autogluon.timeseries 1.1.2b20241022__py3-none-any.whl → 1.1.2b20241023__py3-none-any.whl

autogluon/timeseries/models/__init__.py

@@ -16,9 +16,7 @@ from .local import (
     AutoCESModel,
     AutoETSModel,
     AverageModel,
-    CrostonClassicModel,
-    CrostonOptimizedModel,
-    CrostonSBAModel,
+    CrostonModel,
     DynamicOptimizedThetaModel,
     ETSModel,
     IMAPAModel,
@@ -37,9 +35,7 @@ __all__ = [
     "AutoCESModel",
     "AutoETSModel",
     "AverageModel",
-    "CrostonClassicModel",
-    "CrostonSBAModel",
-    "CrostonOptimizedModel",
+    "CrostonModel",
     "DLinearModel",
     "DeepARModel",
     "DirectTabularModel",

autogluon/timeseries/models/local/__init__.py

@@ -8,9 +8,7 @@ from .statsforecast import (
     AutoARIMAModel,
     AutoCESModel,
     AutoETSModel,
-    CrostonClassicModel,
-    CrostonOptimizedModel,
-    CrostonSBAModel,
+    CrostonModel,
     DynamicOptimizedThetaModel,
     ETSModel,
     IMAPAModel,

autogluon/timeseries/models/local/statsforecast.py

@@ -1,5 +1,5 @@
 import logging
-from typing import Any, Dict, Type
+from typing import Any, Dict, Optional, Type
 
 import numpy as np
 import pandas as pd
@@ -19,11 +19,13 @@ class AbstractStatsForecastModel(AbstractLocalModel):
         local_model_args["season_length"] = seasonal_period
         return local_model_args
 
-    def _get_model_type(self) -> Type:
+    def _get_model_type(self, variant: Optional[str] = None) -> Type:
         raise NotImplementedError
 
     def _get_local_model(self, local_model_args: Dict):
-        model_type = self._get_model_type()
+        local_model_args = local_model_args.copy()
+        variant = local_model_args.pop("variant", None)
+        model_type = self._get_model_type(variant)
         return model_type(**local_model_args)
 
     def _get_point_forecast(
@@ -154,7 +156,7 @@ class AutoARIMAModel(AbstractProbabilisticStatsForecastModel):
         local_model_args.setdefault("allowmean", True)
         return local_model_args
 
-    def _get_model_type(self):
+    def _get_model_type(self, variant: Optional[str] = None):
         from statsforecast.models import AutoARIMA
 
         return AutoARIMA
@@ -222,7 +224,7 @@ class ARIMAModel(AbstractProbabilisticStatsForecastModel):
         local_model_args.setdefault("order", (1, 1, 1))
         return local_model_args
 
-    def _get_model_type(self):
+    def _get_model_type(self, variant: Optional[str] = None):
         from statsforecast.models import ARIMA
 
         return ARIMA
@@ -265,7 +267,7 @@ class AutoETSModel(AbstractProbabilisticStatsForecastModel):
         "seasonal_period",
     ]
 
-    def _get_model_type(self):
+    def _get_model_type(self, variant: Optional[str] = None):
         from statsforecast.models import AutoETS
 
         return AutoETS
@@ -365,7 +367,7 @@ class DynamicOptimizedThetaModel(AbstractProbabilisticStatsForecastModel):
         "seasonal_period",
     ]
 
-    def _get_model_type(self):
+    def _get_model_type(self, variant: Optional[str] = None):
         from statsforecast.models import DynamicOptimizedTheta
 
         return DynamicOptimizedTheta
@@ -409,7 +411,7 @@ class ThetaModel(AbstractProbabilisticStatsForecastModel):
         "seasonal_period",
     ]
 
-    def _get_model_type(self):
+    def _get_model_type(self, variant: Optional[str] = None):
         from statsforecast.models import Theta
 
         return Theta
@@ -529,7 +531,7 @@ class AutoCESModel(AbstractProbabilisticStatsForecastModel):
         "seasonal_period",
     ]
 
-    def _get_model_type(self):
+    def _get_model_type(self, variant: Optional[str] = None):
         from statsforecast.models import AutoCES
 
         return AutoCES
@@ -591,58 +593,32 @@ class ADIDAModel(AbstractStatsForecastIntermittentDemandModel):
         This significantly speeds up fitting and usually leads to no change in accuracy.
     """
 
-    def _get_model_type(self):
+    def _get_model_type(self, variant: Optional[str] = None):
         from statsforecast.models import ADIDA
 
         return ADIDA
 
 
-class CrostonSBAModel(AbstractStatsForecastIntermittentDemandModel):
-    """Intermittent demand forecasting model using Croston's model with the Syntetos-Boylan
-    bias correction approach [SyntetosBoylan2001]_.
-
-    Based on `statsforecast.models.CrostonSBA <https://nixtla.mintlify.app/statsforecast/docs/models/crostonsba.html>`_.
-
+class CrostonModel(AbstractStatsForecastIntermittentDemandModel):
+    """Intermittent demand forecasting model using Croston's model from [Croston1972]_ and [SyntetosBoylan2001]_.
 
     References
     ----------
+    .. [Croston1972] Croston, John D. "Forecasting and stock control for intermittent demands." Journal of
+        the Operational Research Society 23.3 (1972): 289-303.
     .. [SyntetosBoylan2001] Syntetos, Aris A., and John E. Boylan. "On the bias of intermittent
         demand estimates." International journal of production economics 71.1-3 (2001): 457-466.
 
 
     Other Parameters
     ----------------
-    n_jobs : int or float, default = 0.5
-        Number of CPU cores used to fit the models in parallel.
-        When set to a float between 0.0 and 1.0, that fraction of available CPU cores is used.
-        When set to a positive integer, that many cores are used.
-        When set to -1, all CPU cores are used.
-    max_ts_length : int, default = 2500
-        If not None, only the last ``max_ts_length`` time steps of each time series will be used to train the model.
-        This significantly speeds up fitting and usually leads to no change in accuracy.
-    """
-
-    def _get_model_type(self):
-        from statsforecast.models import CrostonSBA
+    variant : {"SBA", "classic", "optimized"}, default = "SBA"
+        Variant of the Croston model that is used. Available options:
 
-        return CrostonSBA
+        - `"classic"` - variant of the Croston method where the smoothing parameter is fixed to 0.1 (based on `statsforecast.models.CrostonClassic <https://nixtla.mintlify.app/statsforecast/docs/models/crostonclassic.html>`_)
+        - `"SBA"` - variant of the Croston method based on Syntetos-Boylan Approximation (based on `statsforecast.models.CrostonSBA <https://nixtla.mintlify.app/statsforecast/docs/models/crostonsba.html>`_)
+        - `"optimized"` - variant of the Croston method where the smoothing parameter is optimized (based on `statsforecast.models.CrostonOptimized <https://nixtla.mintlify.app/statsforecast/docs/models/crostonoptimized.html>`_)
 
-
-class CrostonOptimizedModel(AbstractStatsForecastIntermittentDemandModel):
-    """Intermittent demand forecasting model using Croston's model where the smoothing parameter
-    is optimized [Croston1972]_.
-
-    Based on `statsforecast.models.CrostonOptimized <https://nixtla.mintlify.app/statsforecast/docs/models/crostonoptimized.html>`_.
-
-
-    References
-    ----------
-    .. [Croston1972] Croston, John D. "Forecasting and stock control for intermittent demands." Journal of
-        the Operational Research Society 23.3 (1972): 289-303.
-
-
-    Other Parameters
-    ----------------
     n_jobs : int or float, default = 0.5
         Number of CPU cores used to fit the models in parallel.
         When set to a float between 0.0 and 1.0, that fraction of available CPU cores is used.
@@ -653,41 +629,30 @@ class CrostonOptimizedModel(AbstractStatsForecastIntermittentDemandModel):
         This significantly speeds up fitting and usually leads to no change in accuracy.
     """
 
-    def _get_model_type(self):
-        from statsforecast.models import CrostonOptimized
-
-        return CrostonOptimized
-
-
-class CrostonClassicModel(AbstractStatsForecastIntermittentDemandModel):
-    """Intermittent demand forecasting model using Croston's model where the smoothing parameter
-    is fixed to 0.1 [Croston1972]_.
-
-    Based on `statsforecast.models.CrostonClassic <https://nixtla.mintlify.app/statsforecast/docs/models/crostonclassic.html>`_.
-
-
-    References
-    ----------
-    .. [Croston1972] Croston, John D. "Forecasting and stock control for intermittent demands." Journal of
-        the Operational Research Society 23.3 (1972): 289-303.
+    allowed_local_model_args = [
+        "variant",
+    ]
 
+    def _get_model_type(self, variant: Optional[str] = None):
+        from statsforecast.models import CrostonClassic, CrostonOptimized, CrostonSBA
 
-    Other Parameters
-    ----------------
-    n_jobs : int or float, default = 0.5
-        Number of CPU cores used to fit the models in parallel.
-        When set to a float between 0.0 and 1.0, that fraction of available CPU cores is used.
-        When set to a positive integer, that many cores are used.
-        When set to -1, all CPU cores are used.
-    max_ts_length : int, default = 2500
-        If not None, only the last ``max_ts_length`` time steps of each time series will be used to train the model.
-        This significantly speeds up fitting and usually leads to no change in accuracy.
-    """
+        model_variants = {
+            "classic": CrostonClassic,
+            "sba": CrostonSBA,
+            "optimized": CrostonOptimized,
+        }
 
-    def _get_model_type(self):
-        from statsforecast.models import CrostonClassic
+        if not isinstance(variant, str) or variant.lower() not in model_variants:
+            raise ValueError(
+                f"Invalid model variant '{variant}'. Available Croston model variants: {list(model_variants)}"
+            )
+        else:
+            return model_variants[variant.lower()]
 
-        return CrostonClassic
+    def _update_local_model_args(self, local_model_args: dict) -> dict:
+        local_model_args = super()._update_local_model_args(local_model_args)
+        local_model_args.setdefault("variant", "SBA")
+        return local_model_args
 
 
 class IMAPAModel(AbstractStatsForecastIntermittentDemandModel):
@@ -716,7 +681,7 @@ class IMAPAModel(AbstractStatsForecastIntermittentDemandModel):
         This significantly speeds up fitting and usually leads to no change in accuracy.
     """
 
-    def _get_model_type(self):
+    def _get_model_type(self, variant: Optional[str] = None):
         from statsforecast.models import IMAPA
 
         return IMAPA
@@ -738,7 +703,7 @@ class ZeroModel(AbstractStatsForecastIntermittentDemandModel):
         This significantly speeds up fitting and usually leads to no change in accuracy.
     """
 
-    def _get_model_type(self):
+    def _get_model_type(self, variant: Optional[str] = None):
         # ZeroModel does not depend on a StatsForecast implementation
         raise NotImplementedError
 

autogluon/timeseries/models/presets.py

@@ -16,7 +16,7 @@ from . import (
     AutoETSModel,
     AverageModel,
     ChronosModel,
-    CrostonSBAModel,
+    CrostonModel,
     DeepARModel,
     DirectTabularModel,
     DLinearModel,
@@ -68,7 +68,8 @@ MODEL_TYPES = dict(
     ETS=ETSModel,
     ARIMA=ARIMAModel,
     ADIDA=ADIDAModel,
-    CrostonSBA=CrostonSBAModel,
+    Croston=CrostonModel,
+    CrostonSBA=CrostonModel,  # Alias for backward compatibility
     IMAPA=IMAPAModel,
     Chronos=ChronosModel,
 )
@@ -85,7 +86,8 @@ DEFAULT_MODEL_PRIORITY = dict(
     # All local models are grouped together to make sure that joblib parallel pool is reused
     NPTS=80,
     ETS=80,
-    CrostonSBA=80,
+    CrostonSBA=80,  # Alias for backward compatibility
+    Croston=80,
     Theta=75,
     DynamicOptimizedTheta=75,
     AutoETS=70,
@@ -141,7 +143,7 @@ def get_default_hps(key):
         },
         "default": {
             "SeasonalNaive": {},
-            "CrostonSBA": {},
+            "Croston": {},
             "AutoETS": {},
             "AutoARIMA": {},
             "NPTS": {},

autogluon/timeseries/predictor.py

@@ -502,7 +502,7 @@ class TimeSeriesPredictor(TimeSeriesPredictorDeprecatedMixin):
               and ``DirectTabular``. These models are fast to train but may not be very accurate.
             - ``"medium_quality"``: all models mentioned above + deep learning model ``TemporalFusionTransformer``. Default setting that produces good forecasts
               with reasonable training time.
-            - ``"high_quality"``: All ML models available in AutoGluon + additional statistical models (``NPTS``, ``AutoETS``, ``AutoARIMA``, ``CrostonSBA``,
+            - ``"high_quality"``: All ML models available in AutoGluon + additional statistical models (``NPTS``, ``AutoETS``, ``AutoARIMA``, ``Croston``,
               ``DynamicOptimizedTheta``). Much more accurate than ``medium_quality``, but takes longer to train.
             - ``"best_quality"``: Same models as in ``"high_quality"``, but performs validation with multiple backtests. Usually better than ``high_quality``, but takes even longer to train.
 

autogluon/timeseries/version.py

@@ -1,3 +1,3 @@
 """This is the autogluon version file."""
-__version__ = '1.1.2b20241022'
+__version__ = '1.1.2b20241023'
 __lite__ = False

{autogluon.timeseries-1.1.2b20241022.dist-info → autogluon.timeseries-1.1.2b20241023.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: autogluon.timeseries
-Version: 1.1.2b20241022
+Version: 1.1.2b20241023
 Summary: Fast and Accurate ML in 3 Lines of Code
 Home-page: https://github.com/autogluon/autogluon
 Author: AutoGluon Community
@@ -52,9 +52,9 @@ Requires-Dist: fugue>=0.9.0
 Requires-Dist: tqdm<5,>=4.38
 Requires-Dist: orjson~=3.9
 Requires-Dist: tensorboard<3,>=2.9
-Requires-Dist: autogluon.core[raytune]==1.1.2b20241022
-Requires-Dist: autogluon.common==1.1.2b20241022
-Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost]==1.1.2b20241022
+Requires-Dist: autogluon.core[raytune]==1.1.2b20241023
+Requires-Dist: autogluon.common==1.1.2b20241023
+Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost]==1.1.2b20241023
 Provides-Extra: all
 Requires-Dist: optimum[onnxruntime]<1.19,>=1.17; extra == "all"
 Provides-Extra: chronos-onnx

{autogluon.timeseries-1.1.2b20241022.dist-info → autogluon.timeseries-1.1.2b20241023.dist-info}/RECORD

@@ -1,10 +1,10 @@
-autogluon.timeseries-1.1.2b20241022-py3.8-nspkg.pth,sha256=cQGwpuGPqg1GXscIwt-7PmME1OnSpD-7ixkikJ31WAY,554
+autogluon.timeseries-1.1.2b20241023-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=3dUxI-U6TGfNtRQUzWTvBIo1GKeXYOhxIX_q7Fed9eA,14013
-autogluon/timeseries/predictor.py,sha256=3o1h5zcB69w7Bt5GC7j1f-pn2kahWcHJQiQ0bI9zdp8,84914
+autogluon/timeseries/predictor.py,sha256=1U9ic89B_JEHyzgKSu2-TN4XY9GmA8F1C77_eUBpQlI,84911
 autogluon/timeseries/splitter.py,sha256=eghGwAAN2_cxGk5aJBILgjGWtLzjxJcytMy49gg_q18,3061
-autogluon/timeseries/version.py,sha256=rNMvBUDjYOS-wxcBL5PQg4JWpLiDp5OsmKzpmF6NyRg,90
+autogluon/timeseries/version.py,sha256=zNXzLcd2xHl1327Vj6HlIYZP0k8bxYq-NVGTSmrdkOc,90
 autogluon/timeseries/configs/__init__.py,sha256=BTtHIPCYeGjqgOcvqb8qPD4VNX-ICKOg6wnkew1cPOE,98
 autogluon/timeseries/configs/presets_configs.py,sha256=94-yL9teDHKs2irWjP3kpewI7FE1ChYCgEgz9XHJ6gc,1965
 autogluon/timeseries/dataset/__init__.py,sha256=UvnhAN5tjgxXTHoZMQDy64YMDj4Xxa68yY7NP4vAw0o,81
@@ -14,8 +14,8 @@ autogluon/timeseries/metrics/abstract.py,sha256=9xCFQ3NaR1C0hn01M7oBd72a_CiNV-w6
 autogluon/timeseries/metrics/point.py,sha256=xy8sKrBbuxZ7yTW21TDPayKnEj2FBj1AEseJxUdneqE,13399
 autogluon/timeseries/metrics/quantile.py,sha256=owMbOAJYwVyzdRkrJpuCGUXk937GU843QndCZyp5n9Y,3967
 autogluon/timeseries/metrics/utils.py,sha256=eJ63TCR-UwbeJ1c2Qm7B2q-8B3sFthPgiooEccrf2Kc,912
-autogluon/timeseries/models/__init__.py,sha256=WKV7DIpJkrwEj0cUfscESp67Ydap9hAqaNTYvgi2EIA,1303
-autogluon/timeseries/models/presets.py,sha256=7ORBU-7fCwwYlpXaWCXEfNx0pss3mvB6KGSsQ1kyw2k,11673
+autogluon/timeseries/models/__init__.py,sha256=MYD9JJ-wUDE5B6jW6E6LU2eXQ6vflfQBvqQJkdzJa3A,1189
+autogluon/timeseries/models/presets.py,sha256=ujNt_hft_5eNkh-Wj_Na9GBdBmI-JdnBnOEHq8X0qXc,11778
 autogluon/timeseries/models/abstract/__init__.py,sha256=wvDsQAZIV0N3AwBeMaGItoQ82trEfnT-nol2AAOIxBg,102
 autogluon/timeseries/models/abstract/abstract_timeseries_model.py,sha256=siy-OW4zflN61-pnuhvYawDvchm3zXb1ta8HUDLxhWY,24793
 autogluon/timeseries/models/abstract/model_trial.py,sha256=ENPg_7nsdxIvaNM0o0UShZ3x8jFlRmwRc5m0fGPC0TM,3720
@@ -34,11 +34,11 @@ autogluon/timeseries/models/gluonts/__init__.py,sha256=asC1PTj4j9xMbilvk1IT1juln
 autogluon/timeseries/models/gluonts/abstract_gluonts.py,sha256=QRGCLN9ZMw5zCgO5hNAOjHqp17zGn1-Uy0d7VEhYtlQ,34021
 autogluon/timeseries/models/gluonts/torch/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 autogluon/timeseries/models/gluonts/torch/models.py,sha256=85MWDXPwDncGwLijkm-K1tS-05LvGq4Xl-WbbIcYCO8,24906
-autogluon/timeseries/models/local/__init__.py,sha256=JyckWWgMG1BTIWJqFTW6e1O-eb0LPPOwtXwmb1ErohQ,756
+autogluon/timeseries/models/local/__init__.py,sha256=e2UImoJhmj70E148IIObv90C_bHxgyLNk6YsS4p7pfs,701
 autogluon/timeseries/models/local/abstract_local_model.py,sha256=af3GFfUIGnVNzzZJ-WI61lw83lDFfgB0AfGxmkb-t_4,12226
 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=79swW7g7bn1CmuGY79i7r0uj0QZr6WLIfH_x3p1FTDA,32742
+autogluon/timeseries/models/local/statsforecast.py,sha256=C05waZQ4c2Ewm7FfARkVFWLRk_k0XvgYsQi74tHk_1U,32226
 autogluon/timeseries/models/multi_window/__init__.py,sha256=Bq7AT2Jxdd4WNqmjTdzeqgNiwn1NCyWp4tBIWaM-zfI,60
 autogluon/timeseries/models/multi_window/multi_window_model.py,sha256=EAXzoQo96zTPNz9BTYDmV1878OVKb9F6h39y386N3zU,11740
 autogluon/timeseries/trainer/__init__.py,sha256=lxiOT-Gc6BEnr_yWQqra85kEngeM_wtH2SCaRbmC_qE,170
@@ -55,11 +55,11 @@ autogluon/timeseries/utils/datetime/base.py,sha256=3NdsH3NDq4cVAOSoy3XpaNixyNlbj
 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
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