georgeguimaraes / soothsayer

What it does

Soothsayer is an Elixir library for time series forecasting, inspired by Facebook's Prophet and NeuralProphet. It decomposes your time series into interpretable components (trend, seasonality, auto-regression, events, regressors) and uses neural networks to learn the patterns. On plain series it lands where Prophet does, and when a series has more to it there are the neural pieces: auto-regression, lagged regressors, networks on regressors, and one model over many series.