smoothing with trend, seasonality, and holiday decomposition
  • Neural Networks — Feedforward and recurrent architectures for non-linear forecasting
  • Changepoint Detection — BIC/AIC penalty-based structural break identification
  • Decomposition — Seasonal-trend decomposition (STL-style) with configurable period
  • Feature Engineering — Lag features, rolling statistics, Fourier terms

Installation

# Core (numpy + scipy only)
pip install .

# With all optional dependencies
pip install ".[all]"

Quick Start

CLI

# Forecast with ARIMA (built-in sample data)
build-oracle forecast --data sample --model arima --horizon 30

# Decompose a time series
build-oracle decompose --data sample --period 7

# Detect changepoints
build-oracle changepoints --data sample --penalty bic

# Extract features
build-oracle features --data sample

# Launch GUI
build-oracle gui

Python API

from build_oracle.arima import ARIMAModel

model = ARIMAModel(order=(2, 1, 1))
model.fit(training_data)
forecast = model.predict(horizon=30)

Supported Models

Model Use Case
ARIMA Stationary/near-stationary univariate series
Prophet-style Series with strong seasonality and holidays
Neural Net Complex non-linear patterns
Changepoint Detecting regime shifts in data

Requirements

  • Python >= 3.10
  • numpy >= 1.24
  • scipy >= 1.10
  • Optional: pandas, scikit-learn, matplotlib, PyQt6

License

Build Oracle is released under the FSL-1.1-MIT (see LICENSE). The source is available: you may read, run, modify, and build on it for any purpose other than a competing commercial use. Commercial use that competes with the project is reserved to the Licensor and requires a separate commercial license.

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