autogluon.timeseries 1.3.2b20250716__py3-none-any.whl → 1.3.2b20250718__py3-none-any.whl

autogluon/timeseries/dataset/ts_dataframe.py

@@ -456,7 +456,7 @@ class TimeSeriesDataFrame(pd.DataFrame):
             Number of items (individual time series) randomly selected to infer the frequency. Lower values speed up
             the method, but increase the chance that some items with invalid frequency are missed by subsampling.
 
-            If set to `None`, all items will be used for inferring the frequency.
+            If set to ``None``, all items will be used for inferring the frequency.
         raise_if_irregular : bool, default = False
             If True, an exception will be raised if some items have an irregular frequency, or if different items have
             different frequencies.
@@ -467,7 +467,7 @@ class TimeSeriesDataFrame(pd.DataFrame):
             If all time series have a regular frequency, returns a pandas-compatible `frequency alias <https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#offset-aliases>`_.
 
             If some items have an irregular frequency or if different items have different frequencies, returns string
-            `IRREG`.
+            ``IRREG``.
         """
         ts_df = self
         if num_items is not None and ts_df.num_items > num_items:
@@ -536,7 +536,7 @@ class TimeSeriesDataFrame(pd.DataFrame):
     def num_timesteps_per_item(self) -> pd.Series:
         """Number of observations in each time series in the dataframe.
 
-        Returns a `pandas.Series` with item_id as index and number of observations per item as values.
+        Returns a ``pandas.Series`` with ``item_id`` as index and number of observations per item as values.
         """
         counts = pd.Series(self.index.codes[0]).value_counts(sort=False)
         counts.index = self.index.levels[0][counts.index]
@@ -603,7 +603,7 @@ class TimeSeriesDataFrame(pd.DataFrame):
         This operation is equivalent to selecting a slice ``[start_index : end_index]`` from each time series, and then
         combining these slices into a new ``TimeSeriesDataFrame``. See examples below.
 
-        It is recommended to sort the index with `ts_df.sort_index()` before calling this method to take advantage of
+        It is recommended to sort the index with ``ts_df.sort_index()`` before calling this method to take advantage of
         a fast optimized algorithm.
 
         Parameters
@@ -798,11 +798,11 @@ class TimeSeriesDataFrame(pd.DataFrame):
         method : str, default = "auto"
             Method used to impute missing values.
 
-            - "auto" - first forward fill (to fill the in-between and trailing NaNs), then backward fill (to fill the leading NaNs)
-            - "ffill" or "pad" - propagate last valid observation forward. Note: missing values at the start of the time series are not filled.
-            - "bfill" or "backfill" - use next valid observation to fill gap. Note: this may result in information leakage; missing values at the end of the time series are not filled.
-            - "constant" - replace NaNs with the given constant ``value``.
-            - "interpolate" - fill NaN values using linear interpolation. Note: this may result in information leakage.
+            - ``"auto"`` - first forward fill (to fill the in-between and trailing NaNs), then backward fill (to fill the leading NaNs)
+            - ``"ffill"`` or ``"pad"`` - propagate last valid observation forward. Note: missing values at the start of the time series are not filled.
+            - ``"bfill"`` or ``"backfill"`` - use next valid observation to fill gap. Note: this may result in information leakage; missing values at the end of the time series are not filled.
+            - ``"constant"`` - replace NaNs with the given constant ``value``.
+            - ``"interpolate"`` - fill NaN values using linear interpolation. Note: this may result in information leakage.
         value : float, default = 0.0
             Value used by the "constant" imputation method.
 
@@ -910,7 +910,7 @@ class TimeSeriesDataFrame(pd.DataFrame):
             The forecast horizon, i.e., How many time steps into the future must be predicted.
         known_covariates_names : List[str], optional
             Names of the dataframe columns that contain covariates known in the future.
-            See :attr:`known_covariates_names` of :class:`~autogluon.timeseries.TimeSeriesPredictor` for more details.
+            See ``known_covariates_names`` of :class:`~autogluon.timeseries.TimeSeriesPredictor` for more details.
 
         Returns
         -------
@@ -1103,7 +1103,7 @@ class TimeSeriesDataFrame(pd.DataFrame):
         return resampled_df
 
     def to_data_frame(self) -> pd.DataFrame:
-        """Convert `TimeSeriesDataFrame` to a `pandas.DataFrame`"""
+        """Convert ``TimeSeriesDataFrame`` to a ``pandas.DataFrame``"""
         return pd.DataFrame(self)
 
     def get_indptr(self) -> np.ndarray:

autogluon/timeseries/metrics/abstract.py

@@ -20,14 +20,14 @@ class TimeSeriesScorer:
     Parameters
     ----------
     prediction_length : int, default = 1
-        The length of the forecast horizon. The predictions provided to the `TimeSeriesScorer` are expected to contain
+        The length of the forecast horizon. The predictions provided to the ``TimeSeriesScorer`` are expected to contain
         a forecast for this many time steps for each time series.
     seasonal_period : int or None, default = None
         Seasonal period used to compute some evaluation metrics such as mean absolute scaled error (MASE). Defaults to
-        `None`, in which case the seasonal period is computed based on the data frequency.
+        ``None``, in which case the seasonal period is computed based on the data frequency.
     horizon_weight : Sequence[float], np.ndarray or None, default = None
         Weight assigned to each time step in the forecast horizon when computing the metric. If provided, the
-        `horizon_weight` will be stored as a numpy array of shape `[1, prediction_length]`.
+        ``horizon_weight`` will be stored as a numpy array of shape ``[1, prediction_length]``.
 
     Attributes
     ----------
@@ -44,8 +44,9 @@ class TimeSeriesScorer:
         Whether the given metric uses the quantile predictions. Some models will modify the training procedure if they
         are trained to optimize a quantile metric.
     equivalent_tabular_regression_metric : str
-        Name of an equivalent metric used by AutoGluon-Tabular with ``problem_type="regression"``. Used by models that
-        train a TabularPredictor under the hood. This attribute should only be specified by point forecast metrics.
+        Name of an equivalent metric used by AutoGluon-Tabular with ``problem_type="regression"``. Used by forecasting
+        models that train tabular regression models under the hood. This attribute should only be specified by point
+        forecast metrics.
     """
 
     greater_is_better_internal: bool = False

autogluon/timeseries/metrics/point.py

@@ -143,7 +143,7 @@ class WAPE(TimeSeriesScorer):
     - not sensitive to outliers
     - prefers models that accurately estimate the median
 
-    If `self.horizon_weight` is provided, both the errors and the target time series in the denominator will be re-weighted.
+    If ``self.horizon_weight`` is provided, both the errors and the target time series in the denominator will be re-weighted.
 
     References
     ----------

autogluon/timeseries/metrics/quantile.py

@@ -25,7 +25,7 @@ class WQL(TimeSeriesScorer):
     - scale-dependent (time series with large absolute value contribute more to the loss)
     - equivalent to WAPE if ``quantile_levels = [0.5]``
 
-    If `horizon_weight` is provided, both the errors and the target time series in the denominator will be re-weighted.
+    If ``horizon_weight`` is provided, both the errors and the target time series in the denominator will be re-weighted.
 
     References
     ----------

autogluon/timeseries/models/autogluon_tabular/mlforecast.py

@@ -505,7 +505,7 @@ class DirectTabularModel(AbstractMLForecastModel):
     target_scaler : {"standard", "mean_abs", "min_max", "robust", None}, default = "mean_abs"
         Scaling applied to each time series. Scaling is applied after differencing.
     model_name : str, default = "GBM"
-        Name of the tabular regression model. See `autogluon.tabular.registry.ag_model_registry` or
+        Name of the tabular regression model. See ``autogluon.tabular.registry.ag_model_registry`` or
         `the documentation <https://auto.gluon.ai/stable/api/autogluon.tabular.models.html>`_ for the list of available
         tabular models.
     model_hyperparameters : Dict[str, Any], optional
@@ -513,8 +513,8 @@ class DirectTabularModel(AbstractMLForecastModel):
     max_num_items : int or None, default = 20_000
         If not None, the model will randomly select this many time series for training and validation.
     max_num_samples : int or None, default = 1_000_000
-        If not None, training dataset passed to TabularPredictor will contain at most this many rows (starting from the
-        end of each time series).
+        If not None, training dataset passed to the tabular regression model will contain at most this many rows
+        (starting from the end of each time series).
     """
 
     @property
@@ -686,7 +686,7 @@ class RecursiveTabularModel(AbstractMLForecastModel):
         Dictionary mapping lag periods to transformation functions applied to lagged target values (e.g., rolling mean).
         See `MLForecast documentation <https://nixtlaverse.nixtla.io/mlforecast/lag_transforms.html>`_ for more details.
     model_name : str, default = "GBM"
-        Name of the tabular regression model. See `autogluon.tabular.registry.ag_model_registry` or
+        Name of the tabular regression model. See ``autogluon.tabular.registry.ag_model_registry`` or
         `the documentation <https://auto.gluon.ai/stable/api/autogluon.tabular.models.html>`_ for the list of available
         tabular models.
     model_hyperparameters : Dict[str, Any], optional
@@ -694,8 +694,8 @@ class RecursiveTabularModel(AbstractMLForecastModel):
     max_num_items : int or None, default = 20_000
         If not None, the model will randomly select this many time series for training and validation.
     max_num_samples : int or None, default = 1_000_000
-        If not None, training dataset passed to TabularPredictor will contain at most this many rows (starting from the
-        end of each time series).
+        If not None, training dataset passed to the tabular regression model will contain at most this many rows
+        (starting from the end of each time series).
     """
 
     def get_hyperparameters(self) -> Dict[str, Any]:

autogluon/timeseries/models/autogluon_tabular/per_step.py

@@ -44,18 +44,18 @@ class PerStepTabularModel(AbstractTimeSeriesModel):
     obtained by assuming that the residuals follow zero-mean normal distribution.
 
     This model uses `mlforecast <https://github.com/Nixtla/mlforecast>`_ under the hood for efficient preprocessing,
-    but the implementation of the per-step forecasting strategy is different from the `max_horizon` in `mlforecast`.
+    but the implementation of the per-step forecasting strategy is different from the ``max_horizon`` in ``mlforecast``.
 
 
     Other Parameters
     ----------------
     trailing_lags : List[int], default = None
         Trailing window lags of the target that will be used as features for predictions.
-        Trailing lags are shifted per forecast step: model for step `h` uses `[lag+h for lag in trailing_lags]`.
-        If None, defaults to [1, 2, ..., 12].
+        Trailing lags are shifted per forecast step: model for step ``h`` uses ``[lag+h for lag in trailing_lags]``.
+        If None, defaults to ``[1, 2, ..., 12]``.
     seasonal_lags: List[int], default = None
         Seasonal lags of the target used as features. Unlike trailing lags, seasonal lags are not shifted
-        but filtered by availability: model for step `h` uses `[lag for lag in seasonal_lags if lag > h]`.
+        but filtered by availability: model for step ``h`` uses ``[lag for lag in seasonal_lags if lag > h]``.
         If None, determined automatically based on data frequency.
     date_features : List[Union[str, Callable]], default = None
         Features computed from the dates. Can be pandas date attributes or functions that will take the dates as input.
@@ -63,16 +63,19 @@ class PerStepTabularModel(AbstractTimeSeriesModel):
     target_scaler : {"standard", "mean_abs", "min_max", "robust", None}, default = "mean_abs"
         Scaling applied to each time series.
     model_name : str, default = "CAT"
-        Name of the tabular regression model. See `autogluon.tabular.registry.ag_model_registry` or
+        Name of the tabular regression model. See ``autogluon.tabular.registry.ag_model_registry`` or
         `the documentation <https://auto.gluon.ai/stable/api/autogluon.tabular.models.html>`_ for the list of available
         tabular models.
     model_hyperparameters : Dict[str, Any], optional
         Hyperparameters passed to the tabular regression model.
+    validation_fraction : float or None, default = 0.1
+        Fraction of the training data to use for validation. If None or 0.0, no validation set is created.
+        Validation set contains the most recent observations (chronologically). Must be between 0.0 and 1.0.
     max_num_items : int or None, default = 20_000
         If not None, the model will randomly select this many time series for training and validation.
     max_num_samples : int or None, default = 1_000_000
-        If not None, training dataset passed to TabularPredictor will contain at most this many rows (starting from the
-        end of each time series).
+        If not None, training dataset passed to the tabular regression model will contain at most this many rows
+        (starting from the end of each time series).
     n_jobs : int or None, default = None
         Number of parallel jobs for fitting models across forecast horizons.
         If None, automatically determined based on available memory to prevent OOM errors.

autogluon/timeseries/models/gluonts/models.py

@@ -60,7 +60,7 @@ class DeepARModel(AbstractGluonTSModel):
         Distribution output object that defines how the model output is converted to a forecast, and how the loss is computed.
     scaling: bool, default = True
         If True, mean absolute scaling will be applied to each *context window* during training & prediction.
-        Note that this is different from the `target_scaler` that is applied to the *entire time series*.
+        Note that this is different from the ``target_scaler`` that is applied to the *entire time series*.
     max_epochs : int, default = 100
         Number of epochs the model will be trained for
     batch_size : int, default = 64
@@ -119,7 +119,7 @@ class SimpleFeedForwardModel(AbstractGluonTSModel):
         Whether to use batch normalization
     mean_scaling : bool, default = True
         If True, mean absolute scaling will be applied to each *context window* during training & prediction.
-        Note that this is different from the `target_scaler` that is applied to the *entire time series*.
+        Note that this is different from the ``target_scaler`` that is applied to the *entire time series*.
     max_epochs : int, default = 100
         Number of epochs the model will be trained for
     batch_size : int, default = 64
@@ -261,7 +261,7 @@ class DLinearModel(AbstractGluonTSModel):
         Scaling applied to each *context window* during training & prediction.
         One of ``"mean"`` (mean absolute scaling), ``"std"`` (standardization), ``None`` (no scaling).
 
-        Note that this is different from the `target_scaler` that is applied to the *entire time series*.
+        Note that this is different from the ``target_scaler`` that is applied to the *entire time series*.
     max_epochs : int, default = 100
         Number of epochs the model will be trained for
     batch_size : int, default = 64
@@ -325,7 +325,7 @@ class PatchTSTModel(AbstractGluonTSModel):
         Scaling applied to each *context window* during training & prediction.
         One of ``"mean"`` (mean absolute scaling), ``"std"`` (standardization), ``None`` (no scaling).
 
-        Note that this is different from the `target_scaler` that is applied to the *entire time series*.
+        Note that this is different from the ``target_scaler`` that is applied to the *entire time series*.
     max_epochs : int, default = 100
         Number of epochs the model will be trained for
     batch_size : int, default = 64
@@ -489,7 +489,7 @@ class TiDEModel(AbstractGluonTSModel):
         Scaling applied to each *context window* during training & prediction.
         One of ``"mean"`` (mean absolute scaling), ``"std"`` (standardization), ``None`` (no scaling).
 
-        Note that this is different from the `target_scaler` that is applied to the *entire time series*.
+        Note that this is different from the ``target_scaler`` that is applied to the *entire time series*.
     max_epochs : int, default = 100
         Number of epochs the model will be trained for
     batch_size : int, default = 256

autogluon/timeseries/models/local/statsforecast.py

@@ -622,9 +622,9 @@ 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 = joblib.cpu_count(only_physical_cores=True)
         Number of CPU cores used to fit the models in parallel.

autogluon/timeseries/predictor.py

@@ -94,10 +94,10 @@ class TimeSeriesPredictor:
         Seasonal period used to compute some evaluation metrics such as mean absolute scaled error (MASE). Defaults to
         ``None``, in which case the seasonal period is computed based on the data frequency.
     horizon_weight : List[float], optional
-        Weight assigned to each time step in the forecast horizon when computing the `eval_metric`. If provided, this
-        must be a list with `prediction_length` non-negative values, where at least some values are greater than zero.
-        AutoGluon will automatically normalize the weights so that they sum up to `prediction_length`. By default, all
-        time steps in the forecast horizon have the same weight, which is equivalent to setting `horizon_weight = [1] * prediction_length`.
+        Weight assigned to each time step in the forecast horizon when computing the ``eval_metric``. If provided, this
+        must be a list with ``prediction_length`` non-negative values, where at least some values are greater than zero.
+        AutoGluon will automatically normalize the weights so that they sum up to ``prediction_length``. By default, all
+        time steps in the forecast horizon have the same weight, which is equivalent to setting ``horizon_weight = [1] * prediction_length``.
 
         This parameter only affects model selection and ensemble construction; it has no effect on the loss function of
         the individual forecasting models.
@@ -127,8 +127,8 @@ class TimeSeriesPredictor:
         Whether to save the logs into a file for later reference
     log_file_path: Union[str, Path], default = "auto"
         File path to save the logs.
-        If auto, logs will be saved under `predictor_path/logs/predictor_log.txt`.
-        Will be ignored if `log_to_file` is set to False
+        If auto, logs will be saved under ``predictor_path/logs/predictor_log.txt``.
+        Will be ignored if ``log_to_file`` is set to False
     cache_predictions : bool, default = True
         If True, the predictor will cache and reuse the predictions made by individual models whenever
         :meth:`~autogluon.timeseries.TimeSeriesPredictor.predict`, :meth:`~autogluon.timeseries.TimeSeriesPredictor.leaderboard`,
@@ -476,23 +476,23 @@ class TimeSeriesPredictor:
 
                 data.static_features["store_id"] = data.static_features["store_id"].astype("category")
 
-            If provided data is a `pandas.DataFrame`, AutoGluon will attempt to convert it to a `TimeSeriesDataFrame`.
-            If a `str` or a `Path` is provided, AutoGluon will attempt to load this file.
+            If provided data is a ``pandas.DataFrame``, AutoGluon will attempt to convert it to a ``TimeSeriesDataFrame``.
+            If a ``str`` or a ``Path`` is provided, AutoGluon will attempt to load this file.
         tuning_data : Union[TimeSeriesDataFrame, pd.DataFrame, Path, str], optional
             Data reserved for model selection and hyperparameter tuning, rather than training individual models. Also
             used to compute the validation scores. Note that only the last ``prediction_length`` time steps of each
             time series are used for computing the validation score.
 
             If ``tuning_data`` is provided, multi-window backtesting on training data will be disabled, the
-            :attr:`num_val_windows` will be set to ``0``, and :attr:`refit_full` will be set to ``False``.
+            ``num_val_windows`` will be set to ``0``, and ``refit_full`` will be set to ``False``.
 
             Leaving this argument empty and letting AutoGluon automatically generate the validation set from
             ``train_data`` is a good default.
 
             The names and dtypes of columns and static features in ``tuning_data`` must match the ``train_data``.
 
-            If provided data is a `pandas.DataFrame`, AutoGluon will attempt to convert it to a `TimeSeriesDataFrame`.
-            If a `str` or a `Path` is provided, AutoGluon will attempt to load this file.
+            If provided data is a ``pandas.DataFrame``, AutoGluon will attempt to convert it to a ``TimeSeriesDataFrame``.
+            If a ``str`` or a ``Path`` is provided, AutoGluon will attempt to load this file.
         time_limit : int, optional
             Approximately how long :meth:`~autogluon.timeseries.TimeSeriesPredictor.fit` will run (wall-clock time in
             seconds). If not specified, :meth:`~autogluon.timeseries.TimeSeriesPredictor.fit` will run until all models
@@ -525,7 +525,7 @@ class TimeSeriesPredictor:
             [`1 <https://github.com/autogluon/autogluon/blob/stable/timeseries/src/autogluon/timeseries/configs/presets_configs.py>`_,
             `2 <https://github.com/autogluon/autogluon/blob/stable/timeseries/src/autogluon/timeseries/models/presets.py>`_].
 
-            If no `presets` are selected, user-provided values for `hyperparameters` will be used (defaulting to their
+            If no ``presets`` are selected, user-provided values for ``hyperparameters`` will be used (defaulting to their
             default values specified below).
         hyperparameters : str or dict, optional
             Determines what models are trained and what hyperparameters are used by each model.
@@ -626,7 +626,7 @@ class TimeSeriesPredictor:
             of time series in ``train_data`` are long enough for the chosen number of backtests.
 
             Increasing this parameter increases the training time roughly by a factor of ``num_val_windows // refit_every_n_windows``.
-            See :attr:`refit_every_n_windows` and :attr:`val_step_size`: for details.
+            See ``refit_every_n_windows`` and ``val_step_size`` for details.
 
             For example, for ``prediction_length=2``, ``num_val_windows=3`` and ``val_step_size=1`` the folds are::
 
@@ -645,11 +645,11 @@ class TimeSeriesPredictor:
             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, 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.
+            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_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``
@@ -798,8 +798,8 @@ class TimeSeriesPredictor:
             The names and dtypes of columns and static features in ``data`` must match the ``train_data`` used to train
             the predictor.
 
-            If provided data is a `pandas.DataFrame`, AutoGluon will attempt to convert it to a `TimeSeriesDataFrame`.
-            If a `str` or a `Path` is provided, AutoGluon will attempt to load this file.
+            If provided data is a ``pandas.DataFrame``, AutoGluon will attempt to convert it to a ``TimeSeriesDataFrame``.
+            If a ``str`` or a ``Path`` is provided, AutoGluon will attempt to load this file.
         known_covariates : Union[TimeSeriesDataFrame, pd.DataFrame, Path, str], optional
             If ``known_covariates_names`` were specified when creating the predictor, it is necessary to provide the
             values of the known covariates for each time series during the forecast horizon. Specifically:
@@ -809,7 +809,7 @@ class TimeSeriesPredictor:
             - Must include ``timestamp`` values for the full forecast horizon (i.e., ``prediction_length`` time steps) following the end of each series in the input ``data``.
 
             You can use :meth:`autogluon.timeseries.TimeSeriesPredictor.make_future_data_frame` to generate a template
-            containing the required ``item_id`` and ``timestamp`` combinations for the `known_covariates` dataframe.
+            containing the required ``item_id`` and ``timestamp`` combinations for the ``known_covariates`` dataframe.
 
             See example below.
         model : str, optional
@@ -899,8 +899,8 @@ class TimeSeriesPredictor:
             The names and dtypes of columns and static features in ``data`` must match the ``train_data`` used to train
             the predictor.
 
-            If provided data is a `pandas.DataFrame`, AutoGluon will attempt to convert it to a `TimeSeriesDataFrame`.
-            If a `str` or a `Path` is provided, AutoGluon will attempt to load this file.
+            If provided data is a ``pandas.DataFrame``, AutoGluon will attempt to convert it to a ``TimeSeriesDataFrame``.
+            If a ``str`` or a ``Path`` is provided, AutoGluon will attempt to load this file.
         model : str, optional
             Name of the model that you would like to evaluate. By default, the best model during training
             (with highest validation score) will be used.
@@ -976,8 +976,8 @@ class TimeSeriesPredictor:
             The names and dtypes of columns and static features in ``data`` must match the ``train_data`` used to train
             the predictor.
 
-            If provided data is a `pandas.DataFrame`, AutoGluon will attempt to convert it to a `TimeSeriesDataFrame`.
-            If a `str` or a `Path` is provided, AutoGluon will attempt to load this file.
+            If provided data is a ``pandas.DataFrame``, AutoGluon will attempt to convert it to a ``TimeSeriesDataFrame``.
+            If a ``str`` or a ``Path`` is provided, AutoGluon will attempt to load this file.
 
             If ``data`` is not provided, then validation (tuning) data provided during training (or the held out data used for
             validation if ``tuning_data`` was not explicitly provided ``fit()``) will be used.
@@ -1003,12 +1003,12 @@ class TimeSeriesPredictor:
               permutation importance.
 
         subsample_size : int, default = 50
-            The number of items to sample from `data` when computing feature importance. Larger values increase the accuracy of
-            the feature importance scores. Runtime linearly scales with `subsample_size`.
+            The number of items to sample from ``data`` when computing feature importance. Larger values increase the accuracy of
+            the feature importance scores. Runtime linearly scales with ``subsample_size``.
         time_limit : float, optional
             Time in seconds to limit the calculation of feature importance. If None, feature importance will calculate without early stopping.
             If ``method="permutation"``, a minimum of 1 full shuffle set will always be evaluated. If a shuffle set evaluation takes longer than
-            ``time_limit``, the method will take the length of a shuffle set evaluation to return regardless of the `time_limit`.
+            ``time_limit``, the method will take the length of a shuffle set evaluation to return regardless of the ``time_limit``.
         num_iterations : int, optional
             The number of different iterations of the data that are evaluated. If ``method="permutation"``, this will be interpreted
             as the number of shuffle sets (equivalent to ``num_shuffle_sets`` in :meth:`TabularPredictor.feature_importance`). If ``method="naive"``, the
@@ -1093,7 +1093,7 @@ class TimeSeriesPredictor:
 
         .. warning::
 
-            :meth:`autogluon.timeseries.TimeSeriesPredictor.load` uses `pickle` module implicitly, which is known to
+            :meth:`autogluon.timeseries.TimeSeriesPredictor.load` uses ``pickle`` module implicitly, which is known to
             be insecure. It is possible to construct malicious pickle data which will execute arbitrary code during
             unpickling. Never load data that could have come from an untrusted source, or that could have been tampered
             with. **Only load data you trust.**
@@ -1191,10 +1191,10 @@ class TimeSeriesPredictor:
         models : list of str or str, default = 'best'
             Model names of models to persist.
             If 'best' then the model with the highest validation score is persisted (this is the model used for prediction by default).
-            If 'all' then all models are persisted. Valid models are listed in this `predictor` by calling `predictor.model_names()`.
+            If 'all' then all models are persisted. Valid models are listed in this ``predictor`` by calling ``predictor.model_names()``.
         with_ancestors : bool, default = True
             If True, all ancestor models of the provided models will also be persisted.
-            If False, ensemble models will not have the models they depend on persisted unless those models were specified in `models`.
+            If False, ensemble models will not have the models they depend on persisted unless those models were specified in ``models``.
             This will slow down inference as the ancestor models will still need to be loaded from disk for each predict call.
             Only relevant for ensemble models.
 
@@ -1210,7 +1210,7 @@ class TimeSeriesPredictor:
         disk every time they are asked to make predictions.
 
         Note: Another way to reset the predictor and unpersist models is to reload the predictor from disk
-        via `predictor = TimeSeriesPredictor.load(predictor.path)`.
+        via ``predictor = TimeSeriesPredictor.load(predictor.path)``.
 
         Returns
         -------
@@ -1257,27 +1257,27 @@ class TimeSeriesPredictor:
             The names and dtypes of columns and static features in ``data`` must match the ``train_data`` used to train
             the predictor.
 
-            If provided data is a `pandas.DataFrame`, AutoGluon will attempt to convert it to a `TimeSeriesDataFrame`.
-            If a `str` or a `Path` is provided, AutoGluon will attempt to load this file.
+            If provided data is a ``pandas.DataFrame``, AutoGluon will attempt to convert it to a ``TimeSeriesDataFrame``.
+            If a ``str`` or a ``Path`` is provided, AutoGluon will attempt to load this file.
         cutoff : int, optional
             A *negative* integer less than or equal to ``-1 * prediction_length`` denoting the time step in ``data``
             where the forecast evaluation starts, i.e., time series are evaluated from the ``-cutoff``-th to the
             ``-cutoff + prediction_length``-th time step. Defaults to ``-1 * prediction_length``, using the last
             ``prediction_length`` time steps of each time series for evaluation.
         extra_info : bool, default = False
-            If True, the leaderboard will contain an additional column `hyperparameters` with the hyperparameters used
-            by each model during training. An empty dictionary `{}` means that the model was trained with default
+            If True, the leaderboard will contain an additional column ``hyperparameters`` with the hyperparameters used
+            by each model during training. An empty dictionary ``{}`` means that the model was trained with default
             hyperparameters.
         extra_metrics : List[Union[str, TimeSeriesScorer]], optional
             A list of metrics to calculate scores for and include in the output DataFrame.
 
-            Only valid when `data` is specified. The scores refer to the scores on `data` (same data as used to
-            calculate the `score_test` column).
+            Only valid when ``data`` is specified. The scores refer to the scores on ``data`` (same data as used to
+            calculate the ``score_test`` column).
 
-            This list can contain any values which would also be valid for `eval_metric` when creating a :class:`~autogluon.timeseries.TimeSeriesPredictor`.
+            This list can contain any values which would also be valid for ``eval_metric`` when creating a :class:`~autogluon.timeseries.TimeSeriesPredictor`.
 
-            For each provided `metric`, a column with name `str(metric)` will be added to the leaderboard, containing
-            the value of the metric computed on `data`.
+            For each provided ``metric``, a column with name ``str(metric)`` will be added to the leaderboard, containing
+            the value of the metric computed on ``data``.
         display : bool, default = False
             If True, the leaderboard DataFrame will be printed.
         use_cache : bool, default = True
@@ -1315,7 +1315,7 @@ class TimeSeriesPredictor:
         return leaderboard
 
     def make_future_data_frame(self, data: Union[TimeSeriesDataFrame, pd.DataFrame, Path, str]) -> pd.DataFrame:
-        """Generate a dataframe with the `item_id` and `timestamp` values corresponding to the forecast horizon.
+        """Generate a dataframe with the ``item_id`` and ``timestamp`` values corresponding to the forecast horizon.
 
         Parameters
         ----------
@@ -1325,8 +1325,8 @@ class TimeSeriesPredictor:
         Returns
         -------
         forecast_horizon : pd.DataFrame
-            Data frame with columns `item_id` and `timestamp` corresponding to the forecast horizon. For each item ID
-            in `data`, `forecast_horizon` will contain the timestamps for the next `prediction_length` time steps,
+            Data frame with columns ``item_id`` and ``timestamp`` corresponding to the forecast horizon. For each item ID
+            in ``data``, ``forecast_horizon`` will contain the timestamps for the next ``prediction_length`` time steps,
             following the end of each series in the input data.
 
         Examples
@@ -1547,8 +1547,8 @@ class TimeSeriesPredictor:
             Name of the column in ``predictions`` that will be plotted as the point forecast. Defaults to ``"0.5"``,
             if this column is present in ``predictions``, otherwise ``"mean"``.
         matplotlib_rc_params : dict, optional
-            Dictionary describing the plot style that will be passed to [`matplotlib.pyplot.rc_context`](https://matplotlib.org/stable/api/_as_gen/matplotlib.pyplot.rc_context.html).
-            See [matplotlib documentation](https://matplotlib.org/stable/users/explain/customizing.html#the-default-matplotlibrc-file) for the list of available options.
+            Dictionary describing the plot style that will be passed to `matplotlib.pyplot.rc_context <https://matplotlib.org/stable/api/_as_gen/matplotlib.pyplot.rc_context.html>`_.
+            See `matplotlib documentation <https://matplotlib.org/stable/users/explain/customizing.html#the-default-matplotlibrc-file>`_ for the list of available options.
         """
         import matplotlib.pyplot as plt
 

autogluon/timeseries/regressor.py

@@ -41,17 +41,17 @@ class GlobalCovariateRegressor(CovariateRegressor):
     Parameters
     ----------
     model_name : str
-        Name of the tabular regression model. See `autogluon.tabular.registry.ag_model_registry` or
+        Name of the tabular regression model. See ``autogluon.tabular.registry.ag_model_registry`` or
         `the documentation <https://auto.gluon.ai/stable/api/autogluon.tabular.models.html>`_ for the list of available
         tabular models.
     model_hyperparameters : dict or None
         Hyperparameters passed to the tabular regression model.
     eval_metric : str
-        Metric provided as `eval_metric` to the tabular regression model. Must be compatible with `problem_type="regression"`.
+        Metric provided as ``eval_metric`` to the tabular regression model. Must be compatible with `problem_type="regression"`.
     refit_during_predict : bool
-        If True, the model will be re-trained every time `fit_transform` is called. If False, the model will only be
-        trained the first time that `fit_transform` is called, and future calls to `fit_transform` will only perform a
-        `transform`.
+        If True, the model will be re-trained every time ``fit_transform`` is called. If False, the model will only be
+        trained the first time that ``fit_transform`` is called, and future calls to ``fit_transform`` will only perform a
+        ``transform``.
     max_num_samples : int or None
         If not None, training dataset passed to regression model will contain at most this many rows.
     covariate_metadata : CovariateMetadata
@@ -65,7 +65,7 @@ class GlobalCovariateRegressor(CovariateRegressor):
         The fraction of the time_limit that will be reserved for model training. The remainder (1 - fit_time_fraction)
         will be reserved for prediction.
 
-        If the estimated prediction time exceeds `(1 - fit_time_fraction) * time_limit`, the regressor will be disabled.
+        If the estimated prediction time exceeds ``(1 - fit_time_fraction) * time_limit``, the regressor will be disabled.
     include_static_features: bool
         If True, static features will be included as features for the regressor.
     include_item_id: bool
@@ -239,7 +239,9 @@ def get_covariate_regressor(
     if covariate_regressor is None:
         return None
     elif len(covariate_metadata.known_covariates + covariate_metadata.static_features) == 0:
-        logger.info("\tSkipping covariate_regressor since the dataset contains no covariates or static features.")
+        logger.info(
+            "\tSkipping covariate_regressor since the dataset contains no known_covariates or static_features."
+        )
         return None
     else:
         if isinstance(covariate_regressor, str):

autogluon/timeseries/version.py

@@ -1,4 +1,4 @@
 """This is the autogluon version file."""
 
-__version__ = "1.3.2b20250716"
+__version__ = "1.3.2b20250718"
 __lite__ = False

{autogluon.timeseries-1.3.2b20250716.dist-info → autogluon.timeseries-1.3.2b20250718.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: autogluon.timeseries
-Version: 1.3.2b20250716
+Version: 1.3.2b20250718
 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]==1.3.2b20250716
-Requires-Dist: autogluon.common==1.3.2b20250716
-Requires-Dist: autogluon.features==1.3.2b20250716
-Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost]==1.3.2b20250716
+Requires-Dist: autogluon.core[raytune]==1.3.2b20250718
+Requires-Dist: autogluon.common==1.3.2b20250718
+Requires-Dist: autogluon.features==1.3.2b20250718
+Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost]==1.3.2b20250718
 Provides-Extra: all
 Provides-Extra: tests
 Requires-Dist: pytest; extra == "tests"

{autogluon.timeseries-1.3.2b20250716.dist-info → autogluon.timeseries-1.3.2b20250718.dist-info}/RECORD

@@ -1,20 +1,20 @@
-autogluon.timeseries-1.3.2b20250716-py3.9-nspkg.pth,sha256=cQGwpuGPqg1GXscIwt-7PmME1OnSpD-7ixkikJ31WAY,554
+autogluon.timeseries-1.3.2b20250718-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
-autogluon/timeseries/predictor.py,sha256=u4d7-xMs669g5xxqIYuvEyGQ0P6Y8IoToiyg9zUZoy4,88168
-autogluon/timeseries/regressor.py,sha256=G0zecniv85wr8EXlXsbiqpKYHE5KeNALHRzPp_hO5qs,12001
+autogluon/timeseries/predictor.py,sha256=s3zVRKEXdmbIM2tS8S_DabmNOnVisdiJNL9VN3WSAJs,88273
+autogluon/timeseries/regressor.py,sha256=_VTr-Lff58gobYIhOxjwzkfPe2fJdTvgQdjOIR6VzM0,12043
 autogluon/timeseries/splitter.py,sha256=yzPca9p2bWV-_VJAptUyyzQsxu-uixAdpMoGQtDzMD4,3205
 autogluon/timeseries/trainer.py,sha256=-xdGZ4v8OTA3AzMjBJ4CwGYhmKBRsY0Q-dm6YioFOmc,57977
-autogluon/timeseries/version.py,sha256=bPJmn8IYFHHx5wv_RbAGbiMuX0PyNDOc2m8l8Fn-Gx8,91
+autogluon/timeseries/version.py,sha256=t7hPQFF0BzYTBfD-vM9hoER3q-C5x0pjSWoVO1dcT0w,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
-autogluon/timeseries/dataset/ts_dataframe.py,sha256=pvL85NCrwcIYr7lxFzY2NZ57yUL82nl6Ypdm1z3ho04,51193
+autogluon/timeseries/dataset/ts_dataframe.py,sha256=57PTFaxcOHAe85-SFD1RbAZ3jKMMKgiBGffhEh7H6BY,51233
 autogluon/timeseries/metrics/__init__.py,sha256=wfqEf2AiaqCcFGXVGhpNrbo1XBQFmJCS8gRa8Qk2L50,3602
-autogluon/timeseries/metrics/abstract.py,sha256=BpHVmzkzM6EN63NQrDRkApIeAyrpT6Y9LZiPEygaxvE,11829
-autogluon/timeseries/metrics/point.py,sha256=xllyGh11otbmUVHyIaceROPR3qyllWPQ9xlSmIGI3EI,18306
-autogluon/timeseries/metrics/quantile.py,sha256=vhmETtjPsIfVlvtILNAT6F2PtIDNPrOroy-U1FQbgw8,4632
+autogluon/timeseries/metrics/abstract.py,sha256=Nu2WKMRmJT-oIpNHMOa5Ulw5WlOKA8jB-rm6Bnf2I2o,11864
+autogluon/timeseries/metrics/point.py,sha256=sS__n_Em7m4CUaBu3PNWQ_dHw1YCOHbEyC15fhytFL8,18308
+autogluon/timeseries/metrics/quantile.py,sha256=x0cq44fXRoMiuI4BVQ7mpWk1YgrK4OwLTlJAhCHQ7Xg,4634
 autogluon/timeseries/metrics/utils.py,sha256=HuDe1BNe8yJU4f_DKM913nNrUueoRaw6zhxm1-S20s0,910
 autogluon/timeseries/models/__init__.py,sha256=nx61eXLCxWIb-eJXpYgCw3C7naNklh_FAaKImb8EdvI,1237
 autogluon/timeseries/models/presets.py,sha256=ejVCs1Uv6EwVn55uKYyb4ju0kFuuwlOaO0yVmwYbMgI,12314
@@ -23,8 +23,8 @@ autogluon/timeseries/models/abstract/abstract_timeseries_model.py,sha256=cxAZoYe
 autogluon/timeseries/models/abstract/model_trial.py,sha256=ENPg_7nsdxIvaNM0o0UShZ3x8jFlRmwRc5m0fGPC0TM,3720
 autogluon/timeseries/models/abstract/tunable.py,sha256=SFl4vjkb6BfFFaRPVdftnnLYlIyCThutLHxiiAlV6tY,7168
 autogluon/timeseries/models/autogluon_tabular/__init__.py,sha256=E5fZsdFPgVdyCVyj5bGmn_lQFlCMn2NvuRLBMcCFvhM,205
-autogluon/timeseries/models/autogluon_tabular/mlforecast.py,sha256=9J95mXR2V_DLXHz0p-VaHA2wi3mF33KggEKMI3YViHM,37641
-autogluon/timeseries/models/autogluon_tabular/per_step.py,sha256=W_zJQmWZIkaoZ5tPkuQmQl9AeBd72vZDSMp5zAhBmvw,22764
+autogluon/timeseries/models/autogluon_tabular/mlforecast.py,sha256=l10XXajPzUdPGpqC2fSL1jxaXRzQ6b6IBmLLPq59qQY,37669
+autogluon/timeseries/models/autogluon_tabular/per_step.py,sha256=9jOpk1y709od1XvOqLDxz8kVSeCclnlsGwqaZYsxfn0,23065
 autogluon/timeseries/models/autogluon_tabular/transforms.py,sha256=aI1QJLJaOB5Xy2WA0jo6Jh25MRVyyZ8ONrqlV96kpw0,2735
 autogluon/timeseries/models/autogluon_tabular/utils.py,sha256=Fn3Vu_Q0PCtEUbtNgLp1xIblg7dOdpFlF3W5kLHgruI,63
 autogluon/timeseries/models/chronos/__init__.py,sha256=wT77HzTtmQxW3sw2k0mA5Ot6PSHivX-Uvn5fjM05EU4,60
@@ -41,12 +41,12 @@ autogluon/timeseries/models/ensemble/greedy.py,sha256=s4gz5Qqrf34Wtu6E1JtyK3EvIy
 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/gluonts/models.py,sha256=XaIsPqeDIh-CL8Sw59Koo6_UrVCJFE0jduk3IKXQFuM,25728
 autogluon/timeseries/models/local/__init__.py,sha256=e2UImoJhmj70E148IIObv90C_bHxgyLNk6YsS4p7pfs,701
 autogluon/timeseries/models/local/abstract_local_model.py,sha256=BVCMC0wNMwrrDfZy_SQJeEajPmYBAyUlMu4qrTkWJBQ,11535
 autogluon/timeseries/models/local/naive.py,sha256=TAiQLt3fGCQoZKjBzmlhosV2XVEZ1urtPHDhM7Mf2i8,7408
 autogluon/timeseries/models/local/npts.py,sha256=I3y5g-718TVVhAbotfJ74wvLfLQ6HfLwA_ivrEWY7Qc,4182
-autogluon/timeseries/models/local/statsforecast.py,sha256=h2ra9yWEY8DTUSPzgwS8nBKdk7dThwPjY1Os-ewRId4,33044
+autogluon/timeseries/models/local/statsforecast.py,sha256=JzjEFVa1piUAo1S4Rgo5651WRyBkJivZsmgnFZ1Efnw,33050
 autogluon/timeseries/models/multi_window/__init__.py,sha256=Bq7AT2Jxdd4WNqmjTdzeqgNiwn1NCyWp4tBIWaM-zfI,60
 autogluon/timeseries/models/multi_window/multi_window_model.py,sha256=xW55TMg7kgta-TmBpVZGcDQlBdBN_eW1z1lVNjZGhpo,11833
 autogluon/timeseries/transforms/__init__.py,sha256=fKlT4pkJ_8Gl7IUTc3uSDzt2Xow5iH5w6fPB3ePNrTg,127
@@ -61,11 +61,11 @@ autogluon/timeseries/utils/datetime/base.py,sha256=3NdsH3NDq4cVAOSoy3XpaNixyNlbj
 autogluon/timeseries/utils/datetime/lags.py,sha256=dpndFOV-d-AqCTwKeQ5Dz-AfCJTeI27bxDC13QzY4y8,6003
 autogluon/timeseries/utils/datetime/seasonality.py,sha256=YK_2k8hvYIMW-sJPnjGWRtCnvIOthwA2hATB3nwVoD4,834
 autogluon/timeseries/utils/datetime/time_features.py,sha256=MjLi3zQ00uWWJtXH9oGX2GJkTbvjdSiuabSa4kcVuxE,2672
-autogluon.timeseries-1.3.2b20250716.dist-info/LICENSE,sha256=CeipvOyAZxBGUsFoaFqwkx54aPnIKEtm9a5u2uXxEws,10142
-autogluon.timeseries-1.3.2b20250716.dist-info/METADATA,sha256=XHaWdSPVEdj4tTdf4abtTZ733Rsejd9rKPVdTyHIzfM,12445
-autogluon.timeseries-1.3.2b20250716.dist-info/NOTICE,sha256=7nPQuj8Kp-uXsU0S5so3-2dNU5EctS5hDXvvzzehd7E,114
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