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ML predictions Phase 4: SARIMA spending forecast with dual confidence bands

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Replaces unused Prophet dependency (unrunnable without cmdstan) with
SARIMA (statsmodels SARIMAX) as the primary spending forecast algorithm.
Strategy: SARIMA(1,1,1)(1,0,1,12) for 12+ months of data, ARIMA(1,1,1)
for 6-11 months, Holt-Winters for 3-5 months, simple average below that.

Adds 95% confidence bands (1.96σ) alongside existing 80% (1.28σ).
Extends forecast horizon from 3 to 6 months and actuals display from
6 to 12 months. Each category now carries an algorithm field surfaced
as a badge in the UI. Frontend chart shows both confidence tiers as
stacked bar overlays with a 3-month summary grid below.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
megaproxy 2026-04-28 10:30:26 +00:00
parent 3b4787d8b9
commit 4572621f5d
4 changed files with 109 additions and 30 deletions
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3
frontend/src/api/predictions.ts
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@ -4,8 +4,9 @@ export interface CategoryForecast {
category_id: string;
category_name: string;
monthly_avg: number;
algorithm: "sarima" | "holt_winters" | "average";
actuals: { date: string; amount: number }[];
forecast: { date: string; amount: number; lower: number; upper: number }[];
forecast: { date: string; amount: number; lower: number; upper: number; lower_95: number; upper_95: number }[];
}
export interface SpendingForecastResponse {