autogluon.timeseries 1.2.1b20241211__py3-none-any.whl → 1.2.1b20241212__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- autogluon/timeseries/predictor.py +16 -8
- autogluon/timeseries/version.py +1 -1
- {autogluon.timeseries-1.2.1b20241211.dist-info → autogluon.timeseries-1.2.1b20241212.dist-info}/METADATA +4 -4
- {autogluon.timeseries-1.2.1b20241211.dist-info → autogluon.timeseries-1.2.1b20241212.dist-info}/RECORD +11 -11
- /autogluon.timeseries-1.2.1b20241211-py3.8-nspkg.pth → /autogluon.timeseries-1.2.1b20241212-py3.8-nspkg.pth +0 -0
- {autogluon.timeseries-1.2.1b20241211.dist-info → autogluon.timeseries-1.2.1b20241212.dist-info}/LICENSE +0 -0
- {autogluon.timeseries-1.2.1b20241211.dist-info → autogluon.timeseries-1.2.1b20241212.dist-info}/NOTICE +0 -0
- {autogluon.timeseries-1.2.1b20241211.dist-info → autogluon.timeseries-1.2.1b20241212.dist-info}/WHEEL +0 -0
- {autogluon.timeseries-1.2.1b20241211.dist-info → autogluon.timeseries-1.2.1b20241212.dist-info}/namespace_packages.txt +0 -0
- {autogluon.timeseries-1.2.1b20241211.dist-info → autogluon.timeseries-1.2.1b20241212.dist-info}/top_level.txt +0 -0
- {autogluon.timeseries-1.2.1b20241211.dist-info → autogluon.timeseries-1.2.1b20241212.dist-info}/zip-safe +0 -0
@@ -501,8 +501,7 @@ class TimeSeriesPredictor(TimeSeriesPredictorDeprecatedMixin):
|
|
501
501
|
|
502
502
|
- ``"fast_training"``: fit simple statistical models (``ETS``, ``Theta``, ``Naive``, ``SeasonalNaive``) + fast tree-based models ``RecursiveTabular``
|
503
503
|
and ``DirectTabular``. These models are fast to train but may not be very accurate.
|
504
|
-
- ``"medium_quality"``: all models mentioned above + deep learning model ``TemporalFusionTransformer`` + Chronos-Bolt (small).
|
505
|
-
with reasonable training time.
|
504
|
+
- ``"medium_quality"``: all models mentioned above + deep learning model ``TemporalFusionTransformer`` + Chronos-Bolt (small). Produces good forecasts with reasonable training time.
|
506
505
|
- ``"high_quality"``: All ML models available in AutoGluon + additional statistical models (``NPTS``, ``AutoETS``,
|
507
506
|
``DynamicOptimizedTheta``). Much more accurate than ``medium_quality``, but takes longer to train.
|
508
507
|
- ``"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.
|
@@ -512,7 +511,8 @@ class TimeSeriesPredictor(TimeSeriesPredictorDeprecatedMixin):
|
|
512
511
|
- ``"bolt_{model_size}"``: where model size is one of ``tiny,mini,small,base``. Uses the Chronos-Bolt pretrained model for zero-shot forecasting.
|
513
512
|
See the documentation for ``ChronosModel`` or see `Hugging Face <https://huggingface.co/collections/amazon/chronos-models-65f1791d630a8d57cb718444>`_ for more information.
|
514
513
|
|
515
|
-
Available presets with the original `Chronos <https://github.com/amazon-science/chronos-forecasting>`_ model
|
514
|
+
Available presets with the original `Chronos <https://github.com/amazon-science/chronos-forecasting>`_ model.
|
515
|
+
Note that as of v1.2 we recommend using the new, faster Chronos-Bolt models instead of the original Chronos models.
|
516
516
|
|
517
517
|
- ``"chronos_{model_size}"``: where model size is one of ``tiny,mini,small,base,large``. Uses the Chronos pretrained model for zero-shot forecasting.
|
518
518
|
See the documentation for ``ChronosModel`` or see `Hugging Face <https://huggingface.co/collections/amazon/chronos-models-65f1791d630a8d57cb718444>`_ for more information.
|
@@ -875,6 +875,12 @@ class TimeSeriesPredictor(TimeSeriesPredictorDeprecatedMixin):
|
|
875
875
|
This method measures the forecast accuracy using the last ``self.prediction_length`` time steps of each time
|
876
876
|
series in ``data`` as a hold-out set.
|
877
877
|
|
878
|
+
.. note::
|
879
|
+
Metrics are always reported in 'higher is better' format.
|
880
|
+
This means that metrics such as MASE or MAPE will be multiplied by -1, so their values will be negative.
|
881
|
+
This is necessary to avoid the user needing to know the metric to understand if higher is better when
|
882
|
+
looking at the evaluation results.
|
883
|
+
|
878
884
|
Parameters
|
879
885
|
----------
|
880
886
|
data : Union[TimeSeriesDataFrame, pd.DataFrame, Path, str]
|
@@ -1224,10 +1230,10 @@ class TimeSeriesPredictor(TimeSeriesPredictorDeprecatedMixin):
|
|
1224
1230
|
* ``score_val``: The validation score of the model using the internal validation data. Computed according to ``eval_metric``.
|
1225
1231
|
|
1226
1232
|
.. note::
|
1227
|
-
Metrics
|
1233
|
+
Metrics are always reported in 'higher is better' format.
|
1228
1234
|
This means that metrics such as MASE or MAPE will be multiplied by -1, so their values will be negative.
|
1229
1235
|
This is necessary to avoid the user needing to know the metric to understand if higher is better when
|
1230
|
-
looking at leaderboard.
|
1236
|
+
looking at the leaderboard.
|
1231
1237
|
|
1232
1238
|
* ``pred_time_val``: Time taken by the model to predict on the validation data set
|
1233
1239
|
* ``fit_time_marginal``: The fit time required to train the model (ignoring base models for ensembles).
|
@@ -1429,16 +1435,18 @@ class TimeSeriesPredictor(TimeSeriesPredictorDeprecatedMixin):
|
|
1429
1435
|
trainer = self._trainer
|
1430
1436
|
train_data = trainer.load_train_data()
|
1431
1437
|
val_data = trainer.load_val_data()
|
1432
|
-
|
1438
|
+
base_model_names = trainer.get_model_names(level=0)
|
1433
1439
|
pred_proba_dict_val: Dict[str, List[TimeSeriesDataFrame]] = {
|
1434
|
-
|
1440
|
+
model_name: trainer._get_model_oof_predictions(model_name)
|
1441
|
+
for model_name in base_model_names
|
1442
|
+
if "_FULL" not in model_name
|
1435
1443
|
}
|
1436
1444
|
|
1437
1445
|
past_data, known_covariates = test_data.get_model_inputs_for_scoring(
|
1438
1446
|
prediction_length=self.prediction_length, known_covariates_names=trainer.metadata.known_covariates
|
1439
1447
|
)
|
1440
1448
|
pred_proba_dict_test: Dict[str, TimeSeriesDataFrame] = trainer.get_model_pred_dict(
|
1441
|
-
|
1449
|
+
base_model_names, data=past_data, known_covariates=known_covariates
|
1442
1450
|
)
|
1443
1451
|
|
1444
1452
|
y_val: List[TimeSeriesDataFrame] = [
|
autogluon/timeseries/version.py
CHANGED
@@ -1,6 +1,6 @@
|
|
1
1
|
Metadata-Version: 2.1
|
2
2
|
Name: autogluon.timeseries
|
3
|
-
Version: 1.2.
|
3
|
+
Version: 1.2.1b20241212
|
4
4
|
Summary: Fast and Accurate ML in 3 Lines of Code
|
5
5
|
Home-page: https://github.com/autogluon/autogluon
|
6
6
|
Author: AutoGluon Community
|
@@ -53,9 +53,9 @@ Requires-Dist: fugue>=0.9.0
|
|
53
53
|
Requires-Dist: tqdm<5,>=4.38
|
54
54
|
Requires-Dist: orjson~=3.9
|
55
55
|
Requires-Dist: tensorboard<3,>=2.9
|
56
|
-
Requires-Dist: autogluon.core[raytune]==1.2.
|
57
|
-
Requires-Dist: autogluon.common==1.2.
|
58
|
-
Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost]==1.2.
|
56
|
+
Requires-Dist: autogluon.core[raytune]==1.2.1b20241212
|
57
|
+
Requires-Dist: autogluon.common==1.2.1b20241212
|
58
|
+
Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost]==1.2.1b20241212
|
59
59
|
Provides-Extra: all
|
60
60
|
Provides-Extra: chronos-onnx
|
61
61
|
Requires-Dist: optimum[onnxruntime]<1.20,>=1.17; extra == "chronos-onnx"
|
@@ -1,11 +1,11 @@
|
|
1
|
-
autogluon.timeseries-1.2.
|
1
|
+
autogluon.timeseries-1.2.1b20241212-py3.8-nspkg.pth,sha256=cQGwpuGPqg1GXscIwt-7PmME1OnSpD-7ixkikJ31WAY,554
|
2
2
|
autogluon/timeseries/__init__.py,sha256=_CrLLc1fkjen7UzWoO0Os8WZoHOgvZbHKy46I8v_4k4,304
|
3
3
|
autogluon/timeseries/evaluator.py,sha256=l642tYfTHsl8WVIq_vV6qhgAFVFr9UuZD7gLra3A_Kc,250
|
4
4
|
autogluon/timeseries/learner.py,sha256=mFnBC750C5PqgkkYNYni9oYQ5a6K8pXSsDLRDXuA7DI,14182
|
5
|
-
autogluon/timeseries/predictor.py,sha256=
|
5
|
+
autogluon/timeseries/predictor.py,sha256=oPsZrvNnTIe1bBwryxRRNmxWu-RfD1XQz1gZd2Cja-o,86014
|
6
6
|
autogluon/timeseries/regressor.py,sha256=tqQ2zWImxpuEyaAM0DeCjOZ-xcWUYZbCXsqd471xXxQ,8351
|
7
7
|
autogluon/timeseries/splitter.py,sha256=eghGwAAN2_cxGk5aJBILgjGWtLzjxJcytMy49gg_q18,3061
|
8
|
-
autogluon/timeseries/version.py,sha256=
|
8
|
+
autogluon/timeseries/version.py,sha256=qVMu1147rrn8S0bv4U8SgWjjj4QwLl5zwpakOXZjtrU,90
|
9
9
|
autogluon/timeseries/configs/__init__.py,sha256=BTtHIPCYeGjqgOcvqb8qPD4VNX-ICKOg6wnkew1cPOE,98
|
10
10
|
autogluon/timeseries/configs/presets_configs.py,sha256=cLat8ecLlWrI-SC5KLBDCX2SbVXaucemy2pjxJAtSY0,2543
|
11
11
|
autogluon/timeseries/dataset/__init__.py,sha256=UvnhAN5tjgxXTHoZMQDy64YMDj4Xxa68yY7NP4vAw0o,81
|
@@ -60,11 +60,11 @@ autogluon/timeseries/utils/datetime/base.py,sha256=3NdsH3NDq4cVAOSoy3XpaNixyNlbj
|
|
60
60
|
autogluon/timeseries/utils/datetime/lags.py,sha256=gQDk5_zmsY5DUWDUpSaCKYkQ9nHKKY-LsywJQRAoYSk,5988
|
61
61
|
autogluon/timeseries/utils/datetime/seasonality.py,sha256=YK_2k8hvYIMW-sJPnjGWRtCnvIOthwA2hATB3nwVoD4,834
|
62
62
|
autogluon/timeseries/utils/datetime/time_features.py,sha256=MjLi3zQ00uWWJtXH9oGX2GJkTbvjdSiuabSa4kcVuxE,2672
|
63
|
-
autogluon.timeseries-1.2.
|
64
|
-
autogluon.timeseries-1.2.
|
65
|
-
autogluon.timeseries-1.2.
|
66
|
-
autogluon.timeseries-1.2.
|
67
|
-
autogluon.timeseries-1.2.
|
68
|
-
autogluon.timeseries-1.2.
|
69
|
-
autogluon.timeseries-1.2.
|
70
|
-
autogluon.timeseries-1.2.
|
63
|
+
autogluon.timeseries-1.2.1b20241212.dist-info/LICENSE,sha256=CeipvOyAZxBGUsFoaFqwkx54aPnIKEtm9a5u2uXxEws,10142
|
64
|
+
autogluon.timeseries-1.2.1b20241212.dist-info/METADATA,sha256=cOaOFJW1LYXKxJObRwlG8x1ttUVt-Nvb1xbBLbqGEw4,12566
|
65
|
+
autogluon.timeseries-1.2.1b20241212.dist-info/NOTICE,sha256=7nPQuj8Kp-uXsU0S5so3-2dNU5EctS5hDXvvzzehd7E,114
|
66
|
+
autogluon.timeseries-1.2.1b20241212.dist-info/WHEEL,sha256=tZoeGjtWxWRfdplE7E3d45VPlLNQnvbKiYnx7gwAy8A,92
|
67
|
+
autogluon.timeseries-1.2.1b20241212.dist-info/namespace_packages.txt,sha256=giERA4R78OkJf2ijn5slgjURlhRPzfLr7waIcGkzYAo,10
|
68
|
+
autogluon.timeseries-1.2.1b20241212.dist-info/top_level.txt,sha256=giERA4R78OkJf2ijn5slgjURlhRPzfLr7waIcGkzYAo,10
|
69
|
+
autogluon.timeseries-1.2.1b20241212.dist-info/zip-safe,sha256=AbpHGcgLb-kRsJGnwFEktk7uzpZOCcBY74-YBdrKVGs,1
|
70
|
+
autogluon.timeseries-1.2.1b20241212.dist-info/RECORD,,
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|