Installation & Setup

Get AnoFox Forecast running in minutes.

System Requirements

Requirement	Version
DuckDB	1.4.3 or later
OS	Linux, macOS, Windows
Architecture	x86_64, ARM64, WASM

Installation

Install from the DuckDB Community Registry:

INSTALL anofox_forecast FROM community;
LOAD anofox_forecast;

For local builds or development versions, see the GitHub repository.

Verify Installation

-- Load extension
LOAD anofox_forecast;

-- Test with a simple forecast
CREATE TABLE test_data AS
SELECT DATE '2023-01-01' + INTERVAL (i) DAY AS date,
       'series_1' AS id,
       100 + i AS value
FROM generate_series(0, 99) t(i);

SELECT * FROM ts_forecast_by(
    'test_data', id, date, value,
    'Naive', 7, '1d', MAP{}
)
LIMIT 3;

Persistent Loading

To load the extension automatically, create a .duckdbrc file:

# ~/.duckdbrc
LOAD anofox_forecast;

---

Frequency Format

Many functions require a frequency parameter. Three formats are supported:

Format	Example	Description
Integer	7	Period in observations
Polars-style	'1d', '7d', '1w', '1mo', '1q', '1y'	String duration
DuckDB INTERVAL	INTERVAL 7 DAY	Native DuckDB interval

Examples:

-- All equivalent for weekly data
SELECT * FROM ts_fill_gaps('data', 'id', 'date', 'value', 7);
SELECT * FROM ts_fill_gaps('data', 'id', 'date', 'value', '1w');
SELECT * FROM ts_fill_gaps('data', 'id', 'date', 'value', '7d');

Common Frequencies:

Data	Integer	String
Daily → Weekly	7	'1w' or '7d'
Hourly → Daily	24	'1d' or '24h'
Daily → Monthly	30	'1mo'
Daily → Yearly	365	'1y'
Weekly → Yearly	52	'52w'
Monthly → Yearly	12	'12mo'

---

Key Design Principles

NULL Handling

• Most functions ignore NULL values in calculations
• NULLs in arrays are skipped, not replaced
• Use ts_fill_nulls_* functions to handle NULLs before forecasting

Minimum Requirements

Function Type	Minimum Observations
Basic statistics	3
Period detection	4-32 (varies by method)
Forecasting	2 × seasonal_period recommended
Feature extraction	10+ for reliable results

Function Naming

All functions follow the pattern:

anofox_fcst_ts_<operation>[_variant]

Short aliases are available:

Full Name	Short Alias
anofox_fcst_ts_forecast_by	ts_forecast_by
anofox_fcst_ts_detect_periods_by	ts_detect_periods_by
anofox_fcst_ts_fill_gaps_by	ts_fill_gaps_by

Case Sensitivity

• Function names are case-insensitive
• Column names follow DuckDB's standard rules
• Model names (e.g., 'AutoETS') are case-sensitive