So I am not sure that I understand you. Why would you even implement a forecasting algorithm and not use open source one. (Unless I am missing something). Also

So I am not sure that I understand you. Why would you even implement a forecasting algorithm and not use open source one. (Unless I am missing something). Also, how do you plan to verify that the algorithm works? Note, that your customers would need to make critical business decisions based on this software, so I would refrain doing clean room impl of the forecasting algorithm.