fev 0.0.1a1__tar.gz

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fev-0.0.1a1/.gitignore ADDED
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+ *.pyc
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+ *.pyo
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+ *.class
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+ *~
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+ *#
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+ /docs/_build
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+ /runpy
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+ /build
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+ .coverage*
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+ **/.idea
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+ **/.history
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+ **/.cache
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+ **/.eggs
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+ .*.swp
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+ tags
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+ .dmypy.json
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+ # pycharm
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+ # data files
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+ *.lock
fev-0.0.1a1/LICENSE ADDED
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+
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+ Apache License
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+ Version 2.0, January 2004
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+ http://www.apache.org/licenses/
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fev-0.0.1a1/NOTICE ADDED
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+ Copyright Amazon.com, Inc. or its affiliates. All Rights Reserved.
fev-0.0.1a1/PKG-INFO ADDED
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+ Metadata-Version: 2.3
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+ Name: fev
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+ Version: 0.0.1a1
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+ Summary: fev: Forecast evaluation library
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+ Project-URL: Homepage, https://github.com/autogluon/fev
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+ Project-URL: Issues, https://github.com/autogluon/fev/issues
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+ Author-email: Oleksandr Shchur <shchuro@amazon.com>, Lorenzo Stella <stellalo@amazon.com>, Caner Turkmen <atturkm@amazon.com>, Abdul Fatir Ansari <ansarnd@amazon.com>
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+ License:
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+ Apache License
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+ Version 2.0, January 2004
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+ http://www.apache.org/licenses/
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+
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+ TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
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+
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+ 1. Definitions.
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+
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+ "License" shall mean the terms and conditions for use, reproduction,
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+ and distribution as defined by Sections 1 through 9 of this document.
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+
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+ "Licensor" shall mean the copyright owner or entity authorized by
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+ the copyright owner that is granting the License.
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+
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+ "Legal Entity" shall mean the union of the acting entity and all
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+ other entities that control, are controlled by, or are under common
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+ control with that entity. For the purposes of this definition,
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+ "control" means (i) the power, direct or indirect, to cause the
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+ direction or management of such entity, whether by contract or
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+ otherwise, or (ii) ownership of fifty percent (50%) or more of the
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+ outstanding shares, or (iii) beneficial ownership of such entity.
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+
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+ "You" (or "Your") shall mean an individual or Legal Entity
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+ exercising permissions granted by this License.
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+ "Source" form shall mean the preferred form for making modifications,
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+ including but not limited to software source code, documentation
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+ source, and configuration files.
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+
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+ "Object" form shall mean any form resulting from mechanical
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+ transformation or translation of a Source form, including but
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+ not limited to compiled object code, generated documentation,
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+ and conversions to other media types.
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+
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+ "Work" shall mean the work of authorship, whether in Source or
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+ Object form, made available under the License, as indicated by a
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+ copyright notice that is included in or attached to the work
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+ (an example is provided in the Appendix below).
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+
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+ "Derivative Works" shall mean any work, whether in Source or Object
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+ form, that is based on (or derived from) the Work and for which the
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+ editorial revisions, annotations, elaborations, or other modifications
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+ represent, as a whole, an original work of authorship. For the purposes
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+ of this License, Derivative Works shall not include works that remain
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+ separable from, or merely link (or bind by name) to the interfaces of,
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+ the Work and Derivative Works thereof.
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+
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+ "Contribution" shall mean any work of authorship, including
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+ the original version of the Work and any modifications or additions
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+ submitted to Licensor for inclusion in the Work by the copyright owner
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+ or by an individual or Legal Entity authorized to submit on behalf of
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+ the copyright owner. For the purposes of this definition, "submitted"
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+ "Contributor" shall mean Licensor and any individual or Legal Entity
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+ 2. Grant of Copyright License. Subject to the terms and conditions of
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+ copyright license to reproduce, prepare Derivative Works of,
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+ Work and such Derivative Works in Source or Object form.
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+
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+ 3. Grant of Patent License. Subject to the terms and conditions of
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+ this License, each Contributor hereby grants to You a perpetual,
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+ worldwide, non-exclusive, no-charge, royalty-free, irrevocable
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+ (except as stated in this section) patent license to make, have made,
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+ use, offer to sell, sell, import, and otherwise transfer the Work,
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+ where such license applies only to those patent claims licensable
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+ by such Contributor that are necessarily infringed by their
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+ Contribution(s) alone or by combination of their Contribution(s)
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+ with the Work to which such Contribution(s) was submitted. If You
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+ institute patent litigation against any entity (including a
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+ cross-claim or counterclaim in a lawsuit) alleging that the Work
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+ or a Contribution incorporated within the Work constitutes direct
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+ or contributory patent infringement, then any patent licenses
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+ granted to You under this License for that Work shall terminate
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+ as of the date such litigation is filed.
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+
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+ 4. Redistribution. You may reproduce and distribute copies of the
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+ Work or Derivative Works thereof in any medium, with or without
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+ modifications, and in Source or Object form, provided that You
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+ meet the following conditions:
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+
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+ (a) You must give any other recipients of the Work or
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+ Derivative Works a copy of this License; and
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+
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+ (b) You must cause any modified files to carry prominent notices
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+ stating that You changed the files; and
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+
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+ (c) You must retain, in the Source form of any Derivative Works
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+ that You distribute, all copyright, patent, trademark, and
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+ attribution notices from the Source form of the Work,
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+ excluding those notices that do not pertain to any part of
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+ the Derivative Works; and
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+
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+ (d) If the Work includes a "NOTICE" text file as part of its
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+ distribution, then any Derivative Works that You distribute must
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+ include a readable copy of the attribution notices contained
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+ within such NOTICE file, excluding those notices that do not
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+ pertain to any part of the Derivative Works, in at least one
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+ of the following places: within a NOTICE text file distributed
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+ as part of the Derivative Works; within the Source form or
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+ documentation, if provided along with the Derivative Works; or,
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+ within a display generated by the Derivative Works, if and
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+ wherever such third-party notices normally appear. The contents
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+ of the NOTICE file are for informational purposes only and
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+ do not modify the License. You may add Your own attribution
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+ notices within Derivative Works that You distribute, alongside
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+ or as an addendum to the NOTICE text from the Work, provided
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+ that such additional attribution notices cannot be construed
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+ as modifying the License.
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+
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+ You may add Your own copyright statement to Your modifications and
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+ may provide additional or different license terms and conditions
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+ for use, reproduction, or distribution of Your modifications, or
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+ for any such Derivative Works as a whole, provided Your use,
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+ reproduction, and distribution of the Work otherwise complies with
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+ the conditions stated in this License.
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+
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+ 5. Submission of Contributions. Unless You explicitly state otherwise,
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+ any Contribution intentionally submitted for inclusion in the Work
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+ by You to the Licensor shall be under the terms and conditions of
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+ this License, without any additional terms or conditions.
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+ Notwithstanding the above, nothing herein shall supersede or modify
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+ the terms of any separate license agreement you may have executed
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+ with Licensor regarding such Contributions.
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+
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+ 6. Trademarks. This License does not grant permission to use the trade
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+ names, trademarks, service marks, or product names of the Licensor,
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+ except as required for reasonable and customary use in describing the
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+ origin of the Work and reproducing the content of the NOTICE file.
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+
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+ 7. Disclaimer of Warranty. Unless required by applicable law or
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+ agreed to in writing, Licensor provides the Work (and each
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+ Contributor provides its Contributions) on an "AS IS" BASIS,
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+ WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
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+ implied, including, without limitation, any warranties or conditions
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+ of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A
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+ PARTICULAR PURPOSE. You are solely responsible for determining the
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+ appropriateness of using or redistributing the Work and assume any
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+ risks associated with Your exercise of permissions under this License.
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+
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+ 8. Limitation of Liability. In no event and under no legal theory,
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+ whether in tort (including negligence), contract, or otherwise,
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+ unless required by applicable law (such as deliberate and grossly
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+ negligent acts) or agreed to in writing, shall any Contributor be
165
+ liable to You for damages, including any direct, indirect, special,
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+ incidental, or consequential damages of any character arising as a
167
+ result of this License or out of the use or inability to use the
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+ Work (including but not limited to damages for loss of goodwill,
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+ work stoppage, computer failure or malfunction, or any and all
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+ other commercial damages or losses), even if such Contributor
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+ has been advised of the possibility of such damages.
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+
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+ 9. Accepting Warranty or Additional Liability. While redistributing
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+ the Work or Derivative Works thereof, You may choose to offer,
175
+ and charge a fee for, acceptance of support, warranty, indemnity,
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+ or other liability obligations and/or rights consistent with this
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+ License. However, in accepting such obligations, You may act only
178
+ on Your own behalf and on Your sole responsibility, not on behalf
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+ of any other Contributor, and only if You agree to indemnify,
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+ defend, and hold each Contributor harmless for any liability
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+ incurred by, or claims asserted against, such Contributor by reason
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+ of your accepting any such warranty or additional liability.
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+ Classifier: License :: OSI Approved :: Apache Software License
184
+ Classifier: Operating System :: OS Independent
185
+ Classifier: Programming Language :: Python :: 3
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+ Classifier: Topic :: Scientific/Engineering :: Artificial Intelligence
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+ Requires-Python: >=3.10
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+ Requires-Dist: datasets[s3]<3.2,>=2.15
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+ Requires-Dist: numpy
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+ Requires-Dist: pydantic~=2.0
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+ Requires-Dist: scipy
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+ Provides-Extra: test
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+ Requires-Dist: autogluon-timeseries>=1.1.1; extra == 'test'
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+ Requires-Dist: jupyter; extra == 'test'
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+ Requires-Dist: nbconvert; extra == 'test'
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+ Requires-Dist: nbformat; extra == 'test'
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+ Requires-Dist: pytest; extra == 'test'
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+ Requires-Dist: ruff; extra == 'test'
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+ Description-Content-Type: text/markdown
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+
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+ # `fev`
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+ Utilities for evaluating time series forecasting models.
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+
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+ `fev` adds a thin wrapper on top of the Hugging Face (HF) [`datasets`](https://huggingface.co/docs/datasets/en/index) library, resulting in a lightweight but fully functional benchmarking solution.
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+
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+ Specifically, this package makes it easy to
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+ - define forecasting tasks
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+ - load time series data and generate train-test splits
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+ - evaluate model predictions
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+
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+ `fev` supports point & probabilistic forecasting, different types of covariates, as well as all popular forecasting metrics.
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+
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+ ## Installation
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+ Clone the repository and install with pip
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+ ```
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+ pip install -e .
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+ ```
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+
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+ ## Quickstart
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+
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+ Create a task from a dataset stored on Hugging Face Hub
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+ ```python
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+ import fev
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+
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+ task = fev.Task(
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+ dataset_path="autogluon/chronos_datasets",
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+ dataset_config="monash_kdd_cup_2018",
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+ horizon=12,
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+ )
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+ ```
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+ Load data available as input to the forecasting model
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+ ```python
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+ past_data, future_data = task.get_input_data()
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+ ```
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+ - `past_data` contains the past data before the forecast horizon (item ID, past timestamps, target, all covariates).
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+ - `future_data` contains future data that is known at prediction time (item ID, future timestamps, and known covariates)
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+
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+ Make predictions
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+ ```python
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+ def naive_forecast(y: list, horizon: int) -> list:
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+ return [y[-1] for _ in range(horizon)]
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+
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+ predictions = []
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+ for ts in past_data:
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+ predictions.append(
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+ {"predictions": naive_forecast(y=ts[task.target_column], horizon=task.horizon)}
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+ )
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+ ```
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+ Get an evaluation summary
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+ ```python
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+ task.evaluation_summary(predictions, model_name="naive")
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+ # {'model_name': 'naive',
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+ # 'dataset_name': 'chronos_datasets_monash_kdd_cup_2018',
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+ # 'dataset_fingerprint': '8a50d3417859652b',
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+ # 'dataset_path': 'autogluon/chronos_datasets',
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+ # 'dataset_config': 'monash_kdd_cup_2018',
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+ # 'horizon': 12,
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+ # 'cutoff': -12,
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+ # 'lead_time': 1,
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+ # 'min_ts_length': 13,
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+ # 'max_context_length': None,
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+ # 'seasonality': 1,
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+ # 'eval_metric': 'MASE',
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+ # 'extra_metrics': [],
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+ # 'quantile_levels': None,
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+ # 'id_column': 'id',
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+ # 'timestamp_column': 'timestamp',
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+ # 'target_column': 'target',
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+ # 'multiple_target_columns': None,
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+ # 'past_dynamic_columns': [],
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+ # 'excluded_columns': [],
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+ # 'test_error': 3.3784518,
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+ # 'training_time_s': None,
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+ # 'inference_time_s': None,
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+ # 'fev_version': '0.1.0',
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+ # 'MASE': 3.3784518}
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+ ```
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+ The evaluation summary contains all information necessary to uniquely identify the forecasting task.
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+
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+
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+ ## Tutorials
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+ - Quick start tutorial: [docs/tutorials/quickstart.ipynb](./docs/tutorials/quickstart.ipynb).
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+ - An in-depth walkthrough of the library: [docs/tutorials/in-depth.ipynb](./docs/tutorials/in-depth.ipynb).
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+
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+ Examples of model implementations compatible with `fev` are available in [`examples/`](./examples/).