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