Forecast Extension | AnoFox | Enterprise Forecasting

Anofox Forecast brings enterprise time-series forecasting directly to DuckDB. Generate forecasts with 32 state-of-the-art models using pure SQL - no Python, no complex pipelines, zero data movement.

-- Load the extension
LOAD anofox_forecast;

-- Forecast your first series
SELECT *
FROM ts_forecast_by(
    'sales_data',           -- Your table
    product_id,             -- Group column
    date,                   -- Date column
    amount,                 -- Value column
    'AutoETS',              -- Model
    28,                     -- Forecast horizon (days)
    '1d',                   -- Frequency
    MAP{'seasonal_period': '7'}
);

This returns 28 future forecasts with prediction intervals per series - all computed in-database.