Soothsayer - Time-series data forecast like NeuralProphet

Soothsayer is an Elixir library for time series forecasting, inspired by Facebook’s Prophet and NeuralProphet. It provides a flexible and easy-to-use interface for creating and training forecasting models.

It’s a neural network but it focuses on understandability and explainability, useful when you need to present the model output to human review.

Launched at ElixirConf US 2024 in Orlando.

Slides: Soothsayer: Using Neuralprophet, Axon, Nx and Livebook to Forecast Business Data in Elixir - Speaker Deck
Video: https://www.youtube.com/watch?v=3LmKRrLUn5w

There’s lots of features missing from NeuralProphet (check the README). I’ll be implementing them, but if you are interested in anything, let me know.

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Updated the lib to include Auto Regression, Event/Holiday modeling, Piecewise Linear Trend. It performs a lot better.

btw the ElixirConf 2024 presentation:

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