analysis3054 0.1.0__tar.gz

analysis3054-0.1.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: analysis3054
+Version: 0.1.0
+Summary: Advanced time-series analytics and forecasting toolkit for commodity / power trading (5-year bands, ML, regime switching, hierarchical utilities).
+Author-email: secret <john23114693@gmial.com>
+License: MIT
+Project-URL: Homepage, https://pypi.org/project/analysis3054/
+Project-URL: Repository, https://github.com/yourname/analysis3054
+Keywords: time-series,forecasting,power-trading,commodity,energy,analytics
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3 :: Only
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: Intended Audience :: Science/Research
+Classifier: Topic :: Scientific/Engineering
+Classifier: Topic :: Office/Business :: Financial
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+Requires-Dist: pandas>=1.5
+Requires-Dist: numpy>=1.24
+Requires-Dist: plotly>=5.20
+Requires-Dist: statsmodels>=0.13
+Requires-Dist: scipy>=1.10
+Provides-Extra: stats
+Requires-Dist: pmdarima>=2.0; extra == "stats"
+Requires-Dist: arch>=6.0; extra == "stats"
+Provides-Extra: ml
+Requires-Dist: scikit-learn>=1.2; extra == "ml"
+Requires-Dist: xgboost>=2.0; extra == "ml"
+Requires-Dist: lightgbm>=4.0; extra == "ml"
+Requires-Dist: catboost>=1.2; extra == "ml"
+Provides-Extra: dl
+Requires-Dist: tensorflow>=2.12; extra == "dl"
+Provides-Extra: prophet
+Requires-Dist: prophet>=1.1; extra == "prophet"
+Requires-Dist: neuralprophet>=0.6.0; extra == "prophet"
+Provides-Extra: tbats
+Requires-Dist: tbats>=1.1.3; extra == "tbats"
+Provides-Extra: plot
+Requires-Dist: plotly>=5.20; extra == "plot"
+Provides-Extra: all
+Requires-Dist: analysis3054[dl,ml,plot,prophet,stats,tbats]; extra == "all"
+
+# EIA Band Plot & Time Series Forecasting
+
+This package provides two primary utilities:
+
+* **`five_year_plot`** – Generate interactive 5‑year band plots using
+  Plotly.  These plots mirror the charts used by the U.S. Energy
+  Information Administration (EIA) to contextualize recent values
+  against the range, minimum, maximum and average of the last five
+  years.  Multiple numeric columns within a DataFrame can be plotted
+  simultaneously as separate subplots.
+
+* **`ml_forecast`** – Train individual AutoGluon time series models
+  for each numeric column in a DataFrame and forecast future values.
+  The function returns a DataFrame with point forecasts and, if
+  requested, prediction intervals.  Each series is trained
+  independently using the specified presets (default: `best_quality`).
+
+## Installation
+
+Install the package with:
+
+
+```bash
+pip install analysis3054
+```
+
+To enable the optional machine‑learning forecasting features, also
+install the AutoGluon time series dependency:
+
+```bash
+pip install analysis3054[ml]
+```
+
+## Usage
+
+### Five‑Year Band Plot
+
+```python
+import pandas as pd
+from analysis3054 import five_year_plot
+
+# Example DataFrame with a 'date' column and one or more numeric columns
+df = pd.read_csv("my_timeseries_data.csv")
+
+# Create the plot
+fig = five_year_plot(date='date', df=df, prior_year_lines=1)
+fig.show()
+```
+
+### Machine Learning Forecasting
+
+```python
+import pandas as pd
+from analysis3054 import ml_forecast
+
+df = pd.read_csv("my_timeseries_data.csv")
+
+# Forecast the next 12 periods for each numeric column
+result = ml_forecast(date='date', df=df, periods=12)
+
+# Access point forecasts
+forecasts = result.forecasts
+
+# Access confidence intervals (if requested)
+conf_ints = result.conf_intervals
+```
+
+See the docstrings of each function for detailed parameter descriptions.
+
+## User Guide
+
+For a complete overview of all available functions, advanced
+forecasting methods, statistical analyses and plotting utilities,
+consult the **USER_GUIDE.md** file included with the package.  It
+provides step‑by‑step examples, explains optional parameters such as
+confidence interval computation and plotting, and offers best
+practices for combining models and interpreting results.

analysis3054-0.1.0/README.md

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+# EIA Band Plot & Time Series Forecasting
+
+This package provides two primary utilities:
+
+* **`five_year_plot`** – Generate interactive 5‑year band plots using
+  Plotly.  These plots mirror the charts used by the U.S. Energy
+  Information Administration (EIA) to contextualize recent values
+  against the range, minimum, maximum and average of the last five
+  years.  Multiple numeric columns within a DataFrame can be plotted
+  simultaneously as separate subplots.
+
+* **`ml_forecast`** – Train individual AutoGluon time series models
+  for each numeric column in a DataFrame and forecast future values.
+  The function returns a DataFrame with point forecasts and, if
+  requested, prediction intervals.  Each series is trained
+  independently using the specified presets (default: `best_quality`).
+
+## Installation
+
+Install the package with:
+
+
+```bash
+pip install analysis3054
+```
+
+To enable the optional machine‑learning forecasting features, also
+install the AutoGluon time series dependency:
+
+```bash
+pip install analysis3054[ml]
+```
+
+## Usage
+
+### Five‑Year Band Plot
+
+```python
+import pandas as pd
+from analysis3054 import five_year_plot
+
+# Example DataFrame with a 'date' column and one or more numeric columns
+df = pd.read_csv("my_timeseries_data.csv")
+
+# Create the plot
+fig = five_year_plot(date='date', df=df, prior_year_lines=1)
+fig.show()
+```
+
+### Machine Learning Forecasting
+
+```python
+import pandas as pd
+from analysis3054 import ml_forecast
+
+df = pd.read_csv("my_timeseries_data.csv")
+
+# Forecast the next 12 periods for each numeric column
+result = ml_forecast(date='date', df=df, periods=12)
+
+# Access point forecasts
+forecasts = result.forecasts
+
+# Access confidence intervals (if requested)
+conf_ints = result.conf_intervals
+```
+
+See the docstrings of each function for detailed parameter descriptions.
+
+## User Guide
+
+For a complete overview of all available functions, advanced
+forecasting methods, statistical analyses and plotting utilities,
+consult the **USER_GUIDE.md** file included with the package.  It
+provides step‑by‑step examples, explains optional parameters such as
+confidence interval computation and plotting, and offers best
+practices for combining models and interpreting results.

analysis3054-0.1.0/analysis3054/__init__.py

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+"""
+EIA Band Plot Package
+=====================
+
+This package provides a convenient function for generating
+`5‑year band` plots similar to those used by the U.S. Energy
+Information Administration (EIA).  These plots visualize the
+historical range, average, and current/prior year values for a
+time series, making it easy to see how recent data compare with
+the last five years of history.
+
+The primary entry point is :func:`~analysis3054.five_year_plot`.
+
+Example
+-------
+.. code-block:: python
+
+    import pandas as pd
+    from analysis3054 import five_year_plot
+
+    # Suppose `df` has a ``date`` column and one or more value columns
+    fig = five_year_plot(date=df['date'], df=df)
+    fig.show()
+"""
+
+from .plot import five_year_plot
+from .ml import ml_forecast, ForecastResult
+from .predict import monthly_predictor, MonthlyPredictionResult
+from .utils import (
+    conditional_column_merge,
+    conditional_row_merge,
+    nearest_key_merge,
+    coalesce_merge,
+    rolling_fill,
+    data_quality_report,
+)
+from .estimators import (
+    bayesian_linear_estimator,
+    BayesianLinearResult,
+    gaussian_process_estimator,
+    GaussianProcessResult,
+    load_based_forecast,
+    LoadForecastResult,
+)
+from .finance import (
+    liquidity_adjusted_volatility,
+    LiquidityAdjustedVolatilityResult,
+    rolling_beta,
+    RollingBetaResult,
+)
+from .visualization import (
+    cumulative_return_plot,
+    DrawdownResult,
+    max_drawdown,
+    forecast_plot,
+    acf_pacf_plot,
+)
+from .stats import (
+    cross_correlation_plot,
+    partial_autocorrelation_plot,
+    PCAResult,
+    pca_decomposition,
+    granger_causality_matrix,
+)
+from .forecasting import (
+    arima_forecast,
+    ArimaForecastResult,
+    ets_forecast,
+    EtsForecastResult,
+    var_forecast,
+    VarForecastResult,
+    auto_arima_forecast,
+    AutoArimaForecastResult,
+    prophet_forecast,
+    ProphetForecastResult,
+    markov_switching_forecast,
+    MarkovSwitchingForecastResult,
+    unobserved_components_forecast,
+    UnobservedComponentsForecastResult,
+    dynamic_factor_forecast,
+    DynamicFactorForecastResult,
+    # Newly added advanced forecasting functions
+    sarimax_forecast,
+    SarimaxForecastResult,
+    lstm_forecast,
+    LstmForecastResult,
+    garch_forecast,
+    GarchForecastResult,
+    vecm_forecast,
+    VecmForecastResult,
+    xgboost_forecast,
+    XGBoostForecastResult,
+    lightgbm_forecast,
+    LightGBMForecastResult,
+    theta_forecast,
+    ThetaForecastResult,
+    # Additional advanced forecasting methods
+    elastic_net_forecast,
+    ElasticNetForecastResult,
+    svr_forecast,
+    SvrForecastResult,
+    tcn_forecast,
+    TcnForecastResult,
+    bats_forecast,
+    BatsForecastResult,
+    neuralprophet_forecast,
+    NeuralProphetForecastResult,
+    catboost_forecast,
+    CatBoostForecastResult,
+    knn_forecast,
+    KnnForecastResult,
+    transformer_forecast,
+    TransformerForecastResult,
+)
+from .advanced import (
+    harmonic_forecast,
+    HarmonicForecastResult,
+    ewma_volatility,
+    EwmaVolatilityResult,
+    monte_carlo_simulation,
+    MonteCarloSimulationResult,
+    value_at_risk,
+    VaRResult,
+    cointegration_test,
+    CointegrationTestResult,
+    spectral_density_plot,
+    wavelet_spectrogram,
+    kalman_smoother,
+    resample_time_series,
+    stl_decompose_plot,
+)
+
+# Statistical functions
+from .statistics import (
+    hurst_exponent,
+    dfa_exponent,
+    rolling_sharpe_ratio,
+    sample_entropy,
+    higuchi_fractal_dimension,
+    RollingSharpeResult,
+    rolling_zscore,
+    RollingZScoreResult,
+    mann_kendall_test,
+    MannKendallResult,
+    bollinger_bands,
+    BollingerBandsResult,
+    stationarity_tests,
+    StationarityTestResult,
+    trend_seasonality_strength,
+    TrendSeasonalityStrengthResult,
+    box_cox_transform,
+    BoxCoxTransformResult,
+    seasonal_adjust,
+    SeasonalAdjustmentResult,
+)
+
+# Regression and correlation utilities
+from .regression import (
+    ols_regression,
+    RegressionResult,
+    rolling_correlation,
+    RollingCorrelationResult,
+    cusum_olsresid_test,
+    CusumTestResult,
+)
+
+__all__ = [
+    "five_year_plot",
+    "ml_forecast",
+    "ForecastResult",
+    "monthly_predictor",
+    "MonthlyPredictionResult",
+    "harmonic_forecast",
+    "HarmonicForecastResult",
+    "ewma_volatility",
+    "EwmaVolatilityResult",
+    "monte_carlo_simulation",
+    "MonteCarloSimulationResult",
+    "value_at_risk",
+    "VaRResult",
+    "cointegration_test",
+    "CointegrationTestResult",
+    "spectral_density_plot",
+    "wavelet_spectrogram",
+    "kalman_smoother",
+    "resample_time_series",
+    "stl_decompose_plot",
+    # data utilities
+    "conditional_column_merge",
+    "conditional_row_merge",
+    "nearest_key_merge",
+    "coalesce_merge",
+    "rolling_fill",
+    # advanced estimators
+    "bayesian_linear_estimator",
+    "BayesianLinearResult",
+    "gaussian_process_estimator",
+    "GaussianProcessResult",
+    "load_based_forecast",
+    "LoadForecastResult",
+    # financial analytics
+    "liquidity_adjusted_volatility",
+    "LiquidityAdjustedVolatilityResult",
+    "rolling_beta",
+    "RollingBetaResult",
+    # additional utilities and plotting
+    "data_quality_report",
+    "cumulative_return_plot",
+    "DrawdownResult",
+    "max_drawdown",
+    "forecast_plot",
+    "acf_pacf_plot",
+    # statistical analysis
+    "cross_correlation_plot",
+    "partial_autocorrelation_plot",
+    "PCAResult",
+    "pca_decomposition",
+    "granger_causality_matrix",
+    # forecasting
+    "arima_forecast",
+    "ArimaForecastResult",
+    "ets_forecast",
+    "EtsForecastResult",
+    "var_forecast",
+    "VarForecastResult",
+    "auto_arima_forecast",
+    "AutoArimaForecastResult",
+    "prophet_forecast",
+    "ProphetForecastResult",
+    "markov_switching_forecast",
+    "MarkovSwitchingForecastResult",
+    "unobserved_components_forecast",
+    "UnobservedComponentsForecastResult",
+    "dynamic_factor_forecast",
+    "DynamicFactorForecastResult",
+    # Newly added advanced forecasting functions
+    "sarimax_forecast",
+    "SarimaxForecastResult",
+    "lstm_forecast",
+    "LstmForecastResult",
+    "garch_forecast",
+    "GarchForecastResult",
+    "vecm_forecast",
+    "VecmForecastResult",
+    "xgboost_forecast",
+    "XGBoostForecastResult",
+    "lightgbm_forecast",
+    "LightGBMForecastResult",
+    "theta_forecast",
+    "ThetaForecastResult",
+    # newly added advanced forecasting methods
+    "elastic_net_forecast",
+    "ElasticNetForecastResult",
+    "svr_forecast",
+    "SvrForecastResult",
+    "tcn_forecast",
+    "TcnForecastResult",
+    "bats_forecast",
+    "BatsForecastResult",
+    "neuralprophet_forecast",
+    "NeuralProphetForecastResult",
+    "catboost_forecast",
+    "CatBoostForecastResult",
+    "knn_forecast",
+    "KnnForecastResult",
+    "transformer_forecast",
+    "TransformerForecastResult",
+    "hurst_exponent",
+    "dfa_exponent",
+    "rolling_sharpe_ratio",
+    "RollingSharpeResult",
+    "sample_entropy",
+    "higuchi_fractal_dimension",
+    "rolling_zscore",
+    "RollingZScoreResult",
+    "mann_kendall_test",
+    "MannKendallResult",
+    "bollinger_bands",
+    "BollingerBandsResult",
+    "stationarity_tests",
+    "StationarityTestResult",
+    "trend_seasonality_strength",
+    "TrendSeasonalityStrengthResult",
+    "box_cox_transform",
+    "BoxCoxTransformResult",
+    "seasonal_adjust",
+    "SeasonalAdjustmentResult",
+    # regression and correlation
+    "ols_regression",
+    "RegressionResult",
+    "rolling_correlation",
+    "RollingCorrelationResult",
+    "cusum_olsresid_test",
+    "CusumTestResult",
+]