autogluon.timeseries 1.0.1b20231221__py3-none-any.whl → 1.0.1b20231223__py3-none-any.whl

autogluon/timeseries/predictor.py

@@ -1124,3 +1124,48 @@ class TimeSeriesPredictor(TimeSeriesPredictorDeprecatedMixin):
         # This hides method from IPython autocomplete, but not VSCode autocomplete
         deprecated = ["score", "get_model_best", "get_model_names"]
         return [d for d in super().__dir__() if d not in deprecated]
+
+    def _simulation_artifact(self, test_data: TimeSeriesDataFrame) -> dict:
+        """[Advanced] Computes and returns the necessary information to perform offline ensemble simulation."""
+
+        def select_target(ts_df: TimeSeriesDataFrame) -> TimeSeriesDataFrame:
+            ts_df = ts_df.copy()
+            ts_df.static_features = None
+            return ts_df[[self.target]]
+
+        test_data = self._check_and_prepare_data_frame(test_data)
+        self._check_data_for_evaluation(test_data, name="test_data")
+        test_data = self._learner.feature_generator.transform(test_data)
+
+        trainer = self._trainer
+        train_data = trainer.load_train_data()
+        val_data = trainer.load_val_data()
+        base_models = trainer.get_model_names(level=0)
+        pred_proba_dict_val: Dict[str, List[TimeSeriesDataFrame]] = {
+            model: trainer._get_model_oof_predictions(model) for model in base_models
+        }
+
+        past_data, known_covariates = test_data.get_model_inputs_for_scoring(
+            prediction_length=self.prediction_length, known_covariates_names=trainer.metadata.known_covariates_real
+        )
+        pred_proba_dict_test: Dict[str, TimeSeriesDataFrame] = trainer.get_model_pred_dict(
+            base_models, data=past_data, known_covariates=known_covariates
+        )
+
+        y_val: List[TimeSeriesDataFrame] = [
+            select_target(df) for df in trainer._get_ensemble_oof_data(train_data=train_data, val_data=val_data)
+        ]
+        y_test: TimeSeriesDataFrame = select_target(test_data)
+
+        simulation_dict = dict(
+            pred_proba_dict_val=pred_proba_dict_val,
+            pred_proba_dict_test=pred_proba_dict_test,
+            y_val=y_val,
+            y_test=y_test,
+            target=self.target,
+            prediction_length=self.prediction_length,
+            eval_metric=self.eval_metric.name,
+            eval_metric_seasonal_period=self.eval_metric_seasonal_period,
+            quantile_levels=self.quantile_levels,
+        )
+        return simulation_dict

autogluon/timeseries/version.py

@@ -1,3 +1,3 @@
 """This is the autogluon version file."""
-__version__ = '1.0.1b20231221'
+__version__ = '1.0.1b20231223'
 __lite__ = False

{autogluon.timeseries-1.0.1b20231221.dist-info → autogluon.timeseries-1.0.1b20231223.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: autogluon.timeseries
-Version: 1.0.1b20231221
+Version: 1.0.1b20231223
 Summary: AutoML for Image, Text, and Tabular Data
 Home-page: https://github.com/autogluon/autogluon
 Author: AutoGluon Community
@@ -50,9 +50,9 @@ Requires-Dist: utilsforecast <0.0.11,>=0.0.10
 Requires-Dist: tqdm <5,>=4.38
 Requires-Dist: orjson ~=3.9
 Requires-Dist: tensorboard <3,>=2.9
-Requires-Dist: autogluon.core[raytune] ==1.0.1b20231221
-Requires-Dist: autogluon.common ==1.0.1b20231221
-Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost] ==1.0.1b20231221
+Requires-Dist: autogluon.core[raytune] ==1.0.1b20231223
+Requires-Dist: autogluon.common ==1.0.1b20231223
+Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost] ==1.0.1b20231223
 Provides-Extra: all
 Provides-Extra: tests
 Requires-Dist: pytest ; extra == 'tests'

{autogluon.timeseries-1.0.1b20231221.dist-info → autogluon.timeseries-1.0.1b20231223.dist-info}/RECORD

@@ -1,10 +1,10 @@
-autogluon.timeseries-1.0.1b20231221-py3.8-nspkg.pth,sha256=cQGwpuGPqg1GXscIwt-7PmME1OnSpD-7ixkikJ31WAY,554
+autogluon.timeseries-1.0.1b20231223-py3.8-nspkg.pth,sha256=cQGwpuGPqg1GXscIwt-7PmME1OnSpD-7ixkikJ31WAY,554
 autogluon/timeseries/__init__.py,sha256=_CrLLc1fkjen7UzWoO0Os8WZoHOgvZbHKy46I8v_4k4,304
 autogluon/timeseries/evaluator.py,sha256=l642tYfTHsl8WVIq_vV6qhgAFVFr9UuZD7gLra3A_Kc,250
 autogluon/timeseries/learner.py,sha256=HVfsoWTG3dXBCc7JbPfHCCYCMwL3zlrqHwLBG33MTJ8,9633
-autogluon/timeseries/predictor.py,sha256=dA5E5AttEnFyXbHvtAvdAuWHYhpkks0VflOYUZeHsAY,59068
+autogluon/timeseries/predictor.py,sha256=qwlWKVctzJUz7r-E6rmrMWTwRSuoS5cPqjXU_rWAmHQ,61108
 autogluon/timeseries/splitter.py,sha256=eghGwAAN2_cxGk5aJBILgjGWtLzjxJcytMy49gg_q18,3061
-autogluon/timeseries/version.py,sha256=qbb_9KlVh4-NNa73s4CMuq9cmQLYRNuIb8gd1RKgzPg,90
+autogluon/timeseries/version.py,sha256=foAHfp44AUSj4OsnJ_KpYKuzaWKkqnNH-QvbG1L_5Cw,90
 autogluon/timeseries/configs/__init__.py,sha256=BTtHIPCYeGjqgOcvqb8qPD4VNX-ICKOg6wnkew1cPOE,98
 autogluon/timeseries/configs/presets_configs.py,sha256=1u6tbOKJdIRULYDu41dlJwXRNswWsjBDF0aR2YhyMQs,479
 autogluon/timeseries/dataset/__init__.py,sha256=UvnhAN5tjgxXTHoZMQDy64YMDj4Xxa68yY7NP4vAw0o,81
@@ -48,11 +48,11 @@ autogluon/timeseries/utils/datetime/base.py,sha256=MsqIHY14m3QMjSwwtE7Uo1oNwepWU
 autogluon/timeseries/utils/datetime/lags.py,sha256=kcU4liKbHj7KP2ajNU-KLZ8OYSU35EgT4kJjZNSw0Zg,5875
 autogluon/timeseries/utils/datetime/seasonality.py,sha256=kgK_ukw2wCviEB7CZXRVC5HZpBJZu9IsRrvCJ9E_rOE,755
 autogluon/timeseries/utils/datetime/time_features.py,sha256=pROkYyxETQ8rHKfPGhf2paB73C7rWJ2Ui0cCswLqbBg,2562
-autogluon.timeseries-1.0.1b20231221.dist-info/LICENSE,sha256=CeipvOyAZxBGUsFoaFqwkx54aPnIKEtm9a5u2uXxEws,10142
-autogluon.timeseries-1.0.1b20231221.dist-info/METADATA,sha256=hs8SuPIDAi1gO_iamw_SBVecCf-7nFRMeHLP_zsth6o,13114
-autogluon.timeseries-1.0.1b20231221.dist-info/NOTICE,sha256=7nPQuj8Kp-uXsU0S5so3-2dNU5EctS5hDXvvzzehd7E,114
-autogluon.timeseries-1.0.1b20231221.dist-info/WHEEL,sha256=oiQVh_5PnQM0E3gPdiz09WCNmwiHDMaGer_elqB3coM,92
-autogluon.timeseries-1.0.1b20231221.dist-info/namespace_packages.txt,sha256=giERA4R78OkJf2ijn5slgjURlhRPzfLr7waIcGkzYAo,10
-autogluon.timeseries-1.0.1b20231221.dist-info/top_level.txt,sha256=giERA4R78OkJf2ijn5slgjURlhRPzfLr7waIcGkzYAo,10
-autogluon.timeseries-1.0.1b20231221.dist-info/zip-safe,sha256=AbpHGcgLb-kRsJGnwFEktk7uzpZOCcBY74-YBdrKVGs,1
-autogluon.timeseries-1.0.1b20231221.dist-info/RECORD,,
+autogluon.timeseries-1.0.1b20231223.dist-info/LICENSE,sha256=CeipvOyAZxBGUsFoaFqwkx54aPnIKEtm9a5u2uXxEws,10142
+autogluon.timeseries-1.0.1b20231223.dist-info/METADATA,sha256=ewZcgVWTDO70xOv6_1SSEl_jIPJ4sf7Z0SY_hgBZmWs,13114
+autogluon.timeseries-1.0.1b20231223.dist-info/NOTICE,sha256=7nPQuj8Kp-uXsU0S5so3-2dNU5EctS5hDXvvzzehd7E,114
+autogluon.timeseries-1.0.1b20231223.dist-info/WHEEL,sha256=oiQVh_5PnQM0E3gPdiz09WCNmwiHDMaGer_elqB3coM,92
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+autogluon.timeseries-1.0.1b20231223.dist-info/top_level.txt,sha256=giERA4R78OkJf2ijn5slgjURlhRPzfLr7waIcGkzYAo,10
+autogluon.timeseries-1.0.1b20231223.dist-info/zip-safe,sha256=AbpHGcgLb-kRsJGnwFEktk7uzpZOCcBY74-YBdrKVGs,1
+autogluon.timeseries-1.0.1b20231223.dist-info/RECORD,,