autogluon.timeseries 1.4.1b20250821__py3-none-any.whl → 1.4.1b20250823__py3-none-any.whl

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

@@ -4,7 +4,7 @@ import re
 import time
 from itertools import chain, cycle
 from pathlib import Path
-from typing import TYPE_CHECKING, Callable, Iterable, Iterator, List, Literal, Optional
+from typing import TYPE_CHECKING, Callable, Iterable, Iterator, Literal, Optional
 
 import numpy as np
 import torch
@@ -73,19 +73,19 @@ class ChronosFineTuningDataset(IterableDataset):
 
     Parameters
     ----------
-    target_df : TimeSeriesDataFrame
+    target_df
         The ``TimeSeriesDataFrame`` to be converted
-    target_column : str, default = "target"
+    target_column
         The name of the column which contains the target time series, by default "target"
-    context_length : int, default = 512
+    context_length
         The length of the historical context
-    prediction_length : int, default = 64
+    prediction_length
         The prediction_length, i.e., length of label or target
-    tokenizer : ``ChronosTokenizer``, default = None
+    tokenizer
         When a ``ChronosTokenizer`` object is provided, data will be converted into the
         HuggingFace format accepted by the original Chronos models using this ``ChronosTokenizer``.
         If None, data will be converted into the format accepted by ChronosBolt models.
-    mode : Literal["training", "validation"], default = "training"
+    mode
         When ``training``, random slices from the time series will be returned for training purposes.
         If ``validation``, the last slice of each time series returned in the original order.
     """
@@ -145,7 +145,7 @@ class ChronosFineTuningDataset(IterableDataset):
 
         Parameters
         ----------
-        entry : dict
+        entry
             time series data entry in GluonTS format with ``past_target`` and ``future_target`` keys
 
         Returns
@@ -172,7 +172,7 @@ class ChronosFineTuningDataset(IterableDataset):
 
         Parameters
         ----------
-        entry : dict
+        entry
             time series data entry in GluonTS format with ``past_target`` and ``future_target`` keys
 
         Returns
@@ -200,7 +200,7 @@ class ChronosFineTuningDataset(IterableDataset):
 
         Parameters
         ----------
-        shuffle_buffer_size : int, optional, default = None
+        shuffle_buffer_size
             The shuffle buffer size used for pseudo shuffling
         """
         assert shuffle_buffer_size is None or shuffle_buffer_size >= 0
@@ -209,7 +209,7 @@ class ChronosFineTuningDataset(IterableDataset):
         return PseudoShuffledIterableDataset(self, shuffle_buffer_size)
 
 
-def left_pad_and_stack_1D(tensors: List[torch.Tensor]) -> torch.Tensor:
+def left_pad_and_stack_1D(tensors: list[torch.Tensor]) -> torch.Tensor:
     max_len = max(len(c) for c in tensors)
     padded = []
     for c in tensors:
@@ -303,7 +303,7 @@ class TimeLimitCallback(TrainerCallback):
 
         Parameters
         ----------
-        time_limit: int
+        time_limit
             maximum time allowed for training in seconds.
         """
         self.time_limit = time_limit

autogluon/timeseries/models/ensemble/abstract.py

@@ -1,7 +1,7 @@
 import functools
 import logging
 from abc import ABC, abstractmethod
-from typing import Dict, List, Optional
+from typing import Optional
 
 import numpy as np
 from typing_extensions import final
@@ -18,32 +18,32 @@ class AbstractTimeSeriesEnsembleModel(TimeSeriesModelBase, ABC):
 
     @property
     @abstractmethod
-    def model_names(self) -> List[str]:
+    def model_names(self) -> list[str]:
         """Names of base models included in the ensemble."""
         pass
 
     @final
     def fit(
         self,
-        predictions_per_window: Dict[str, List[TimeSeriesDataFrame]],
-        data_per_window: List[TimeSeriesDataFrame],
-        model_scores: Optional[Dict[str, float]] = None,
+        predictions_per_window: dict[str, list[TimeSeriesDataFrame]],
+        data_per_window: list[TimeSeriesDataFrame],
+        model_scores: Optional[dict[str, float]] = None,
         time_limit: Optional[float] = None,
     ):
         """Fit ensemble model given predictions of candidate base models and the true data.
 
         Parameters
         ----------
-        predictions_per_window : Dict[str, List[TimeSeriesDataFrame]]
+        predictions_per_window
             Dictionary that maps the names of component models to their respective predictions for each validation
             window.
-        data_per_window : List[TimeSeriesDataFrame]
+        data_per_window
             Observed ground truth data used to train the ensemble for each validation window. Each entry in the list
             includes both the forecast horizon (for which the predictions are given in ``predictions``), as well as the
             "history".
-        model_scores : Optional[Dict[str, float]]
+        model_scores
             Scores (higher is better) for the models that will constitute the ensemble.
-        time_limit : Optional[float]
+        time_limit
             Maximum allowed time for training in seconds.
         """
         if time_limit is not None and time_limit <= 0:
@@ -67,9 +67,9 @@ class AbstractTimeSeriesEnsembleModel(TimeSeriesModelBase, ABC):
 
     def _fit(
         self,
-        predictions_per_window: Dict[str, List[TimeSeriesDataFrame]],
-        data_per_window: List[TimeSeriesDataFrame],
-        model_scores: Optional[Dict[str, float]] = None,
+        predictions_per_window: dict[str, list[TimeSeriesDataFrame]],
+        data_per_window: list[TimeSeriesDataFrame],
+        model_scores: Optional[dict[str, float]] = None,
         time_limit: Optional[float] = None,
     ):
         """Private method for `fit`. See `fit` for documentation of arguments. Apart from the model
@@ -78,7 +78,7 @@ class AbstractTimeSeriesEnsembleModel(TimeSeriesModelBase, ABC):
         raise NotImplementedError
 
     @final
-    def predict(self, data: Dict[str, TimeSeriesDataFrame], **kwargs) -> TimeSeriesDataFrame:
+    def predict(self, data: dict[str, TimeSeriesDataFrame], **kwargs) -> TimeSeriesDataFrame:
         if not set(self.model_names).issubset(set(data.keys())):
             raise ValueError(
                 f"Set of models given for prediction in {self.name} differ from those provided during initialization."
@@ -93,11 +93,11 @@ class AbstractTimeSeriesEnsembleModel(TimeSeriesModelBase, ABC):
         return self._predict(data=data, **kwargs)
 
     @abstractmethod
-    def _predict(self, data: Dict[str, TimeSeriesDataFrame], **kwargs) -> TimeSeriesDataFrame:
+    def _predict(self, data: dict[str, TimeSeriesDataFrame], **kwargs) -> TimeSeriesDataFrame:
         pass
 
     @abstractmethod
-    def remap_base_models(self, model_refit_map: Dict[str, str]) -> None:
+    def remap_base_models(self, model_refit_map: dict[str, str]) -> None:
         """Update names of the base models based on the mapping in model_refit_map.
 
         This method should be called after performing refit_full to point to the refitted base models, if necessary.
@@ -112,17 +112,17 @@ class AbstractWeightedTimeSeriesEnsembleModel(AbstractTimeSeriesEnsembleModel, A
         if name is None:
             name = "WeightedEnsemble"
         super().__init__(name=name, **kwargs)
-        self.model_to_weight: Dict[str, float] = {}
+        self.model_to_weight: dict[str, float] = {}
 
     @property
-    def model_names(self) -> List[str]:
+    def model_names(self) -> list[str]:
         return list(self.model_to_weight.keys())
 
     @property
     def model_weights(self) -> np.ndarray:
         return np.array(list(self.model_to_weight.values()), dtype=np.float64)
 
-    def _predict(self, data: Dict[str, TimeSeriesDataFrame], **kwargs) -> TimeSeriesDataFrame:
+    def _predict(self, data: dict[str, TimeSeriesDataFrame], **kwargs) -> TimeSeriesDataFrame:
         weighted_predictions = [data[model_name] * weight for model_name, weight in self.model_to_weight.items()]
         return functools.reduce(lambda x, y: x + y, weighted_predictions)
 
@@ -131,7 +131,7 @@ class AbstractWeightedTimeSeriesEnsembleModel(AbstractTimeSeriesEnsembleModel, A
         info["model_weights"] = self.model_to_weight.copy()
         return info
 
-    def remap_base_models(self, model_refit_map: Dict[str, str]) -> None:
+    def remap_base_models(self, model_refit_map: dict[str, str]) -> None:
         updated_weights = {}
         for model, weight in self.model_to_weight.items():
             model_full_name = model_refit_map.get(model, model)

autogluon/timeseries/models/ensemble/basic.py

@@ -1,4 +1,4 @@
-from typing import Dict, List, Optional
+from typing import Any, Optional
 
 import numpy as np
 
@@ -17,9 +17,9 @@ class SimpleAverageEnsemble(AbstractWeightedTimeSeriesEnsembleModel):
 
     def _fit(
         self,
-        predictions_per_window: Dict[str, List[TimeSeriesDataFrame]],
-        data_per_window: List[TimeSeriesDataFrame],
-        model_scores: Optional[Dict[str, float]] = None,
+        predictions_per_window: dict[str, list[TimeSeriesDataFrame]],
+        data_per_window: list[TimeSeriesDataFrame],
+        model_scores: Optional[dict[str, float]] = None,
         time_limit: Optional[float] = None,
     ):
         self.model_to_weight = {}
@@ -52,14 +52,14 @@ class PerformanceWeightedEnsemble(AbstractWeightedTimeSeriesEnsembleModel):
             name = "PerformanceWeightedEnsemble"
         super().__init__(name=name, **kwargs)
 
-    def _get_default_hyperparameters(self) -> Dict:
+    def _get_default_hyperparameters(self) -> dict[str, Any]:
         return {"weight_scheme": "sqrt"}
 
     def _fit(
         self,
-        predictions_per_window: Dict[str, List[TimeSeriesDataFrame]],
-        data_per_window: List[TimeSeriesDataFrame],
-        model_scores: Optional[Dict[str, float]] = None,
+        predictions_per_window: dict[str, list[TimeSeriesDataFrame]],
+        data_per_window: list[TimeSeriesDataFrame],
+        model_scores: Optional[dict[str, float]] = None,
         time_limit: Optional[float] = None,
     ):
         assert model_scores is not None

autogluon/timeseries/models/ensemble/greedy.py

@@ -1,7 +1,7 @@
 import copy
 import logging
 import pprint
-from typing import Dict, List, Optional
+from typing import Any, Optional
 
 import numpy as np
 
@@ -47,14 +47,14 @@ class TimeSeriesEnsembleSelection(EnsembleSelection):
         self.dummy_pred_per_window = []
         self.scorer_per_window = []
 
-        self.dummy_pred_per_window: Optional[List[TimeSeriesDataFrame]]
-        self.scorer_per_window: Optional[List[TimeSeriesScorer]]
-        self.data_future_per_window: Optional[List[TimeSeriesDataFrame]]
+        self.dummy_pred_per_window: Optional[list[TimeSeriesDataFrame]]
+        self.scorer_per_window: Optional[list[TimeSeriesScorer]]
+        self.data_future_per_window: Optional[list[TimeSeriesDataFrame]]
 
     def fit(  # type: ignore
         self,
-        predictions: List[List[TimeSeriesDataFrame]],
-        labels: List[TimeSeriesDataFrame],
+        predictions: list[list[TimeSeriesDataFrame]],
+        labels: list[TimeSeriesDataFrame],
         time_limit: Optional[float] = None,
     ):
         return super().fit(
@@ -65,10 +65,10 @@ class TimeSeriesEnsembleSelection(EnsembleSelection):
 
     def _fit(  # type: ignore
         self,
-        predictions: List[List[TimeSeriesDataFrame]],
-        labels: List[TimeSeriesDataFrame],
+        predictions: list[list[TimeSeriesDataFrame]],
+        labels: list[TimeSeriesDataFrame],
         time_limit: Optional[float] = None,
-        sample_weight: Optional[List[float]] = None,
+        sample_weight: Optional[list[float]] = None,
     ):
         # Stack predictions for each model into a 3d tensor of shape [num_val_windows, num_rows, num_cols]
         stacked_predictions = [np.stack(preds) for preds in predictions]
@@ -157,14 +157,14 @@ class GreedyEnsemble(AbstractWeightedTimeSeriesEnsembleModel):
             name = "WeightedEnsemble"
         super().__init__(name=name, **kwargs)
 
-    def _get_default_hyperparameters(self) -> Dict:
+    def _get_default_hyperparameters(self) -> dict[str, Any]:
         return {"ensemble_size": 100}
 
     def _fit(
         self,
-        predictions_per_window: Dict[str, List[TimeSeriesDataFrame]],
-        data_per_window: List[TimeSeriesDataFrame],
-        model_scores: Optional[Dict[str, float]] = None,
+        predictions_per_window: dict[str, list[TimeSeriesDataFrame]],
+        data_per_window: list[TimeSeriesDataFrame],
+        model_scores: Optional[dict[str, float]] = None,
         time_limit: Optional[float] = None,
     ):
         ensemble_selection = TimeSeriesEnsembleSelection(

autogluon/timeseries/models/gluonts/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, List, Optional, Type, Union, cast, overload
+from typing import TYPE_CHECKING, Any, Callable, Optional, Type, Union, cast, overload
 
 import gluonts
 import gluonts.core.settings
@@ -42,20 +42,20 @@ class AbstractGluonTSModel(AbstractTimeSeriesModel):
 
     Parameters
     ----------
-    path: str
+    path
         directory to store model artifacts.
-    freq: str
+    freq
         string representation (compatible with GluonTS frequency strings) for the data provided.
         For example, "1D" for daily data, "1H" for hourly data, etc.
-    prediction_length: int
+    prediction_length
         Number of time steps ahead (length of the forecast horizon) the model will be optimized
         to predict. At inference time, this will be the number of time steps the model will
         predict.
-    name: str
+    name
         Name of the model. Also, name of subdirectory inside path where model will be saved.
-    eval_metric: str
+    eval_metric
         objective function the model intends to optimize, will use WQL by default.
-    hyperparameters:
+    hyperparameters
         various hyperparameters that will be used by model (can be search spaces instead of
         fixed values). See *Other Parameters* in each inheriting model's documentation for
         possible values.
@@ -77,7 +77,7 @@ class AbstractGluonTSModel(AbstractTimeSeriesModel):
         path: Optional[str] = None,
         name: Optional[str] = None,
         eval_metric: Optional[str] = None,
-        hyperparameters: Optional[Dict[str, Any]] = None,
+        hyperparameters: Optional[dict[str, Any]] = None,
         **kwargs,  # noqa
     ):
         super().__init__(
@@ -100,9 +100,9 @@ class AbstractGluonTSModel(AbstractTimeSeriesModel):
         self.num_feat_dynamic_real = 0
         self.num_past_feat_dynamic_cat = 0
         self.num_past_feat_dynamic_real = 0
-        self.feat_static_cat_cardinality: List[int] = []
-        self.feat_dynamic_cat_cardinality: List[int] = []
-        self.past_feat_dynamic_cat_cardinality: List[int] = []
+        self.feat_static_cat_cardinality: list[int] = []
+        self.feat_dynamic_cat_cardinality: list[int] = []
+        self.past_feat_dynamic_cat_cardinality: list[int] = []
         self.negative_data = True
 
     def save(self, path: Optional[str] = None, verbose: bool = True) -> str:
@@ -234,7 +234,7 @@ class AbstractGluonTSModel(AbstractTimeSeriesModel):
 
         return self._get_default_hyperparameters() | init_args
 
-    def _get_estimator_init_args(self) -> Dict[str, Any]:
+    def _get_estimator_init_args(self) -> dict[str, Any]:
         """Get GluonTS specific constructor arguments for estimator objects, an alias to `self.get_hyperparameters`
         for better readability."""
         return self.get_hyperparameters()
@@ -277,8 +277,8 @@ class AbstractGluonTSModel(AbstractTimeSeriesModel):
 
         return torch.cuda.is_available()
 
-    def get_minimum_resources(self, is_gpu_available: bool = False) -> Dict[str, Union[int, float]]:
-        minimum_resources: Dict[str, Union[int, float]] = {"num_cpus": 1}
+    def get_minimum_resources(self, is_gpu_available: bool = False) -> dict[str, Union[int, float]]:
+        minimum_resources: dict[str, Union[int, float]] = {"num_cpus": 1}
         # if GPU is available, we train with 1 GPU per trial
         if is_gpu_available:
             minimum_resources["num_gpus"] = 1
@@ -440,7 +440,7 @@ class AbstractGluonTSModel(AbstractTimeSeriesModel):
         self,
         time_limit: Optional[float],
         early_stopping_patience: Optional[int] = None,
-    ) -> List[Callable]:
+    ) -> list[Callable]:
         """Retrieve a list of callback objects for the GluonTS trainer"""
         from lightning.pytorch.callbacks import EarlyStopping, Timer
 
@@ -473,7 +473,7 @@ class AbstractGluonTSModel(AbstractTimeSeriesModel):
         data: TimeSeriesDataFrame,
         known_covariates: Optional[TimeSeriesDataFrame] = None,
         num_samples: Optional[int] = None,
-    ) -> List[Forecast]:
+    ) -> list[Forecast]:
         assert self.gts_predictor is not None, "GluonTS models must be fit before predicting."
         gts_data = self._to_gluonts_dataset(data, known_covariates=known_covariates)
         return list(
@@ -483,7 +483,7 @@ class AbstractGluonTSModel(AbstractTimeSeriesModel):
             )
         )
 
-    def _stack_quantile_forecasts(self, forecasts: List[QuantileForecast], item_ids: pd.Index) -> pd.DataFrame:
+    def _stack_quantile_forecasts(self, forecasts: list[QuantileForecast], item_ids: pd.Index) -> pd.DataFrame:
         # GluonTS always saves item_id as a string
         item_id_to_forecast = {str(f.item_id): f for f in forecasts}
         result_dfs = []
@@ -496,7 +496,7 @@ class AbstractGluonTSModel(AbstractTimeSeriesModel):
         columns_order = ["mean"] + [str(q) for q in self.quantile_levels]
         return forecast_df[columns_order]
 
-    def _stack_sample_forecasts(self, forecasts: List[SampleForecast], item_ids: pd.Index) -> pd.DataFrame:
+    def _stack_sample_forecasts(self, forecasts: list[SampleForecast], item_ids: pd.Index) -> pd.DataFrame:
         item_id_to_forecast = {str(f.item_id): f for f in forecasts}
         samples_per_item = []
         for item_id in item_ids:
@@ -509,7 +509,7 @@ class AbstractGluonTSModel(AbstractTimeSeriesModel):
         return pd.DataFrame(forecast_array, columns=["mean"] + [str(q) for q in self.quantile_levels])
 
     def _stack_distribution_forecasts(
-        self, forecasts: List["DistributionForecast"], item_ids: pd.Index
+        self, forecasts: list["DistributionForecast"], item_ids: pd.Index
     ) -> pd.DataFrame:
         import torch
         from gluonts.torch.distributions import AffineTransformed
@@ -523,7 +523,7 @@ class AbstractGluonTSModel(AbstractTimeSeriesModel):
             "Expected forecast.distribution to be an instance of AffineTransformed"
         )
 
-        def stack_distributions(distributions: List[Distribution]) -> Distribution:
+        def stack_distributions(distributions: list[Distribution]) -> Distribution:
             """Stack multiple torch.Distribution objects into a single distribution"""
             last_dist: Distribution = distributions[-1]
 
@@ -561,18 +561,18 @@ class AbstractGluonTSModel(AbstractTimeSeriesModel):
 
     def _gluonts_forecasts_to_data_frame(
         self,
-        forecasts: List[Forecast],
+        forecasts: list[Forecast],
         forecast_index: pd.MultiIndex,
     ) -> TimeSeriesDataFrame:
         from gluonts.torch.model.forecast import DistributionForecast
 
         item_ids = forecast_index.unique(level=ITEMID)
         if isinstance(forecasts[0], SampleForecast):
-            forecast_df = self._stack_sample_forecasts(cast(List[SampleForecast], forecasts), item_ids)
+            forecast_df = self._stack_sample_forecasts(cast(list[SampleForecast], forecasts), item_ids)
         elif isinstance(forecasts[0], QuantileForecast):
-            forecast_df = self._stack_quantile_forecasts(cast(List[QuantileForecast], forecasts), item_ids)
+            forecast_df = self._stack_quantile_forecasts(cast(list[QuantileForecast], forecasts), item_ids)
         elif isinstance(forecasts[0], DistributionForecast):
-            forecast_df = self._stack_distribution_forecasts(cast(List[DistributionForecast], forecasts), item_ids)
+            forecast_df = self._stack_distribution_forecasts(cast(list[DistributionForecast], forecasts), item_ids)
         else:
             raise ValueError(f"Unrecognized forecast type {type(forecasts[0])}")
 

autogluon/timeseries/models/gluonts/dataset.py

@@ -1,4 +1,4 @@
-from typing import Any, Dict, Iterator, Optional, Type
+from typing import Any, Iterator, Optional, Type
 
 import numpy as np
 import pandas as pd
@@ -76,7 +76,7 @@ class SimpleGluonTSDataset(GluonTSDataset):
     def __len__(self):
         return len(self.indptr) - 1  # noqa
 
-    def __iter__(self) -> Iterator[Dict[str, Any]]:
+    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]

autogluon/timeseries/models/gluonts/models.py

@@ -3,7 +3,7 @@ Module including wrappers for PyTorch implementations of models in GluonTS
 """
 
 import logging
-from typing import Any, Dict, Type
+from typing import Any, Type
 
 from gluonts.model.estimator import Estimator as GluonTSEstimator
 
@@ -91,7 +91,7 @@ class DeepARModel(AbstractGluonTSModel):
 
         return DeepAREstimator
 
-    def _get_estimator_init_args(self) -> Dict[str, Any]:
+    def _get_estimator_init_args(self) -> dict[str, Any]:
         init_kwargs = super()._get_estimator_init_args()
         init_kwargs["num_feat_static_cat"] = self.num_feat_static_cat
         init_kwargs["num_feat_static_real"] = self.num_feat_static_real
@@ -113,7 +113,7 @@ class SimpleFeedForwardModel(AbstractGluonTSModel):
     ----------------
     context_length : int, default = max(10, 2 * prediction_length)
         Number of time units that condition the predictions
-    hidden_dimensions: List[int], default = [20, 20]
+    hidden_dimensions: list[int], default = [20, 20]
         Size of hidden layers in the feedforward network
     distr_output : gluonts.torch.distributions.Output, default = StudentTOutput()
         Distribution output object that defines how the model output is converted to a forecast, and how the loss is computed.
@@ -221,7 +221,7 @@ class TemporalFusionTransformerModel(AbstractGluonTSModel):
             "context_length": min(512, max(64, 2 * self.prediction_length)),
         }
 
-    def _get_estimator_init_args(self) -> Dict[str, Any]:
+    def _get_estimator_init_args(self) -> dict[str, Any]:
         init_kwargs = super()._get_estimator_init_args()
         if self.num_feat_dynamic_real > 0:
             init_kwargs["dynamic_dims"] = [self.num_feat_dynamic_real]
@@ -361,7 +361,7 @@ class PatchTSTModel(AbstractGluonTSModel):
     def _get_default_hyperparameters(self):
         return super()._get_default_hyperparameters() | {"context_length": 96, "patch_len": 16}
 
-    def _get_estimator_init_args(self) -> Dict[str, Any]:
+    def _get_estimator_init_args(self) -> dict[str, Any]:
         init_kwargs = super()._get_estimator_init_args()
         init_kwargs["num_feat_dynamic_real"] = self.num_feat_dynamic_real
         return init_kwargs
@@ -438,7 +438,7 @@ class WaveNetModel(AbstractGluonTSModel):
 
         return WaveNetEstimator
 
-    def _get_estimator_init_args(self) -> Dict[str, Any]:
+    def _get_estimator_init_args(self) -> dict[str, Any]:
         init_kwargs = super()._get_estimator_init_args()
         init_kwargs["num_feat_static_cat"] = self.num_feat_static_cat
         init_kwargs["num_feat_static_real"] = self.num_feat_static_real
@@ -547,7 +547,7 @@ class TiDEModel(AbstractGluonTSModel):
             "batch_size": 256,
         }
 
-    def _get_estimator_init_args(self) -> Dict[str, Any]:
+    def _get_estimator_init_args(self) -> dict[str, Any]:
         init_kwargs = super()._get_estimator_init_args()
         init_kwargs["num_feat_static_cat"] = self.num_feat_static_cat
         init_kwargs["num_feat_static_real"] = self.num_feat_static_real

autogluon/timeseries/models/local/abstract_local_model.py

@@ -1,7 +1,7 @@
 import logging
 import time
 from multiprocessing import TimeoutError
-from typing import Any, Callable, Dict, List, Optional, Tuple, Union
+from typing import Any, Callable, Optional, Union
 
 import numpy as np
 import pandas as pd
@@ -29,17 +29,17 @@ class AbstractLocalModel(AbstractTimeSeriesModel):
 
     Attributes
     ----------
-    allowed_local_model_args : List[str]
+    allowed_local_model_args
         Argument that can be passed to the underlying local model.
-    default_max_ts_length : Optional[int]
+    default_max_ts_length
         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.
-    init_time_in_seconds : int
+    init_time_in_seconds
         Time that it takes to initialize the model in seconds (e.g., because of JIT compilation by Numba).
         If time_limit is below this number, model won't be trained.
     """
 
-    allowed_local_model_args: List[str] = []
+    allowed_local_model_args: list[str] = []
     default_max_ts_length: Optional[int] = 2500
     default_max_time_limit_ratio = 1.0
     init_time_in_seconds: int = 0
@@ -51,7 +51,7 @@ class AbstractLocalModel(AbstractTimeSeriesModel):
         path: Optional[str] = None,
         name: Optional[str] = None,
         eval_metric: Union[str, TimeSeriesScorer, None] = None,
-        hyperparameters: Optional[Dict[str, Any]] = None,
+        hyperparameters: Optional[dict[str, Any]] = None,
         **kwargs,  # noqa
     ):
         super().__init__(
@@ -64,12 +64,12 @@ class AbstractLocalModel(AbstractTimeSeriesModel):
             **kwargs,
         )
 
-        self._local_model_args: Dict[str, Any]
+        self._local_model_args: dict[str, Any]
         self._seasonal_period: int
         self._dummy_forecast: pd.DataFrame
 
     @property
-    def allowed_hyperparameters(self) -> List[str]:
+    def allowed_hyperparameters(self) -> list[str]:
         return (
             super().allowed_hyperparameters
             + ["use_fallback_model", "max_ts_length", "n_jobs"]
@@ -82,7 +82,7 @@ class AbstractLocalModel(AbstractTimeSeriesModel):
         known_covariates: Optional[TimeSeriesDataFrame] = None,
         is_train: bool = False,
         **kwargs,
-    ) -> Tuple[TimeSeriesDataFrame, Optional[TimeSeriesDataFrame]]:
+    ) -> tuple[TimeSeriesDataFrame, Optional[TimeSeriesDataFrame]]:
         if not self._get_tags()["allow_nan"]:
             data = data.fill_missing_values()
         return data, known_covariates
@@ -134,7 +134,7 @@ class AbstractLocalModel(AbstractTimeSeriesModel):
         stats_repeated = np.tile(stats_marginal.values, [self.prediction_length, 1])
         return pd.DataFrame(stats_repeated, columns=stats_marginal.index)
 
-    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]:
         return local_model_args
 
     def _predict(self, data: TimeSeriesDataFrame, **kwargs) -> TimeSeriesDataFrame:
@@ -185,7 +185,7 @@ class AbstractLocalModel(AbstractTimeSeriesModel):
         time_series: pd.Series,
         use_fallback_model: bool,
         end_time: Optional[float] = None,
-    ) -> Tuple[pd.DataFrame, bool]:
+    ) -> tuple[pd.DataFrame, bool]:
         if end_time is not None and time.time() >= end_time:
             raise TimeLimitExceeded
 
@@ -222,7 +222,7 @@ class AbstractLocalModel(AbstractTimeSeriesModel):
 
 
 def seasonal_naive_forecast(
-    target: np.ndarray, prediction_length: int, quantile_levels: List[float], seasonal_period: int
+    target: np.ndarray, prediction_length: int, quantile_levels: list[float], seasonal_period: int
 ) -> pd.DataFrame:
     """Generate seasonal naive forecast, predicting the last observed value from the same period."""