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Time Series Forecast MCP

时间序列预测 MCP (Model Context Protocol),提供五种时间序列预测模型:

  • AR: 自回归模型
  • MA: 移动平均模型
  • ARIMA: 自回归积分移动平均模型(支持自动选参)
  • GARCH: 广义自回归条件异方差模型(波动率预测)
  • EXPONENTIAL_SMOOTHING: 指数平滑模型(支持季节性)

安装

pip install time-series-forecast-mcp

使用

作为 MCP 服务启动

python -m time_series_forecast_mcp

或使用 fastmcp CLI:

fastmcp run server.py:mcp

工具列表

list_forecast_models

列出支持的时间序列预测模型及适用场景说明。

forecast_time_series

对历史时间序列进行预测。

参数:

  • model_type: AR / MA / ARIMA / GARCH / EXPONENTIAL_SMOOTHING
  • series: 历史观测值,按时间升序排列
  • horizon: 向前预测步数(默认 12)
  • p: AR 阶数或 ARIMA/GARCH 的 p(可选)
  • d: ARIMA 差分阶数(可选)
  • q: MA 阶数或 ARIMA/GARCH 的 q(可选)
  • seasonal_period: 季节周期,仅 EXPONENTIAL_SMOOTHING 使用(可选)
  • confidence_level: 置信水平,默认 0.95

返回:

  • forecast: 点预测
  • lower_bound / upper_bound: 置信区间
  • model_info: 模型参数与 AIC/BIC 等信息
  • diagnostics: 样本量等诊断信息

依赖

  • fastmcp >= 2.0.0
  • numpy >= 1.24.0
  • pandas >= 2.0.0
  • statsmodels >= 0.14.0
  • arch >= 7.0.0
  • scipy >= 1.10.0

许可证

MIT License

Metadata

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