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Autots

winedarksea/autots

AutoTS provides an MCP server interface for a Python time series forecasting package that enables rapid deployment of high-accuracy predictions at scale using dozens of forecasting models (naive, statistical, machine learning, and deep learning) and over 30 time series-specific transforms compatible with scikit-learn conventions. The server exposes tools for multivariate and probabilistic forecasting, automated model selection via genetic algorithms, horizontal and mosaic ensemble methods, cross-validation, and regressor generation—all operating directly on Pandas DataFrames without proprietary object conversion. AutoTS solves the problem of automating time series model selection and optimization for large datasets, having demonstrated competition-winning performance in the M6 forecasting competition.

GitHub stars
1.4K
tools
27
transport
STDIO
last updated
Jan 30, 2026

Install

From registry metadata
$ npx add-mcp 'uvx autots-mcp' --name autots

Run in your terminal. add-mcp asks which agents to add it to (Claude Code, Codex, Cursor and more). Add -g to install it for every project.

Review the command, arguments and environment values before installing. MCP servers run with your local permissions.

Other ways

Claude Code

$ claude mcp add autots -- uvx autots-mcp

Run in your terminal. Replace YOUR_* placeholders with real values; add --scope user to install for every project.

Tools

Verified live · 27 tools

Verified live against the running server on Jun 11, 2026.

list_cacheList all cached objects across all cache types (predictions, autots_models, event_risk, feature_detectors, data). Call this to discover existing IDs before calling any get_*, plot_*, or apply_* tools.

List all cached objects across all cache types (predictions, autots_models, event_risk, feature_detectors, data). Call this to discover existing IDs before calling any get_*, plot_*, or apply_* tools.

No parameters. Call it with no arguments.

clear_cacheClear cache: specific object by ID+type, an entire cache type, or all caches. Destructive — freed objects cannot be recovered.2 params

Clear cache: specific object by ID+type, an entire cache type, or all caches. Destructive — freed objects cannot be recovered.

Parameters* required
cache_typestring
Cache type to clear (omit both params to clear all)one of prediction · autots · event_risk · feature_detector · data
object_idstring
Specific object ID to clear
load_sample_dataLoad a built-in sample time series dataset. Returns data_id for use as the data_id parameter in forecast_*, detect_features, forecast_event_risk, clean_data, and get_data.2 params

Load a built-in sample time series dataset. Returns data_id for use as the data_id parameter in forecast_*, detect_features, forecast_event_risk, clean_data, and get_data.

Parameters* required
datasetstring
Sample dataset to loadone of daily · hourly · weekly · monthly · yearly · lineardefault: daily
longboolean
Return long format (default: wide)default: false
load_live_dataLoad live data from external sources (FRED economic data, stock tickers). Returns data_id. Requires network access.4 params

Load live data from external sources (FRED economic data, stock tickers). Returns data_id. Requires network access.

Parameters* required
fred_keystring
FRED API key
fred_seriesarray
FRED series codes
longboolean
Return long formatdefault: false
tickersarray
Stock tickers
generate_synthetic_dataGenerate synthetic time series data with labeled components for testing. Returns data_id.1 params

Generate synthetic time series data with labeled components for testing. Returns data_id.

Parameters* required
n_seriesinteger
Number of series to generatedefault: 5
load_data_from_fileLoad a CSV from a local file path or URL. Returns data_id. CSV must have a datetime column as the first column (index).1 params

Load a CSV from a local file path or URL. Returns data_id. CSV must have a datetime column as the first column (index).

Parameters* required
filepath*string
Local file path or URL to CSV
get_dataRetrieve cached data as JSON (wide or long) or save as CSV. Requires data_id from load_sample_data, load_live_data, load_data_from_file, generate_synthetic_data, convert_long_to_wide, or clean_data.2 params

Retrieve cached data as JSON (wide or long) or save as CSV. Requires data_id from load_sample_data, load_live_data, load_data_from_file, generate_synthetic_data, convert_long_to_wide, or clean_data.

Parameters* required
data_id*string
Cached data ID
output_formatstring
Output formatone of json_wide · json_long · csv_wide · csv_longdefault: json_wide
convert_long_to_wideConvert long-format data (datetime, series_id, value columns) to wide format. Provide either data (inline dict) or data_id. Returns new data_id.2 params

Convert long-format data (datetime, series_id, value columns) to wide format. Provide either data (inline dict) or data_id. Returns new data_id.

Parameters* required
dataobject
Long format data with datetime, series_id, value columns
data_idstring
Cached data ID (alternative to data)
clean_dataClean time series data: fill missing values and handle outliers. Provide either data (inline dict) or data_id. Returns new data_id with cleaned data.3 params

Clean time series data: fill missing values and handle outliers. Provide either data (inline dict) or data_id. Returns new data_id with cleaned data.

Parameters* required
dataobject
Wide format data
data_idstring
Cached data ID
fillnastring
Missing value fill methodone of ffill · mean · median · rolling_mean · lineardefault: ffill
forecast_fastFAST: Pre-configured mosaic ensemble forecast using fit_data (no model search). Use for quick results. Provide data or data_id. Returns prediction_id for use in get_forecast, plot_forecast, apply_constraints, apply_adjustments, get_model_params.4 params

FAST: Pre-configured mosaic ensemble forecast using fit_data (no model search). Use for quick results. Provide data or data_id. Returns prediction_id for use in get_forecast, plot_forecast, apply_constraints, apply_adjustments, get_model_params.

Parameters* required
dataobject
Wide format data
data_idstring
Cached data ID
forecast_lengthinteger
Periods to forecastdefault: 30
profile_templateobject
Optional custom mosaic profile JSON
forecast_explainableMODERATE: AutoTS model search restricted to EXPLAINABLE models (Cassandra, TVVAR, BasicLinearModel). Use when interpretability matters. Provide data or data_id. Returns prediction_id and autots_id. Use get_forecast_components on prediction_id for component decomposition.3 params

MODERATE: AutoTS model search restricted to EXPLAINABLE models (Cassandra, TVVAR, BasicLinearModel). Use when interpretability matters. Provide data or data_id. Returns prediction_id and autots_id. Use get_forecast_components on prediction_id for component decomposition.

Parameters* required
dataobject
Wide format data
data_idstring
Cached data ID
forecast_lengthinteger
Periods to forecastdefault: 30
forecast_customCUSTOM: AutoTS with user-specified parameters or template. Use when forecast_fast results are insufficient. Read the autots://docs/forecast_custom_params resource for available parameters. Defaults to 'scalable' model_list. Provide data or data_id. Returns prediction_id and au...7 params

CUSTOM: AutoTS with user-specified parameters or template. Use when forecast_fast results are insufficient. Read the autots://docs/forecast_custom_params resource for available parameters. Defaults to 'scalable' model_list. Provide data or data_id. Returns prediction_id and au...

Parameters* required
autots_paramsobject
AutoTS initialization parameters (defaults: model_list='scalable')
dataobject
Wide format data
data_idstring
Cached data ID
forecast_lengthinteger
Periods to forecastdefault: 30
future_regressor_forecastobject
Future regressor for forecast period (wide format DataFrame)
future_regressor_trainobject
Future regressor for training (wide format DataFrame)
model_templateobject
Specific model template to run
get_forecastRetrieve forecast values from a cached prediction as JSON or CSV. Requires prediction_id from forecast_fast, forecast_explainable, forecast_custom, or forecast_from_features. Use output='all' to get point, upper, and lower forecasts combined with a forecast_type column.3 params

Retrieve forecast values from a cached prediction as JSON or CSV. Requires prediction_id from forecast_fast, forecast_explainable, forecast_custom, or forecast_from_features. Use output='all' to get point, upper, and lower forecasts combined with a forecast_type column.

Parameters* required
formatstring
Output format. Note: 'all' output uses long format automaticallyone of json_wide · json_long · csv_wide · csv_longdefault: json_wide
outputstring
Which forecast to return. 'all' returns point, upper, and lower combined in long format with forecast_type columnone of forecast · upper_forecast · lower_forecast · alldefault: forecast
prediction_id*string
Cached prediction ID
plot_forecastPlot forecast with optional history and prediction intervals. Requires prediction_id from forecast_fast, forecast_explainable, forecast_custom, or forecast_from_features. Returns base64-encoded PNG image. Defaults to first series only.4 params

Plot forecast with optional history and prediction intervals. Requires prediction_id from forecast_fast, forecast_explainable, forecast_custom, or forecast_from_features. Returns base64-encoded PNG image. Defaults to first series only.

Parameters* required
include_historyboolean
Include historical datadefault: true
plot_allboolean
Plot all series (overrides series parameter)default: false
prediction_id*string
Cached prediction ID
seriesarray
Specific series to plot (by name/id)
apply_constraintsApply constraints to a forecast (dampen growth, enforce upper/lower bounds, or quantile clipping). Requires prediction_id from a forecast tool. Returns a new prediction_id with constrained values.4 params

Apply constraints to a forecast (dampen growth, enforce upper/lower bounds, or quantile clipping). Requires prediction_id from a forecast tool. Returns a new prediction_id with constrained values.

Parameters* required
constraint_directionstring
Direction for boundsone of upper · lower
constraint_method*string
Constraint typeone of dampen · upper · lower · quantile
constraint_valuenumber
Constraint value
prediction_id*string
Cached prediction ID
apply_adjustmentsApply post-hoc adjustments to a forecast. Requires prediction_id from a forecast tool. Three types: 1) 'basic'/'linear'/'ramp' — linear ramp between start/end dates with start/end values (additive or multiplicative); 2) 'align_last_value'/'alignlastvalue' — align forecast to r...5 params

Apply post-hoc adjustments to a forecast. Requires prediction_id from a forecast tool. Three types: 1) 'basic'/'linear'/'ramp' — linear ramp between start/end dates with start/end values (additive or multiplicative); 2) 'align_last_value'/'alignlastvalue' — align forecast to r...

Parameters* required
adjustment_method*string
Adjustment typeone of basic · linear · ramp · align_last_value · alignlastvalue · smoothing
adjustment_paramsobject
Adjustment parameters. For basic: {start_date, end_date, start_value, end_value, value, method='additive'|'multiplicative'}. For align_last_value: {rows, lag, method, strength}. For smoothing: {span}
data_idstring
Cached data ID for training data (required for align_last_value)
prediction_id*string
Cached prediction ID
series_idsarray
Series IDs to apply adjustment to. If omitted, applies to all series.
get_model_paramsGet model name, parameters, and transformation parameters from a cached prediction. Requires prediction_id from any forecast tool.1 params

Get model name, parameters, and transformation parameters from a cached prediction. Requires prediction_id from any forecast tool.

Parameters* required
prediction_id*string
Cached prediction ID
get_forecast_componentsGet decomposed forecast components (trend, seasonality, etc.) if available. Only works for Cassandra and TVVAR models — use forecast_explainable to guarantee these model types. Requires prediction_id.1 params

Get decomposed forecast components (trend, seasonality, etc.) if available. Only works for Cassandra and TVVAR models — use forecast_explainable to guarantee these model types. Requires prediction_id.

Parameters* required
prediction_id*string
Cached prediction ID (must be from a Cassandra or TVVAR model)
get_validation_resultsGet cross-validation results and top model rankings from an AutoTS model search. Requires autots_id from forecast_explainable or forecast_custom.1 params

Get cross-validation results and top model rankings from an AutoTS model search. Requires autots_id from forecast_explainable or forecast_custom.

Parameters* required
autots_id*string
Cached AutoTS ID
plot_validationPlot cross-validation forecasts from an AutoTS model search. Requires autots_id from forecast_explainable or forecast_custom. Returns base64-encoded PNG.1 params

Plot cross-validation forecasts from an AutoTS model search. Requires autots_id from forecast_explainable or forecast_custom. Returns base64-encoded PNG.

Parameters* required
autots_id*string
Cached AutoTS ID
forecast_event_riskForecast the probability of crossing a threshold over future periods (e.g., stockout risk, capacity breach). Threshold in [0,1] is treated as a historical quantile; values outside [0,1] are absolute. Provide data or data_id. Returns event_risk_id for use in get_event_risk_resu...6 params

Forecast the probability of crossing a threshold over future periods (e.g., stockout risk, capacity breach). Threshold in [0,1] is treated as a historical quantile; values outside [0,1] are absolute. Provide data or data_id. Returns event_risk_id for use in get_event_risk_resu...

Parameters* required
dataobject
Wide format data
data_idstring
Cached data ID
directionstring
Detect crossing above (upper) or below (lower) the thresholdone of upper · lowerdefault: upper
forecast_lengthinteger
Periods to forecastdefault: 30
threshold*value
Threshold value (required). Float in [0,1] = historical quantile. Outside [0,1] = absolute threshold. Can be 2D array of shape (forecast_length, num_series).
tuneboolean
Enable model tuning (slower but more accurate)default: false
get_event_risk_resultsGet event risk probability values from a cached EventRiskForecast. Requires event_risk_id from forecast_event_risk. Returns probabilities per period per series.2 params

Get event risk probability values from a cached EventRiskForecast. Requires event_risk_id from forecast_event_risk. Returns probabilities per period per series.

Parameters* required
event_risk_id*string
Cached event risk ID
formatstring
Output formatone of json_wide · json_long · csv_wide · csv_longdefault: json_wide
plot_event_riskPlot event risk probabilities over the forecast horizon. Requires event_risk_id from forecast_event_risk. Returns base64-encoded PNG.1 params

Plot event risk probabilities over the forecast horizon. Requires event_risk_id from forecast_event_risk. Returns base64-encoded PNG.

Parameters* required
event_risk_id*string
Cached event risk ID
detect_featuresDetect anomalies, changepoints, level shifts, holidays, and seasonality patterns across all series. Provide data or data_id. Returns detector_id for use in get_detected_features, plot_features, and forecast_from_features.2 params

Detect anomalies, changepoints, level shifts, holidays, and seasonality patterns across all series. Provide data or data_id. Returns detector_id for use in get_detected_features, plot_features, and forecast_from_features.

Parameters* required
dataobject
Wide format data
data_idstring
Cached data ID
get_detected_featuresQuery detected features (anomalies, changepoints, level shifts, holidays, seasonality) from a cached detector. Requires detector_id from detect_features. Supports filtering by date range, specific date, or series name. Use include_components=true for time-series component valu...7 params

Query detected features (anomalies, changepoints, level shifts, holidays, seasonality) from a cached detector. Requires detector_id from detect_features. Supports filtering by date range, specific date, or series name. Use include_components=true for time-series component valu...

Parameters* required
date_endstring
Optional end date filter (YYYY-MM-DD)
date_startstring
Optional start date filter (YYYY-MM-DD)
detector_id*string
Cached detector ID
include_componentsboolean
Include component time-series values (default: false)
include_metadataboolean
Include metadata like noise levels and scales (default: false)
series_namestring
Optional series name to filter results
specific_datestring
Optional single date to query (YYYY-MM-DD)
plot_featuresPlot detected features overlaid on the time series. Requires detector_id from detect_features. Returns base64-encoded PNG.2 params

Plot detected features overlaid on the time series. Requires detector_id from detect_features. Returns base64-encoded PNG.

Parameters* required
detector_id*string
Cached detector ID
seriesarray
Specific series to plot
forecast_from_featuresEXPERIMENTAL: Create a forecast using the decomposed components from a feature detector. Only use after detect_features, not as a standalone forecasting method. Requires detector_id from detect_features. Returns prediction_id for use in get_forecast, plot_forecast.2 params

EXPERIMENTAL: Create a forecast using the decomposed components from a feature detector. Only use after detect_features, not as a standalone forecasting method. Requires detector_id from detect_features. Returns prediction_id for use in get_forecast, plot_forecast.

Parameters* required
detector_id*string
Cached detector ID
forecast_lengthinteger
Periods to forecastdefault: 30

Sponsors

Readme

AutoTS

AutoTS is a time series package for Python designed for rapidly deploying high-accuracy forecasts at scale. Give it a try in your browser with the official demo app.

In 2023, AutoTS won in the M6 forecasting competition, delivering the highest performance investment decisions across 12 months of stock market forecasting.

There are dozens of forecasting models usable in the sklearn style of .fit() and .predict(). These includes naive, statistical, machine learning, and deep learning models. Additionally, there are over 30 time series specific transforms usable in the sklearn style of .fit(), .transform() and .inverse_transform(). All of these function directly on Pandas Dataframes, without the need for conversion to proprietary objects.

All models support forecasting multivariate (multiple time series) outputs and also support probabilistic (upper/lower bound) forecasts. Most models can readily scale to tens and even hundreds of thousands of input series.


View the full README on GitHub

Details

Repository
github.com/winedarksea/autots
Category
Search & Web Crawling
Package
autots-mcp
Transport
STDIO
Registry
MCP registry, active
Resources
2
Prompts
2
Tools verified
Jun 11, 2026

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