autogluon.timeseries 1.2.1b20250224__py3-none-any.whl → 1.4.1b20251215__py3-none-any.whl

autogluon/timeseries/models/local/naive.py

@@ -17,13 +17,14 @@ class NaiveModel(AbstractLocalModel):
 
     Other Parameters
     ----------------
-    n_jobs : int or float, default = 0.5
+    n_jobs : int or float, default = joblib.cpu_count(only_physical_cores=True)
         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.
     """
 
+    ag_priority = 100
     allowed_local_model_args = ["seasonal_period"]
 
     def _predict_with_local_model(
@@ -59,18 +60,19 @@ class SeasonalNaiveModel(AbstractLocalModel):
         specified manually by providing an integer > 1.
         If seasonal_period (inferred or provided) is equal to 1, will fall back to Naive forecast.
         Seasonality will also be disabled, if the length of the time series is < seasonal_period.
-    n_jobs : int or float, default = 0.5
+    n_jobs : int or float, default = joblib.cpu_count(only_physical_cores=True)
         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.
     """
 
+    ag_priority = 100
     allowed_local_model_args = ["seasonal_period"]
 
     def _predict_with_local_model(
         self,
-        time_series: np.ndarray,
+        time_series: pd.Series,
         local_model_args: dict,
     ) -> pd.DataFrame:
         return seasonal_naive_forecast(
@@ -85,20 +87,21 @@ class SeasonalNaiveModel(AbstractLocalModel):
 
 
 class AverageModel(AbstractLocalModel):
-    """Baseline model that sets the forecast equal to the historic average or quantile.
+    """Baseline model that sets the forecast equal to the historical average or quantile.
 
     Other Parameters
     ----------------
-    n_jobs : int or float, default = 0.5
+    n_jobs : int or float, default = joblib.cpu_count(only_physical_cores=True)
         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 : Optional[int], default = None
+    max_ts_length : int | None, default = None
         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.
     """
 
+    ag_priority = 100
     allowed_local_model_args = ["seasonal_period"]
     default_max_ts_length = None
 
@@ -117,7 +120,7 @@ class AverageModel(AbstractLocalModel):
 
 
 class SeasonalAverageModel(AbstractLocalModel):
-    """Baseline model that sets the forecast equal to the historic average or quantile in the same season.
+    """Baseline model that sets the forecast equal to the historical average or quantile in the same season.
 
     Other Parameters
     ----------------
@@ -128,16 +131,17 @@ class SeasonalAverageModel(AbstractLocalModel):
         specified manually by providing an integer > 1.
         If seasonal_period (inferred or provided) is equal to 1, will fall back to Naive forecast.
         Seasonality will also be disabled, if the length of the time series is < seasonal_period.
-    n_jobs : int or float, default = 0.5
+    n_jobs : int or float, default = joblib.cpu_count(only_physical_cores=True)
         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 : Optional[int], default = None
+    max_ts_length : int | None, default = None
         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.
     """
 
+    ag_priority = 100
     allowed_local_model_args = ["seasonal_period"]
     default_max_ts_length = None
 

autogluon/timeseries/models/local/npts.py

@@ -26,16 +26,17 @@ class NPTSModel(AbstractLocalModel):
         Number of samples generated by the forecast.
     num_default_time_features : int, default = 1
         Number of time features used by seasonal model.
-    n_jobs : int or float, default = 0.5
+    n_jobs : int or float, default = joblib.cpu_count(only_physical_cores=True)
         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 : Optional[int], default = 2500
+    max_ts_length : int | None, 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.
     """
 
+    ag_priority = 80
     allowed_local_model_args = [
         "kernel_type",
         "exp_kernel_weights",
@@ -58,6 +59,11 @@ class NPTSModel(AbstractLocalModel):
     ) -> pd.DataFrame:
         from gluonts.model.npts import NPTSPredictor
 
+        # NPTS model is non-deterministic due to sampling. Set seed for reproducibility in parallel processes
+        # and restore original state to avoid side effects when running with n_jobs=1
+        original_random_state = np.random.get_state()
+        np.random.seed(123)
+
         local_model_args.pop("seasonal_period")
         num_samples = local_model_args.pop("num_samples")
         num_default_time_features = local_model_args.pop("num_default_time_features")
@@ -87,6 +93,7 @@ class NPTSModel(AbstractLocalModel):
         forecast_dict = {"mean": forecast.mean}
         for q in self.quantile_levels:
             forecast_dict[str(q)] = forecast.quantile(q)
+        np.random.set_state(original_random_state)
         return pd.DataFrame(forecast_dict)
 
     def _more_tags(self) -> dict:

autogluon/timeseries/models/local/statsforecast.py

@@ -1,5 +1,5 @@
 import logging
-from typing import Any, Dict, Optional, Type
+from typing import Any, Type
 
 import numpy as np
 import pandas as pd
@@ -14,15 +14,15 @@ class AbstractStatsForecastModel(AbstractLocalModel):
 
     init_time_in_seconds = 15  # numba compilation for the first run
 
-    def _update_local_model_args(self, local_model_args: Dict[str, Any]) -> Dict[str, Any]:
+    def _update_local_model_args(self, local_model_args: dict[str, Any]) -> dict[str, Any]:
         seasonal_period = local_model_args.pop("seasonal_period")
         local_model_args["season_length"] = seasonal_period
         return local_model_args
 
-    def _get_model_type(self, variant: Optional[str] = None) -> Type:
+    def _get_model_type(self, variant: str | None = None) -> Type:
         raise NotImplementedError
 
-    def _get_local_model(self, local_model_args: Dict):
+    def _get_local_model(self, local_model_args: dict):
         local_model_args = local_model_args.copy()
         variant = local_model_args.pop("variant", None)
         model_type = self._get_model_type(variant)
@@ -31,7 +31,7 @@ class AbstractStatsForecastModel(AbstractLocalModel):
     def _get_point_forecast(
         self,
         time_series: pd.Series,
-        local_model_args: Dict,
+        local_model_args: dict,
     ) -> np.ndarray:
         return self._get_local_model(local_model_args).forecast(
             h=self.prediction_length, y=time_series.values.ravel()
@@ -123,7 +123,7 @@ class AutoARIMAModel(AbstractProbabilisticStatsForecastModel):
         When set to None, seasonal_period will be inferred from the frequency of the training data. Can also be
         specified manually by providing an integer > 1.
         If seasonal_period (inferred or provided) is equal to 1, seasonality will be disabled.
-    n_jobs : int or float, default = 0.5
+    n_jobs : int or float, default = joblib.cpu_count(only_physical_cores=True)
         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.
@@ -133,6 +133,7 @@ class AutoARIMAModel(AbstractProbabilisticStatsForecastModel):
         This significantly speeds up fitting and usually leads to no change in accuracy.
     """
 
+    ag_priority = 60
     init_time_in_seconds = 0  # C++ models require no compilation
     allowed_local_model_args = [
         "d",
@@ -161,7 +162,7 @@ class AutoARIMAModel(AbstractProbabilisticStatsForecastModel):
         local_model_args.setdefault("allowmean", True)
         return local_model_args
 
-    def _get_model_type(self, variant: Optional[str] = None):
+    def _get_model_type(self, variant: str | None = None):
         from statsforecast.models import AutoARIMA
 
         return AutoARIMA
@@ -175,9 +176,9 @@ class ARIMAModel(AbstractProbabilisticStatsForecastModel):
 
     Other Parameters
     ----------------
-    order: Tuple[int, int, int], default = (1, 1, 1)
+    order: tuple[int, int, int], default = (1, 1, 1)
         The (p, d, q) order of the model for the number of AR parameters, differences, and MA parameters to use.
-    seasonal_order: Tuple[int, int, int], default = (0, 0, 0)
+    seasonal_order: tuple[int, int, int], default = (0, 0, 0)
         The (P, D, Q) parameters of the seasonal ARIMA model. Setting to (0, 0, 0) disables seasonality.
     include_mean : bool, default = True
         Should the ARIMA model include a mean term?
@@ -193,7 +194,7 @@ class ARIMAModel(AbstractProbabilisticStatsForecastModel):
     method : {"CSS-ML", "CSS", "ML"}, default = "CSS-ML"
         Fitting method: CSS (conditional sum of squares), ML (maximum likelihood), CSS-ML (initialize with CSS, then
         optimize with ML).
-    fixed : Dict[str, float], optional
+    fixed : dict[str, float], optional
         Dictionary containing fixed coefficients for the ARIMA model.
     seasonal_period : int or None, default = None
         Number of time steps in a complete seasonal cycle for seasonal models. For example, 7 for daily data with a
@@ -201,7 +202,7 @@ class ARIMAModel(AbstractProbabilisticStatsForecastModel):
         When set to None, seasonal_period will be inferred from the frequency of the training data. Can also be
         specified manually by providing an integer > 1.
         If seasonal_period (inferred or provided) is equal to 1, seasonality will be disabled.
-    n_jobs : int or float, default = 0.5
+    n_jobs : int or float, default = joblib.cpu_count(only_physical_cores=True)
         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.
@@ -211,6 +212,7 @@ class ARIMAModel(AbstractProbabilisticStatsForecastModel):
         This significantly speeds up fitting and usually leads to no change in accuracy.
     """
 
+    ag_priority = 10
     init_time_in_seconds = 0  # C++ models require no compilation
     allowed_local_model_args = [
         "order",
@@ -230,7 +232,7 @@ class ARIMAModel(AbstractProbabilisticStatsForecastModel):
         local_model_args.setdefault("order", (1, 1, 1))
         return local_model_args
 
-    def _get_model_type(self, variant: Optional[str] = None):
+    def _get_model_type(self, variant: str | None = None):
         from statsforecast.models import ARIMA
 
         return ARIMA
@@ -257,7 +259,7 @@ class AutoETSModel(AbstractProbabilisticStatsForecastModel):
         If seasonal_period (inferred or provided) is equal to 1, seasonality will be disabled.
     damped : bool, default = False
         Whether to dampen the trend.
-    n_jobs : int or float, default = 0.5
+    n_jobs : int or float, default = joblib.cpu_count(only_physical_cores=True)
         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.
@@ -267,6 +269,7 @@ class AutoETSModel(AbstractProbabilisticStatsForecastModel):
         This significantly speeds up fitting and usually leads to no change in accuracy.
     """
 
+    ag_priority = 70
     init_time_in_seconds = 0  # C++ models require no compilation
     allowed_local_model_args = [
         "damped",
@@ -274,7 +277,7 @@ class AutoETSModel(AbstractProbabilisticStatsForecastModel):
         "seasonal_period",
     ]
 
-    def _get_model_type(self, variant: Optional[str] = None):
+    def _get_model_type(self, variant: str | None = None):
         from statsforecast.models import AutoETS
 
         return AutoETS
@@ -320,7 +323,7 @@ class ETSModel(AutoETSModel):
         If seasonal_period (inferred or provided) is equal to 1, seasonality will be disabled.
     damped : bool, default = False
         Whether to dampen the trend.
-    n_jobs : int or float, default = 0.5
+    n_jobs : int or float, default = joblib.cpu_count(only_physical_cores=True)
         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.
@@ -330,6 +333,8 @@ class ETSModel(AutoETSModel):
         This significantly speeds up fitting and usually leads to no change in accuracy.
     """
 
+    ag_priority = 80
+
     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("model", "AAA")
@@ -359,7 +364,7 @@ class DynamicOptimizedThetaModel(AbstractProbabilisticStatsForecastModel):
         When set to None, seasonal_period will be inferred from the frequency of the training data. Can also be
         specified manually by providing an integer > 1.
         If seasonal_period (inferred or provided) is equal to 1, seasonality will be disabled.
-    n_jobs : int or float, default = 0.5
+    n_jobs : int or float, default = joblib.cpu_count(only_physical_cores=True)
         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.
@@ -369,12 +374,13 @@ class DynamicOptimizedThetaModel(AbstractProbabilisticStatsForecastModel):
         This significantly speeds up fitting and usually leads to no change in accuracy.
     """
 
+    ag_priority = 75
     allowed_local_model_args = [
         "decomposition_type",
         "seasonal_period",
     ]
 
-    def _get_model_type(self, variant: Optional[str] = None):
+    def _get_model_type(self, variant: str | None = None):
         from statsforecast.models import DynamicOptimizedTheta
 
         return DynamicOptimizedTheta
@@ -403,7 +409,7 @@ class ThetaModel(AbstractProbabilisticStatsForecastModel):
         When set to None, seasonal_period will be inferred from the frequency of the training data. Can also be
         specified manually by providing an integer > 1.
         If seasonal_period (inferred or provided) is equal to 1, seasonality will be disabled.
-    n_jobs : int or float, default = 0.5
+    n_jobs : int or float, default = joblib.cpu_count(only_physical_cores=True)
         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.
@@ -413,12 +419,13 @@ class ThetaModel(AbstractProbabilisticStatsForecastModel):
         This significantly speeds up fitting and usually leads to no change in accuracy.
     """
 
+    ag_priority = 75
     allowed_local_model_args = [
         "decomposition_type",
         "seasonal_period",
     ]
 
-    def _get_model_type(self, variant: Optional[str] = None):
+    def _get_model_type(self, variant: str | None = None):
         from statsforecast.models import Theta
 
         return Theta
@@ -442,7 +449,7 @@ class AbstractConformalizedStatsForecastModel(AbstractStatsForecastModel):
     def _get_nonconformity_scores(
         self,
         time_series: pd.Series,
-        local_model_args: Dict,
+        local_model_args: dict,
     ) -> np.ndarray:
         h = self.prediction_length
         y = time_series.values.ravel()
@@ -523,7 +530,7 @@ class AutoCESModel(AbstractProbabilisticStatsForecastModel):
         When set to None, seasonal_period will be inferred from the frequency of the training data. Can also be
         specified manually by providing an integer > 1.
         If seasonal_period (inferred or provided) is equal to 1, seasonality will be disabled.
-    n_jobs : int or float, default = 0.5
+    n_jobs : int or float, default = joblib.cpu_count(only_physical_cores=True)
         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.
@@ -533,12 +540,13 @@ class AutoCESModel(AbstractProbabilisticStatsForecastModel):
         This significantly speeds up fitting and usually leads to no change in accuracy.
     """
 
+    ag_priority = 10
     allowed_local_model_args = [
         "model",
         "seasonal_period",
     ]
 
-    def _get_model_type(self, variant: Optional[str] = None):
+    def _get_model_type(self, variant: str | None = None):
         from statsforecast.models import AutoCES
 
         return AutoCES
@@ -548,7 +556,7 @@ class AutoCESModel(AbstractProbabilisticStatsForecastModel):
         local_model_args.setdefault("model", "Z")
         return local_model_args
 
-    def _get_point_forecast(self, time_series: pd.Series, local_model_args: Dict):
+    def _get_point_forecast(self, time_series: pd.Series, local_model_args: dict):
         # Disable seasonality if time series too short for chosen season_length or season_length == 1,
         # otherwise model will crash
         if len(time_series) < 5:
@@ -560,7 +568,7 @@ class AutoCESModel(AbstractProbabilisticStatsForecastModel):
 
 
 class AbstractStatsForecastIntermittentDemandModel(AbstractConformalizedStatsForecastModel):
-    def _update_local_model_args(self, local_model_args: Dict[str, Any]) -> Dict[str, Any]:
+    def _update_local_model_args(self, local_model_args: dict[str, Any]) -> dict[str, Any]:
         _ = local_model_args.pop("seasonal_period")
         return local_model_args
 
@@ -590,7 +598,7 @@ class ADIDAModel(AbstractStatsForecastIntermittentDemandModel):
 
     Other Parameters
     ----------------
-    n_jobs : int or float, default = 0.5
+    n_jobs : int or float, default = joblib.cpu_count(only_physical_cores=True)
         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.
@@ -600,7 +608,9 @@ class ADIDAModel(AbstractStatsForecastIntermittentDemandModel):
         This significantly speeds up fitting and usually leads to no change in accuracy.
     """
 
-    def _get_model_type(self, variant: Optional[str] = None):
+    ag_priority = 10
+
+    def _get_model_type(self, variant: str | None = None):
         from statsforecast.models import ADIDA
 
         return ADIDA
@@ -622,11 +632,11 @@ class CrostonModel(AbstractStatsForecastIntermittentDemandModel):
     variant : {"SBA", "classic", "optimized"}, default = "SBA"
         Variant of the Croston model that is used. Available options:
 
-        - `"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>`_)
+        - ``"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>`_)
 
-    n_jobs : int or float, default = 0.5
+    n_jobs : int or float, default = joblib.cpu_count(only_physical_cores=True)
         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.
@@ -636,11 +646,13 @@ class CrostonModel(AbstractStatsForecastIntermittentDemandModel):
         This significantly speeds up fitting and usually leads to no change in accuracy.
     """
 
+    ag_model_aliases = ["CrostonSBA"]
+    ag_priority = 80
     allowed_local_model_args = [
         "variant",
     ]
 
-    def _get_model_type(self, variant: Optional[str] = None):
+    def _get_model_type(self, variant: str | None = None):
         from statsforecast.models import CrostonClassic, CrostonOptimized, CrostonSBA
 
         model_variants = {
@@ -678,7 +690,7 @@ class IMAPAModel(AbstractStatsForecastIntermittentDemandModel):
 
     Other Parameters
     ----------------
-    n_jobs : int or float, default = 0.5
+    n_jobs : int or float, default = joblib.cpu_count(only_physical_cores=True)
         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.
@@ -688,7 +700,9 @@ class IMAPAModel(AbstractStatsForecastIntermittentDemandModel):
         This significantly speeds up fitting and usually leads to no change in accuracy.
     """
 
-    def _get_model_type(self, variant: Optional[str] = None):
+    ag_priority = 10
+
+    def _get_model_type(self, variant: str | None = None):
         from statsforecast.models import IMAPA
 
         return IMAPA
@@ -700,7 +714,7 @@ class ZeroModel(AbstractStatsForecastIntermittentDemandModel):
 
     Other Parameters
     ----------------
-    n_jobs : int or float, default = 0.5
+    n_jobs : int or float, default = joblib.cpu_count(only_physical_cores=True)
         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.
@@ -710,13 +724,15 @@ class ZeroModel(AbstractStatsForecastIntermittentDemandModel):
         This significantly speeds up fitting and usually leads to no change in accuracy.
     """
 
-    def _get_model_type(self, variant: Optional[str] = None):
+    ag_priority = 100
+
+    def _get_model_type(self, variant: str | None = None):
         # ZeroModel does not depend on a StatsForecast implementation
         raise NotImplementedError
 
     def _get_point_forecast(
         self,
         time_series: pd.Series,
-        local_model_args: Dict,
+        local_model_args: dict,
     ):
         return np.zeros(self.prediction_length)