MyMidas/backend
megaproxy 4572621f5d ML predictions Phase 4: SARIMA spending forecast with dual confidence bands
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>
2026-04-28 10:30:26 +00:00
..
alembic Add pensions module and integrate with tax report 2026-04-28 09:59:01 +00:00
app ML predictions Phase 4: SARIMA spending forecast with dual confidence bands 2026-04-28 10:30:26 +00:00
scripts Complete Phase 3, Phase 5 polish and hardening 2026-04-22 14:59:11 +00:00
tests Add recurring transaction detection, subscriptions page, and UK tax reporting 2026-04-23 21:40:02 +00:00
alembic.ini Initial commit: MyMidas personal finance tracker 2026-04-21 11:56:10 +00:00
Dockerfile Add pensions module and integrate with tax report 2026-04-28 09:59:01 +00:00
pyproject.toml ML predictions Phase 4: SARIMA spending forecast with dual confidence bands 2026-04-28 10:30:26 +00:00