The Nixtlaverse: An Open-Source Ecosystem for Forecasting

Abstract:Large forecasting applications often combine statistical, machine-learning, and neural models. These families solve the same problem but differ in fitted state, training procedures, and how they parallelize work. Forecasting software must therefore either hide these differences behind a single estimator interface, or keep the families in separate packages, forcing users to rewrite data preparation and evaluation for every package. We present the Nixtlaverse, an ecosystem of open-source Python libraries for time series forecasting, as a case study of a third design: all libraries share the same long-format panel data and keyed forecast outputs, while every model family keeps its own specialized implementation. We demonstrate this design through three use cases on the public M5 competition data. First, we evaluate statistical, machine-learning, and neural models, and an external engine from a separate ecosystem, in a single rolling-origin evaluation with per-series and hierarchy-weighted metrics. Second, we profile runtime and peak memory from 100 to 30,490 series and locate each family's bottleneck: statistical fitting scales approximately linearly in the number of series, feature construction dominates machine-learning memory, and neural training time is nearly independent of panel size under a fixed training budget. Third, we reconcile the forecasts of multiple engines, including the external one, over all 42,840 series of the M5 hierarchy, with sparse reconciliation where dense implementations exhausted memory. These use cases establish the costs, boundaries, and utility of shared data and output contracts. The Nixtlaverse has seen substantial public distribution, scholarly reuse, and adoption through other forecasting frameworks, and is released under permissive open-source licenses with public datasets, reproducible examples, and verifiable benchmark artifacts.

18 pages, 3 figures, 6 tables. Submitted to the International Journal of Forecasting. Code and benchmark artifact: this https URL

Machine Learning (cs.LG)

D.2.11; D.2.13; G.3

arXiv:2609.39741 [cs.LG]

(or arXiv:2609.39741v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2609.39741 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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