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coreforecast

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library0.0.18pypypi✓ verified 25d ago

coreforecast is a Python library that provides fast C++ implementations of common forecasting routines, particularly useful for transforming time series data in a grouped fashion. It's often leveraged internally by higher-level Nixtla libraries like MLForecast, StatsForecast, and NeuralForecast to achieve high performance. The current version is 0.0.17, released on February 24, 2026. Given its 'Alpha' development status, releases appear to be on an as-needed basis rather than a fixed cadence.

pip install coreforecast
INSTALL
IMPORT
SIG · COREFORECAST
C
coreforecast
datapythonv0.0.18
Install
3.7s avg
Import
96ms
Disk
88MB
Pass rate
5/ 10
Env Coverage5 / 10
glibc
3.93.13
musl
3.93.13
Install & Compatibility
Where this runs
tested against v0.0.18 · pip install
no network on importno background threads
Install × environment matrix
Each cell = how many times install + import succeeded across repeated harness runs. Partial = flaky.
glibc = Debian/Ubuntu slim · musl = Alpine Linux
musl
py 3.103.95 runs
build_error
glibc
py 3.103.95 runs
installs and imports cleanly · install 3.7s · import 0.096s · 87MB
88MB installed
● package 88MB
Code
Verified usage

Verified import paths — ran on the pinned version, not inferred.

GroupedArray
from coreforecast.grouped_array import GroupedArray
ExpandingMean
from coreforecast.lag_transforms import ExpandingMean
LocalStandardScaler
from coreforecast.scalers import LocalStandardScaler

This quickstart demonstrates the core usage of `coreforecast` by creating a `GroupedArray` and applying an `ExpandingMean` lag transformation and a `LocalStandardScaler`.

import numpy as np from coreforecast.grouped_array import GroupedArray from coreforecast.lag_transforms import ExpandingMean from coreforecast.scalers import LocalStandardScaler # The base data structure is the "grouped array" # data: values of the series # indptr: series boundaries such that data[indptr[i] : indptr[i + 1]] returns the i-th series. # For example, if you have two series of sizes 3 and 7, indptr would be [0, 3, 10]. data = np.arange(10).astype(np.float32) indptr = np.array([0, 3, 10], dtype=np.int32) ga = GroupedArray(data, indptr) # Apply transformations exp_mean = ExpandingMean(lag=1).transform(ga) scaler = LocalStandardScaler().fit(ga) standardized = scaler.transform(ga) print("Original data:", data) print("GroupedArray indptr:", indptr) print("Expanding Mean:", exp_mean) print("Standardized data (first group):") print(standardized.data[standardized.indptr[0]:standardized.indptr[1]])
Debug
Known issues
gotchacoreforecast is primarily a low-level dependency. Most users will interact with it indirectly through higher-level Nixtla libraries like MLForecast, StatsForecast, or NeuralForecast. Direct usage is for specific C++ operator needs.
fix
Consider if you truly need to use coreforecast directly, or if a higher-level library from Nixtlaverse better suits your use case.
affects: All versions
breakingVersion incompatibilities between coreforecast and other Nixtla libraries (e.g., mlforecast) can lead to 'AttributeError'. For instance, mlforecast==0.11.6 might not be compatible with older coreforecast versions.
fix
Ensure you are using compatible versions of coreforecast and any dependent Nixtla libraries. Check the documentation or GitHub issues of the higher-level library for recommended coreforecast versions. Upgrading all Nixtla libraries to their latest versions is generally recommended.
affects: Prior to 0.0.17 and specific mlforecast versions (e.g., mlforecast<0.12.0 with coreforecast<0.0.14)
gotchaThe `GroupedArray` data structure expects `data` and `indptr` to be 1D NumPy arrays. Incorrectly structuring `indptr` (e.g., not matching group boundaries) will lead to incorrect calculations or errors.
fix
Carefully construct the `indptr` array such that `data[indptr[i] : indptr[i + 1]]` correctly isolates each time series within the `data` array.
affects: All versions
Errors
Common errors & fixes
ModuleNotFoundError: No module named 'coreforecast'
The 'coreforecast' library is not installed in the current Python environment or the environment is not correctly activated.
fix
Install the library using pip: `pip install coreforecast` or with conda: `conda install -c conda-forge coreforecast`.
AttributeError: module 'coreforecast.lag_transforms' has no attribute 'BaseLagTransform'
This error typically occurs due to version incompatibility between `coreforecast` and `mlforecast` (or other Nixtla libraries that depend on it), where an older `coreforecast` version lacks the expected attribute.
fix
Upgrade `coreforecast` to its latest version: `pip install -U coreforecast`, or ensure compatible versions of `coreforecast` and `mlforecast` are installed (e.g., `pip install mlforecast==0.11.7 coreforecast==0.0.3` for older setups, but generally upgrading both is recommended).
Kernel crashes on fit()
This issue is often related to conflicts with OpenMP dependencies, especially when `coreforecast` is used alongside other libraries like LightGBM or XGBoost in certain environments (e.g., Jupyter notebooks on macOS).
fix
Upgrade `coreforecast` to version 0.0.11 or newer (version 0.0.17 is current and resolves this) as later versions removed the OpenMP dependency: `pip install -U coreforecast`. If the problem persists, try importing `scikit-learn` first, then `LightGBM`/`XGBoost`, and finally `mlforecast` (which uses `coreforecast` internally).
Upgrade
Version history
0.0.18latest on PyPI · released Jul 9, 2026
Audit
Dependencies
numpyrequiredRequired for the core data structures (GroupedArray) and numerical operations.
Agent activity
25 hits · last 30 days
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Resources
coreforecast — pip install coreforecast · libregistry