autogluon.timeseries 1.4.1b20250826__py3-none-any.whl → 1.4.1b20250828__py3-none-any.whl

autogluon/timeseries/metrics/abstract.py

@@ -2,7 +2,6 @@ import warnings
 from typing import Optional, Sequence, Union, overload
 
 import numpy as np
-import numpy.typing as npt
 import pandas as pd
 
 from autogluon.timeseries import TimeSeriesDataFrame
@@ -242,12 +241,12 @@ class TimeSeriesScorer:
     @staticmethod
     def check_get_horizon_weight(
         horizon_weight: Union[Sequence[float], np.ndarray], prediction_length: int
-    ) -> npt.NDArray[np.float64]: ...
+    ) -> np.ndarray: ...
 
     @staticmethod
     def check_get_horizon_weight(
         horizon_weight: Union[Sequence[float], np.ndarray, None], prediction_length: int
-    ) -> Optional[npt.NDArray[np.float64]]:
+    ) -> Optional[np.ndarray]:
         """Convert horizon_weight to a non-negative numpy array that sums up to prediction_length.
         Raises an exception if horizon_weight has an invalid shape or contains invalid values.
 

autogluon/timeseries/models/multi_window/multi_window_model.py

@@ -7,6 +7,7 @@ import time
 from typing import Any, Optional, Type, Union
 
 import numpy as np
+from typing_extensions import Self
 
 import autogluon.core as ag
 from autogluon.timeseries.dataset.ts_dataframe import TimeSeriesDataFrame
@@ -73,10 +74,6 @@ class MultiWindowBacktestingModel(AbstractTimeSeriesModel):
     def supports_past_covariates(self) -> bool:
         return self.model_base.supports_past_covariates
 
-    @property
-    def supports_cat_covariates(self) -> bool:
-        return self.model_base.supports_cat_covariates
-
     def _get_model_base(self):
         return self.model_base
 
@@ -86,15 +83,18 @@ class MultiWindowBacktestingModel(AbstractTimeSeriesModel):
     def _is_gpu_available(self) -> bool:
         return self._get_model_base()._is_gpu_available()
 
-    def get_minimum_resources(self, is_gpu_available: bool = False) -> bool:
+    def get_minimum_resources(self, is_gpu_available: bool = False) -> dict[str, Union[int, float]]:
         return self._get_model_base().get_minimum_resources(is_gpu_available)
 
     def _fit(
         self,
         train_data: TimeSeriesDataFrame,
         val_data: Optional[TimeSeriesDataFrame] = None,
-        time_limit: Optional[int] = None,
-        val_splitter: AbstractWindowSplitter = None,
+        time_limit: Optional[float] = None,
+        num_cpus: Optional[int] = None,
+        num_gpus: Optional[int] = None,
+        verbosity: int = 2,
+        val_splitter: Optional[AbstractWindowSplitter] = None,
         refit_every_n_windows: Optional[int] = 1,
         **kwargs,
     ):
@@ -111,11 +111,15 @@ class MultiWindowBacktestingModel(AbstractTimeSeriesModel):
 
         oof_predictions_per_window = []
         global_fit_start_time = time.time()
+        model: Optional[AbstractTimeSeriesModel] = None
 
         for window_index, (train_fold, val_fold) in enumerate(val_splitter.split(train_data)):
             logger.debug(f"\tWindow {window_index}")
+
             # refit_this_window is always True for the 0th window
             refit_this_window = window_index % refit_every_n_windows == 0
+            assert window_index != 0 or refit_this_window
+
             if time_limit is None:
                 time_left_for_window = None
             else:
@@ -148,6 +152,7 @@ class MultiWindowBacktestingModel(AbstractTimeSeriesModel):
             else:
                 time_left_for_prediction = time_limit - (time.time() - global_fit_start_time)
 
+            assert model is not None
             model.score_and_cache_oof(
                 val_fold, store_val_score=True, store_predict_time=True, time_limit=time_left_for_prediction
             )
@@ -172,11 +177,13 @@ class MultiWindowBacktestingModel(AbstractTimeSeriesModel):
 
         # Only the model trained on most recent data is saved & used for prediction
         self.most_recent_model = model
-        self.most_recent_model_folder = most_recent_refit_window
+        assert self.most_recent_model is not None
+
+        self.most_recent_model_folder = most_recent_refit_window  # type: ignore
         self.predict_time = self.most_recent_model.predict_time
-        self.fit_time = time.time() - global_fit_start_time - self.predict_time
+        self.fit_time = time.time() - global_fit_start_time - self.predict_time  # type: ignore
         self._oof_predictions = oof_predictions_per_window
-        self.val_score = np.mean([info["val_score"] for info in self.info_per_val_window])
+        self.val_score = np.mean([info["val_score"] for info in self.info_per_val_window])  # type: ignore
 
     def get_info(self) -> dict:
         info = super().get_info()
@@ -227,7 +234,7 @@ class MultiWindowBacktestingModel(AbstractTimeSeriesModel):
         train_fn_kwargs["init_params"]["model_base_kwargs"] = self.get_params()
         return train_fn_kwargs
 
-    def save(self, path: str = None, verbose=True) -> str:
+    def save(self, path: Optional[str] = None, verbose: bool = True) -> str:
         most_recent_model = self.most_recent_model
         self.most_recent_model = None
         save_path = super().save(path, verbose)
@@ -238,32 +245,36 @@ class MultiWindowBacktestingModel(AbstractTimeSeriesModel):
             most_recent_model.save()
         return save_path
 
-    def persist(self):
+    def persist(self) -> Self:
         if self.most_recent_model is None:
             raise ValueError(f"{self.name} must be fit before persisting")
         self.most_recent_model.persist()
+        return self
 
     @classmethod
     def load(
         cls, path: str, reset_paths: bool = True, load_oof: bool = False, verbose: bool = True
     ) -> AbstractTimeSeriesModel:
         model = super().load(path=path, reset_paths=reset_paths, load_oof=load_oof, verbose=verbose)
-        most_recent_model_path = os.path.join(model.path, model.most_recent_model_folder)
-        model.most_recent_model = model.model_base_type.load(
-            most_recent_model_path,
-            reset_paths=reset_paths,
-            verbose=verbose,
-        )
+        if model.most_recent_model_folder is not None:
+            most_recent_model_path = os.path.join(model.path, model.most_recent_model_folder)
+            model.most_recent_model = model.model_base_type.load(
+                most_recent_model_path,
+                reset_paths=reset_paths,
+                verbose=verbose,
+            )
         return model
 
     def convert_to_refit_full_template(self) -> AbstractTimeSeriesModel:
         # refit_model is an instance of base model type, not MultiWindowBacktestingModel
+        assert self.most_recent_model is not None, "Most recent model is None. Model must be fit first."
         refit_model = self.most_recent_model.convert_to_refit_full_template()
         refit_model.rename(self.name + ag.constants.REFIT_FULL_SUFFIX)
         return refit_model
 
     def convert_to_refit_full_via_copy(self) -> AbstractTimeSeriesModel:
         # refit_model is an instance of base model type, not MultiWindowBacktestingModel
+        assert self.most_recent_model is not None, "Most recent model is None. Model must be fit first."
         refit_model = self.most_recent_model.convert_to_refit_full_via_copy()
         refit_model.rename(self.name + ag.constants.REFIT_FULL_SUFFIX)
         return refit_model

autogluon/timeseries/utils/features.py

@@ -364,7 +364,7 @@ class TimeSeriesFeatureGenerator:
     def _check_required_columns_are_present(
         data: TimeSeriesDataFrame, required_column_names: list[str], data_frame_name: str
     ) -> None:
-        missing_columns = pd.Index(required_column_names).difference(data.columns)
+        missing_columns = pd.Index(required_column_names).difference(data.columns)  # type: ignore
         if len(missing_columns) > 0:
             raise ValueError(
                 f"{len(missing_columns)} columns are missing from {data_frame_name}: {reprlib.repr(missing_columns.to_list())}"

autogluon/timeseries/version.py

@@ -1,4 +1,4 @@
 """This is the autogluon version file."""
 
-__version__ = "1.4.1b20250826"
+__version__ = "1.4.1b20250828"
 __lite__ = False

{autogluon.timeseries-1.4.1b20250826.dist-info → autogluon.timeseries-1.4.1b20250828.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: autogluon.timeseries
-Version: 1.4.1b20250826
+Version: 1.4.1b20250828
 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]==1.4.1b20250826
-Requires-Dist: autogluon.common==1.4.1b20250826
-Requires-Dist: autogluon.features==1.4.1b20250826
-Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost]==1.4.1b20250826
+Requires-Dist: autogluon.core[raytune]==1.4.1b20250828
+Requires-Dist: autogluon.common==1.4.1b20250828
+Requires-Dist: autogluon.features==1.4.1b20250828
+Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost]==1.4.1b20250828
 Provides-Extra: all
 Provides-Extra: tests
 Requires-Dist: pytest; extra == "tests"

{autogluon.timeseries-1.4.1b20250826.dist-info → autogluon.timeseries-1.4.1b20250828.dist-info}/RECORD

@@ -1,18 +1,18 @@
-autogluon.timeseries-1.4.1b20250826-py3.9-nspkg.pth,sha256=cQGwpuGPqg1GXscIwt-7PmME1OnSpD-7ixkikJ31WAY,554
+autogluon.timeseries-1.4.1b20250828-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=eQrqFVOmL-2JC85LgCMkbyoLpKS02Dilg1T8RUeS_LI,13887
 autogluon/timeseries/predictor.py,sha256=7X4YsWYa3Xk2RI1Irf2O-c3-I82Zqhg-cgj8cj_4AoA,88427
 autogluon/timeseries/regressor.py,sha256=lc8Qr3-8v4oxajtCnV3sxpUaW6vxXXJOA6Kr-qVne4k,11926
 autogluon/timeseries/splitter.py,sha256=8ACkuCXeUhQGUx4jz_Vv17q814WrHJQeKvq2v4-oE6s,3158
-autogluon/timeseries/version.py,sha256=wbFqn083c4qhnCxA7njOp5N1chGkZNX6Wv69k5TPI18,91
+autogluon/timeseries/version.py,sha256=0LwjjKIcdlQy9_6R9IXYgCM4t483zD0ZzBVldAZny1U,91
 autogluon/timeseries/configs/__init__.py,sha256=wiLBwxZkDTQBJkSJ9-xz3p_yJxX0dbHe108dS1P5O6A,183
 autogluon/timeseries/configs/hyperparameter_presets.py,sha256=GbI2sd3uakWtaeaMyF7B5z_lmyfb6ToK6PZEUZTyG9w,2031
 autogluon/timeseries/configs/predictor_presets.py,sha256=B5HFHIelh91hhG0YYE5SJ7_14P7sylFAABgHX8n_53M,2712
 autogluon/timeseries/dataset/__init__.py,sha256=UvnhAN5tjgxXTHoZMQDy64YMDj4Xxa68yY7NP4vAw0o,81
 autogluon/timeseries/dataset/ts_dataframe.py,sha256=EwxKBScspwKnJTqIk2Icukk8vIrbKYObOMAkNIn4zc8,51760
 autogluon/timeseries/metrics/__init__.py,sha256=YJPXxsJ0tRDXq7p-sTZSLb0DuXMJH6sT1PgbZ3tMt30,3594
-autogluon/timeseries/metrics/abstract.py,sha256=3172nIzBko6kJl7Z5SPz8btNc_mkqNqtxuka7YVgMgg,11598
+autogluon/timeseries/metrics/abstract.py,sha256=6jbluvHXfLc_cuK1Fx0ZYle2sR4WGG6YxFQhkor46Q8,11545
 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
@@ -48,7 +48,7 @@ autogluon/timeseries/models/local/naive.py,sha256=xur3WWhLaS9Iix_p_yfaStbr58nL5K
 autogluon/timeseries/models/local/npts.py,sha256=VRZk5tEJOIentt0tLM6lxyoU8US736nHOvhSAgagYMc,4203
 autogluon/timeseries/models/local/statsforecast.py,sha256=sZ6aEFzAyPNZX3rMULGWFht0Toapjb3EwHe5Rb76ZxA,33318
 autogluon/timeseries/models/multi_window/__init__.py,sha256=Bq7AT2Jxdd4WNqmjTdzeqgNiwn1NCyWp4tBIWaM-zfI,60
-autogluon/timeseries/models/multi_window/multi_window_model.py,sha256=IEfQaa1_qUi8WgzjMZ_u9qx8OgWMEDe_5Plui0R2q7A,11720
+autogluon/timeseries/models/multi_window/multi_window_model.py,sha256=Hn-H2jLdeuB0_TxhAdununS8ti-iO-WSl3FOoxzcEJA,12369
 autogluon/timeseries/trainer/__init__.py,sha256=_tw3iioJfvtIV7wnjtEMv0yS8oabmCFxDnGRodYE7RI,72
 autogluon/timeseries/trainer/model_set_builder.py,sha256=s6tozfND3lLfst6Vxa_oP_wgCmDapyCJYFmCjkEn-es,10788
 autogluon/timeseries/trainer/trainer.py,sha256=4_0IOzBL64OsJhgfvJNPRXbPWO4OQ2E6DYZNxYVNZbs,57754
@@ -56,7 +56,7 @@ autogluon/timeseries/transforms/__init__.py,sha256=fKlT4pkJ_8Gl7IUTc3uSDzt2Xow5i
 autogluon/timeseries/transforms/covariate_scaler.py,sha256=9lEfDS4wnVZohQNnm9OcAXr3voUl83RCnctKR3O66iU,7030
 autogluon/timeseries/transforms/target_scaler.py,sha256=kTQrXAsDHCnYuqfpaVuvefyTgyp_ylDpUIPz7pArjeY,6043
 autogluon/timeseries/utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-autogluon/timeseries/utils/features.py,sha256=dot2yH7mCDy9yk7XzrXr3DwyhFTAdsnb03N-ca0uZFw,22577
+autogluon/timeseries/utils/features.py,sha256=tdL7jZKeySO7dgB09FweR44wPCmfWg8-ZM5uVzeyvYQ,22593
 autogluon/timeseries/utils/forecast.py,sha256=yK1_eNtRUPYGs0R-VWMO4c81LrTGF57ih3yzsXVHyGY,2191
 autogluon/timeseries/utils/warning_filters.py,sha256=SroNhLU3kwbD8anM58vdxWq36Z8j_uiY42mEt0ya-JI,2589
 autogluon/timeseries/utils/datetime/__init__.py,sha256=bTMR8jLh1LW55vHjbOr1zvWRMF_PqbvxpS-cUcNIDWI,173
@@ -64,11 +64,11 @@ autogluon/timeseries/utils/datetime/base.py,sha256=3NdsH3NDq4cVAOSoy3XpaNixyNlbj
 autogluon/timeseries/utils/datetime/lags.py,sha256=rjJtdBU0M41R1jwfmvCbo045s-6XBjhGVnGBQJ9-U1E,5997
 autogluon/timeseries/utils/datetime/seasonality.py,sha256=YK_2k8hvYIMW-sJPnjGWRtCnvIOthwA2hATB3nwVoD4,834
 autogluon/timeseries/utils/datetime/time_features.py,sha256=kEOFls4Nzh8nO0Pcz1DwLsC_NA3hMI4JUlZI3kuvuts,2666
-autogluon.timeseries-1.4.1b20250826.dist-info/LICENSE,sha256=CeipvOyAZxBGUsFoaFqwkx54aPnIKEtm9a5u2uXxEws,10142
-autogluon.timeseries-1.4.1b20250826.dist-info/METADATA,sha256=33gw_Z2-JOn3FMsfY7Nrageqd0fcbzXItqKErVgS5Sg,12463
-autogluon.timeseries-1.4.1b20250826.dist-info/NOTICE,sha256=7nPQuj8Kp-uXsU0S5so3-2dNU5EctS5hDXvvzzehd7E,114
-autogluon.timeseries-1.4.1b20250826.dist-info/WHEEL,sha256=tZoeGjtWxWRfdplE7E3d45VPlLNQnvbKiYnx7gwAy8A,92
-autogluon.timeseries-1.4.1b20250826.dist-info/namespace_packages.txt,sha256=giERA4R78OkJf2ijn5slgjURlhRPzfLr7waIcGkzYAo,10
-autogluon.timeseries-1.4.1b20250826.dist-info/top_level.txt,sha256=giERA4R78OkJf2ijn5slgjURlhRPzfLr7waIcGkzYAo,10
-autogluon.timeseries-1.4.1b20250826.dist-info/zip-safe,sha256=AbpHGcgLb-kRsJGnwFEktk7uzpZOCcBY74-YBdrKVGs,1
-autogluon.timeseries-1.4.1b20250826.dist-info/RECORD,,
+autogluon.timeseries-1.4.1b20250828.dist-info/LICENSE,sha256=CeipvOyAZxBGUsFoaFqwkx54aPnIKEtm9a5u2uXxEws,10142
+autogluon.timeseries-1.4.1b20250828.dist-info/METADATA,sha256=JvkcAkL71XaFycTwq7bSwwzBHJ-1oJPpay1XG58Ye78,12463
+autogluon.timeseries-1.4.1b20250828.dist-info/NOTICE,sha256=7nPQuj8Kp-uXsU0S5so3-2dNU5EctS5hDXvvzzehd7E,114
+autogluon.timeseries-1.4.1b20250828.dist-info/WHEEL,sha256=tZoeGjtWxWRfdplE7E3d45VPlLNQnvbKiYnx7gwAy8A,92
+autogluon.timeseries-1.4.1b20250828.dist-info/namespace_packages.txt,sha256=giERA4R78OkJf2ijn5slgjURlhRPzfLr7waIcGkzYAo,10
+autogluon.timeseries-1.4.1b20250828.dist-info/top_level.txt,sha256=giERA4R78OkJf2ijn5slgjURlhRPzfLr7waIcGkzYAo,10
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+autogluon.timeseries-1.4.1b20250828.dist-info/RECORD,,