PyCaret Time Series Forecasting: AutoML for Sequential Data

PyCaret makes time series forecasting easy, automating predictions for sales, stocks, or ETAs in minutes. In this post, I will show simple code for sequential data—no complex ARIMA or stationarity tests needed.

Time series forecasting uses past patterns to predict future values. It captures trends (steady rise/fall), seasonality (weekly/monthly repeats), and noise. Unlike regular ML, order matters—yesterday affects tomorrow. Perfect for ETA predictions with models like ARIMA, Prophet, or ETS, measured by MASE or SMAPE.

Effortless Setup

Install via pip install pycaret[full] ts.

from pycaret.time_series import *

from pycaret.datasets import get_data

y = get_data(‘airline_passenger’)

setup(y, fh=12, fold=3) # Auto-detects trends, seasonality, stationarity

Smart Model Comparison

best_model = compare_models() # Ranks ARIMA, ETS, Prophet

exp_smooth = create_model(‘exp_smooth’)

tuned_exp = tune_model(exp_smooth)

StepCodeWhat It Does
Setupsetup(y, fh=12)Detects patterns & splits ​
Comparecompare_models()Tests 10+ models auto
Tunetune_model('prophet')Hyperparameter optimization
Forecastpredict_model(tuned_exp, fh=24)Future predictions ready

Real-World Deployment

plot_model(tuned_exp, plot=’forecast’) # Visual proof

save_model(tuned_exp, ‘eta_forecast’) # Production ready

For ETAs, use traffic data—handles weather too

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