There isn't much in terms of modelling built into the tool itself because that kind of functionality is secondary (the tool is primarily focused on quick and efficient gathering of metrics). You can do some basic forecasting at query time (holt-winters and linear regression), but beyond that you're using one of the remote storage adapter plugins to send the metrics to a remote time series database and the apply your ML on that (like OPs service does)

https://prometheus.io/docs/prometheus/latest/querying/functi...

It has holtwinters as a builtin: https://prometheus.io/docs/prometheus/latest/querying/functi...

Nothing stopping folks from adding in more.