tsbootstrap v0.3.0 drops with MCP, compiled acceleration
Open-source time series resampling library tsbootstrap has launched v0.3.0, introducing a read-only Model Context Protocol (MCP) server for AI coding agents and a compiled parallel-replicate VAR kernel for performance gains.
Embedding an MCP server directly inside a statistical library is a clever way to expose complex time-series tools to LLMs. Moving heavy resampling loops to a compiled parallel backend drastically improves efficiency, making high-volume backtesting feasible for developer agents.
- –The new stdio-based MCP server exposes `diagnose_series` and `bootstrap_confidence_interval` directly to AI coding environments.
- –The compiled replicate-parallel VAR kernel under the `accel` extra delivers 1.3x to 2.7x speedups over the `arch` library.
- –Memory usage is heavily optimized; a VAR residual bootstrap that previously required 480 MB now runs in just 1.4 MB.
- –Out-of-the-box support for conformal prediction intervals (EnbPI, ACI, NexCP) ensures prediction intervals hold up under regime shifts.
- –Exogenous-covariate support is finalized for ARX, VARX, and ARIMAX models.
DISCOVERED
2h ago
2026-06-23
PUBLISHED
2h ago
2026-06-23
RELEVANCE
AUTHOR
spaceman_gilda