SDK Reference

NixtlaClient

 NixtlaClient (api_key:Optional[str]=None, base_url:Optional[str]=None,
               timeout:Optional[int]=60, max_retries:int=6,
               retry_interval:int=10, max_wait_time:int=360)

Client to interact with the Nixtla API.

	Type	Default	Details
api_key	Optional	None	The authorization api_key interacts with the Nixtla API. If not provided, will use the NIXTLA_API_KEY environment variable.
base_url	Optional	None	Custom base_url. If not provided, will use the NIXTLA_BASE_URL environment variable.
timeout	Optional	60	Request timeout in seconds. Set this to `None` to disable it.
max_retries	int	6	The maximum number of attempts to make when calling the API before giving up. It defines how many times the client will retry the API call if it fails. Default value is 6, indicating the client will attempt the API call up to 6 times in total
retry_interval	int	10	The interval in seconds between consecutive retry attempts. This is the waiting period before the client tries to call the API again after a failed attempt. Default value is 10 seconds, meaning the client waits for 10 seconds between retries.
max_wait_time	int	360	The maximum total time in seconds that the client will spend on all retry attempts before giving up. This sets an upper limit on the cumulative waiting time for all retry attempts. If this time is exceeded, the client will stop retrying and raise an exception. Default value is 360 seconds, meaning the client will cease retrying if the total time spent on retries exceeds 360 seconds. The client throws a ReadTimeout error after 60 seconds of inactivity. If you want to catch these errors, use max_wait_time >> 60.

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NixtlaClient.validate_api_key

 NixtlaClient.validate_api_key (log:bool=True)

Check API key status.

	Type	Default	Details
log	bool	True	Show the endpoint’s response.
Returns	bool		Whether API key is valid.

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NixtlaClient.forecast

 NixtlaClient.forecast (df:~AnyDFType, h:typing.Annotated[int,Gt(gt=0)],
                        freq:Union[str,int,pandas._libs.tslibs.offsets.Bas
                        eOffset,NoneType]=None, id_col:str='unique_id',
                        time_col:str='ds', target_col:str='y',
                        X_df:Optional[~AnyDFType]=None,
                        level:Optional[list[Union[int,float]]]=None,
                        quantiles:Optional[list[float]]=None,
                        finetune_steps:typing.Annotated[int,Ge(ge=0)]=0,
                        finetune_depth:Literal[1,2,3,4,5]=1, finetune_loss
                        :Literal['default','mae','mse','rmse','mape','smap
                        e']='default',
                        finetuned_model_id:Optional[str]=None,
                        clean_ex_first:bool=True,
                        hist_exog_list:Optional[list[str]]=None,
                        validate_api_key:bool=False,
                        add_history:bool=False, date_features:Union[bool,l
                        ist[Union[str,Callable]]]=False, date_features_to_
                        one_hot:Union[bool,list[str]]=False, model:Literal
                        ['azureai','timegpt-1','timegpt-1-long-
                        horizon']='timegpt-1', num_partitions:Optional[Ann
                        otated[int,Gt(gt=0)]]=None,
                        feature_contributions:bool=False)

Forecast your time series using TimeGPT.

	Type	Default	Details
df	AnyDFType		The DataFrame on which the function will operate. Expected to contain at least the following columns: - time_col: Column name in `df` that contains the time indices of the time series. This is typically a datetime column with regular intervals, e.g., hourly, daily, monthly data points. - target_col: Column name in `df` that contains the target variable of the time series, i.e., the variable we wish to predict or analyze. Additionally, you can pass multiple time series (stacked in the dataframe) considering an additional column: - id_col: Column name in `df` that identifies unique time series. Each unique value in this column corresponds to a unique time series.
h	Annotated		Forecast horizon.
freq	Union	None	Frequency of the timestamps. If `None`, it will be inferred automatically. See pandas’ available frequencies.
id_col	str	unique_id	Column that identifies each series.
time_col	str	ds	Column that identifies each timestep, its values can be timestamps or integers.
target_col	str	y	Column that contains the target.
X_df	Optional	None	DataFrame with [`unique_id`, `ds`] columns and `df`’s future exogenous.
level	Optional	None	Confidence levels between 0 and 100 for prediction intervals.
quantiles	Optional	None	Quantiles to forecast, list between (0, 1). `level` and `quantiles` should not be used simultaneously. The output dataframe will have the quantile columns formatted as TimeGPT-q-(100 * q) for each q. 100 * q represents percentiles but we choose this notation to avoid having dots in column names.
finetune_steps	Annotated	0	Number of steps used to finetune learning TimeGPT in the new data.
finetune_depth	Literal	1	The depth of the finetuning. Uses a scale from 1 to 5, where 1 means little finetuning, and 5 means that the entire model is finetuned.
finetune_loss	Literal	default	Loss function to use for finetuning. Options are: `default`, `mae`, `mse`, `rmse`, `mape`, and `smape`.
finetuned_model_id	Optional	None	ID of previously fine-tuned model to use.
clean_ex_first	bool	True	Clean exogenous signal before making forecasts using TimeGPT.
hist_exog_list	Optional	None	Column names of the historical exogenous features.
validate_api_key	bool	False	If True, validates api_key before sending requests.
add_history	bool	False	Return fitted values of the model.
date_features	Union	False	Features computed from the dates. Can be pandas date attributes or functions that will take the dates as input. If True automatically adds most used date features for the frequency of `df`.
date_features_to_one_hot	Union	False	Apply one-hot encoding to these date features. If `date_features=True`, then all date features are one-hot encoded by default.
model	Literal	timegpt-1	Model to use as a string. Options are: `timegpt-1`, and `timegpt-1-long-horizon`. We recommend using `timegpt-1-long-horizon` for forecasting if you want to predict more than one seasonal period given the frequency of your data.
num_partitions	Optional	None	Number of partitions to use. If None, the number of partitions will be equal to the available parallel resources in distributed environments.
feature_contributions	bool	False
Returns	AnyDFType		DataFrame with TimeGPT forecasts for point predictions and probabilistic predictions (if level is not None).

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NixtlaClient.cross_validation

 NixtlaClient.cross_validation (df:~AnyDFType,
                                h:typing.Annotated[int,Gt(gt=0)], freq:Uni
                                on[str,int,pandas._libs.tslibs.offsets.Bas
                                eOffset,NoneType]=None,
                                id_col:str='unique_id', time_col:str='ds',
                                target_col:str='y', level:Optional[list[Un
                                ion[int,float]]]=None,
                                quantiles:Optional[list[float]]=None,
                                validate_api_key:bool=False, n_windows:typ
                                ing.Annotated[int,Gt(gt=0)]=1, step_size:O
                                ptional[Annotated[int,Gt(gt=0)]]=None, fin
                                etune_steps:typing.Annotated[int,Ge(ge=0)]
                                =0, finetune_depth:Literal[1,2,3,4,5]=1, f
                                inetune_loss:Literal['default','mae','mse'
                                ,'rmse','mape','smape']='default',
                                finetuned_model_id:Optional[str]=None,
                                refit:bool=True, clean_ex_first:bool=True,
                                hist_exog_list:Optional[list[str]]=None,
                                date_features:Union[bool,list[str]]=False,
                                date_features_to_one_hot:Union[bool,list[s
                                tr]]=False, model:Literal['azureai','timeg
                                pt-1','timegpt-1-long-
                                horizon']='timegpt-1', num_partitions:Opti
                                onal[Annotated[int,Gt(gt=0)]]=None)

Perform cross validation in your time series using TimeGPT.

	Type	Default	Details
df	AnyDFType		The DataFrame on which the function will operate. Expected to contain at least the following columns: - time_col: Column name in `df` that contains the time indices of the time series. This is typically a datetime column with regular intervals, e.g., hourly, daily, monthly data points. - target_col: Column name in `df` that contains the target variable of the time series, i.e., the variable we wish to predict or analyze. Additionally, you can pass multiple time series (stacked in the dataframe) considering an additional column: - id_col: Column name in `df` that identifies unique time series. Each unique value in this column corresponds to a unique time series.
h	Annotated		Forecast horizon.
freq	Union	None	Frequency of the timestamps. If `None`, it will be inferred automatically. See pandas’ available frequencies.
id_col	str	unique_id	Column that identifies each series.
time_col	str	ds	Column that identifies each timestep, its values can be timestamps or integers.
target_col	str	y	Column that contains the target.
level	Optional	None	Confidence level between 0 and 100 for prediction intervals.
quantiles	Optional	None	Quantiles to forecast, list between (0, 1). `level` and `quantiles` should not be used simultaneously. The output dataframe will have the quantile columns formatted as TimeGPT-q-(100 * q) for each q. 100 * q represents percentiles but we choose this notation to avoid having dots in column names.
validate_api_key	bool	False	If True, validates api_key before sending requests.
n_windows	Annotated	1	Number of windows to evaluate.
step_size	Optional	None	Step size between each cross validation window. If None it will be equal to `h`.
finetune_steps	Annotated	0	Number of steps used to finetune TimeGPT in the new data.
finetune_depth	Literal	1	The depth of the finetuning. Uses a scale from 1 to 5, where 1 means little finetuning, and 5 means that the entire model is finetuned.
finetune_loss	Literal	default	Loss function to use for finetuning. Options are: `default`, `mae`, `mse`, `rmse`, `mape`, and `smape`.
finetuned_model_id	Optional	None	ID of previously fine-tuned model to use.
refit	bool	True	Fine-tune the model in each window. If `False`, only fine-tunes on the first window. Only used if `finetune_steps` > 0.
clean_ex_first	bool	True	Clean exogenous signal before making forecasts using TimeGPT.
hist_exog_list	Optional	None	Column names of the historical exogenous features.
date_features	Union	False	Features computed from the dates. Can be pandas date attributes or functions that will take the dates as input. If True automatically adds most used date features for the frequency of `df`.
date_features_to_one_hot	Union	False	Apply one-hot encoding to these date features. If `date_features=True`, then all date features are one-hot encoded by default.
model	Literal	timegpt-1	Model to use as a string. Options are: `timegpt-1`, and `timegpt-1-long-horizon`. We recommend using `timegpt-1-long-horizon` for forecasting if you want to predict more than one seasonal period given the frequency of your data.
num_partitions	Optional	None	Number of partitions to use. If None, the number of partitions will be equal to the available parallel resources in distributed environments.
Returns	AnyDFType		DataFrame with cross validation forecasts.

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NixtlaClient.detect_anomalies

 NixtlaClient.detect_anomalies (df:~AnyDFType,
                                freq:Union[str,int,pandas._libs.tslibs.off
                                sets.BaseOffset,NoneType]=None,
                                id_col:str='unique_id', time_col:str='ds',
                                target_col:str='y',
                                level:Union[int,float]=99,
                                finetuned_model_id:Optional[str]=None,
                                clean_ex_first:bool=True,
                                validate_api_key:bool=False,
                                date_features:Union[bool,list[str]]=False,
                                date_features_to_one_hot:Union[bool,list[s
                                tr]]=False, model:Literal['azureai','timeg
                                pt-1','timegpt-1-long-
                                horizon']='timegpt-1', num_partitions:Opti
                                onal[Annotated[int,Gt(gt=0)]]=None)

Detect anomalies in your time series using TimeGPT.

	Type	Default	Details
df	AnyDFType		The DataFrame on which the function will operate. Expected to contain at least the following columns: - time_col: Column name in `df` that contains the time indices of the time series. This is typically a datetime column with regular intervals, e.g., hourly, daily, monthly data points. - target_col: Column name in `df` that contains the target variable of the time series, i.e., the variable we wish to predict or analyze. Additionally, you can pass multiple time series (stacked in the dataframe) considering an additional column: - id_col: Column name in `df` that identifies unique time series. Each unique value in this column corresponds to a unique time series.
freq	Union	None	Frequency of the timestamps. If `None`, it will be inferred automatically. See pandas’ available frequencies.
id_col	str	unique_id	Column that identifies each series.
time_col	str	ds	Column that identifies each timestep, its values can be timestamps or integers.
target_col	str	y	Column that contains the target.
level	Union	99	Confidence level between 0 and 100 for detecting the anomalies.
finetuned_model_id	Optional	None	ID of previously fine-tuned model to use.
clean_ex_first	bool	True	Clean exogenous signal before making forecasts using TimeGPT.
validate_api_key	bool	False	If True, validates api_key before sending requests.
date_features	Union	False	Features computed from the dates. Can be pandas date attributes or functions that will take the dates as input. If True automatically adds most used date features for the frequency of `df`.
date_features_to_one_hot	Union	False	Apply one-hot encoding to these date features. If `date_features=True`, then all date features are one-hot encoded by default.
model	Literal	timegpt-1	Model to use as a string. Options are: `timegpt-1`, and `timegpt-1-long-horizon`. We recommend using `timegpt-1-long-horizon` for forecasting if you want to predict more than one seasonal period given the frequency of your data.
num_partitions	Optional	None	Number of partitions to use. If None, the number of partitions will be equal to the available parallel resources in distributed environments.
Returns	AnyDFType		DataFrame with anomalies flagged by TimeGPT.

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NixtlaClient.usage

 NixtlaClient.usage ()

Query consumed requests and limits

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NixtlaClient.finetune

 NixtlaClient.finetune
                        (df:Union[pandas.core.frame.DataFrame,polars.dataf
                        rame.frame.DataFrame], freq:Union[str,int,pandas._
                        libs.tslibs.offsets.BaseOffset,NoneType]=None,
                        id_col:str='unique_id', time_col:str='ds',
                        target_col:str='y',
                        finetune_steps:typing.Annotated[int,Ge(ge=0)]=10,
                        finetune_depth:Literal[1,2,3,4,5]=1, finetune_loss
                        :Literal['default','mae','mse','rmse','mape','smap
                        e']='default', output_model_id:Optional[str]=None,
                        finetuned_model_id:Optional[str]=None, model:Liter
                        al['azureai','timegpt-1','timegpt-1-long-
                        horizon']='timegpt-1')

Fine-tune TimeGPT to your series.

	Type	Default	Details
df	Union		The DataFrame on which the function will operate. Expected to contain at least the following columns: - time_col: Column name in `df` that contains the time indices of the time series. This is typically a datetime column with regular intervals, e.g., hourly, daily, monthly data points. - target_col: Column name in `df` that contains the target variable of the time series, i.e., the variable we wish to predict or analyze. Additionally, you can pass multiple time series (stacked in the dataframe) considering an additional column: - id_col: Column name in `df` that identifies unique time series. Each unique value in this column corresponds to a unique time series.
freq	Union	None	Frequency of the timestamps. If `None`, it will be inferred automatically. See pandas’ available frequencies.
id_col	str	unique_id	Column that identifies each series.
time_col	str	ds	Column that identifies each timestep, its values can be timestamps or integers.
target_col	str	y	Column that contains the target.
finetune_steps	Annotated	10	Number of steps used to finetune learning TimeGPT in the new data.
finetune_depth	Literal	1	The depth of the finetuning. Uses a scale from 1 to 5, where 1 means little finetuning, and 5 means that the entire model is finetuned.
finetune_loss	Literal	default	Loss function to use for finetuning. Options are: `default`, `mae`, `mse`, `rmse`, `mape`, and `smape`.
output_model_id	Optional	None	ID to assign to the fine-tuned model. If `None`, an UUID is used.
finetuned_model_id	Optional	None	ID of previously fine-tuned model to use as base.
model	Literal	timegpt-1	Model to use as a string. Options are: `timegpt-1`, and `timegpt-1-long-horizon`. We recommend using `timegpt-1-long-horizon` for forecasting if you want to predict more than one seasonal period given the frequency of your data.
Returns	str		ID of the fine-tuned model

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NixtlaClient.finetuned_models

 NixtlaClient.finetuned_models (as_df:bool=False)

List fine-tuned models

	Type	Default	Details
as_df	bool	False	Return the fine-tuned models as a pandas dataframe
Returns	Union		List of available fine-tuned models.

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NixtlaClient.finetuned_model

 NixtlaClient.finetuned_model (finetuned_model_id:str)

Get fine-tuned model metadata

	Type	Details
finetuned_model_id	str	ID of the fine-tuned model to get metadata from.
Returns	FinetunedModel	Fine-tuned model metadata.

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NixtlaClient.delete_finetuned_model

 NixtlaClient.delete_finetuned_model (finetuned_model_id:str)

Delete a previously fine-tuned model

	Type	Details
finetuned_model_id	str	ID of the fine-tuned model to be deleted.
Returns	bool	Whether delete was successful.

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NixtlaClient.plot

 NixtlaClient.plot (df:Union[pandas.core.frame.DataFrame,polars.dataframe.
                    frame.DataFrame,NoneType]=None, forecasts_df:Union[pan
                    das.core.frame.DataFrame,polars.dataframe.frame.DataFr
                    ame,NoneType]=None, id_col:str='unique_id',
                    time_col:str='ds', target_col:str='y', unique_ids:Unio
                    n[list[str],NoneType,numpy.ndarray]=None,
                    plot_random:bool=True, max_ids:int=8,
                    models:Optional[list[str]]=None,
                    level:Optional[list[Union[int,float]]]=None,
                    max_insample_length:Optional[int]=None,
                    plot_anomalies:bool=False,
                    engine:Literal['matplotlib','plotly','plotly-
                    resampler']='matplotlib',
                    resampler_kwargs:Optional[dict]=None, ax:Union[Forward
                    Ref('plt.Axes'),numpy.ndarray,ForwardRef('plotly.graph
                    _objects.Figure'),NoneType]=None)

Plot forecasts and insample values.

	Type	Default	Details
df	Union	None	The DataFrame on which the function will operate. Expected to contain at least the following columns: - time_col: Column name in `df` that contains the time indices of the time series. This is typically a datetime column with regular intervals, e.g., hourly, daily, monthly data points. - target_col: Column name in `df` that contains the target variable of the time series, i.e., the variable we wish to predict or analyze. Additionally, you can pass multiple time series (stacked in the dataframe) considering an additional column: - id_col: Column name in `df` that identifies unique time series. Each unique value in this column corresponds to a unique time series.
forecasts_df	Union	None	DataFrame with columns [`unique_id`, `ds`] and models.
id_col	str	unique_id	Column that identifies each series.
time_col	str	ds	Column that identifies each timestep, its values can be timestamps or integers.
target_col	str	y	Column that contains the target.
unique_ids	Union	None	Time Series to plot. If None, time series are selected randomly.
plot_random	bool	True	Select time series to plot randomly.
max_ids	int	8	Maximum number of ids to plot.
models	Optional	None	list of models to plot.
level	Optional	None	list of prediction intervals to plot if paseed.
max_insample_length	Optional	None	Max number of train/insample observations to be plotted.
plot_anomalies	bool	False	Plot anomalies for each prediction interval.
engine	Literal	matplotlib	Library used to plot. ‘matplotlib’, ‘plotly’ or ‘plotly-resampler’.
resampler_kwargs	Optional	None	Kwargs to be passed to plotly-resampler constructor. For further custumization (“show_dash”) call the method, store the plotting object and add the extra arguments to its `show_dash` method.
ax	Union	None	Object where plots will be added.

INTRODUCTION

SETUP

DATA REQUIREMENTS

FORECASTING

ANOMALY DETECTION

USE CASES

REFERENCE

About

NixtlaClient

NixtlaClient.validate_api_key

NixtlaClient.forecast

NixtlaClient.cross_validation

NixtlaClient.detect_anomalies

NixtlaClient.usage

NixtlaClient.finetune

NixtlaClient.finetuned_models

NixtlaClient.finetuned_model

NixtlaClient.delete_finetuned_model

NixtlaClient.plot

​NixtlaClient

​NixtlaClient.validate_api_key

​NixtlaClient.forecast

​NixtlaClient.cross_validation

​NixtlaClient.detect_anomalies

​NixtlaClient.usage

​NixtlaClient.finetune

​NixtlaClient.finetuned_models

​NixtlaClient.finetuned_model

​NixtlaClient.delete_finetuned_model

​NixtlaClient.plot

NixtlaClient

NixtlaClient.validate_api_key

NixtlaClient.forecast

NixtlaClient.cross_validation

NixtlaClient.detect_anomalies

NixtlaClient.usage

NixtlaClient.finetune

NixtlaClient.finetuned_models

NixtlaClient.finetuned_model

NixtlaClient.delete_finetuned_model

NixtlaClient.plot