autogluon.timeseries 1.3.2b20250625__py3-none-any.whl → 1.3.2b20250626__py3-none-any.whl

autogluon/timeseries/models/chronos/pipeline/utils.py

@@ -16,7 +16,7 @@ from transformers import TrainerCallback
 from autogluon.common.loaders.load_s3 import download, list_bucket_prefix_suffix_contains_s3
 from autogluon.core.utils.exceptions import TimeLimitExceeded
 from autogluon.timeseries.dataset.ts_dataframe import TimeSeriesDataFrame
-from autogluon.timeseries.models.gluonts.abstract_gluonts import SimpleGluonTSDataset
+from autogluon.timeseries.models.gluonts.dataset import SimpleGluonTSDataset
 
 if TYPE_CHECKING:
     # TODO: fix the underlying reason for this circular import, the pipeline should handle tokenization

autogluon/timeseries/models/gluonts/__init__.py

@@ -1,4 +1,4 @@
-from .torch.models import (
+from .models import (
     DeepARModel,
     DLinearModel,
     PatchTSTModel,

autogluon/timeseries/models/gluonts/{abstract_gluonts.py → abstract.py}

@@ -3,7 +3,7 @@ import os
 import shutil
 from datetime import timedelta
 from pathlib import Path
-from typing import TYPE_CHECKING, Any, Callable, Dict, Iterator, List, Optional, Type, Union, cast, overload
+from typing import TYPE_CHECKING, Any, Callable, Dict, List, Optional, Type, Union, cast, overload
 
 import gluonts
 import gluonts.core.settings
@@ -11,7 +11,6 @@ import numpy as np
 import pandas as pd
 from gluonts.core.component import from_hyperparameters
 from gluonts.dataset.common import Dataset as GluonTSDataset
-from gluonts.dataset.field_names import FieldName
 from gluonts.env import env as gluonts_env
 from gluonts.model.estimator import Estimator as GluonTSEstimator
 from gluonts.model.forecast import Forecast, QuantileForecast, SampleForecast
@@ -22,14 +21,15 @@ from autogluon.core.hpo.constants import RAY_BACKEND
 from autogluon.tabular.models.tabular_nn.utils.categorical_encoders import (
     OneHotMergeRaresHandleUnknownEncoder as OneHotEncoder,
 )
-from autogluon.timeseries.dataset.ts_dataframe import ITEMID, TIMESTAMP, TimeSeriesDataFrame
+from autogluon.timeseries.dataset.ts_dataframe import ITEMID, TimeSeriesDataFrame
 from autogluon.timeseries.models.abstract import AbstractTimeSeriesModel
-from autogluon.timeseries.utils.datetime import norm_freq_str
 from autogluon.timeseries.utils.warning_filters import disable_root_logger, warning_filter
 
 if TYPE_CHECKING:
     from gluonts.torch.model.forecast import DistributionForecast
 
+from .dataset import SimpleGluonTSDataset
+
 # NOTE: We avoid imports for torch and lightning.pytorch at the top level and hide them inside class methods.
 # This is done to skip these imports during multiprocessing (which may cause bugs)
 
@@ -37,106 +37,6 @@ logger = logging.getLogger(__name__)
 gts_logger = logging.getLogger(gluonts.__name__)
 
 
-class SimpleGluonTSDataset(GluonTSDataset):
-    """Wrapper for TimeSeriesDataFrame that is compatible with the GluonTS Dataset API."""
-
-    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,
-        feat_dynamic_cat: Optional[np.ndarray] = None,
-        feat_dynamic_real: Optional[np.ndarray] = None,
-        past_feat_dynamic_cat: Optional[np.ndarray] = None,
-        past_feat_dynamic_real: Optional[np.ndarray] = None,
-        includes_future: bool = False,
-        prediction_length: Optional[int] = None,
-    ):
-        assert target_df is not None
-        # Convert TimeSeriesDataFrame to pd.Series for faster processing
-        self.target_array = target_df[target_column].to_numpy(np.float32)
-        self.feat_static_cat = self._astype(feat_static_cat, dtype=np.int64)
-        self.feat_static_real = self._astype(feat_static_real, dtype=np.float32)
-        self.feat_dynamic_cat = self._astype(feat_dynamic_cat, dtype=np.int64)
-        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
-        self.prediction_length = prediction_length
-
-        # Replace inefficient groupby ITEMID with indptr that stores start:end of each time series
-        self.item_ids = target_df.item_ids
-        self.indptr = target_df.get_indptr()
-        self.start_timestamps = target_df.index[self.indptr[:-1]].to_frame(index=False)[TIMESTAMP]
-        assert len(self.item_ids) == len(self.start_timestamps)
-
-    @staticmethod
-    def _astype(array: Optional[np.ndarray], dtype: Type[np.generic]) -> Optional[np.ndarray]:
-        if array is None:
-            return None
-        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)
-        assert offset is not None
-        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
-
-    def __iter__(self) -> Iterator[Dict[str, Any]]:
-        for j in range(len(self.indptr) - 1):
-            start_idx = self.indptr[j]
-            end_idx = self.indptr[j + 1]
-            # 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.freq),
-                FieldName.TARGET: self.target_array[start_idx:end_idx],
-            }
-            if self.feat_static_cat is not None:
-                ts[FieldName.FEAT_STATIC_CAT] = self.feat_static_cat[j]
-            if self.feat_static_real is not None:
-                ts[FieldName.FEAT_STATIC_REAL] = self.feat_static_real[j]
-            if self.past_feat_dynamic_cat is not None:
-                ts[FieldName.PAST_FEAT_DYNAMIC_CAT] = self.past_feat_dynamic_cat[start_idx:end_idx].T
-            if self.past_feat_dynamic_real is not None:
-                ts[FieldName.PAST_FEAT_DYNAMIC_REAL] = self.past_feat_dynamic_real[start_idx:end_idx].T
-
-            # Dynamic features that may extend into the future
-            if self.includes_future:
-                assert self.prediction_length is not None, (
-                    "Prediction length must be provided if includes_future is True"
-                )
-                start_idx = start_idx + j * self.prediction_length
-                end_idx = end_idx + (j + 1) * self.prediction_length
-            if self.feat_dynamic_cat is not None:
-                ts[FieldName.FEAT_DYNAMIC_CAT] = self.feat_dynamic_cat[start_idx:end_idx].T
-            if self.feat_dynamic_real is not None:
-                ts[FieldName.FEAT_DYNAMIC_REAL] = self.feat_dynamic_real[start_idx:end_idx].T
-            yield ts
-
-
 class AbstractGluonTSModel(AbstractTimeSeriesModel):
     """Abstract class wrapping GluonTS estimators for use in autogluon.timeseries.
 

autogluon/timeseries/models/gluonts/dataset.py

@@ -0,0 +1,109 @@
+from typing import Any, Dict, Iterator, Optional, Type
+
+import numpy as np
+import pandas as pd
+from gluonts.dataset.common import Dataset as GluonTSDataset
+from gluonts.dataset.field_names import FieldName
+
+from autogluon.timeseries.dataset.ts_dataframe import TIMESTAMP, TimeSeriesDataFrame
+from autogluon.timeseries.utils.datetime import norm_freq_str
+
+
+class SimpleGluonTSDataset(GluonTSDataset):
+    """Wrapper for TimeSeriesDataFrame that is compatible with the GluonTS Dataset API."""
+
+    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,
+        feat_dynamic_cat: Optional[np.ndarray] = None,
+        feat_dynamic_real: Optional[np.ndarray] = None,
+        past_feat_dynamic_cat: Optional[np.ndarray] = None,
+        past_feat_dynamic_real: Optional[np.ndarray] = None,
+        includes_future: bool = False,
+        prediction_length: Optional[int] = None,
+    ):
+        assert target_df is not None
+        # Convert TimeSeriesDataFrame to pd.Series for faster processing
+        self.target_array = target_df[target_column].to_numpy(np.float32)
+        self.feat_static_cat = self._astype(feat_static_cat, dtype=np.int64)
+        self.feat_static_real = self._astype(feat_static_real, dtype=np.float32)
+        self.feat_dynamic_cat = self._astype(feat_dynamic_cat, dtype=np.int64)
+        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
+        self.prediction_length = prediction_length
+
+        # Replace inefficient groupby ITEMID with indptr that stores start:end of each time series
+        self.item_ids = target_df.item_ids
+        self.indptr = target_df.get_indptr()
+        self.start_timestamps = target_df.index[self.indptr[:-1]].to_frame(index=False)[TIMESTAMP]
+        assert len(self.item_ids) == len(self.start_timestamps)
+
+    @staticmethod
+    def _astype(array: Optional[np.ndarray], dtype: Type[np.generic]) -> Optional[np.ndarray]:
+        if array is None:
+            return None
+        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)
+        assert offset is not None
+        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
+
+    def __iter__(self) -> Iterator[Dict[str, Any]]:
+        for j in range(len(self.indptr) - 1):
+            start_idx = self.indptr[j]
+            end_idx = self.indptr[j + 1]
+            # 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.freq),
+                FieldName.TARGET: self.target_array[start_idx:end_idx],
+            }
+            if self.feat_static_cat is not None:
+                ts[FieldName.FEAT_STATIC_CAT] = self.feat_static_cat[j]
+            if self.feat_static_real is not None:
+                ts[FieldName.FEAT_STATIC_REAL] = self.feat_static_real[j]
+            if self.past_feat_dynamic_cat is not None:
+                ts[FieldName.PAST_FEAT_DYNAMIC_CAT] = self.past_feat_dynamic_cat[start_idx:end_idx].T
+            if self.past_feat_dynamic_real is not None:
+                ts[FieldName.PAST_FEAT_DYNAMIC_REAL] = self.past_feat_dynamic_real[start_idx:end_idx].T
+
+            # Dynamic features that may extend into the future
+            if self.includes_future:
+                assert self.prediction_length is not None, (
+                    "Prediction length must be provided if includes_future is True"
+                )
+                start_idx = start_idx + j * self.prediction_length
+                end_idx = end_idx + (j + 1) * self.prediction_length
+            if self.feat_dynamic_cat is not None:
+                ts[FieldName.FEAT_DYNAMIC_CAT] = self.feat_dynamic_cat[start_idx:end_idx].T
+            if self.feat_dynamic_real is not None:
+                ts[FieldName.FEAT_DYNAMIC_REAL] = self.feat_dynamic_real[start_idx:end_idx].T
+            yield ts

autogluon/timeseries/models/gluonts/{torch/models.py → models.py}

@@ -7,13 +7,14 @@ from typing import Any, Dict, Type
 
 from gluonts.model.estimator import Estimator as GluonTSEstimator
 
-from autogluon.timeseries.models.gluonts.abstract_gluonts import AbstractGluonTSModel
 from autogluon.timeseries.utils.datetime import (
     get_lags_for_frequency,
     get_seasonality,
     get_time_features_for_frequency,
 )
 
+from .abstract import AbstractGluonTSModel
+
 # NOTE: We avoid imports for torch and lightning.pytorch at the top level and hide them inside class methods.
 # This is done to skip these imports during multiprocessing (which may cause bugs)
 

autogluon/timeseries/version.py

@@ -1,4 +1,4 @@
 """This is the autogluon version file."""
 
-__version__ = "1.3.2b20250625"
+__version__ = "1.3.2b20250626"
 __lite__ = False

{autogluon.timeseries-1.3.2b20250625.dist-info → autogluon.timeseries-1.3.2b20250626.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: autogluon.timeseries
-Version: 1.3.2b20250625
+Version: 1.3.2b20250626
 Summary: Fast and Accurate ML in 3 Lines of Code
 Home-page: https://github.com/autogluon/autogluon
 Author: AutoGluon Community
@@ -55,10 +55,10 @@ 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]==1.3.2b20250625
-Requires-Dist: autogluon.common==1.3.2b20250625
-Requires-Dist: autogluon.features==1.3.2b20250625
-Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost]==1.3.2b20250625
+Requires-Dist: autogluon.core[raytune]==1.3.2b20250626
+Requires-Dist: autogluon.common==1.3.2b20250626
+Requires-Dist: autogluon.features==1.3.2b20250626
+Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost]==1.3.2b20250626
 Provides-Extra: all
 Provides-Extra: chronos-onnx
 Requires-Dist: optimum[onnxruntime]<1.23,>=1.17; extra == "chronos-onnx"

{autogluon.timeseries-1.3.2b20250625.dist-info → autogluon.timeseries-1.3.2b20250626.dist-info}/RECORD

@@ -1,4 +1,4 @@
-autogluon.timeseries-1.3.2b20250625-py3.9-nspkg.pth,sha256=cQGwpuGPqg1GXscIwt-7PmME1OnSpD-7ixkikJ31WAY,554
+autogluon.timeseries-1.3.2b20250626-py3.9-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=pIn4YSOk0aqCWyBpIlwnAsFnG4h7PLXk8guFH3wFS-w,13923
@@ -6,7 +6,7 @@ autogluon/timeseries/predictor.py,sha256=u4d7-xMs669g5xxqIYuvEyGQ0P6Y8IoToiyg9zU
 autogluon/timeseries/regressor.py,sha256=ozlhO-wce6YEtSMj0bfMgfNVeblfU3rI6ITuIk_WAFo,11868
 autogluon/timeseries/splitter.py,sha256=yzPca9p2bWV-_VJAptUyyzQsxu-uixAdpMoGQtDzMD4,3205
 autogluon/timeseries/trainer.py,sha256=4T7y58P3RImDbRZn-Og2qSQtOLpEocwdHi_tl1yt0Sc,58021
-autogluon/timeseries/version.py,sha256=DDz6ZOzsA3FxARUjxCymDQnnmx13nbzyfMZvMdJfNvQ,91
+autogluon/timeseries/version.py,sha256=5dMBYnKftwwZVY-S-rLR9v1qoLZO3N1-0AEIXvncohs,91
 autogluon/timeseries/configs/__init__.py,sha256=BTtHIPCYeGjqgOcvqb8qPD4VNX-ICKOg6wnkew1cPOE,98
 autogluon/timeseries/configs/presets_configs.py,sha256=cLat8ecLlWrI-SC5KLBDCX2SbVXaucemy2pjxJAtSY0,2543
 autogluon/timeseries/dataset/__init__.py,sha256=UvnhAN5tjgxXTHoZMQDy64YMDj4Xxa68yY7NP4vAw0o,81
@@ -32,15 +32,15 @@ autogluon/timeseries/models/chronos/pipeline/__init__.py,sha256=bkTR0LSKIxAaKFOr
 autogluon/timeseries/models/chronos/pipeline/base.py,sha256=14OAKHmio6LmO4mVom2mPGB0CvIrOjMGJzb-MVSAq-s,5596
 autogluon/timeseries/models/chronos/pipeline/chronos.py,sha256=uFJLsSb2WQiSrmDZ0g2mO-lhTFUlq7vplGRBXZ9_VBk,22591
 autogluon/timeseries/models/chronos/pipeline/chronos_bolt.py,sha256=kNIDesojKB3rbEK9jM8st4k7ZeaT6tz1znf4PsRDv2Q,20066
-autogluon/timeseries/models/chronos/pipeline/utils.py,sha256=KHvhmyLUircxjnCRWwXlgFePGwOMhD20YY55TviROuI,13042
+autogluon/timeseries/models/chronos/pipeline/utils.py,sha256=rWqT3DB9upZb7GFVMOxc-ww2EhH8bD7TmEZNi_xTAbE,13033
 autogluon/timeseries/models/ensemble/__init__.py,sha256=x2Y6dWk15XugTEWNUKq8U5z6nIjelo3UjpI-TfS13OE,159
 autogluon/timeseries/models/ensemble/abstract.py,sha256=ie-BKD4JIkQQoKqtf6sYI5Aix7dSgywFsSdeGPxoElk,5821
 autogluon/timeseries/models/ensemble/basic.py,sha256=BRPWg_Wgfb87iInFSoTRE75BRHaovRR5HFRvzxET_wU,3423
 autogluon/timeseries/models/ensemble/greedy.py,sha256=fKVLtnaJZ03zrfr9yqxvyA5IdiMtFL6TQidqw0BoqkU,7220
-autogluon/timeseries/models/gluonts/__init__.py,sha256=asC1PTj4j9xMbilvk1IT1julnpeoKbv5ZNuAR6-DFgA,361
-autogluon/timeseries/models/gluonts/abstract_gluonts.py,sha256=5VOdRLk5YW79_9af66yxCczgrTBApzNhciRFhAzaIIQ,32665
-autogluon/timeseries/models/gluonts/torch/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-autogluon/timeseries/models/gluonts/torch/models.py,sha256=f7IicZzLAN2v_9y3Pxt9G6f48xIzmDjb1U5k44hS3O0,25760
+autogluon/timeseries/models/gluonts/__init__.py,sha256=YfyNYOkhhNsloA4MAavfmqKO29_q6o4lwPoV7L4_h7M,355
+autogluon/timeseries/models/gluonts/abstract.py,sha256=ae-VGN2KY6W8RtzZH3wxhjUP-aMjdWZrZbAPOIYh-1Y,27808
+autogluon/timeseries/models/gluonts/dataset.py,sha256=I_4Rq2CXiLiiSf99WYYaRfT7NXEUmlkW1JIZnWjAdLY,5121
+autogluon/timeseries/models/gluonts/models.py,sha256=Pi_zCRkslt2-LXkZpE56aRx9J4gRCOVabqYltPtI9tE,25718
 autogluon/timeseries/models/local/__init__.py,sha256=e2UImoJhmj70E148IIObv90C_bHxgyLNk6YsS4p7pfs,701
 autogluon/timeseries/models/local/abstract_local_model.py,sha256=0apyzut7Vs3jElsR1YipMqRQrskgrZu6kJFs-k4DB0g,12053
 autogluon/timeseries/models/local/naive.py,sha256=SMdA2Tu-o7gfOLhOoh5m1oe85F3LXn9ulTzRXFhLH20,7252
@@ -60,11 +60,11 @@ autogluon/timeseries/utils/datetime/base.py,sha256=3NdsH3NDq4cVAOSoy3XpaNixyNlbj
 autogluon/timeseries/utils/datetime/lags.py,sha256=gQDk5_zmsY5DUWDUpSaCKYkQ9nHKKY-LsywJQRAoYSk,5988
 autogluon/timeseries/utils/datetime/seasonality.py,sha256=YK_2k8hvYIMW-sJPnjGWRtCnvIOthwA2hATB3nwVoD4,834
 autogluon/timeseries/utils/datetime/time_features.py,sha256=MjLi3zQ00uWWJtXH9oGX2GJkTbvjdSiuabSa4kcVuxE,2672
-autogluon.timeseries-1.3.2b20250625.dist-info/LICENSE,sha256=CeipvOyAZxBGUsFoaFqwkx54aPnIKEtm9a5u2uXxEws,10142
-autogluon.timeseries-1.3.2b20250625.dist-info/METADATA,sha256=gvvE1mhWi_xgzM8oQuK-vaJKa6aq31ux76h9xRjkyvk,12737
-autogluon.timeseries-1.3.2b20250625.dist-info/NOTICE,sha256=7nPQuj8Kp-uXsU0S5so3-2dNU5EctS5hDXvvzzehd7E,114
-autogluon.timeseries-1.3.2b20250625.dist-info/WHEEL,sha256=tZoeGjtWxWRfdplE7E3d45VPlLNQnvbKiYnx7gwAy8A,92
-autogluon.timeseries-1.3.2b20250625.dist-info/namespace_packages.txt,sha256=giERA4R78OkJf2ijn5slgjURlhRPzfLr7waIcGkzYAo,10
-autogluon.timeseries-1.3.2b20250625.dist-info/top_level.txt,sha256=giERA4R78OkJf2ijn5slgjURlhRPzfLr7waIcGkzYAo,10
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