config.yaml

# Time Series Council Configuration
# ----------------------
# Configure your LLM providers and API keys here.
# API keys can be set via environment variables (recommended) or directly in this file.

# Default provider for all operations
default_provider: anthropic

# Provider configurations
# Each provider needs an API key (via env var or direct value)
providers:
  gemini:
    api_key_env: GEMINI_API_KEY # Environment variable name
    # api_key: your-key-here          
    model: gemini-2.5-flash

  anthropic:
    api_key_env: ANTHROPIC_API_KEY
    # api_key: 
    model: claude-sonnet-4-20250514

  openai:
    api_key_env: OPENAI_API_KEY
    model: gpt-4o-mini

  deepseek:
    api_key_env: DEEPSEEK_API_KEY
    model: deepseek-chat
    # base_url: https://api.deepseek.com  # Optional custom endpoint

  qwen:
    api_key_env: DASHSCOPE_API_KEY
    model: qwen-turbo
    base_url: https://dashscope.aliyuncs.com/compatible-mode/v1

# Council of AI configuration
# The council provides multi-perspective analysis using 3 AI roles
council:
  # Option 1: Use the same provider for all council roles (simpler)
  use_same_provider: true
  provider: anthropic # Used when use_same_provider is true

  # Option 2: Use different providers for each role (more diverse perspectives)
  # Set use_same_provider to false and configure roles below
  # use_same_provider: false
  # roles:
  #   forecaster: gemini         # Quantitative analysis
  #   risk_analyst: anthropic    # Risk assessment
  #   business_explainer: openai # Business insights

# Advanced Council (Karpathy-style 3-stage deliberation)
# Stage 1: All models give first opinions
# Stage 2: Models review and rank each other's responses
# Stage 3: Chairman synthesizes final answer
advanced_council:
  enabled: true
  chairman: anthropic # Model that synthesizes final answer

  # Models participating in the council (need API keys configured above)
  # At minimum, configure 2+ models for meaningful deliberation
  models:
    - anthropic
    # - gemini    # Uncomment and add API key to use
    # - openai    # Uncomment and add API key to use
    # - deepseek  # Uncomment and add API key to use

# Cross-validation-based model selection
# Uses held-out validation data to compare models before LLM selection
cross_validation:
  enabled: true
  cv_points: null  # Number of validation points (null = auto, typically = horizon)
  diversity_threshold: 0.01  # Skip LLM selection when models agree within this threshold
  max_downsample: 40  # Max points to include in LLM prompt (for token efficiency)
  selection_method: "auto"  # "auto", "cv", "llm", "static"

# Quantile-aware ensemble blending
# Blends at the quantile level instead of just averaging point forecasts
quantile_ensemble:
  enabled: true
  standard_quantiles: [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]

# Web server settings
server:
  host: 127.0.0.1
  port: 8000

# Default data settings
data:
  default_csv: data/sample_sales.csv
  default_target: sales