In this tutorial, we build an advanced agentic AI system that autonomously handles time series forecasting using the Darts library combined with a lightweight HuggingFace model for reasoning. We design the agent to operate in a perception–reasoning–action cycle, where it first analyzes patterns in the data, then selects an appropriate forecasting model, generates predictions, and finally explains and visualizes the results. By walking through this pipeline, we experience how agentic AI can bring together statistical modeling and natural language reasoning to make forecasting both accurate and interpretable. Check out the FULL CODES here.
!pip install darts transformers pandas matplotlib numpy -q
import pandas as pd
import numpy as np
from darts import TimeSeries
from darts.models import ExponentialSmoothing, NaiveSeasonal, LinearRegressionModel
from darts.metrics import mape, rmse
from transformers import pipeline
import matplotlib.pyplot as plt
from datetime import datetime, timedelta
We begin by installing and importing the essential libraries, including Darts for time series forecasting, Transformers for reasoning, and supporting packages like pandas, NumPy, and matplotlib. With these tools in place, we set up the foundation to build and run our autonomous forecasting agent. Check out the FULL CODES here.
class TimeSeriesAgent:
“””Autonomous agent for time series analysis and forecasting”””
def __init__(self):
print(“🤖 Initializing Agent Brain…”)
self.llm = pipeline(“text-generation”, model=”distilgpt2″, max_length=150,
do_sample=True, temperature=0.7)
self.models = {
‘exponential_smoothing’: ExponentialSmoothing(),
‘naive_seasonal’: NaiveSeasonal(K=12),
‘linear_regression’: LinearRegressionModel(lags=12)
}
self.selected_model = None
self.forecast = None
def perceive(self, data):
“””Agent perceives and analyzes the time series data”””
print(“n👁️ PERCEPTION PHASE”)
self.ts = TimeSeries.from_dataframe(data, ‘date’, ‘value’, freq=’M’)
trend = “increasing” if data[‘value’].iloc[-1] > data[‘value’].iloc[0] else “decreasing”
volatility = data[‘value’].std() / data[‘value’].mean()
seasonality = self._detect_seasonality(data[‘value’])
analysis = {
‘length’: len(data),
‘trend’: trend,
‘volatility’: f”{volatility:.2f}”,
‘has_seasonality’: seasonality,
‘mean’: f”{data[‘value’].mean():.2f}”,
‘range’: f”{data[‘value’].min():.2f} to {data[‘value’].max():.2f}”
}
print(f”📊 Data Points: {analysis[‘length’]}”)
print(f”📈 Trend: {analysis[‘trend’].upper()}”)
print(f”🎲 Volatility: {analysis[‘volatility’]}”)
print(f”🔄 Seasonality: {‘Detected’ if seasonality else ‘Not detected’}”)
return analysis
def _detect_seasonality(self, series, threshold=0.3):
“””Simple seasonality detection”””
if len(series) < 24:
return False
acf = np.correlate(series – series.mean(), series – series.mean(), mode=”full”)
acf = acf[len(acf)//2:]
acf /= acf[0]
return np.max(acf[12:24]) > threshold if len(acf) > 24 else False
def reason(self, analysis):
“””Agent reasons about which model to use”””
print(“n🧠 REASONING PHASE”)
prompt = f”Time series analysis: {analysis[‘length’]} data points, {analysis[‘trend’]} trend, ”
f”volatility {analysis[‘volatility’]}, seasonality: {analysis[‘has_seasonality’]}. ”
thought = self.llm(prompt, max_length=100, num_return_sequences=1)[0][‘generated_text’]
print(f”💭 Agent Thinking: {thought[:150]}…”)
if analysis[‘has_seasonality’]:
self.selected_model=”naive_seasonal”
reason = “Seasonality detected – using Naive Seasonal model”
elif float(analysis[‘volatility’]) > 0.3:
self.selected_model=”exponential_smoothing”
reason = “High volatility – using Exponential Smoothing”
else:
self.selected_model=”linear_regression”
reason = “Stable trend – using Linear Regression”
print(f”✅ Decision: {reason}”)
return self.selected_model
def act(self, horizon=12):
“””Agent takes action: trains model and generates forecast”””
print(“n⚡ ACTION PHASE”)
train, val = self.ts[:-12], self.ts[-12:]
model = self.models[self.selected_model]
print(f”🎯 Training {self.selected_model}…”)
model.fit(train)
self.forecast = model.predict(horizon)
if len(val) > 0:
val_pred = model.predict(len(val))
accuracy = 100 – mape(val, val_pred)
print(f”📊 Validation Accuracy: {accuracy:.2f}%”)
print(f”🔮 Generated {horizon}-step forecast”)
return self.forecast
def explain(self):
“””Agent explains its predictions”””
print(“n💬 EXPLANATION PHASE”)
forecast_values = self.forecast.values().flatten()
hist_values = self.ts.values().flatten()
change = ((forecast_values[-1] – hist_values[-1]) / hist_values[-1]) * 100
direction = “increase” if change > 0 else “decrease”
explanation = f”Based on my analysis using {self.selected_model}, ”
f”I predict a {abs(change):.1f}% {direction} in the next period. ”
f”Forecast range: {forecast_values.min():.2f} to {forecast_values.max():.2f}. ”
f”Historical mean was {hist_values.mean():.2f}.”
print(f”📝 {explanation}”)
prompt = f”Forecast summary: {explanation} Explain implications:”
summary = self.llm(prompt, max_length=120)[0][‘generated_text’]
print(f”n🤖 Agent Summary: {summary[:200]}…”)
return explanation
def visualize(self):
“””Agent creates visualization of its work”””
print(“n📊 Generating visualization…”)
plt.figure(figsize=(14, 6))
self.ts.plot(label=”Historical Data”, lw=2)
self.forecast.plot(label=f’Forecast ({self.selected_model})’,
lw=2, linestyle=”–“)
plt.title(‘🤖 Agentic AI Time Series Forecast’, fontsize=16, fontweight=”bold”)
plt.xlabel(‘Date’, fontsize=12)
plt.ylabel(‘Value’, fontsize=12)
plt.legend(loc=”best”, fontsize=11)
plt.grid(True, alpha=0.3)
plt.tight_layout()
plt.show()
We define a TimeSeriesAgent that thinks with a lightweight HuggingFace model and acts with a small portfolio of Darts models. We perceive patterns (trend, volatility, seasonality), reason to choose the best model, then train, forecast, and validate. Finally, we explain the prediction in plain language and visualize history versus forecast. Check out the FULL CODES here.
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def create_sample_data():
“””Generate sample time series data”””
dates = pd.date_range(start=”2020-01-01″, periods=48, freq=’M’)
trend = np.linspace(100, 150, 48)
seasonality = 10 * np.sin(np.linspace(0, 4*np.pi, 48))
noise = np.random.normal(0, 3, 48)
values = trend + seasonality + noise
return pd.DataFrame({‘date’: dates, ‘value’: values})
We create a helper function create_sample_data() that generates synthetic time series data with a clear trend, sinusoidal seasonality, and random noise. This allows us to simulate realistic monthly data from 2020 to 2023 for testing and demonstrating the agent’s forecasting workflow. Check out the FULL CODES here.
def main():
“””Main execution: Agent autonomously handles forecasting task”””
print(“=”*70)
print(“🚀 AGENTIC AI TIME SERIES FORECASTING SYSTEM”)
print(“=”*70)
print(“n📥 Loading data…”)
data = create_sample_data()
print(f”Loaded {len(data)} data points from 2020-01 to 2023-12″)
agent = TimeSeriesAgent()
analysis = agent.perceive(data)
agent.reason(analysis)
agent.act(horizon=12)
agent.explain()
agent.visualize()
print(“n” + “=”*70)
print(“✅ AGENT COMPLETED FORECASTING TASK SUCCESSFULLY”)
print(“=”*70)
if __name__ == “__main__”:
main()
We define the main function that runs the full agentic AI pipeline. We load synthetic time series data, let the TimeSeriesAgent perceive patterns, reason to select the best model, act by training and forecasting, explain the results, and finally visualize them. This completes the end-to-end autonomous perception, reasoning, and action cycle.
In conclusion, we see how an autonomous agent can analyze time series data, reason about model selection, generate forecasts, and explain its predictions in natural language. By combining Darts with HuggingFace, we create a compact yet powerful framework that not only produces accurate forecasts but also clearly communicates insights. We complete the cycle with visualization, reinforcing how agentic AI makes forecasting more intuitive and interactive.
Check out the FULL CODES here. Feel free to check out our GitHub Page for Tutorials, Codes and Notebooks. Also, feel free to follow us on Twitter and don’t forget to join our 100k+ ML SubReddit and Subscribe to our Newsletter. Wait! are you on telegram? now you can join us on telegram as well.
Asif Razzaq is the CEO of Marktechpost Media Inc.. As a visionary entrepreneur and engineer, Asif is committed to harnessing the potential of Artificial Intelligence for social good. His most recent endeavor is the launch of an Artificial Intelligence Media Platform, Marktechpost, which stands out for its in-depth coverage of machine learning and deep learning news that is both technically sound and easily understandable by a wide audience. The platform boasts of over 2 million monthly views, illustrating its popularity among audiences.
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