Nixtla

Synthetic 🧬 Forecast

Fast synthetic time series for testing, augmentation, and pretraining

SynForecast generates synthetic time-series panels with 31 statistical, stochastic, multivariate, domain-specific, and pretraining generators. It follows the Nixtla long format and supports controlled changepoints, anomalies, missing data, exogenous variables, and augmentation of observed series.

[!NOTE] SynForecast is in alpha. APIs and seed-identical outputs may change before the first stable release.

Installation

Install SynForecast from PyPI:

pip install synforecast

Prebuilt wheels include the required Rust extension on supported platforms. Building from the source distribution requires a Rust toolchain.

Quick start

Generate a long-format panel from a balanced collection of generators:

from synforecast import generate_series

synthetic_df = generate_series(
    n_series=100,
    freq="D",
    min_length=100,
    max_length=100,
    seed=42,
)

The result is a pandas DataFrame with the standard Nixtla columns [unique_id, ds, y]. Pass engine="polars" to return a Polars DataFrame.

Use a specific generator when you need explicit control over the data-generating process:

from synforecast.generators import SeasonalGenerator

generator = SeasonalGenerator(
    min_length=365,
    max_length=365,
    freq="D",
    seasonality_period=7,
    seasonality_amplitude=10.0,
    seed=42,
)
synthetic_df = generator.generate(n_series=20)

See the quick start and generator reference for the complete API.

Augment observed series

SynAugment analyzes each input series, fits a suitable generator, and adds synthetic series with matching timestamps and statistical characteristics:

from synforecast import SynAugment

augmenter = SynAugment(seed=42)
augmented_train_df = augmenter.augment(train_df, n_augment=2)

Fit augmentation parameters on the training split only; fitting on validation or test observations would leak information into model training. See the augmentation guide for generator overrides and diagnostics.

Works with the Nixtlaverse

SynForecast materializes the same [unique_id, ds, y] schema used throughout the Nixtlaverse. The generated or augmented DataFrame can be passed directly to forecasting libraries without a SynForecast-specific adapter.

NeuralForecast

from neuralforecast import NeuralForecast
from neuralforecast.models import NHITS

nf = NeuralForecast(
    models=[NHITS(h=14, input_size=28, max_steps=100)],
    freq="D",
)
nf.fit(df=synthetic_df)
neural_forecasts = nf.predict()

MLForecast

from mlforecast import MLForecast
from sklearn.linear_model import LinearRegression

mlf = MLForecast(
    models=LinearRegression(),
    freq="D",
    lags=[1, 7, 14],
)
mlf.fit(synthetic_df)
ml_forecasts = mlf.predict(h=14)

StatsForecast

from statsforecast import StatsForecast
from statsforecast.models import AutoETS

sf = StatsForecast(
    models=[AutoETS(season_length=7)],
    freq="D",
)
sf.fit(synthetic_df)
statistical_forecasts = sf.predict(h=14)

Install the forecasting libraries you want to use separately. SynForecast does not add them to its runtime dependencies. See the Nixtlaverse guide for materialized pretraining and augmentation workflows.

Why SynForecast?

Synthetic time series are useful when real observations are scarce, sensitive, expensive, or do not cover the conditions a system must handle. SynForecast is designed for:

Testing forecasting and anomaly-detection pipelines against known behavior
Augmenting small training panels without altering validation data
Pretraining global forecasting models on diverse temporal processes
Stress-testing changepoints, missingness, anomalies, and regime changes
Reproducible simulation with explicit, validated generator configurations

Synthetic data reflects the assumptions of its generators. Validate those assumptions and downstream performance for your use case. SynForecast is not an anonymization or differential-privacy tool: SynAugment is fitted to observed data and its output can resemble that data.

Evidence and benchmarks

SynForecast's native Rust batch path is designed for high-throughput data generation. Reproducible scripts and committed result summaries are available in benchmarks/; performance depends on generator, series shape, thread count, and hardware.

Synthetic data does not improve every model or dataset. The when synthetic data helps guide reports positive, neutral, and negative results so that augmentation and pretraining choices can be evaluated against observed-only baselines.

Features

31 generators across statistical, stochastic, multivariate, domain-specific, and pretraining categories
Long-format output following Nixtla conventions
pandas, Polars, cuDF, Modin, and PyArrow output through Narwhals
Changepoint, anomaly, missingness, and exogenous-variable injection
Dataset composition with SynSet and augmentation with SynAugment
Seed-deterministic parallel generation
Native generation through Rust and PyO3

The pandas and Polars engines are covered by the full test suite. cuDF, Modin, and PyArrow support uses Narwhals and is smoke-tested when those optional libraries are installed; install the selected dataframe library separately.

Documentation

AI disclaimer

Parts of this project were developed with assistance from generative AI tools. All AI-assisted code and documentation are reviewed, tested, and maintained by human contributors, who remain responsible for correctness, security, licensing, and design.

License

SynForecast is licensed under the Apache License 2.0.

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synforecast 0.1.0

Nixtla

Synthetic 🧬 Forecast

Fast synthetic time series for testing, augmentation, and pretraining

Installation

Quick start

Augment observed series

Works with the Nixtlaverse

NeuralForecast

MLForecast

StatsForecast

Why SynForecast?

Evidence and benchmarks

Features

Documentation

AI disclaimer

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1 maintainer

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