nixtla-experiment-architect
Generate production-ready forecasting experiments with StatsForecast and TimeGPT. Use when setting up model benchmarking or cross-validation. Trigger with 'scaffold experiment' or 'compare models'.
When & Why to Use This Skill
The Nixtla Experiment Architect is a specialized Claude skill designed to automate the creation of production-ready time-series forecasting experiments. By leveraging industry-leading libraries like StatsForecast and TimeGPT, it streamlines the process of model benchmarking, cross-validation, and performance evaluation. This tool eliminates manual boilerplate by scaffolding complete experiment harnesses, allowing data scientists and developers to rapidly transition from raw data to rigorous model comparison and deployment-ready forecasting pipelines.
Use Cases
- Model Benchmarking: Automatically compare the accuracy of traditional statistical models (like AutoARIMA and AutoETS) against modern foundation models (TimeGPT) to determine the best fit for specific business data.
- Automated Cross-Validation: Quickly set up rolling-origin or expanding-window cross-validation schemes to ensure forecasting robustness and prevent overfitting in temporal datasets.
- Standardized Experiment Scaffolding: Generate consistent, YAML-based configuration files and runnable Python harnesses for retail sales, energy demand, or financial market forecasting to ensure reproducibility across teams.
- Rapid Prototyping: Use the 'scaffold experiment' trigger to instantly create a full directory structure and script set for new forecasting projects, reducing setup time from hours to seconds.
| name | nixtla-experiment-architect |
|---|---|
| description | "Generate production-ready forecasting experiments with StatsForecast and TimeGPT. Use when setting up model benchmarking or cross-validation. Trigger with 'scaffold experiment' or 'compare models'." |
| allowed-tools | "Read,Write,Glob,Grep,Edit" |
| version | "1.0.0" |
| author | "Jeremy Longshore <jeremy@intentsolutions.io>" |
| license | MIT |
Nixtla Experiment Architect
Design and scaffold complete forecasting experiments using Nixtla's libraries.
Overview
This skill creates production-ready experiment harnesses:
- Configuration management: YAML-based experiment config
- Multi-model comparison: StatsForecast + MLForecast + TimeGPT
- Cross-validation: Rolling-origin or expanding-window
- Metrics evaluation: SMAPE, MASE, MAE, RMSE
Prerequisites
Required:
- Python 3.8+
statsforecast,utilsforecast
Optional:
mlforecast: For ML modelsnixtla: For TimeGPTNIXTLA_API_KEY: TimeGPT access
Installation:
pip install statsforecast mlforecast nixtla utilsforecast pyyaml
Instructions
Step 1: Gather Requirements
Collect experiment parameters:
- Data source path
- Target column name
- Forecast horizon (e.g., 14 days)
- Frequency (D, H, W, M)
- Unique ID column (optional)
Step 2: Generate Configuration
python {baseDir}/scripts/generate_config.py \
--data data/sales.csv \
--target sales \
--horizon 14 \
--freq D \
--output forecasting/config.yml
Step 3: Scaffold Experiment
python {baseDir}/scripts/scaffold_experiment.py \
--config forecasting/config.yml \
--output forecasting/experiments.py
Step 4: Run Experiment
python forecasting/experiments.py
Step 5: Review Results
cat forecasting/results/metrics_summary.csv
Output
- forecasting/config.yml: Experiment configuration
- forecasting/experiments.py: Runnable experiment harness
- forecasting/results/: Metrics and forecasts (after running)
Error Handling
Error:
Data file not foundSolution: Verify data source path in configError:
Column not foundSolution: Check column names match your dataError:
Missing required packageSolution: Install missing dependencies with pipError:
Cross-validation failedSolution: Ensure enough data for n_windows
Examples
Example 1: Daily Sales Forecast
python {baseDir}/scripts/generate_config.py \
--data data/sales.csv \
--target revenue \
--horizon 30 \
--freq D \
--id_col store_id
Output config.yml:
data:
source: data/sales.csv
target: revenue
unique_id: store_id
forecasting:
horizon: 30
freq: D
models:
- SeasonalNaive
- AutoETS
- AutoARIMA
Example 2: Hourly Energy Forecast
python {baseDir}/scripts/generate_config.py \
--data data/energy.csv \
--target consumption \
--horizon 24 \
--freq H
Resources
- Scripts:
{baseDir}/scripts/ - Templates:
{baseDir}/assets/templates/ - Nixtla Docs: https://nixtla.github.io/
Related Skills:
nixtla-timegpt-lab: Core forecasting guidancenixtla-schema-mapper: Data transformationnixtla-prod-pipeline-generator: Production deployment