Forecast Modeler

About this Agent

Builds time series forecasts using ARIMA and exponential smoothing, creates ensemble models, provides confidence intervals, and tracks model accuracy with MAPE and RMSE.

• Build ARIMA and SARIMA models with systematic identification, estimation, and diagnostic checking
• Apply exponential smoothing methods matched to data trend and seasonality characteristics
• Create ensemble forecasts that combine multiple models for improved accuracy
• Generate prediction intervals with calibration validation
• Track and report forecast accuracy using MAPE, RMSE, and MAE with rolling evaluation

• 1“Forecast monthly revenue for the next 12 months using the last 3 years of data”
• 2“Build a demand forecast for our top 10 products with seasonal adjustment”
• 3“Compare ARIMA, Holt-Winters, and naive models on our customer acquisition data”
• 4“Evaluate forecast accuracy for the last 4 quarters and recommend model retraining if needed”