StatsForecast is a production-grade Python library for large-scale statistical time series forecasting. It provides a scikit-learn-like API (fit/predict) with over 30 models including AutoARIMA, AutoETS, AutoCES, AutoTheta, TBATS, MSTL, GARCH, and intermittent demand models. The library achieves high performance through a hybrid architecture: core algorithms are implemented in C++ using Eigen and pybind11, while Python handles orchestration, model selection, and validation. It supports distributed computing via Fugue (Spark, Dask, Ray) and multiprocessing, enabling forecasting on millions of time series. The library also includes conformal prediction intervals, cross-validation, simulation, and feature engineering utilities. While primarily an application library, the repository has a strong research component with extensive benchmarking experiments against R's forecast package, pmdarima, Prophet, NeuralProphet, and Amazon Forecast. These experiments are well-documented with reproducible environments (Docker, conda, Makefiles) and use public datasets (M3, M4, M5, Tourism, ERCOT). The codebase is actively maintained with CI/CD across multiple OS/Python versions, automated wheel building, and documentation pipelines using Quarto and Mintlify. The architecture is clean and modular: models inherit from a common base class (_TS), distributed backends implement a ParallelBackend interface, and C++ code is separated into submodules. Notable reusable components include a generic Nelder-Mead optimizer, a unified distribution framework, and a stepwise ARIMA search algorithm ported from R. The library is well-tested with comprehensive unit and integration tests.
This is an R package (`parameters`) from the easystats ecosystem that provides a unified interface for extracting, formatting, and comparing parameters from a vast array of statistical models (lm, glmmTMB, brms, lme4, lavaan, fixest, etc.). The package functions as a model-parameter reporting engine: it takes a fitted model object and returns a tidy data frame with coefficients, standard errors, confidence intervals, p-values, and effect sizes, supporting various inference methods (Wald, profile, bootstrap, Kenward-Roger, Satterthwaite). Beyond basic extraction, it offers standardization, bootstrapping, equivalence testing, p-value functions, dominance analysis, and data reduction (PCA, EFA, clustering). The architecture relies heavily on S3 generic dispatch (e.g., `model_parameters.lm`, `model_parameters.glmmTMB`) and integrates with the easystats stack (`insight` for model introspection, `bayestestR` for Bayesian indices, `datawizard` for data manipulation). Output can be formatted as plain text, markdown, or HTML, making it suitable for both interactive use and automated reporting. The package is actively maintained with extensive test coverage and continuous integration.