Skander Hannachi
Skander Hannachi is part of Google Cloud’s Applied AI Engineering team, building solutions using the latest Google and DeepMind models and AI tools, and providing feedback to product and research teams to drive future research roadmaps.
He holds a Ph.D in ML from Tokyo Institute of Technology, and a degree in Instrumentation Engineering from the INSAT, in Tunisia. His research interests include: Theoretical and applied deep learning, AI for time series forecasting, MLOps and AI production best practices, evolutionary optimization approaches, and AI research operationalization.
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Lessons learned from building an agent to convert the R Forecast Package into a JAX api
Skander Hannachi, Jasmeet Bhatia, Dennis Kashkin, Anna Novakovska - Applied AI Engineering, Google Cloud
{shannachi@ jasmeetbhatia@ kashkin@ anovakovska@}google.com
Accepted at ISF 2026
Abstract:
The Forecast package in R, is one of the most popular and established frameworks for learning and working with statistical (local) time series models. However, over the last decade or so, the language of choice for data analysis and mathematical modeling has become Python, especially, since, unlike R, the latter provides multiple options for running models on dedicated hardware accelerators (TPUs/GPUs), and on distributed compute infrastructure.
In this study, we implement an LLM agent based code conversion pipeline that automatically converts the code from the Forecast package (R, C++), into JAX/PAX, a more recent modeling framework dedicated specifically for running compute heavy modeling tasks on TPUs and GPUs. We run our specialized code conversion agent against three core models of the Forecast package: TBATs, auto.arima(), and ETS(), with an aim to provide the exact same user experience as the original R API, but with the underlying model selection, model fitting, and forecast generation running all using JAX and PAX operations, running in a Python environment.
We report the results of our experiments and discuss the challenges we observed while running it. We compile these into a skills markdown file, which can be used by other agents intended to perform similar experiments. We provide the JAX based implementations, along with the skills file in an accompanying open source repo.
This is not the first attempt at converting the Forecast package into Python. Those other efforts however are significantly labor intensive, especially when it comes to ensuring parity with the source modeling APIs and quality control in general. Moreover, such projects rely heavily on the long term commitment of both community members and institutional contributors to the conversion effort.
The purpose of our effort is to show how this agent based process can be applied to automate any data science package upgrade or language conversion process with minimal contributors required outside of the core package maintainer team. Especially since the concept of agent skills files makes the process inherently self-improving, both within the scope of a single conversion effort, as well as across multiple long term conversion efforts. For example, the same approach can be applied to a future effort for upgrading the Forecast package to work with Julia, an even more recent and promising modeling language, while benefitting from the R-2JAX lessons learned.
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One of the most exciting developments in the time series space over the last few years has been the advances in probabilistic forecasting capabilities, both in terms of modeling approaches and available tools. Yet adoption of probabilistic forecasting methods has been slow amongst the wider forecasting community, and data science teams and business stakeholders are missing out on the opportunities provided by more accurate characterization of the uncertainty, including their correlations.
In this presentation, we will point out that most established point forecasting approaches can be easily augmented to produce distributional forecasts, making it very hard to distinguish between the two types of approaches in practice. The gravitation towards using a single number as a forecast due to its explainability and operability makes the concrete benefits and ROI of upgrading to probabilistic forecasting approaches ambiguous at best, thus contributing to the challenges with adopting the newer probabilistic models.
We will then argue for a reframing of the probabilistic vs. point forecasting distinction, not in terms of modeling approaches and pipeline configurations, but as a fundamental first principles based distinction based on the available data and the use case requirements. Probabilistic forecasting should not be seen as an add-on to point forecasting, nor as an opportunity for an incremental improvement on uncertainty bounds. It should be clear that certain applications mandate probabilistic forecasting because point forecasting, no matter how accurate, will lead to wrong decision making. This distinction should be analogous to how the distinction between regression and classification use cases is defined, or the distinction between clustering and dimensionality reduction use cases is defined.
We will also discuss possible criteria for this first principles based distinction between point forecasting use cases and probabilistic use cases, and argue for why such a reframing might be beneficial for practitioners and business users. This article aims to initiate a discussion on making probabilistic forecasting as a principle that is more accessible to practitioners and non-technical stakeholders; that it is not an improvement to point forecasts: it is a critical must-have for many (or most) business forecasting use cases.
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