Show HN: Unplugg: An automated Forecasting API for timeseries data

Not really. We're directing this more towards a completely automated use-case of forecasting with no human interaction, so it's not on our plans to release internal parameterization of the forecast.

Hmm, I think at the minimum, the variance of the forecasted results should be obtainable. I'm not sure how many people would use a black box model without knowing some sort of performance/statistical confidence metric.

Yeah, it's kind of verbose right now :p We'll get around to it when we make sure the forecast is the best it can be.

EDIT: But XML payloads are actually a really useful idea, it's going ASAP to the Trello board. :p

Remnants of working with energy consumption and smart meter data - our examples are still a bit focused on that. On the other hand, the current version is able to handle distinct/heterogeneous intervals, although it clearly does not perform as well. We try (maybe too) hard to mangle the incoming data into something as _standard_ as possible for our models, and sometimes those transforms are not kind to sparse data.

We've been expecting this question all day long.

As fate has it, we have no connection to FB's Prophet - we at Whitesmith have been working on unplugg for some time now and decided a few weeks ago that this week we'd share it on some communities to have more people testing it and more feedback. It seems that the folks over at Facebook decided something similar. You know what they say, great minds :p

Joking aside, as intimidating as it might have been to see FB releasing a related tool, we feel that we still fill a different segment. From what I've been reading today, Prophet is a tool tailored for timeseries forecasting with human interaction and input in mind - it can work like a black forecasting box but it seems that it is the most useful when paired with an analyst that can keep looking at the output and tweak the model accordingly. It is _really friendly_ as far as forecasting packages go and trust me, we looked at a fair amount of them. That and the use of ProbProgramming to infer their params is just awesome (I'm a fervent Bayesian at heart).

Unplugg on the other hand, fills the need for a "generic" forecasting tool for uses where you don't want/need much specific tailoring and want a really Plug&Play solution - it's an API that you can call from pretty much everywhere, with no dependencies or specific environments needed (so no need to deploy your own R/Python/Matlab - yikes - environment where your models live and run). One possible use case would be an energy monitoring portal that lives completely client-side and requests forecasts to our API on-the-fly directly from the client.

We are still actively developing and testing different forecasting models - the one running is just the one we feel most confident about - and will be looking at Prophet as a possible alternative (although I haven't seen their license carefully, so can't be sure).