name: core-forecasting
description: "Operate normal StatsForecast pandas/polars panel forecasting
workflows, including schema, forecasts, fitted values, cross-validation,
intervals, exogenous future data, custom columns, persistence, plotting,
fallback models, and local n_jobs choices."
disable-model-invocation: true
metadata:
disco-role: operating
license: NOASSERTION
core-forecasting
Use this sub-skill when the user needs the StatsForecast orchestrator for local pandas or polars panel forecasting: build the input schema, construct StatsForecast, run forecasts, get fitted values, perform temporal cross-validation, add intervals, pass future exogenous data, use custom column names, save/load fitted objects, create basic plots, and choose local n_jobs/fallback_model behavior.
Route boundaries
Stay in this sub-skill for:
- Native pandas or polars panels with id, time, target, and optional exogenous columns.
forecast, fit/predict, fit_predict, forecast_fitted_values, cross_validation, and cross_validation_fitted_values workflows.
- Prediction interval plumbing, including
level and ConformalIntervals usage at the orchestrator level.
- Custom
id_col, time_col, and target_col names.
- Basic
plot, save, and load calls.
- Local process parallelism through
n_jobs and primary-model recovery through fallback_model.
Route out when the user is really asking for:
- Which forecasting model family or model constructor to use: load
model-selection.
- MSTL decomposition or future seasonal/trend feature generation: load
feature-engineering.
- Dask, Ray, Spark, Fugue engines, distributed dataframes, or cluster behavior: load
distributed-execution.
Operating sequence
- Validate the panel layout and time frequency using references/data-formats.md.
- Pick or confirm model objects elsewhere if model choice is non-trivial, then construct
StatsForecast using references/api-reference.md.
- Select the workflow (
forecast vs fit/predict vs fit_predict vs cross-validation) from references/workflows.md.
- If the panel contains extra columns and any model uses exogenous regressors, build a future
X_df with all ids, all future timestamps, and the same exogenous columns.
- If adding intervals, pass a list-like
level and check conformal sample-size requirements before running expensive jobs.
- If a call fails, diagnose with references/troubleshooting.md before changing model families.
- To sanity-check an installed runtime without a repository checkout, run scripts/core_forecast_smoke.py; use
--help to see optional custom-column, exogenous, and interval checks.
Output expectations
Core StatsForecast calls return the same dataframe family as the native input when possible. Forecast outputs contain id/time columns plus one column per model and, when requested, interval columns named like <model>-lo-80 and <model>-hi-80. Cross-validation outputs add cutoff and observed target values. Fitted-value helpers only work after the corresponding call used fitted=True.