Is your feature request related to a problem? Please describe.
TSFit represents significant technical debt that violates every core engineering principle in our standards:
- Zero Tolerance for Technical Debt: TSFit IS technical debt - 400+ lines of duplicate code
- Single Responsibility Principle: Handles 6+ responsibilities in one monolithic class
- Performance: Creates 7.66x overhead compared to direct backend usage
- Architecture: Blocks clean multi-backend design, limiting users to ~5 models instead of 30+
Current issues:
- Duplicate implementations between TSFit and backend system
- TSFitBestLag reimplements what StatsForecast's AutoARIMA already provides
- Monolithic design prevents leveraging each backend's strengths
- Forces all models through same interface, losing backend-specific optimizations
Describe the solution you'd like
Complete removal of TSFit in favor of the already-implemented multi-backend architecture:
- Phase 1: Add missing features to backends (AR support, HQIC, data rescaling)
- Phase 2: Add deprecation warnings to TSFit
- Phase 3: Migrate ~250 tests from TSFit to backends
- Phase 4: Remove TSFit implementation files
- Phase 5: Clean up all use_backend parameters and conditionals
End state - Clean multi-backend architecture:
├── StatsForecastBackend (30+ models, Auto*, batch optimization)
├── StatsModelsBackend (VAR/VECM, econometrics, diagnostics)
└── ArchBackend (GARCH family, volatility modeling)
Describe alternatives you've considered
- Keep TSFit as legacy compatibility layer - violates Zero Tolerance for Technical Debt
- Gradual deprecation over multiple versions - prolongs the architectural debt
- Refactor TSFit to use backends internally - adds unnecessary abstraction layer
Additional context
- TSFit is NOT used in production bootstrap code (only in tests)
- Backend system already primary (use_backend=True by default)
- Bootstrap classes use ModelFittingService, not TSFit directly
- ~2,000 lines of code can be removed
- Unlocks StatsForecast's full model suite (AutoETS, Theta, MSTL, etc.)
Benefits:
- Performance: Maintain 7.66x speedup already achieved
- Architecture: Enable specialized backends for different use cases
- Maintainability: Single source of truth for each functionality
- Future-proofing: Clear path for MLForecast/NeuralForecast integration
Is your feature request related to a problem? Please describe.
TSFit represents significant technical debt that violates every core engineering principle in our standards:
Current issues:
Describe the solution you'd like
Complete removal of TSFit in favor of the already-implemented multi-backend architecture:
End state - Clean multi-backend architecture:
Describe alternatives you've considered
Additional context
Benefits: