`timecopilot.forecaster`

TimeCopilotForecaster

TimeCopilotForecaster(
    models: list[Forecaster],
    fallback_model: Forecaster | None = None,
)

Bases: Forecaster

Unified forecaster for multiple time series models.

This class enables forecasting and cross-validation across a list of models from different families (foundational, statistical, machine learning, neural, etc.) using a single, consistent interface. It is designed to handle panel (multi-series) data and to aggregate results from all models for easy comparison and ensemble workflows.

The unified API ensures that users can call forecast or cross_validation once, passing a list of models, and receive merged results for all models.

Initialize the TimeCopilotForecaster with a list of models.

Parameters:

Name	Type	Description	Default
`models`	`list[Forecaster]`	List of instantiated model objects from any supported family (foundational, statistical, ML, neural, etc.). Each model must implement the `forecast` and `cross_validation` methods with compatible signatures.	required
`fallback_model`	`Forecaster`	Model to use as a fallback when a model fails.	`None`

Raises:

Type	Description
`ValueError`	If duplicate model aliases are found in the models list.

Source code in timecopilot/forecaster.py

def __init__(
    self,
    models: list[Forecaster],
    fallback_model: Forecaster | None = None,
):
    """
    Initialize the TimeCopilotForecaster with a list of models.

    Args:
        models (list[Forecaster]):
            List of instantiated model objects from any supported family
            (foundational, statistical, ML, neural, etc.). Each model must
            implement the `forecast` and `cross_validation` methods with
            compatible signatures.
        fallback_model (Forecaster, optional):
            Model to use as a fallback when a model fails.

    Raises:
        ValueError: If duplicate model aliases are found in the models list.
    """
    self._validate_unique_aliases(models)
    self.models = models
    self.fallback_model = fallback_model

forecast

forecast(
    df: DataFrame,
    h: int,
    freq: str | None = None,
    level: list[int | float] | None = None,
    quantiles: list[float] | None = None,
) -> DataFrame

Generate forecasts for one or more time series using all models.

This method produces point forecasts and, optionally, prediction intervals or quantile forecasts. The input DataFrame can contain one or multiple time series in stacked (long) format.

Parameters:

Name	Type	Description	Default
`df`	`DataFrame`	DataFrame containing the time series to forecast. It must include as columns: `- "unique_id": an ID column to distinguish multiple series. - "ds": a time column indicating timestamps or periods. - "y": a target column with the observed values.`	required
`h`	`int`	Forecast horizon specifying how many future steps to predict.	required
`freq`	`str`	Frequency of the time series (e.g. "D" for daily, "M" for monthly). See Pandas frequency aliases for valid values. If not provided, the frequency will be inferred from the data.	`None`
`level`	`list[int \| float]`	Confidence levels for prediction intervals, expressed as percentages (e.g. [80, 95]). If provided, the returned DataFrame will include lower and upper interval columns for each specified level.	`None`
`quantiles`	`list[float]`	List of quantiles to forecast, expressed as floats between 0 and 1. Should not be used simultaneously with `level`. When provided, the output DataFrame will contain additional columns named in the format "model-q-{percentile}", where {percentile} = 100 × quantile value.	`None`

Returns:

Type	Description
`DataFrame`	pd.DataFrame: DataFrame containing forecast results. Includes: - point forecasts for each timestamp, series and model. - prediction intervals if `level` is specified. - quantile forecasts if `quantiles` is specified. For multi-series data, the output retains the same unique identifiers as the input DataFrame.

Source code in timecopilot/forecaster.py

def forecast(
    self,
    df: pd.DataFrame,
    h: int,
    freq: str | None = None,
    level: list[int | float] | None = None,
    quantiles: list[float] | None = None,
) -> pd.DataFrame:
    """
    Generate forecasts for one or more time series using all models.

    This method produces point forecasts and, optionally, prediction
    intervals or quantile forecasts. The input DataFrame can contain one
    or multiple time series in stacked (long) format.

    Args:
        df (pd.DataFrame):
            DataFrame containing the time series to forecast. It must
            include as columns:

                - "unique_id": an ID column to distinguish multiple series.
                - "ds": a time column indicating timestamps or periods.
                - "y": a target column with the observed values.

        h (int):
            Forecast horizon specifying how many future steps to predict.
        freq (str, optional):
            Frequency of the time series (e.g. "D" for daily, "M" for
            monthly). See [Pandas frequency aliases](https://pandas.pydata.org/
            pandas-docs/stable/user_guide/timeseries.html#offset-aliases) for
            valid values. If not provided, the frequency will be inferred
            from the data.
        level (list[int | float], optional):
            Confidence levels for prediction intervals, expressed as
            percentages (e.g. [80, 95]). If provided, the returned
            DataFrame will include lower and upper interval columns for
            each specified level.
        quantiles (list[float], optional):
            List of quantiles to forecast, expressed as floats between 0
            and 1. Should not be used simultaneously with `level`. When
            provided, the output DataFrame will contain additional columns
            named in the format "model-q-{percentile}", where {percentile}
            = 100 × quantile value.

    Returns:
        pd.DataFrame:
            DataFrame containing forecast results. Includes:

                - point forecasts for each timestamp, series and model.
                - prediction intervals if `level` is specified.
                - quantile forecasts if `quantiles` is specified.

            For multi-series data, the output retains the same unique
            identifiers as the input DataFrame.
    """
    return self._call_models(
        "forecast",
        merge_on=["unique_id", "ds"],
        df=df,
        h=h,
        freq=freq,
        level=level,
        quantiles=quantiles,
    )

cross_validation

cross_validation(
    df: DataFrame,
    h: int,
    freq: str | None = None,
    n_windows: int = 1,
    step_size: int | None = None,
    level: list[int | float] | None = None,
    quantiles: list[float] | None = None,
) -> DataFrame

This method splits the time series into multiple training and testing windows and generates forecasts for each window. It enables evaluating forecast accuracy over different historical periods. Supports point forecasts and, optionally, prediction intervals or quantile forecasts.

Parameters:

Name	Type	Description	Default
`df`	`DataFrame`	DataFrame containing the time series to forecast. It must include as columns: `- "unique_id": an ID column to distinguish multiple series. - "ds": a time column indicating timestamps or periods. - "y": a target column with the observed values.`	required
`h`	`int`	Forecast horizon specifying how many future steps to predict in each window.	required
`freq`	`str`	Frequency of the time series (e.g. "D" for daily, "M" for monthly). See Pandas frequency aliases for valid values. If not provided, the frequency will be inferred from the data.	`None`
`n_windows`	`int`	Number of cross-validation windows to generate. Defaults to 1.	`1`
`step_size`	`int`	Step size between the start of consecutive windows. If None, it defaults to `h`.	`None`
`level`	`list[int \| float]`	Confidence levels for prediction intervals, expressed as percentages (e.g. [80, 95]). When specified, the output DataFrame includes lower and upper interval columns for each level.	`None`
`quantiles`	`list[float]`	Quantiles to forecast, expressed as floats between 0 and 1. Should not be used simultaneously with `level`. If provided, additional columns named "model-q-{percentile}" will appear in the output, where {percentile} is 100 × quantile value.	`None`

Returns:

Type Description

DataFrame

pd.DataFrame: DataFrame containing the forecasts for each cross-validation window. The output includes:

- "unique_id" column to indicate the series.
- "ds" column to indicate the timestamp.
- "y" column to indicate the target.
- "cutoff" column to indicate which window each forecast
  belongs to.
- point forecasts for each timestamp, series and model.
- prediction intervals if `level` is specified.
- quantile forecasts if `quantiles` is specified.

Source code in timecopilot/forecaster.py

def cross_validation(
    self,
    df: pd.DataFrame,
    h: int,
    freq: str | None = None,
    n_windows: int = 1,
    step_size: int | None = None,
    level: list[int | float] | None = None,
    quantiles: list[float] | None = None,
) -> pd.DataFrame:
    """
    This method splits the time series into multiple training and testing
    windows and generates forecasts for each window. It enables evaluating
    forecast accuracy over different historical periods. Supports point
    forecasts and, optionally, prediction intervals or quantile forecasts.

    Args:
        df (pd.DataFrame):
            DataFrame containing the time series to forecast. It must
            include as columns:

                - "unique_id": an ID column to distinguish multiple series.
                - "ds": a time column indicating timestamps or periods.
                - "y": a target column with the observed values.

        h (int):
            Forecast horizon specifying how many future steps to predict in
            each window.
        freq (str, optional):
            Frequency of the time series (e.g. "D" for daily, "M" for
            monthly). See [Pandas frequency aliases](https://pandas.pydata.
            org/pandas-docs/stable/user_guide/timeseries.html#offset-aliases)
            for valid values. If not provided, the frequency will be inferred
            from the data.
        n_windows (int, optional):
            Number of cross-validation windows to generate. Defaults to 1.
        step_size (int, optional):
            Step size between the start of consecutive windows. If None, it
            defaults to `h`.
        level (list[int | float], optional):
            Confidence levels for prediction intervals, expressed as
            percentages (e.g. [80, 95]). When specified, the output
            DataFrame includes lower and upper interval columns for each
            level.
        quantiles (list[float], optional):
            Quantiles to forecast, expressed as floats between 0 and 1.
            Should not be used simultaneously with `level`. If provided,
            additional columns named "model-q-{percentile}" will appear in
            the output, where {percentile} is 100 × quantile value.

    Returns:
        pd.DataFrame:
            DataFrame containing the forecasts for each cross-validation
            window. The output includes:

                - "unique_id" column to indicate the series.
                - "ds" column to indicate the timestamp.
                - "y" column to indicate the target.
                - "cutoff" column to indicate which window each forecast
                  belongs to.
                - point forecasts for each timestamp, series and model.
                - prediction intervals if `level` is specified.
                - quantile forecasts if `quantiles` is specified.
    """
    return self._call_models(
        "cross_validation",
        merge_on=["unique_id", "ds", "cutoff"],
        df=df,
        h=h,
        freq=freq,
        n_windows=n_windows,
        step_size=step_size,
        level=level,
        quantiles=quantiles,
    )

plot `staticmethod`

plot(
    df: DataFrame | None = None,
    forecasts_df: DataFrame | None = None,
    ids: list[str] | None = None,
    plot_random: bool = True,
    max_ids: int | None = 8,
    models: list[str] | None = None,
    level: list[float] | None = None,
    max_insample_length: int | None = None,
    plot_anomalies: bool = False,
    engine: str = "matplotlib",
    palette: str | None = None,
    seed: int | None = None,
    resampler_kwargs: dict | None = None,
    ax: Axes | ndarray | Figure | None = None,
)

Plot forecasts and insample values.

Parameters:

Name	Type	Description	Default
`df`	`DataFrame`	DataFrame with columns [`unique_id`, `ds`, `y`]. Defaults to None.	`None`
`forecasts_df`	`DataFrame`	DataFrame with columns [`unique_id`, `ds`] and models. Defaults to None.	`None`
`ids`	`list[str]`	Time Series to plot. If None, time series are selected randomly. Defaults to None.	`None`
`plot_random`	`bool`	Select time series to plot randomly. Defaults to True.	`True`
`max_ids`	`int`	Maximum number of ids to plot. Defaults to 8.	`8`
`models`	`list[str]`	Models to plot. Defaults to None.	`None`
`level`	`list[float]`	Prediction intervals to plot. Defaults to None.	`None`
`max_insample_length`	`int`	Maximum number of train/insample observations to be plotted. Defaults to None.	`None`
`plot_anomalies`	`bool`	Plot anomalies for each prediction interval. Defaults to False.	`False`
`engine`	`str`	Library used to plot. 'plotly', 'plotly-resampler' or 'matplotlib'. Defaults to 'matplotlib'.	`'matplotlib'`
`palette`	`str`	Name of the matplotlib colormap to use for the plots. If None, uses the current style. Defaults to None.	`None`
`seed`	`int`	Seed used for the random number generator. Only used if plot_random is True. Defaults to 0.	`None`
`resampler_kwargs`	`dict`	Keyword arguments to be passed to plotly-resampler constructor. For further custumization ("show_dash") call the method, store the plotting object and add the extra arguments to its `show_dash` method. Defaults to None.	`None`
`ax`	`matplotlib axes, array of matplotlib axes or plotly Figure`	Object where plots will be added. Defaults to None.	`None`

Source code in timecopilot/models/utils/forecaster.py

@staticmethod
def plot(
    df: pd.DataFrame | None = None,
    forecasts_df: pd.DataFrame | None = None,
    ids: list[str] | None = None,
    plot_random: bool = True,
    max_ids: int | None = 8,
    models: list[str] | None = None,
    level: list[float] | None = None,
    max_insample_length: int | None = None,
    plot_anomalies: bool = False,
    engine: str = "matplotlib",
    palette: str | None = None,
    seed: int | None = None,
    resampler_kwargs: dict | None = None,
    ax: plt.Axes | np.ndarray | plotly.graph_objects.Figure | None = None,
):
    """Plot forecasts and insample values.

    Args:
        df (pd.DataFrame, optional): DataFrame with columns
            [`unique_id`, `ds`, `y`]. Defaults to None.
        forecasts_df (pd.DataFrame, optional): DataFrame with
            columns [`unique_id`, `ds`] and models. Defaults to None.
        ids (list[str], optional): Time Series to plot. If None, time series
            are selected randomly. Defaults to None.
        plot_random (bool, optional): Select time series to plot randomly.
            Defaults to True.
        max_ids (int, optional): Maximum number of ids to plot. Defaults to 8.
        models (list[str], optional): Models to plot. Defaults to None.
        level (list[float], optional): Prediction intervals to plot.
            Defaults to None.
        max_insample_length (int, optional): Maximum number of train/insample
            observations to be plotted. Defaults to None.
        plot_anomalies (bool, optional): Plot anomalies for each prediction
            interval. Defaults to False.
        engine (str, optional): Library used to plot. 'plotly', 'plotly-resampler'
            or 'matplotlib'. Defaults to 'matplotlib'.
        palette (str, optional): Name of the matplotlib colormap to use for the
            plots. If None, uses the current style. Defaults to None.
        seed (int, optional): Seed used for the random number generator. Only
            used if plot_random is True. Defaults to 0.
        resampler_kwargs (dict, optional): Keyword arguments to be passed to
            plotly-resampler constructor. For further custumization ("show_dash")
            call the method, store the plotting object and add the extra arguments
            to its `show_dash` method. Defaults to None.
        ax (matplotlib axes, array of matplotlib axes or plotly Figure, optional):
            Object where plots will be added. Defaults to None.
    """
    df = ensure_time_dtype(df, time_col="ds")
    if forecasts_df is not None:
        forecasts_df = ensure_time_dtype(forecasts_df, time_col="ds")
    return plot_series(
        df=df,
        forecasts_df=forecasts_df,
        ids=ids,
        plot_random=plot_random,
        max_ids=max_ids,
        models=models,
        level=level,
        max_insample_length=max_insample_length,
        plot_anomalies=plot_anomalies,
        engine=engine,
        resampler_kwargs=resampler_kwargs,
        palette=palette,
        seed=seed,
        id_col="unique_id",
        time_col="ds",
        target_col="y",
        ax=ax,
    )

timecopilot.forecaster