Agent skill

Algo Forecast Arima

by asgard-ai-platform in asgard-ai-platform/skills

Build ARIMA models for time series forecasting with trend and seasonality decomposition.

MITAuto-check passedData & Analytics

Install Algo Forecast Arima

skills CLI
$ npx skills add asgard-ai-platform/skills --skill algo-forecast-arima -a claude-code

Project install by default; add -g for ~/.claude/skills/.

GitHub CLI
$ gh skill install asgard-ai-platform/skills algo-forecast-arima --agent claude-code

Project scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).

Manual copy
$ git clone --depth 1 https://github.com/asgard-ai-platform/skills.git skills-src && mkdir -p .claude/skills && cp -r skills-src/algo-forecast-arima .claude/skills/algo-forecast-arima && rm -rf skills-src

Use ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.

Claude Code skills documentation · loads skills from .claude/skills/

Facts

Skill name
algo-forecast-arima
GitHub stars
242
Token cost
~1.2k tokens
SKILL.md length
457 words
Files
4 (incl. references)
Skills in repo
207
Repo updated
First seen
Licence
MIT

At a glance

Build ARIMA models for time series forecasting with trend and seasonality decomposition.

  • Works in 4 steps: Input Validation → Core Algorithm → Verification → …
  • The user needs to forecast future values from historical sequential data
  • SKILL.md covers Overview, When to Use, Algorithm and Output Format, plus 3 more sections
  • Instructions only: no scripts, shell commands, URLs or credentials in SKILL.md

What it does

Algo Forecast Arima is an agent skill from asgard-ai-platform/skills. Build ARIMA models for time series forecasting with trend and seasonality decomposition. Use this skill when the user needs to forecast future values from historical sequential data, test for stationarity, or select ARIMA parameters — even if they say 'time series forecast', 'predict next month sales', or 'ARIMA model'.

Its SKILL.md is about 1.2k tokens, which your agent loads only when the skill is triggered. The skill folder holds 5 other files, including reference files (for example `examples/sample_scenario.md`, `references/acf-pacf.md` and `references/seasonal-arima.md`).

It sits in Data & Analytics, covering Forecasting and time series. The repository describes itself as: 301 open-source coding agent skills across 22 domains — methodology, judgment & gotchas packaged as Claude Agent Skills for the Asgard AI Platform. The licence is MIT.

When your agent uses it

  • The user needs to forecast future values from historical sequential data
  • Test for stationarity
  • Select ARIMA parameters — even if they say time series forecast
  • Predict next month sales

Example prompts

  • “time series forecast”
  • “predict next month sales”
  • “ARIMA model”
  • “/algo-forecast-arima”

Workflow steps

4 steps, taken from the step headings in SKILL.md.

  1. Input Validation
  2. Core Algorithm
  3. Verification
  4. Output

What it can do on your machine

Read from SKILL.md and the folder at commit 4e7f4f8. It shows what the files ask for, not the result of running them.

  • Tool permissions

    Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.

    From allowed-tools in the SKILL.md frontmatter.

  • Runs code

    No scripts in the folder and no shell commands in SKILL.md (its code samples are json).

    From the folder's file list and the shell code blocks in SKILL.md.

  • Network

    No URLs in SKILL.md.

    From URLs in SKILL.md, links to its own repository left out.

  • Credentials

    Names no API keys, tokens, secrets or passwords.

    From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.

Context cost

Algo Forecast Arima loads about 1.2k tokens when it runs, and up to ~7.9k if it reads all its reference files. Until then it costs about 85 tokens; SKILL.md has 457 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~85
When it runs · the whole SKILL.md, loaded when a task matches
~1.2k
With references · SKILL.md plus every file in references/, read only if the agent opens them
~7.9k

Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.

Safety

Auto-check passed

The automated check found no risky patterns in SKILL.md.

Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); files beside SKILL.md are not scanned.

SKILL.md

The full file from asgard-ai-platform/skills at commit 4e7f4f8, republished under its MIT licence (© asgard-ai-platform). 457 words, ~1,157 tokens.

Download SKILL.mdSave it as .claude/skills/algo-forecast-arima/SKILL.md (or your agent's skills folder). This skill also uses 3 other files; get the full folder from GitHub.
name
algo-forecast-arima
description
Build ARIMA models for time series forecasting with trend and seasonality decomposition. Use this skill when the user needs to forecast future values from historical sequential data, test for stationarity, or select ARIMA parameters — even if they say 'time series forecast', 'predict next month sales', or 'ARIMA model'.
metadata.category
WP-47 時間序列預測
metadata.tags
forecasting, arima, time-series, statistics

ARIMA Time Series Model

Overview

ARIMA(p,d,q) combines autoregression (AR), differencing (I), and moving average (MA) for time series forecasting. Seasonal variant: SARIMA(p,d,q)(P,D,Q,s). Requires stationary data (achieved through differencing). Best for univariate series with clear trend/seasonality patterns.

When to Use

Trigger conditions:

  • Forecasting univariate time series (sales, demand, traffic)
  • Data has clear trend and/or seasonal patterns
  • Need interpretable model with statistical properties

When NOT to use:

  • For multivariate forecasting with many external features (use ML models)
  • For very long-range forecasts (ARIMA confidence intervals widen rapidly)
  • For irregular/event-driven data (use causal models)

Algorithm

IRON LAW: ARIMA Requires STATIONARY Data
Non-stationary data (trend, changing variance) violates ARIMA assumptions.
Test stationarity with ADF test (p < 0.05 = stationary).
If non-stationary: difference the series (d=1 usually suffices).
If still non-stationary after d=2, ARIMA may not be appropriate.
Phase 1: Input Validation

Check: regular time intervals, no missing values (impute if needed), minimum 50 observations (ideally 2+ full seasonal cycles). Test stationarity with ADF test. Gate: Data is regular, sufficient length, stationarity assessed.

Phase 2: Core Algorithm
  1. Stationarity: ADF test. If p > 0.05, difference (d=1). Retest.
  2. Parameter selection: Examine ACF/PACF plots. Or use auto_arima (AIC-based grid search).
    • p (AR terms): PACF cutoff lag
    • q (MA terms): ACF cutoff lag
    • d: number of differences needed
  3. Fit model: Maximum likelihood estimation
  4. Forecast: Generate predictions with confidence intervals
Phase 3: Verification

Check residuals: should be white noise (no autocorrelation). Ljung-Box test (p > 0.05 = no autocorrelation). Residuals normally distributed. Gate: Residuals pass Ljung-Box test, no remaining patterns.

Phase 4: Output

Return forecasts with confidence intervals.

Output Format

json
{
  "forecasts": [{"period": "2025-04", "forecast": 1250, "lower_95": 1100, "upper_95": 1400}],
  "model": {"order": [1,1,1], "seasonal_order": [1,1,1,12], "aic": 520.3},
  "metadata": {"training_periods": 60, "forecast_horizon": 12}
}

Examples

Sample I/O

Input: 12 monthly observations with upward trend: [10, 12, 14, 16, 18, 20, 22, 24, 26, 28, 30, 32]

Step 1: First difference = [2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2] (constant → stationary, d=1 sufficient)

Step 2: ARIMA(0,1,0) random walk with drift μ=2 is the simplest fitting model.

Expected forecast (ARIMA(0,1,0) with drift=2):

  • Period 13: 32 + 2 = 34
  • Period 14: 32 + 4 = 36
  • Period 15: 32 + 6 = 38

Verify: differenced series is constant (2) → no AR/MA terms needed. Residuals are exactly 0 → perfect fit (toy example). On real data, residuals should pass Ljung-Box (p > 0.05).

Show full SKILL.md (136 more words)Show less
Edge Cases
InputExpectedWhy
No trend, no seasonalityARIMA(p,0,q)No differencing needed
Strong trend onlyARIMA(p,1,q)Single difference removes linear trend
Multiple seasonalitiesARIMA may struggleConsider Prophet or TBATS instead

Gotchas

  • Over-differencing: d=2 when d=1 suffices introduces unnecessary noise. Check if first difference is stationary before differencing again.
  • Auto-ARIMA isn't magic: AIC-based selection can pick overfit models. Always check residual diagnostics regardless of auto selection.
  • Confidence intervals widen fast: Multi-step forecasts accumulate uncertainty. Don't trust point forecasts beyond 2-3 seasonal cycles.
  • Calendar effects: Business days, holidays, and leap years affect monthly/weekly data. ARIMA doesn't handle these natively — add regressors or use Prophet.
  • Structural breaks: ARIMA assumes the data-generating process is stable. COVID, market shocks, or policy changes break this assumption.

References

  • For ACF/PACF interpretation guide, see references/acf-pacf.md
  • For SARIMA seasonal parameter selection, see references/seasonal-arima.md

© asgard-ai-platform, MIT. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file

Files

SKILL.md and 3 other files (references) in algo-forecast-arima of asgard-ai-platform/skills.

  • SKILL.md
  • examples/sample_scenario.md
  • references/acf-pacf.md
  • references/seasonal-arima.md

Open the folder on GitHubat commit 4e7f4f8

Compare with similar skills

Algo Forecast Arima next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.

Algo Forecast Arima compared with similar skills
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StatsmodelszLanqing/codex-claude-academic-skills4.7k15 repos~4.9kAutomated safety check: PassBSD-3-Clause
Timesfm ForecastingzLanqing/codex-claude-academic-skills4.7k3 repos~7.5kAutomated safety check: NotesApache-2.0
Find Hypertable Candidatestimescale/pg-aiguide1.9k1 repos~2.6kAutomated safety check: PassApache-2.0
Pensieve Searcharkohut/pensieve1.4k—~8.2kAutomated safety check: PassApache-2.0

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Questions about Algo Forecast Arima

What does Algo Forecast Arima do?

Build ARIMA models for time series forecasting with trend and seasonality decomposition. Algo Forecast Arima is an agent skill from asgard-ai-platform/skills. Build ARIMA models for time series forecasting with trend and seasonality decomposition.

When should I use Algo Forecast Arima?

Algo Forecast Arima fits situations like: the user needs to forecast future values from historical sequential data; test for stationarity; select ARIMA parameters — even if they say time series forecast; predict next month sales.

How do I install Algo Forecast Arima in Claude Code?

Run `npx skills add asgard-ai-platform/skills --skill algo-forecast-arima -a claude-code`. Or copy the skill folder (algo-forecast-arima in asgard-ai-platform/skills) into .claude/skills/algo-forecast-arima in your project. Claude Code loads it when a task matches its description.

How do I install Algo Forecast Arima in Codex?

Run `npx skills add asgard-ai-platform/skills --skill algo-forecast-arima -a codex`. Or copy the skill folder (algo-forecast-arima in asgard-ai-platform/skills) into .agents/skills/algo-forecast-arima in your project. Codex loads it when a task matches its description.

Can I use Algo Forecast Arima in Cursor, Gemini CLI or GitHub Copilot?

Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add asgard-ai-platform/skills --skill algo-forecast-arima -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/algo-forecast-arima, .gemini/skills/algo-forecast-arima, .github/skills/algo-forecast-arima and .opencode/skills/algo-forecast-arima in your project.

What does Algo Forecast Arima need to run?

SKILL.md names no scripts, command-line tools or credentials: Algo Forecast Arima is instructions for the agent only.

Does Algo Forecast Arima access the network?

SKILL.md contains no URLs. Any network use would come from the scripts or tools the agent runs. This is read from the text; nothing was executed.

Is Algo Forecast Arima safe to install?

Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. Review the folder before installing.

What licence does Algo Forecast Arima use?

Algo Forecast Arima is published under the MIT licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.

How many tokens does Algo Forecast Arima use?

About 1.2k tokens (SKILL.md is roughly 4.6k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full. Its references folder adds about 6.7k tokens, read only when the agent opens those files.

What are the alternatives to Algo Forecast Arima?

Skills that share tags, products or a category with Algo Forecast Arima: TimesFM Forecasting (google-research/timesfm, 34k stars), Statsmodels (zLanqing/codex-claude-academic-skills, 4.7k stars), Timesfm Forecasting (zLanqing/codex-claude-academic-skills, 4.7k stars) and Find Hypertable Candidates (timescale/pg-aiguide, 1.9k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Algo Forecast Arima?

asgard-ai-platform (a GitHub organization) maintains it in asgard-ai-platform/skills, which has 242 GitHub stars. The repository holds 207 skills in this directory. The repository was last updated on June 6, 2026.

Source: asgard-ai-platform/skills on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.