autogluon.timeseries 1.4.1b20250930__tar.gz → 1.4.1b20251117__tar.gz
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- autogluon_timeseries-1.4.1b20251117/LICENSE +175 -0
- autogluon_timeseries-1.4.1b20251117/NOTICE +2 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/PKG-INFO +48 -7
- autogluon_timeseries-1.4.1b20251117/README.md +99 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/setup.py +4 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/dataset/ts_dataframe.py +66 -53
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/learner.py +5 -4
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/metrics/quantile.py +1 -1
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/metrics/utils.py +4 -4
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/autogluon_tabular/mlforecast.py +28 -36
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/autogluon_tabular/per_step.py +14 -5
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/autogluon_tabular/transforms.py +9 -7
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/chronos/model.py +101 -68
- {autogluon.timeseries-1.4.1b20250930/src/autogluon/timeseries/models/chronos/pipeline → autogluon_timeseries-1.4.1b20251117/src/autogluon/timeseries/models/chronos}/utils.py +64 -32
- autogluon_timeseries-1.4.1b20251117/src/autogluon/timeseries/models/ensemble/__init__.py +30 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/ensemble/abstract.py +1 -37
- autogluon_timeseries-1.4.1b20251117/src/autogluon/timeseries/models/ensemble/array_based/__init__.py +3 -0
- autogluon_timeseries-1.4.1b20251117/src/autogluon/timeseries/models/ensemble/array_based/abstract.py +247 -0
- autogluon_timeseries-1.4.1b20251117/src/autogluon/timeseries/models/ensemble/array_based/models.py +50 -0
- autogluon_timeseries-1.4.1b20251117/src/autogluon/timeseries/models/ensemble/array_based/regressor/__init__.py +10 -0
- autogluon_timeseries-1.4.1b20251117/src/autogluon/timeseries/models/ensemble/array_based/regressor/abstract.py +92 -0
- autogluon_timeseries-1.4.1b20251117/src/autogluon/timeseries/models/ensemble/array_based/regressor/per_quantile_tabular.py +139 -0
- autogluon_timeseries-1.4.1b20251117/src/autogluon/timeseries/models/ensemble/array_based/regressor/tabular.py +140 -0
- {autogluon.timeseries-1.4.1b20250930/src/autogluon/timeseries/models/ensemble → autogluon_timeseries-1.4.1b20251117/src/autogluon/timeseries/models/ensemble/weighted}/__init__.py +6 -1
- autogluon_timeseries-1.4.1b20251117/src/autogluon/timeseries/models/ensemble/weighted/abstract.py +41 -0
- {autogluon.timeseries-1.4.1b20250930/src/autogluon/timeseries/models/ensemble → autogluon_timeseries-1.4.1b20251117/src/autogluon/timeseries/models/ensemble/weighted}/basic.py +0 -10
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/gluonts/abstract.py +2 -2
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/gluonts/dataset.py +2 -2
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/local/abstract_local_model.py +2 -2
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/multi_window/multi_window_model.py +1 -1
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/toto/model.py +5 -3
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/predictor.py +10 -26
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/regressor.py +9 -7
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/splitter.py +1 -25
- autogluon_timeseries-1.4.1b20251117/src/autogluon/timeseries/trainer/ensemble_composer.py +250 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/trainer/trainer.py +124 -193
- autogluon_timeseries-1.4.1b20251117/src/autogluon/timeseries/trainer/utils.py +18 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/transforms/covariate_scaler.py +1 -1
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/transforms/target_scaler.py +7 -7
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/utils/features.py +9 -5
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/utils/forecast.py +5 -5
- autogluon_timeseries-1.4.1b20251117/src/autogluon/timeseries/utils/timer.py +68 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/version.py +1 -1
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon.timeseries.egg-info/PKG-INFO +48 -7
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon.timeseries.egg-info/SOURCES.txt +18 -10
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon.timeseries.egg-info/requires.txt +5 -4
- autogluon.timeseries-1.4.1b20250930/src/autogluon/timeseries/evaluator.py +0 -6
- autogluon.timeseries-1.4.1b20250930/src/autogluon/timeseries/models/chronos/pipeline/__init__.py +0 -10
- autogluon.timeseries-1.4.1b20250930/src/autogluon/timeseries/models/chronos/pipeline/base.py +0 -160
- autogluon.timeseries-1.4.1b20250930/src/autogluon/timeseries/models/chronos/pipeline/chronos.py +0 -544
- autogluon.timeseries-1.4.1b20250930/src/autogluon/timeseries/models/chronos/pipeline/chronos_bolt.py +0 -580
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/setup.cfg +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/__init__.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/configs/__init__.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/configs/hyperparameter_presets.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/configs/predictor_presets.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/dataset/__init__.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/metrics/__init__.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/metrics/abstract.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/metrics/point.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/__init__.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/abstract/__init__.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/abstract/abstract_timeseries_model.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/abstract/model_trial.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/abstract/tunable.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/autogluon_tabular/__init__.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/autogluon_tabular/utils.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/chronos/__init__.py +0 -0
- {autogluon.timeseries-1.4.1b20250930/src/autogluon/timeseries/models/ensemble → autogluon_timeseries-1.4.1b20251117/src/autogluon/timeseries/models/ensemble/weighted}/greedy.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/gluonts/__init__.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/gluonts/models.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/local/__init__.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/local/naive.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/local/npts.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/local/statsforecast.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/multi_window/__init__.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/registry.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/toto/__init__.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/toto/_internal/__init__.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/toto/_internal/backbone/__init__.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/toto/_internal/backbone/attention.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/toto/_internal/backbone/backbone.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/toto/_internal/backbone/distribution.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/toto/_internal/backbone/kvcache.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/toto/_internal/backbone/rope.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/toto/_internal/backbone/scaler.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/toto/_internal/backbone/transformer.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/toto/_internal/dataset.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/toto/_internal/forecaster.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/toto/dataloader.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/models/toto/hf_pretrained_model.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/trainer/__init__.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/trainer/model_set_builder.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/trainer/prediction_cache.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/transforms/__init__.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/utils/__init__.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/utils/datetime/__init__.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/utils/datetime/base.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/utils/datetime/lags.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/utils/datetime/seasonality.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/utils/datetime/time_features.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon/timeseries/utils/warning_filters.py +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon.timeseries.egg-info/dependency_links.txt +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon.timeseries.egg-info/namespace_packages.txt +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon.timeseries.egg-info/top_level.txt +0 -0
- {autogluon.timeseries-1.4.1b20250930 → autogluon_timeseries-1.4.1b20251117}/src/autogluon.timeseries.egg-info/zip-safe +0 -0
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[](https://github.com/autogluon/autogluon/releases)
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[Installation](https://auto.gluon.ai/stable/install.html) | [Documentation](https://auto.gluon.ai/stable/index.html) | [Release Notes](https://auto.gluon.ai/stable/whats_new/index.html)
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</div>
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AutoGluon, developed by AWS AI, automates machine learning tasks enabling you to easily achieve strong predictive performance in your applications. With just a few lines of code, you can train and deploy high-accuracy machine learning and deep learning models on image, text, time series, and tabular data.
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## 💾 Installation
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You can install AutoGluon with:
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```python
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pip install autogluon
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```
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## :zap: Quickstart
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Build accurate end-to-end ML models in just 3 lines of code!
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```python
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predictor = TabularPredictor(label="class").fit("train.csv", presets="best")
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```
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| AutoGluon Task | Quickstart | API |
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|:--------------------|:------------------------------------------------------------------------------------------------------------------------------------------------------------------------:|:-----------------------------------------------------------------------------------------------------------------------------------------------------------------:|
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| TabularPredictor | [](https://auto.gluon.ai/stable/tutorials/tabular/tabular-quick-start.html) | [](https://auto.gluon.ai/stable/api/autogluon.tabular.TabularPredictor.html) |
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| MultiModalPredictor | [](https://auto.gluon.ai/stable/tutorials/multimodal/multimodal_prediction/multimodal-quick-start.html) | [](https://auto.gluon.ai/stable/api/autogluon.multimodal.MultiModalPredictor.html) |
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| TimeSeriesPredictor | [](https://auto.gluon.ai/stable/tutorials/timeseries/forecasting-quick-start.html) | [](https://auto.gluon.ai/stable/api/autogluon.timeseries.TimeSeriesPredictor.html) |
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## :mag: Resources
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### Hands-on Tutorials / Talks
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Below is a curated list of recent tutorials and talks on AutoGluon. A comprehensive list is available [here](AWESOME.md#videos--tutorials).
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| Title | Format | Location | Date |
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|--------------------------------------------------------------------------------------------------------------------------|----------|----------------------------------------------------------------------------------|------------|
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| :tv: [AutoGluon: Towards No-Code Automated Machine Learning](https://www.youtube.com/watch?v=SwPq9qjaN2Q) | Tutorial | [AutoML 2024](https://2024.automl.cc/) | 2024/09/09 |
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| :tv: [AutoGluon 1.0: Shattering the AutoML Ceiling with Zero Lines of Code](https://www.youtube.com/watch?v=5tvp_Ihgnuk) | Tutorial | [AutoML 2023](https://2023.automl.cc/) | 2023/09/12 |
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| :sound: [AutoGluon: The Story](https://automlpodcast.com/episode/autogluon-the-story) | Podcast | [The AutoML Podcast](https://automlpodcast.com/) | 2023/09/05 |
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| :tv: [AutoGluon: AutoML for Tabular, Multimodal, and Time Series Data](https://youtu.be/Lwu15m5mmbs?si=jSaFJDqkTU27C0fa) | Tutorial | PyData Berlin | 2023/06/20 |
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| :tv: [Solving Complex ML Problems in a few Lines of Code with AutoGluon](https://www.youtube.com/watch?v=J1UQUCPB88I) | Tutorial | PyData Seattle | 2023/06/20 |
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| :tv: [The AutoML Revolution](https://www.youtube.com/watch?v=VAAITEds-28) | Tutorial | [Fall AutoML School 2022](https://sites.google.com/view/automl-fall-school-2022) | 2022/10/18 |
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### Scientific Publications
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- [AutoGluon-Tabular: Robust and Accurate AutoML for Structured Data](https://arxiv.org/pdf/2003.06505.pdf) (*Arxiv*, 2020) ([BibTeX](CITING.md#general-usage--autogluontabular))
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- [Fast, Accurate, and Simple Models for Tabular Data via Augmented Distillation](https://proceedings.neurips.cc/paper/2020/hash/62d75fb2e3075506e8837d8f55021ab1-Abstract.html) (*NeurIPS*, 2020) ([BibTeX](CITING.md#tabular-distillation))
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- [Benchmarking Multimodal AutoML for Tabular Data with Text Fields](https://datasets-benchmarks-proceedings.neurips.cc/paper/2021/file/9bf31c7ff062936a96d3c8bd1f8f2ff3-Paper-round2.pdf) (*NeurIPS*, 2021) ([BibTeX](CITING.md#autogluonmultimodal))
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- [XTab: Cross-table Pretraining for Tabular Transformers](https://proceedings.mlr.press/v202/zhu23k/zhu23k.pdf) (*ICML*, 2023)
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- [AutoGluon-TimeSeries: AutoML for Probabilistic Time Series Forecasting](https://arxiv.org/abs/2308.05566) (*AutoML Conf*, 2023) ([BibTeX](CITING.md#autogluontimeseries))
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- [TabRepo: A Large Scale Repository of Tabular Model Evaluations and its AutoML Applications](https://arxiv.org/pdf/2311.02971.pdf) (*Under Review*, 2024)
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### Articles
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- [AutoGluon-TimeSeries: Every Time Series Forecasting Model In One Library](https://towardsdatascience.com/autogluon-timeseries-every-time-series-forecasting-model-in-one-library-29a3bf6879db) (*Towards Data Science*, Jan 2024)
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- [AutoGluon for tabular data: 3 lines of code to achieve top 1% in Kaggle competitions](https://aws.amazon.com/blogs/opensource/machine-learning-with-autogluon-an-open-source-automl-library/) (*AWS Open Source Blog*, Mar 2020)
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- [AutoGluon overview & example applications](https://towardsdatascience.com/autogluon-deep-learning-automl-5cdb4e2388ec?source=friends_link&sk=e3d17d06880ac714e47f07f39178fdf2) (*Towards Data Science*, Dec 2019)
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### Train/Deploy AutoGluon in the Cloud
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- [AutoGluon Cloud](https://auto.gluon.ai/cloud/stable/index.html) (Recommended)
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- [AutoGluon on SageMaker AutoPilot](https://auto.gluon.ai/stable/tutorials/cloud_fit_deploy/autopilot-autogluon.html)
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- [AutoGluon on Amazon SageMaker](https://auto.gluon.ai/stable/tutorials/cloud_fit_deploy/cloud-aws-sagemaker-train-deploy.html)
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- [AutoGluon Deep Learning Containers](https://github.com/aws/deep-learning-containers/blob/master/available_images.md#autogluon-training-containers) (Security certified & maintained by the AutoGluon developers)
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- [AutoGluon Official Docker Container](https://hub.docker.com/r/autogluon/autogluon)
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- [AutoGluon-Tabular on AWS Marketplace](https://aws.amazon.com/marketplace/pp/prodview-n4zf5pmjt7ism) (Not maintained by us)
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## :pencil: Citing AutoGluon
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If you use AutoGluon in a scientific publication, please refer to our [citation guide](CITING.md).
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## :wave: How to get involved
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We are actively accepting code contributions to the AutoGluon project. If you are interested in contributing to AutoGluon, please read the [Contributing Guide](https://github.com/autogluon/autogluon/blob/master/CONTRIBUTING.md) to get started.
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## :classical_building: License
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This library is licensed under the Apache 2.0 License.
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ITEMID: Final[str] = "item_id"
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def _validate_iterable(cls, data: Iterable):
|
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@@ -386,7 +391,7 @@ class TimeSeriesDataFrame(pd.DataFrame):
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@property
|
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387
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def item_ids(self) -> pd.Index:
|
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"""List of unique time series IDs contained in the data set."""
|
|
389
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-
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|
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|
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return self.index.unique(level=self.ITEMID)
|
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395
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@classmethod
|
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397
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def _construct_static_features(
|
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|
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403
408
|
|
|
404
409
|
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|
|
405
410
|
assert id_column in static_features.columns, f"Column '{id_column}' not found in static_features!"
|
|
406
|
-
if id_column != ITEMID and ITEMID in static_features.columns:
|
|
407
|
-
logger.warning(
|
|
408
|
-
|
|
409
|
-
|
|
411
|
+
if id_column != cls.ITEMID and cls.ITEMID in static_features.columns:
|
|
412
|
+
logger.warning(
|
|
413
|
+
f"Renaming existing column '{cls.ITEMID}' -> '__{cls.ITEMID}' to avoid name collisions."
|
|
414
|
+
)
|
|
415
|
+
static_features.rename(columns={cls.ITEMID: "__" + cls.ITEMID}, inplace=True)
|
|
416
|
+
static_features.rename(columns={id_column: cls.ITEMID}, inplace=True)
|
|
410
417
|
return static_features
|
|
411
418
|
|
|
412
419
|
@property
|
|
@@ -431,10 +438,10 @@ class TimeSeriesDataFrame(pd.DataFrame):
|
|
|
431
438
|
|
|
432
439
|
# Avoid modifying static features inplace
|
|
433
440
|
value = value.copy()
|
|
434
|
-
if ITEMID in value.columns and value.index.name != ITEMID:
|
|
435
|
-
value = value.set_index(ITEMID)
|
|
436
|
-
if value.index.name != ITEMID:
|
|
437
|
-
value.index.rename(ITEMID, inplace=True)
|
|
441
|
+
if self.ITEMID in value.columns and value.index.name != self.ITEMID:
|
|
442
|
+
value = value.set_index(self.ITEMID)
|
|
443
|
+
if value.index.name != self.ITEMID:
|
|
444
|
+
value.index.rename(self.ITEMID, inplace=True)
|
|
438
445
|
missing_item_ids = self.item_ids.difference(value.index)
|
|
439
446
|
if len(missing_item_ids) > 0:
|
|
440
447
|
raise ValueError(
|
|
@@ -514,7 +521,7 @@ class TimeSeriesDataFrame(pd.DataFrame):
|
|
|
514
521
|
else:
|
|
515
522
|
raise ValueError(f"Cannot infer frequency. Multiple frequencies detected: {unique_freqs}")
|
|
516
523
|
else:
|
|
517
|
-
return IRREGULAR_TIME_INDEX_FREQSTR
|
|
524
|
+
return self.IRREGULAR_TIME_INDEX_FREQSTR
|
|
518
525
|
else:
|
|
519
526
|
return pd.tseries.frequencies.to_offset(unique_freqs[0]).freqstr
|
|
520
527
|
|
|
@@ -526,7 +533,7 @@ class TimeSeriesDataFrame(pd.DataFrame):
|
|
|
526
533
|
values. For reliable results, use :meth:`~autogluon.timeseries.TimeSeriesDataFrame.infer_frequency`.
|
|
527
534
|
"""
|
|
528
535
|
inferred_freq = self.infer_frequency(num_items=50)
|
|
529
|
-
return None if inferred_freq == IRREGULAR_TIME_INDEX_FREQSTR else inferred_freq
|
|
536
|
+
return None if inferred_freq == self.IRREGULAR_TIME_INDEX_FREQSTR else inferred_freq
|
|
530
537
|
|
|
531
538
|
@property
|
|
532
539
|
def num_items(self):
|
|
@@ -735,7 +742,7 @@ class TimeSeriesDataFrame(pd.DataFrame):
|
|
|
735
742
|
return self.loc[mask]
|
|
736
743
|
else:
|
|
737
744
|
# Fall back to a slow groupby operation
|
|
738
|
-
result = self.groupby(level=ITEMID, sort=False, as_index=False).nth(slice(start_index, end_index))
|
|
745
|
+
result = self.groupby(level=self.ITEMID, sort=False, as_index=False).nth(slice(start_index, end_index))
|
|
739
746
|
result.static_features = self.static_features
|
|
740
747
|
return result
|
|
741
748
|
|
|
@@ -852,12 +859,12 @@ class TimeSeriesDataFrame(pd.DataFrame):
|
|
|
852
859
|
"It is highly recommended to call `ts_df.sort_index()` before calling `ts_df.fill_missing_values()`"
|
|
853
860
|
)
|
|
854
861
|
|
|
855
|
-
grouped_df = df.groupby(level=ITEMID, sort=False, group_keys=False)
|
|
862
|
+
grouped_df = df.groupby(level=self.ITEMID, sort=False, group_keys=False)
|
|
856
863
|
if method == "auto":
|
|
857
864
|
filled_df = grouped_df.ffill()
|
|
858
865
|
# If necessary, fill missing values at the start of each time series with bfill
|
|
859
866
|
if filled_df.isna().any(axis=None):
|
|
860
|
-
filled_df = filled_df.groupby(level=ITEMID, sort=False, group_keys=False).bfill()
|
|
867
|
+
filled_df = filled_df.groupby(level=self.ITEMID, sort=False, group_keys=False).bfill()
|
|
861
868
|
elif method in ["ffill", "pad"]:
|
|
862
869
|
filled_df = grouped_df.ffill()
|
|
863
870
|
elif method in ["bfill", "backfill"]:
|
|
@@ -1086,8 +1093,8 @@ class TimeSeriesDataFrame(pd.DataFrame):
|
|
|
1086
1093
|
def resample_chunk(chunk: Iterable[tuple[str, pd.DataFrame]]) -> pd.DataFrame:
|
|
1087
1094
|
resampled_dfs = []
|
|
1088
1095
|
for item_id, df in chunk:
|
|
1089
|
-
resampled_df = df.resample(offset, level=TIMESTAMP, **kwargs).agg(aggregation)
|
|
1090
|
-
resampled_dfs.append(pd.concat({item_id: resampled_df}, names=[ITEMID]))
|
|
1096
|
+
resampled_df = df.resample(offset, level=self.TIMESTAMP, **kwargs).agg(aggregation)
|
|
1097
|
+
resampled_dfs.append(pd.concat({item_id: resampled_df}, names=[self.ITEMID]))
|
|
1091
1098
|
return pd.concat(resampled_dfs)
|
|
1092
1099
|
|
|
1093
1100
|
# Resampling time for 1 item < overhead time for a single parallel job. Therefore, we group items into chunks
|
|
@@ -1095,8 +1102,8 @@ class TimeSeriesDataFrame(pd.DataFrame):
|
|
|
1095
1102
|
df = pd.DataFrame(self)
|
|
1096
1103
|
# Make sure that timestamp index has dtype 'datetime64[ns]', otherwise index may contain NaT values.
|
|
1097
1104
|
# See https://github.com/autogluon/autogluon/issues/4917
|
|
1098
|
-
df.index = df.index.set_levels(df.index.levels[1].astype("datetime64[ns]"), level=TIMESTAMP)
|
|
1099
|
-
chunks = split_into_chunks(df.groupby(level=ITEMID, sort=False), chunk_size)
|
|
1105
|
+
df.index = df.index.set_levels(df.index.levels[1].astype("datetime64[ns]"), level=self.TIMESTAMP)
|
|
1106
|
+
chunks = split_into_chunks(df.groupby(level=self.ITEMID, sort=False), chunk_size)
|
|
1100
1107
|
resampled_chunks = Parallel(n_jobs=num_cpus)(delayed(resample_chunk)(chunk) for chunk in chunks)
|
|
1101
1108
|
resampled_df = TimeSeriesDataFrame(pd.concat(resampled_chunks))
|
|
1102
1109
|
resampled_df.static_features = self.static_features
|
|
@@ -1142,3 +1149,9 @@ class TimeSeriesDataFrame(pd.DataFrame):
|
|
|
1142
1149
|
def __getitem__(self, items: list[str]) -> Self: ... # type: ignore
|
|
1143
1150
|
@overload
|
|
1144
1151
|
def __getitem__(self, item: str) -> pd.Series: ... # type: ignore
|
|
1152
|
+
|
|
1153
|
+
|
|
1154
|
+
# TODO: remove with v2.0
|
|
1155
|
+
# module-level constants kept for backward compatibility.
|
|
1156
|
+
ITEMID = TimeSeriesDataFrame.ITEMID
|
|
1157
|
+
TIMESTAMP = TimeSeriesDataFrame.TIMESTAMP
|