autogluon.timeseries 1.1.0b20240409__py3-none-any.whl → 1.1.0b20240410__py3-none-any.whl

autogluon/timeseries/models/autogluon_tabular/mlforecast.py

@@ -174,6 +174,21 @@ class AbstractMLForecastModel(AbstractTimeSeriesModel):
         """
         return df
 
+    def _add_scale_as_static_feature(self, data: TimeSeriesDataFrame) -> TimeSeriesDataFrame:
+        """Add mean/std of the target column for each series as a static feature."""
+        data = data.copy(deep=False)
+        scale_features = (
+            data[self.target]
+            .groupby(ITEMID, sort=False)
+            .agg(["mean", "std"])
+            .rename(columns={"mean": "__target_mean", "std": "__target_scale"})
+        )
+        if data.static_features is None:
+            data.static_features = scale_features
+        else:
+            data.static_features = pd.concat([data.static_features, scale_features], axis=1)
+        return data
+
     @staticmethod
     def _shorten_all_series(mlforecast_df: pd.DataFrame, max_length: int):
         logger.debug(f"Shortening all series to at most {max_length}")
@@ -252,6 +267,11 @@ class AbstractMLForecastModel(AbstractTimeSeriesModel):
         if static_features is not None:
             df = pd.merge(df, static_features, how="left", on=ITEMID, suffixes=(None, "_static_feat"))
 
+        for col in self.metadata.known_covariates_real:
+            # Normalize non-boolean features using mean_abs scaling
+            if not df[col].isin([0, 1]).all():
+                df[f"__scaled_{col}"] = df[col] / df[col].abs().groupby(df[ITEMID]).mean().reindex(df[ITEMID]).values
+
         # We assume that df is sorted by 'unique_id' inside `TimeSeriesPredictor._check_and_prepare_data_frame`
         return df.rename(columns=column_name_mapping)
 
@@ -265,6 +285,8 @@ class AbstractMLForecastModel(AbstractTimeSeriesModel):
     ) -> None:
         from mlforecast import MLForecast
 
+        train_data = self._add_scale_as_static_feature(train_data)
+
         self._check_fit_params()
         fit_start_time = time.time()
         self._train_target_median = train_data[self.target].median()
@@ -463,6 +485,7 @@ class DirectTabularModel(AbstractMLForecastModel):
         known_covariates: Optional[TimeSeriesDataFrame] = None,
         **kwargs,
     ) -> TimeSeriesDataFrame:
+        data = self._add_scale_as_static_feature(data)
         original_item_id_order = data.item_ids
         data, known_covariates, forecast_for_short_series = self._remove_short_ts_and_generate_fallback_forecast(
             data=data, known_covariates=known_covariates
@@ -479,7 +502,7 @@ class DirectTabularModel(AbstractMLForecastModel):
         # MLForecast raises exception of target contains NaN. We use inf as placeholder, replace them by NaN afterwards
         data_future[self.target] = float("inf")
         data_extended = pd.concat([data, data_future])
-        mlforecast_df = self._to_mlforecast_df(data_extended, data.static_features)
+        mlforecast_df = self._to_mlforecast_df(data_extended, data_extended.static_features)
         if self._max_ts_length is not None:
             # We appended `prediction_length` time steps to each series, so increase length
             mlforecast_df = self._shorten_all_series(mlforecast_df, self._max_ts_length + self.prediction_length)
@@ -594,6 +617,7 @@ class RecursiveTabularModel(AbstractMLForecastModel):
         known_covariates: Optional[TimeSeriesDataFrame] = None,
         **kwargs,
     ) -> TimeSeriesDataFrame:
+        data = self._add_scale_as_static_feature(data)
         original_item_id_order = data.item_ids
         data, known_covariates, forecast_for_short_series = self._remove_short_ts_and_generate_fallback_forecast(
             data=data, known_covariates=known_covariates

autogluon/timeseries/models/local/abstract_local_model.py

@@ -185,9 +185,9 @@ class AbstractLocalModel(AbstractTimeSeriesModel):
         if end_time is not None and time.time() >= end_time:
             raise TimeLimitExceeded
 
+        model_failed = False
         if time_series.isna().all():
             result = self._dummy_forecast.copy()
-            model_failed = True
         else:
             try:
                 result = self._predict_with_local_model(
@@ -196,7 +196,6 @@ class AbstractLocalModel(AbstractTimeSeriesModel):
                 )
                 if not np.isfinite(result.values).all():
                     raise RuntimeError("Forecast contains NaN or Inf values.")
-                model_failed = False
             except Exception:
                 if self.use_fallback_model:
                     result = seasonal_naive_forecast(

autogluon/timeseries/version.py

@@ -1,3 +1,3 @@
 """This is the autogluon version file."""
-__version__ = '1.1.0b20240409'
+__version__ = '1.1.0b20240410'
 __lite__ = False

{autogluon.timeseries-1.1.0b20240409.dist-info → autogluon.timeseries-1.1.0b20240410.dist-info}/METADATA

@@ -1,7 +1,7 @@
 Metadata-Version: 2.1
 Name: autogluon.timeseries
-Version: 1.1.0b20240409
-Summary: AutoML for Image, Text, and Tabular Data
+Version: 1.1.0b20240410
+Summary: Fast and Accurate ML in 3 Lines of Code
 Home-page: https://github.com/autogluon/autogluon
 Author: AutoGluon Community
 License: Apache-2.0
@@ -52,9 +52,9 @@ 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] ==1.1.0b20240409
-Requires-Dist: autogluon.common ==1.1.0b20240409
-Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost] ==1.1.0b20240409
+Requires-Dist: autogluon.core[raytune] ==1.1.0b20240410
+Requires-Dist: autogluon.common ==1.1.0b20240410
+Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost] ==1.1.0b20240410
 Provides-Extra: all
 Requires-Dist: optimum[onnxruntime] <1.19,>=1.17 ; extra == 'all'
 Provides-Extra: chronos-onnx
@@ -75,7 +75,7 @@ Requires-Dist: black ~=23.0 ; extra == 'tests'
 <div align="center">
 <img src="https://user-images.githubusercontent.com/16392542/77208906-224aa500-6aba-11ea-96bd-e81806074030.png" width="350">
 
-## AutoML for Image, Text, Time Series, and Tabular Data
+## Fast and Accurate ML in 3 Lines of Code
 
 [![Latest Release](https://img.shields.io/github/v/release/autogluon/autogluon)](https://github.com/autogluon/autogluon/releases)
 [![Conda Forge](https://img.shields.io/conda/vn/conda-forge/autogluon.svg)](https://anaconda.org/conda-forge/autogluon)

{autogluon.timeseries-1.1.0b20240409.dist-info → autogluon.timeseries-1.1.0b20240410.dist-info}/RECORD

@@ -1,10 +1,10 @@
-autogluon.timeseries-1.1.0b20240409-py3.8-nspkg.pth,sha256=cQGwpuGPqg1GXscIwt-7PmME1OnSpD-7ixkikJ31WAY,554
+autogluon.timeseries-1.1.0b20240410-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=fPIV2p0BMWcZr5fwOkNsJrk8RxK-IYUH_VON3_YXKOQ,13750
 autogluon/timeseries/predictor.py,sha256=A-YkJGKrYGXGlmtIHd9CDMmudBSKcBdnOCJK4oGsQr8,81222
 autogluon/timeseries/splitter.py,sha256=eghGwAAN2_cxGk5aJBILgjGWtLzjxJcytMy49gg_q18,3061
-autogluon/timeseries/version.py,sha256=ACrO9T3KI3r4-b2HTTFpVrIdjO5Xc59N9PjfRI0dV7Y,90
+autogluon/timeseries/version.py,sha256=Vl4mL3oO6llldJibuRCV0k8vPCryw3LzBE-RXX5eIE8,90
 autogluon/timeseries/configs/__init__.py,sha256=BTtHIPCYeGjqgOcvqb8qPD4VNX-ICKOg6wnkew1cPOE,98
 autogluon/timeseries/configs/presets_configs.py,sha256=ZVV8BsnGnnHPgjBtJBqF-H35MYUdzRBQ8FP7zA3_11g,1949
 autogluon/timeseries/dataset/__init__.py,sha256=UvnhAN5tjgxXTHoZMQDy64YMDj4Xxa68yY7NP4vAw0o,81
@@ -20,7 +20,7 @@ autogluon/timeseries/models/abstract/__init__.py,sha256=wvDsQAZIV0N3AwBeMaGItoQ8
 autogluon/timeseries/models/abstract/abstract_timeseries_model.py,sha256=q5yVFyFJPaMVtW48tr2Pw-hgedM5upvc-93qjN4Li68,23435
 autogluon/timeseries/models/abstract/model_trial.py,sha256=ENPg_7nsdxIvaNM0o0UShZ3x8jFlRmwRc5m0fGPC0TM,3720
 autogluon/timeseries/models/autogluon_tabular/__init__.py,sha256=r9i6jWcyeLHYClkcMSKRVsfrkBUMxpDrTATNTBc_qgQ,136
-autogluon/timeseries/models/autogluon_tabular/mlforecast.py,sha256=9gNuCWf8vVfVPiXppwG5l_3mLbZZ6i5pHKTM-rSk5Ww,30977
+autogluon/timeseries/models/autogluon_tabular/mlforecast.py,sha256=aWH9r9wJGey8pzFDV_BWOuIx-L6Z40SED0y_clP5PBo,32111
 autogluon/timeseries/models/autogluon_tabular/utils.py,sha256=4-gTrBtizxeMVQlsuscugPqw9unaXWXhS1TVVssfzYY,2125
 autogluon/timeseries/models/chronos/__init__.py,sha256=wT77HzTtmQxW3sw2k0mA5Ot6PSHivX-Uvn5fjM05EU4,60
 autogluon/timeseries/models/chronos/model.py,sha256=wG4tlTwpFiADu-KQ3TYg-hz7hGz1vPBU__DzyQrikdI,14643
@@ -34,7 +34,7 @@ autogluon/timeseries/models/gluonts/abstract_gluonts.py,sha256=X1l_MexAoyBNMGiJr
 autogluon/timeseries/models/gluonts/torch/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 autogluon/timeseries/models/gluonts/torch/models.py,sha256=PVDns7CnZtJTbPiCw-FJxahKrDjC-wj0VkwIGsodYY0,19930
 autogluon/timeseries/models/local/__init__.py,sha256=JyckWWgMG1BTIWJqFTW6e1O-eb0LPPOwtXwmb1ErohQ,756
-autogluon/timeseries/models/local/abstract_local_model.py,sha256=pbuS8G1xUisOSMaKrsfxRdmTsZTBvFjldSTn6inyr_Q,11860
+autogluon/timeseries/models/local/abstract_local_model.py,sha256=6uxR97dbSmevS-mZK0zVBYFnO2Ce-S9ZxVlc0qrFLqo,11820
 autogluon/timeseries/models/local/naive.py,sha256=iwRcFMFmJKPWPbD9TWaIUS51oav69F_VAp6-jb_5SUE,7249
 autogluon/timeseries/models/local/npts.py,sha256=Bp74doKnfpGE8ywP4FWOCI_RwRMsmgocYDfGtq764DA,4143
 autogluon/timeseries/models/local/statsforecast.py,sha256=oDYKKM2LZXEQLhPLEgZZWhvSEC1iE1wBexpl8P-Cxwc,32991
@@ -52,11 +52,11 @@ 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
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-autogluon.timeseries-1.1.0b20240409.dist-info/METADATA,sha256=9so2n3jb0bCI51fpMa01ZCBlBKYr1TTBof2SEaS7XN8,12543
-autogluon.timeseries-1.1.0b20240409.dist-info/NOTICE,sha256=7nPQuj8Kp-uXsU0S5so3-2dNU5EctS5hDXvvzzehd7E,114
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-autogluon.timeseries-1.1.0b20240409.dist-info/namespace_packages.txt,sha256=giERA4R78OkJf2ijn5slgjURlhRPzfLr7waIcGkzYAo,10
-autogluon.timeseries-1.1.0b20240409.dist-info/top_level.txt,sha256=giERA4R78OkJf2ijn5slgjURlhRPzfLr7waIcGkzYAo,10
-autogluon.timeseries-1.1.0b20240409.dist-info/zip-safe,sha256=AbpHGcgLb-kRsJGnwFEktk7uzpZOCcBY74-YBdrKVGs,1
-autogluon.timeseries-1.1.0b20240409.dist-info/RECORD,,
+autogluon.timeseries-1.1.0b20240410.dist-info/LICENSE,sha256=CeipvOyAZxBGUsFoaFqwkx54aPnIKEtm9a5u2uXxEws,10142
+autogluon.timeseries-1.1.0b20240410.dist-info/METADATA,sha256=_jsgskC0x-qRzDFtP6speD7lqYiqOSukkA3O34fLz1o,12528
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