Commit Graph

14 Commits

Author SHA1 Message Date
Colin Delahunty
58fb984b70 Forecast test (#3636)
* Fixed some tests

* Fixed some tests

* Finished fixing tests

* Fixed pylint

Co-authored-by: James Maslek <jmaslek11@gmail.com>
Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
2022-11-29 10:11:04 -05:00
Colin Delahunty
af0eb7b2b9 Forecast and Economy PR (#3500)
* Added fix

* Progressed on forecast, did economy

* Fix python 3.10 code

* Fix economy

* Update choices generation

* Fix economy

* Fix choices generation

* Economy fixes

* Added improvements

* Continued work on improving forecast

* Added fixes

* Continuing

* Got some fixes in

* Added fixes

* Added fixes

* Added fixes

* Added fixes

Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
2022-11-25 06:44:18 +01:00
fede
37c943f3d0 [FEAT] StatsForecast MSTL forecasting model (#3338)
* feat: add mstl model

* feat: update mstl usage example

* SDK : Checkout files from main

* SDK : update forecasting map

* feat: reformat forecast controller black

* fix: add pylint exp to preserve informative warning

* fix: merge formatting

Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com>
Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
2022-11-13 21:15:15 -05:00
fede
d2b49b3438 [FEAT] StatsForecast AutoARIMA forecasting model (#3336)
* feat: add autoarima model

* Revert "feat: add autoarima model"

This reverts commit a1d0f08a18.

* Revert "Revert "feat: add autoarima model""

This reverts commit c3e25eff0d.

* hooks

* feat: update autoarima example

* fix: code style

* fix: remove unused file

* SDK : Checkout files from main

* SDK : update forecasting map

* Linting

* fix: merge formatting

Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
2022-11-13 18:56:11 -05:00
fede
a790cbc77c [FEAT] StatsForecast RandomWalkWithDrift forecasting model (#3339)
* feat: add random walk with drift model

* feat: update rwd usage example

* fix: remove seasonal periods from rwd

* SDK : Checkout files from main

* SDK : update forcasting map

Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
2022-11-13 00:28:21 -05:00
fede
d56eedc58b [FEAT] Automatic Statistical Forecasting (#3317)
* feat: add autostatsforecast

* feat: update autostatsforecast description

* feat: improve print results

* fix: update autostatsforecat docs (sorted results)

* fix: rename autostatsforecast -> beststatsmodel

* feat: try-except statsforecast imports

* fix: update beststatsmodel example

* fix: delete unused file

* fix: rename beststatsmodel -> autoselect command

* fix: update autoselect command description

* SDK : Fetch `trail_map_forecasting.csv`

* SDK : add `forecast.autoselect`

* SDK : update `sdk.py`

* feat: add pylint exep to preserve informative warning

Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
2022-11-12 22:42:32 -05:00
fede
a4e5e436d5 [FEAT] StatsForecast AutoCES forecasting model (#3337)
* feat: add autoces model

* feat: update autoces example

* fix: remove unused file

Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
2022-11-08 15:27:12 -05:00
fede
de0125076e [FEAT] StatsForecast SeasonalNaive forecasting model (#3340)
* feat: add seasonalnaive model

* feat: update seasonalnaive usage example

Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
2022-11-08 14:16:11 -05:00
Colin Delahunty
1f4c150dc2 Refactors Econometrics and Forecast load commands and controller (#3299)
* Replaces / with _ when loading forecast

* Makes econometrics and forecast load function one common function

* Remove examples from forecast and fix econometrics load --examples bug

* Fixed some tests

* Expands error handling, fixes SDK routes

* Added error handling

Co-authored-by: James Maslek <jmaslek11@gmail.com>
2022-11-04 11:27:16 -04:00
fede
826303eec1 [FEAT] StatsForecast AutoETS forecasting model (#2988)
* feat: add autoets model

* feat: update autoets index

* feat: add verbose option

* feat: freq preprocessing

* feat: improve test size call

* feat: add statsforecast dep to conda env full

Co-authored-by: James Maslek <jmaslek11@gmail.com>
Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
2022-10-31 14:58:16 -04:00
Colin Delahunty
fcb58ca910 Fixed plotting command (#2809)
* Fixed plotting command

* Added Martin change requests

* Fixed pylint

Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
2022-10-13 10:50:38 -04:00
Colin Delahunty
0c9a4fafc4 Nhits (#2779)
* Added nhits, updated docs

* Added nhits docs

* Updated docs image

* Added funot docs

* Fixed martin changes

* Added nhits tests

* Fixed hugo issues

Co-authored-by: martinb-bb <105685594+martinb-bb@users.noreply.github.com>
2022-10-11 12:03:28 -04:00
Theodore Aptekarev
63cc084b98 Clean up old api files (#2752)
* Clean up old api files

* Remove unused imports

Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>
2022-10-10 00:27:55 +03:00
martinb-bb
7fd72d9ee1 Forecasting Menu [Work in Progress] (#1933)
* Gave forecasting memory

* Fixed scripts, refactored

* FIxed poetry lock

* edge case check for forecast target

* Improved combine and load functionality

* Cleaned up translations

* Fixed issue with covariates

* Fixed issue checking covariates

* Another covariates check fix

* Ignored regr and linregr warnings

* Fixed covariate issues

* switched from forecasting to forecast

* Finished transition to forecast

* Can add entire dataset with one command

* Improved combine description

* Removed naming covariates

* Created new installation

* typo

* Make plot show dates if available

* Added better handling or users without the menu

* Removed unused file

* Fix

* Better handling for nontraditional datasets

* Fixed black and pylint

* Fixed tests

* Added darts install to main tests

* Working on darts with CI

* Added back test file

* Made large tables print better

* naive baseline

* typo

* Finished naive

* no dollar on prediction

* fixed positive MAPE bug

* quick refactoring

* Fixed two different args for same thing

* added extra patience

* linreg mape fix

* info fix

* Refactored API, bumped to Darts 0.21.0

* Added fixes

* Increased verbosity for wrong column

* Updated dependencies

* Hid warnings

* Fixed importing

* Fixed tests

* Fixed ugly seasonal plotting

* Fixed forecast line color

* Switched chart output to blue

* Simplified lambda_price_prediction_color

* fixed residuals

* Chnage

* Removed darts from CI per Chavi

* Added fixes to tests

* Added knnfix

* Fixed issue where n!= o

* Added changes

* Added changes

* Imrpoved forecast dash

* Added Theo notebook

* Added enhancements to dash

* Added notebook

* Added fix for jupyter lab

* Added debug stuff

* Change

* Updated docs

* Fixed formatting

* Fixed formatting

* Removed prints

* Filtered some info

* Added button to run model

* Improved api

* Added secret feautr (no peeking Martin)

* Cleaned code

* Fixed tests

* Added test fixes

* Added fixes

* Fixes

* FIxes for pres

* Remove bad tests

* Removed knn

* Fixed issues with removing mc

* doc for conda

* Added forecast improvements

* Added streamlit support

* Fixed issues

* fix expo with streamlit due to quantile()

* fixed performance issues with streamlit for now..

* clean up historical forecast with new trainer

* quick fix for regression trainer params

* Added fixes

* quick fix for other fix for regression trainer params

* table formatting for timestamp

* potential fix for inf in feature engineered datasets

* Basic working in new format

* dw

* Trying

* Fixed issues

* Improved graphing

* fixing trainer for LR and formatting

* doge and linting

* page break

* automatic cleaning of datasets

* automatic cleaning of datasets- fix

* Fixed forecast dates

* Made dashboard prettier

* Added fixes

* Added fixes

* Added options

* Fixed error

* remove caching

* adding in spinner

* Added vairable n_predict in streamlit

* Added mypy fix

* renaming and range change

* new index for n predict

* check positive float for window size

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* renaming

* reorg files

* Update _index.md

* hidden which command for versions

* Update _index.md

* Update _index.md

* which: ns parser

* hugo for: which

* hugo for: forecasting fix

* formatting black

* update stock controller test

* Lay groundwork for better residual plotting

* improved delete to allow for periods in title

* improved automatic cleaning of inf

* Added new API

* Added new API

* Added new API

* formatting for black

* Updated our testing CI

* Reverted changes

* Added forecast docs

* Fixed mypy issues

* Fixes tests

* Did some refactoring, added a report

* new api in streamlit

* Added integrated tests

* Update _index.md

* improved loading in custom dataset

* menu spacing

* installer fixes

* Added docs fixes

* Adding comments to test if commit working

* Fixed report

* naming conventions

* formatting

* removing unused var

* Made last report imporvements

* Update README.md

* Added fix

* Switched to warning

* Added fixes

* Added fixes

* Added fixes

* Added fixes

* Update economy av view test

* Remove forgotten print statement

* Update depencencies

* Added verbosity to pytest

* Added fixes

* Fixed pylint

* Fixed actions checkout

* Added fixes

Co-authored-by: colin99d <colin99delahunty@gmail.com>
Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>
Co-authored-by: James Simmons <simmonsj330@gmail.com>
Co-authored-by: minhhoang1023 <40023817+minhhoang1023@users.noreply.github.com>
Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com>
2022-10-08 14:54:43 +02:00