autots 0.5.5__py3-none-any.whl

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Files changed (121) hide show
  1. autots/__init__.py +56 -0
  2. autots/datasets/__init__.py +30 -0
  3. autots/datasets/_base.py +786 -0
  4. autots/datasets/data/covid_daily.zip +0 -0
  5. autots/datasets/data/eia_weekly.zip +0 -0
  6. autots/datasets/data/fred_monthly.zip +0 -0
  7. autots/datasets/data/fred_yearly.zip +0 -0
  8. autots/datasets/data/holidays.zip +0 -0
  9. autots/datasets/data/traffic_hourly.zip +0 -0
  10. autots/datasets/fred.py +96 -0
  11. autots/evaluator/__init__.py +3 -0
  12. autots/evaluator/anomaly_detector.py +387 -0
  13. autots/evaluator/auto_model.py +2696 -0
  14. autots/evaluator/auto_ts.py +3024 -0
  15. autots/evaluator/benchmark.py +593 -0
  16. autots/evaluator/event_forecasting.py +816 -0
  17. autots/evaluator/metrics.py +590 -0
  18. autots/evaluator/validation.py +160 -0
  19. autots/models/__init__.py +3 -0
  20. autots/models/arch.py +386 -0
  21. autots/models/base.py +573 -0
  22. autots/models/basics.py +2769 -0
  23. autots/models/cassandra.py +2631 -0
  24. autots/models/dnn.py +421 -0
  25. autots/models/ensemble.py +1539 -0
  26. autots/models/gluonts.py +653 -0
  27. autots/models/greykite.py +290 -0
  28. autots/models/matrix_var.py +969 -0
  29. autots/models/mlensemble.py +524 -0
  30. autots/models/model_list.py +354 -0
  31. autots/models/prophet.py +783 -0
  32. autots/models/pytorch.py +505 -0
  33. autots/models/sklearn.py +2978 -0
  34. autots/models/statsmodels.py +2416 -0
  35. autots/models/tfp.py +574 -0
  36. autots/templates/__init__.py +3 -0
  37. autots/templates/general.py +464 -0
  38. autots/tools/__init__.py +4 -0
  39. autots/tools/anomaly_utils.py +1095 -0
  40. autots/tools/calendar.py +256 -0
  41. autots/tools/cointegration.py +231 -0
  42. autots/tools/cpu_count.py +57 -0
  43. autots/tools/fast_kalman.py +1197 -0
  44. autots/tools/hierarchial.py +154 -0
  45. autots/tools/holiday.py +116 -0
  46. autots/tools/impute.py +289 -0
  47. autots/tools/lunar.py +174 -0
  48. autots/tools/percentile.py +112 -0
  49. autots/tools/probabilistic.py +201 -0
  50. autots/tools/profile.py +35 -0
  51. autots/tools/regressor.py +359 -0
  52. autots/tools/seasonal.py +406 -0
  53. autots/tools/shaping.py +442 -0
  54. autots/tools/thresholding.py +486 -0
  55. autots/tools/transform.py +4186 -0
  56. autots/tools/window_functions.py +480 -0
  57. autots-0.5.5.dist-info/LICENSE +21 -0
  58. autots-0.5.5.dist-info/METADATA +169 -0
  59. autots-0.5.5.dist-info/RECORD +121 -0
  60. autots-0.5.5.dist-info/WHEEL +5 -0
  61. autots-0.5.5.dist-info/top_level.txt +6 -0
  62. build/lib/autots/__init__.py +56 -0
  63. build/lib/autots/datasets/__init__.py +30 -0
  64. build/lib/autots/datasets/_base.py +786 -0
  65. build/lib/autots/datasets/fred.py +96 -0
  66. build/lib/autots/evaluator/__init__.py +3 -0
  67. build/lib/autots/evaluator/anomaly_detector.py +387 -0
  68. build/lib/autots/evaluator/auto_model.py +2696 -0
  69. build/lib/autots/evaluator/auto_ts.py +3024 -0
  70. build/lib/autots/evaluator/benchmark.py +593 -0
  71. build/lib/autots/evaluator/event_forecasting.py +816 -0
  72. build/lib/autots/evaluator/metrics.py +590 -0
  73. build/lib/autots/evaluator/validation.py +160 -0
  74. build/lib/autots/models/__init__.py +3 -0
  75. build/lib/autots/models/arch.py +386 -0
  76. build/lib/autots/models/base.py +573 -0
  77. build/lib/autots/models/basics.py +2769 -0
  78. build/lib/autots/models/cassandra.py +2631 -0
  79. build/lib/autots/models/dnn.py +421 -0
  80. build/lib/autots/models/ensemble.py +1539 -0
  81. build/lib/autots/models/gluonts.py +653 -0
  82. build/lib/autots/models/greykite.py +290 -0
  83. build/lib/autots/models/matrix_var.py +969 -0
  84. build/lib/autots/models/mlensemble.py +524 -0
  85. build/lib/autots/models/model_list.py +354 -0
  86. build/lib/autots/models/prophet.py +783 -0
  87. build/lib/autots/models/pytorch.py +505 -0
  88. build/lib/autots/models/sklearn.py +2978 -0
  89. build/lib/autots/models/statsmodels.py +2416 -0
  90. build/lib/autots/models/tfp.py +574 -0
  91. build/lib/autots/templates/__init__.py +3 -0
  92. build/lib/autots/templates/general.py +464 -0
  93. build/lib/autots/tools/__init__.py +4 -0
  94. build/lib/autots/tools/anomaly_utils.py +1095 -0
  95. build/lib/autots/tools/calendar.py +256 -0
  96. build/lib/autots/tools/cointegration.py +231 -0
  97. build/lib/autots/tools/cpu_count.py +57 -0
  98. build/lib/autots/tools/fast_kalman.py +1197 -0
  99. build/lib/autots/tools/hierarchial.py +154 -0
  100. build/lib/autots/tools/holiday.py +116 -0
  101. build/lib/autots/tools/impute.py +289 -0
  102. build/lib/autots/tools/lunar.py +174 -0
  103. build/lib/autots/tools/percentile.py +112 -0
  104. build/lib/autots/tools/probabilistic.py +201 -0
  105. build/lib/autots/tools/profile.py +35 -0
  106. build/lib/autots/tools/regressor.py +359 -0
  107. build/lib/autots/tools/seasonal.py +406 -0
  108. build/lib/autots/tools/shaping.py +442 -0
  109. build/lib/autots/tools/thresholding.py +486 -0
  110. build/lib/autots/tools/transform.py +4186 -0
  111. build/lib/autots/tools/window_functions.py +480 -0
  112. docs/conf.py +77 -0
  113. tests/test_anomalies.py +111 -0
  114. tests/test_autots.py +630 -0
  115. tests/test_calendar_holiday.py +89 -0
  116. tests/test_cassandra.py +259 -0
  117. tests/test_event_forecasting.py +92 -0
  118. tests/test_impute.py +42 -0
  119. tests/test_metrics.py +112 -0
  120. tests/test_percentile.py +42 -0
  121. tests/test_regressor.py +52 -0
autots/__init__.py ADDED
@@ -0,0 +1,56 @@
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+ """
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+ Automated Time Series Model Selection for Python
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+
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+ https://github.com/winedarksea/AutoTS
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+ """
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+ from autots.datasets import (
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+ load_hourly,
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+ load_daily,
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+ load_monthly,
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+ load_yearly,
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+ load_weekly,
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+ load_weekdays,
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+ load_live_daily,
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+ load_linear,
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+ load_artificial,
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+ load_sine,
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+ )
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+
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+ from autots.evaluator.auto_ts import AutoTS
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+ from autots.evaluator.event_forecasting import EventRiskForecast
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+ from autots.tools.transform import GeneralTransformer, RandomTransform
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+ from autots.tools.shaping import long_to_wide
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+ from autots.tools.regressor import create_lagged_regressor, create_regressor
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+ from autots.evaluator.auto_model import model_forecast
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+ from autots.evaluator.anomaly_detector import AnomalyDetector, HolidayDetector
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+ from autots.models.cassandra import Cassandra
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+
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+
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+ __version__ = '0.5.5'
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+
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+ TransformTS = GeneralTransformer
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+
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+ __all__ = [
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+ 'load_daily',
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+ 'load_monthly',
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+ 'load_yearly',
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+ 'load_hourly',
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+ 'load_weekly',
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+ 'load_weekdays',
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+ 'load_live_daily',
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+ 'load_linear',
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+ 'load_artificial',
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+ 'load_sine',
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+ 'AutoTS',
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+ 'TransformTS',
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+ 'GeneralTransformer',
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+ 'RandomTransform',
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+ 'long_to_wide',
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+ 'model_forecast',
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+ 'create_lagged_regressor',
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+ 'create_regressor',
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+ 'EventRiskForecast',
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+ 'AnomalyDetector',
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+ 'HolidayDetector',
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+ 'Cassandra',
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+ ]
autots/datasets/__init__.py ADDED
@@ -0,0 +1,30 @@
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+ """
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+ Tools for Importing Sample Data
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+ """
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+ from autots.datasets._base import (
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+ load_daily,
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+ load_live_daily,
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+ load_monthly,
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+ load_yearly,
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+ load_hourly,
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+ load_weekly,
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+ load_weekdays,
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+ load_zeroes,
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+ load_linear,
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+ load_sine,
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+ load_artificial,
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+ )
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+
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+ __all__ = [
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+ 'load_daily',
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+ 'load_monthly',
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+ 'load_yearly',
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+ 'load_hourly',
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+ 'load_weekly',
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+ 'load_weekdays',
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+ 'load_live_daily',
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+ 'load_zeroes',
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+ 'load_linear',
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+ 'load_sine',
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+ 'load_artificial',
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+ ]