autogluon.timeseries 1.1.0b20240412__py3-none-any.whl → 1.1.0b20240414__py3-none-any.whl

autogluon/timeseries/models/autogluon_tabular/mlforecast.py

@@ -337,7 +337,7 @@ class AbstractMLForecastModel(AbstractTimeSeriesModel):
             Seasonal naive forecast for short series, if there are any in the dataset.
         """
         ts_lengths = data.num_timesteps_per_item()
-        short_series = ts_lengths.index[ts_lengths <= self._sum_of_differences]
+        short_series = ts_lengths.index[ts_lengths <= self._sum_of_differences + 1]
         if len(short_series) > 0:
             logger.warning(
                 f"Warning: {len(short_series)} time series ({len(short_series) / len(ts_lengths):.1%}) are shorter "

autogluon/timeseries/models/gluonts/abstract_gluonts.py

@@ -25,6 +25,7 @@ from autogluon.tabular.models.tabular_nn.utils.categorical_encoders import (
 )
 from autogluon.timeseries.dataset.ts_dataframe import ITEMID, TIMESTAMP, TimeSeriesDataFrame
 from autogluon.timeseries.models.abstract import AbstractTimeSeriesModel
+from autogluon.timeseries.utils.datetime import norm_freq_str
 from autogluon.timeseries.utils.forecast import get_forecast_horizon_index_ts_dataframe
 from autogluon.timeseries.utils.warning_filters import disable_root_logger, warning_filter
 
@@ -38,11 +39,10 @@ gts_logger = logging.getLogger(gluonts.__name__)
 class SimpleGluonTSDataset(GluonTSDataset):
     """Wrapper for TimeSeriesDataFrame that is compatible with the GluonTS Dataset API."""
 
-    _dummy_gluonts_freq = "D"
-
     def __init__(
         self,
         target_df: TimeSeriesDataFrame,
+        freq: str,
         target_column: str = "target",
         feat_static_cat: Optional[np.ndarray] = None,
         feat_static_real: Optional[np.ndarray] = None,
@@ -62,6 +62,7 @@ class SimpleGluonTSDataset(GluonTSDataset):
         self.feat_dynamic_real = self._astype(feat_dynamic_real, dtype=np.float32)
         self.past_feat_dynamic_cat = self._astype(past_feat_dynamic_cat, dtype=np.int64)
         self.past_feat_dynamic_real = self._astype(past_feat_dynamic_real, dtype=np.float32)
+        self.freq = self._get_freq_for_period(freq)
 
         # Necessary to compute indptr for known_covariates at prediction time
         self.includes_future = includes_future
@@ -83,6 +84,24 @@ class SimpleGluonTSDataset(GluonTSDataset):
         else:
             return array.astype(dtype)
 
+    @staticmethod
+    def _get_freq_for_period(freq: str) -> str:
+        """Convert freq to format compatible with pd.Period.
+
+        For example, ME freq must be converted to M when creating a pd.Period.
+        """
+        offset = pd.tseries.frequencies.to_offset(freq)
+        freq_name = norm_freq_str(offset)
+        if freq_name == "SME":
+            # Replace unsupported frequency "SME" with "2W"
+            return "2W"
+        elif freq_name == "bh":
+            # Replace unsupported frequency "bh" with dummy value "Y"
+            return "Y"
+        else:
+            freq_name_for_period = {"YE": "Y", "QE": "Q", "ME": "M"}.get(freq_name, freq_name)
+            return f"{offset.n}{freq_name_for_period}"
+
     def __len__(self):
         return len(self.indptr) - 1  # noqa
 
@@ -93,7 +112,7 @@ class SimpleGluonTSDataset(GluonTSDataset):
             # GluonTS expects item_id to be a string
             ts = {
                 FieldName.ITEM_ID: str(self.item_ids[j]),
-                FieldName.START: pd.Period(self.start_timestamps.iloc[j], freq=self._dummy_gluonts_freq),
+                FieldName.START: pd.Period(self.start_timestamps.iloc[j], freq=self.freq),
                 FieldName.TARGET: self.target_array[start_idx:end_idx],
             }
             if self.feat_static_cat is not None:
@@ -141,6 +160,8 @@ class AbstractGluonTSModel(AbstractTimeSeriesModel):
     """
 
     gluonts_model_path = "gluon_ts"
+    # we pass dummy freq compatible with pandas 2.1 & 2.2 to GluonTS models
+    _dummy_gluonts_freq = "D"
     # default number of samples for prediction
     default_num_samples: int = 250
     supports_cat_covariates: bool = False
@@ -344,7 +365,7 @@ class AbstractGluonTSModel(AbstractTimeSeriesModel):
         init_args.setdefault("early_stopping_patience", 20)
         init_args.update(
             dict(
-                freq=self.freq,
+                freq=self._dummy_gluonts_freq,
                 prediction_length=self.prediction_length,
                 quantiles=self.quantile_levels,
                 callbacks=self.callbacks,
@@ -475,6 +496,7 @@ class AbstractGluonTSModel(AbstractTimeSeriesModel):
 
             return SimpleGluonTSDataset(
                 target_df=time_series_df[[self.target]],
+                freq=self.freq,
                 target_column=self.target,
                 feat_static_cat=feat_static_cat,
                 feat_static_real=feat_static_real,

autogluon/timeseries/models/gluonts/torch/models.py

@@ -423,6 +423,4 @@ class WaveNetModel(AbstractGluonTSModel):
         init_kwargs.setdefault("seasonality", get_seasonality(self.freq))
         init_kwargs.setdefault("time_features", get_time_features_for_frequency(self.freq))
         init_kwargs.setdefault("num_parallel_samples", self.default_num_samples)
-        # WaveNet model fails if an unsupported frequency such as "SM" is provided. We provide a dummy freq instead
-        init_kwargs["freq"] = "D"
         return init_kwargs

autogluon/timeseries/predictor.py

@@ -631,7 +631,11 @@ class TimeSeriesPredictor(TimeSeriesPredictorDeprecatedMixin):
             This argument has no effect if ``tuning_data`` is provided.
         refit_every_n_windows: int or None, default = 1
             When performing cross validation, each model will be retrained every ``refit_every_n_windows`` validation
-            windows. If set to ``None``, model will only be fit once for the first validation window.
+            windows, where the number of validation windows is specified by `num_val_windows`. Note that in the
+            default setting where `num_val_windows=1`, this argument has no effect.
+
+            If set to ``None``, models will only be fit once for the first (oldest) validation window. By default,
+            `refit_every_n_windows=1`, i.e., all models will be refit for each validation window.
         refit_full : bool, default = False
             If True, after training is complete, AutoGluon will attempt to re-train all models using all of training
             data (including the data initially reserved for validation). This argument has no effect if ``tuning_data``
@@ -717,6 +721,12 @@ class TimeSeriesPredictor(TimeSeriesPredictorDeprecatedMixin):
         if num_val_windows == 0 and tuning_data is None:
             raise ValueError("Please set num_val_windows >= 1 or provide custom tuning_data")
 
+        if num_val_windows <= 1 and refit_every_n_windows > 1:
+            logger.warning(
+                f"\trefit_every_n_windows provided as {refit_every_n_windows} but num_val_windows is set to {num_val_windows}."
+                " Refit_every_n_windows will have no effect."
+            )
+
         if not skip_model_selection:
             train_data = self._filter_useless_train_data(
                 train_data, num_val_windows=num_val_windows, val_step_size=val_step_size

autogluon/timeseries/utils/warning_filters.py

@@ -7,14 +7,12 @@ import re
 import sys
 import warnings
 
-from statsmodels.tools.sm_exceptions import ConvergenceWarning, ValueWarning
-
 __all__ = ["warning_filter", "disable_root_logger", "disable_tqdm"]
 
 
 @contextlib.contextmanager
 def warning_filter(all_warnings: bool = False):
-    categories = [RuntimeWarning, UserWarning, ConvergenceWarning, ValueWarning, FutureWarning]
+    categories = [RuntimeWarning, UserWarning, FutureWarning]
     if all_warnings:
         categories.append(Warning)
     with warnings.catch_warnings():

autogluon/timeseries/version.py

@@ -1,3 +1,3 @@
 """This is the autogluon version file."""
-__version__ = '1.1.0b20240412'
+__version__ = '1.1.0b20240414'
 __lite__ = False

{autogluon.timeseries-1.1.0b20240412.dist-info → autogluon.timeseries-1.1.0b20240414.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: autogluon.timeseries
-Version: 1.1.0b20240412
+Version: 1.1.0b20240414
 Summary: Fast and Accurate ML in 3 Lines of Code
 Home-page: https://github.com/autogluon/autogluon
 Author: AutoGluon Community
@@ -43,7 +43,6 @@ Requires-Dist: lightning <2.2,>=2.1
 Requires-Dist: pytorch-lightning <2.2,>=2.1
 Requires-Dist: transformers[sentencepiece] <4.39.0,>=4.38.0
 Requires-Dist: accelerate <0.22.0,>=0.21.0
-Requires-Dist: statsmodels <0.15,>=0.13.0
 Requires-Dist: gluonts <0.14.4,>=0.14.0
 Requires-Dist: networkx <4,>=3.0
 Requires-Dist: statsforecast <1.5,>=1.4.0
@@ -52,9 +51,9 @@ 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] ==1.1.0b20240412
-Requires-Dist: autogluon.common ==1.1.0b20240412
-Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost] ==1.1.0b20240412
+Requires-Dist: autogluon.core[raytune] ==1.1.0b20240414
+Requires-Dist: autogluon.common ==1.1.0b20240414
+Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost] ==1.1.0b20240414
 Provides-Extra: all
 Requires-Dist: optimum[onnxruntime] <1.19,>=1.17 ; extra == 'all'
 Provides-Extra: chronos-onnx

{autogluon.timeseries-1.1.0b20240412.dist-info → autogluon.timeseries-1.1.0b20240414.dist-info}/RECORD

@@ -1,10 +1,10 @@
-autogluon.timeseries-1.1.0b20240412-py3.8-nspkg.pth,sha256=cQGwpuGPqg1GXscIwt-7PmME1OnSpD-7ixkikJ31WAY,554
+autogluon.timeseries-1.1.0b20240414-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=IYXpJSDyTzjZXjKL_SrTujt5Uke83mSJFA0sMj25_sM,13828
-autogluon/timeseries/predictor.py,sha256=w9YWluyCVoFabeKOvfV7GiPNe7Z7pV2JDjOt8mXUdJo,81219
+autogluon/timeseries/predictor.py,sha256=9PGGTbmYfkl3JQ2n-9T0Ucyfdiyq6gX9WhMDZ1cM-9U,81823
 autogluon/timeseries/splitter.py,sha256=eghGwAAN2_cxGk5aJBILgjGWtLzjxJcytMy49gg_q18,3061
-autogluon/timeseries/version.py,sha256=x3pjPHRSXvEKGk0gDn7ARHXnZxx2LjH9RjumNUkaoeY,90
+autogluon/timeseries/version.py,sha256=Poy70LftZj-bttK37JGpP5-9yPZZyFx8O_OxUewqYXk,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=MvLF529b3fo0icgle-qmS0oce-ftiiQ1jPBLnY-39fk,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=lnHzCoMF6x9jZOzRM4zSlcXmx0XmtRlsPoiE-LWmqQ0,31299
+autogluon/timeseries/models/autogluon_tabular/mlforecast.py,sha256=v-0-kTlWSm2BCRT60JvroKtoQefSDEsvtubqlRq3pmQ,31303
 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=0ZxOpGyx7MmXYDr9zeDt6-rIu50Bm7ssR9zTIvd6vmQ,14659
@@ -30,9 +30,9 @@ autogluon/timeseries/models/ensemble/__init__.py,sha256=kFr11Gmt7lQJu9Rr8HuIPphQ
 autogluon/timeseries/models/ensemble/abstract_timeseries_ensemble.py,sha256=tifETwmiEGt-YtQ9eNK7ojJ3fBvtFMUJvisbfkIJ7gw,3393
 autogluon/timeseries/models/ensemble/greedy_ensemble.py,sha256=5HvZuW5osgsZg3V69k82nKEOy_YgeH1JTfQa7F3cU7s,7220
 autogluon/timeseries/models/gluonts/__init__.py,sha256=M8PV9ZE4WpteScMobXM6RH1Udb1AZiHHtj2g5GQL3TU,329
-autogluon/timeseries/models/gluonts/abstract_gluonts.py,sha256=iB3-VNZeg2Wf7rW1WeKDAOJyh2ZGuq2BU309OirBFqc,33055
+autogluon/timeseries/models/gluonts/abstract_gluonts.py,sha256=X4KChuSVSoxLOcrto1SgwAgiHeCuE5jFOaX8GxdBTeg,34017
 autogluon/timeseries/models/gluonts/torch/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-autogluon/timeseries/models/gluonts/torch/models.py,sha256=vzR-FRHSQDC76z2cK37eVDzs7tCXvGpZtrvtZptyP5Y,19930
+autogluon/timeseries/models/gluonts/torch/models.py,sha256=Eo_AI5bWpHx3_05lnates4tnessBrUrVkUAyGoAb0zk,19780
 autogluon/timeseries/models/local/__init__.py,sha256=JyckWWgMG1BTIWJqFTW6e1O-eb0LPPOwtXwmb1ErohQ,756
 autogluon/timeseries/models/local/abstract_local_model.py,sha256=5wvwt7d99kw-PTDnuT45uoCeXk6POjUArCAwUj8mSok,11836
 autogluon/timeseries/models/local/naive.py,sha256=iwRcFMFmJKPWPbD9TWaIUS51oav69F_VAp6-jb_5SUE,7249
@@ -46,17 +46,17 @@ autogluon/timeseries/trainer/auto_trainer.py,sha256=psJFZBwWWPlLjNwAgvO4OUJXsRW1
 autogluon/timeseries/utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 autogluon/timeseries/utils/features.py,sha256=kG1xin3VCjtLwfaDkxlGKaesS7Ah-hIvsUNdwToLxYY,19492
 autogluon/timeseries/utils/forecast.py,sha256=p0WKM9Q0nLAwwmCgYZI1zi9mCOWXWJfllEt2lPRQl4M,1882
-autogluon/timeseries/utils/warning_filters.py,sha256=ngjmfv21zIwTG-7VNZT-NkaSR7ssnoNtUwcXCXANZ4A,2076
+autogluon/timeseries/utils/warning_filters.py,sha256=HMXNDo9jOUdf9wvyp-Db55xTq_Ctj6uso7qPhngoJPQ,1964
 autogluon/timeseries/utils/datetime/__init__.py,sha256=bTMR8jLh1LW55vHjbOr1zvWRMF_PqbvxpS-cUcNIDWI,173
 autogluon/timeseries/utils/datetime/base.py,sha256=3NdsH3NDq4cVAOSoy3XpaNixyNlbjy4DJ_YYOGuu9x4,1341
 autogluon/timeseries/utils/datetime/lags.py,sha256=GoLtvcZ8oKb3QkoBJ9E59LSPLOP7Qjxrr2UmMSZgjyw,5909
 autogluon/timeseries/utils/datetime/seasonality.py,sha256=h_4w00iEytAz_N_EpCENQ8RCXy7KQITczrYjBgVqWkQ,764
 autogluon/timeseries/utils/datetime/time_features.py,sha256=PAXbYbQ0z_5GFbkxSNi41zLY_2-U3x0Ynm1m_WhdtGc,2572
-autogluon.timeseries-1.1.0b20240412.dist-info/LICENSE,sha256=CeipvOyAZxBGUsFoaFqwkx54aPnIKEtm9a5u2uXxEws,10142
-autogluon.timeseries-1.1.0b20240412.dist-info/METADATA,sha256=KsqIZCL5sRlmJ90KadBcOSXKeL2XazvcaT1LLw1FF1Y,12530
-autogluon.timeseries-1.1.0b20240412.dist-info/NOTICE,sha256=7nPQuj8Kp-uXsU0S5so3-2dNU5EctS5hDXvvzzehd7E,114
-autogluon.timeseries-1.1.0b20240412.dist-info/WHEEL,sha256=GJ7t_kWBFywbagK5eo9IoUwLW6oyOeTKmQ-9iHFVNxQ,92
-autogluon.timeseries-1.1.0b20240412.dist-info/namespace_packages.txt,sha256=giERA4R78OkJf2ijn5slgjURlhRPzfLr7waIcGkzYAo,10
-autogluon.timeseries-1.1.0b20240412.dist-info/top_level.txt,sha256=giERA4R78OkJf2ijn5slgjURlhRPzfLr7waIcGkzYAo,10
-autogluon.timeseries-1.1.0b20240412.dist-info/zip-safe,sha256=AbpHGcgLb-kRsJGnwFEktk7uzpZOCcBY74-YBdrKVGs,1
-autogluon.timeseries-1.1.0b20240412.dist-info/RECORD,,
+autogluon.timeseries-1.1.0b20240414.dist-info/LICENSE,sha256=CeipvOyAZxBGUsFoaFqwkx54aPnIKEtm9a5u2uXxEws,10142
+autogluon.timeseries-1.1.0b20240414.dist-info/METADATA,sha256=WXC5Hg9xK24Vwmt8QBeX8YpwrIwbNAWHayVnb_Kzx6Q,12488
+autogluon.timeseries-1.1.0b20240414.dist-info/NOTICE,sha256=7nPQuj8Kp-uXsU0S5so3-2dNU5EctS5hDXvvzzehd7E,114
+autogluon.timeseries-1.1.0b20240414.dist-info/WHEEL,sha256=GJ7t_kWBFywbagK5eo9IoUwLW6oyOeTKmQ-9iHFVNxQ,92
+autogluon.timeseries-1.1.0b20240414.dist-info/namespace_packages.txt,sha256=giERA4R78OkJf2ijn5slgjURlhRPzfLr7waIcGkzYAo,10
+autogluon.timeseries-1.1.0b20240414.dist-info/top_level.txt,sha256=giERA4R78OkJf2ijn5slgjURlhRPzfLr7waIcGkzYAo,10
+autogluon.timeseries-1.1.0b20240414.dist-info/zip-safe,sha256=AbpHGcgLb-kRsJGnwFEktk7uzpZOCcBY74-YBdrKVGs,1
+autogluon.timeseries-1.1.0b20240414.dist-info/RECORD,,