| --- |
| language: en |
| license: mit |
| tags: |
| - time-series |
| - forecasting |
| - arima |
| - chronos |
| - lstm |
| - api |
| --- |
| |
| # TSFA — Time Series Forecasting API |
|
|
| **Predict future values with calibrated confidence intervals via a simple REST API.** |
|
|
| TSFA handles the full forecasting pipeline: automatic preprocessing, model selection, |
| uncertainty quantification, and diagnostics — no ML expertise required. |
|
|
| ## Available on RapidAPI |
|
|
| 🚀 **[Try the API on RapidAPI](https://rapidapi.com/dorianmrt/api/tsfa)** |
|
|
| Free tier available. No credit card required to start. |
|
|
| ## Quick Start |
|
|
| ```python |
| import requests |
| |
| resp = requests.post( |
| "https://tsfa.p.rapidapi.com/v1/forecast/univariate", |
| headers={ |
| "X-RapidAPI-Key": "YOUR_KEY", |
| "X-RapidAPI-Host": "tsfa.p.rapidapi.com", |
| }, |
| json={ |
| "series": [120, 132, 128, 145, 139, 152, 148, 160, 155, 168], |
| "horizon": 7, |
| "model": "auto", |
| }, |
| ) |
| print(resp.json()["forecast"]["mean"]) |
| # [171.2, 174.5, 177.8, 181.0, 184.3, 187.6, 190.8] |
| ``` |
|
|
| ## Use Cases |
|
|
|  |
| *Retail demand forecast — 14-day ahead with 80% and 95% confidence intervals* |
|
|
|  |
| *EUR/USD exchange rate forecast — 30-day ahead with 95% probability band* |
|
|
|  |
| *Energy consumption forecast — 48h ahead (ETT-h1 real data)* |
|
|
|
|
| ## Models |
|
|
| | Model | Credits | Best For | |
| |-------|---------|----------| |
| | `auto` | 1 | Automatic selection — recommended | |
| | `arima` | 1 | Stationary series, interpretable | |
| | `chronos` | 1 | Pre-trained transformer (zero-shot) | |
| | `lstm` | 2 | Long sequences, complex patterns | |
|
|
| ## Benchmarks |
|
|
| Evaluated via sliding-window backtesting (5 windows) on public datasets. |
|
|
| | Dataset | Model | Horizon | MAE | RMSE | MAPE | sMAPE | |
| |---------|-------|---------|-----|------|------|-------| |
| | ett_h1 | arima | 24 | 2.4524 | 2.9405 | 10.12% | 10.74% | |
| | ett_h1 | naive | 24 | 2.4524 | 2.9405 | 10.12% | 10.74% | |
| | ett_h1 | seasonal_naive | 24 | 1.9263 | 2.2837 | 8.25% | 8.74% | |
| | exchange_rate | arima | 30 | 0.0085 | 0.0100 | 1.13% | 1.13% | |
| | exchange_rate | naive | 30 | 0.0085 | 0.0100 | 1.13% | 1.13% | |
| | exchange_rate | seasonal_naive | 30 | 0.0103 | 0.0117 | 1.37% | 1.37% | |
| | m5_sample | arima | 14 | 9.0427 | 10.5617 | 7.63% | 7.43% | |
| | m5_sample | naive | 14 | 14.3541 | 16.7054 | 11.45% | 11.74% | |
| | m5_sample | seasonal_naive | 14 | 5.0372 | 6.2019 | 4.24% | 4.18% | |
|
|
| Datasets: ETT-h1 (electricity transformer temperature), Exchange Rate (8 currencies), |
| M5 (retail sales). All results are out-of-sample. |
|
|
| ## Endpoints |
|
|
| | Method | Path | Description | |
| |--------|------|-------------| |
| | POST | `/v1/forecast/univariate` | Forecast a single series | |
| | POST | `/v1/forecast/batch` | Forecast 50–500 series in parallel | |
| | POST | `/v1/validate` | Backtest with sliding-window cross-validation | |
| | GET | `/v1/models` | List available models | |
| | GET | `/v1/usage` | Check credit consumption | |
| | GET | `/health` | API health status | |
|
|
| ## Plans |
|
|
| | Plan | Monthly Credits | Rate Limit | Price | |
| |------|----------------|------------|-------| |
| | Free | 500 | 10 req/min | $0 | |
| | Basic | 10,000 | 30 req/min | $49 | |
| | Pro | 50,000 | 100 req/min | $199 | |
| | Ultra | 200,000 | 300 req/min | $499 | |
|
|
| ## License |
|
|
| MIT — see [GitHub](https://github.com/Eymdey/tsfa) |
|
|
