forecast-evaluation 0.0.11__py3-none-any.whl

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Files changed (71) hide show
  1. forecast_evaluation/__init__.py +100 -0
  2. forecast_evaluation/core/__init__.py +14 -0
  3. forecast_evaluation/core/ar_p_model.py +770 -0
  4. forecast_evaluation/core/main_table.py +159 -0
  5. forecast_evaluation/core/outturns_revisions_table.py +60 -0
  6. forecast_evaluation/core/random_walk_model.py +317 -0
  7. forecast_evaluation/core/revisions_table.py +82 -0
  8. forecast_evaluation/core/transformations.py +470 -0
  9. forecast_evaluation/dashboard/__init__.py +0 -0
  10. forecast_evaluation/dashboard/app.py +7 -0
  11. forecast_evaluation/dashboard/create_app.py +113 -0
  12. forecast_evaluation/dashboard/tabs/about.py +20 -0
  13. forecast_evaluation/dashboard/tabs/accuracy.py +519 -0
  14. forecast_evaluation/dashboard/tabs/bias.py +329 -0
  15. forecast_evaluation/dashboard/tabs/correlation.py +188 -0
  16. forecast_evaluation/dashboard/tabs/efficiency.py +218 -0
  17. forecast_evaluation/dashboard/tabs/hedgehog.py +65 -0
  18. forecast_evaluation/dashboard/tabs/outturn_revisions.py +142 -0
  19. forecast_evaluation/dashboard/tabs/quantile_time_machine.py +84 -0
  20. forecast_evaluation/dashboard/tabs/radar.py +124 -0
  21. forecast_evaluation/dashboard/tabs/time_machine.py +83 -0
  22. forecast_evaluation/dashboard/theme/_brand.yml +21 -0
  23. forecast_evaluation/dashboard/theme/brand.py +13 -0
  24. forecast_evaluation/dashboard/ui.py +853 -0
  25. forecast_evaluation/dashboard/utils.py +138 -0
  26. forecast_evaluation/data/DensityForecastData.py +607 -0
  27. forecast_evaluation/data/ForecastData.py +1410 -0
  28. forecast_evaluation/data/__init__.py +6 -0
  29. forecast_evaluation/data/_plotting_mixin.py +478 -0
  30. forecast_evaluation/data/files/fer_forecasts.parquet +0 -0
  31. forecast_evaluation/data/files/fer_forecasts_minimal.parquet +0 -0
  32. forecast_evaluation/data/files/fer_outturns.parquet +0 -0
  33. forecast_evaluation/data/files/fer_outturns_minimal.parquet +0 -0
  34. forecast_evaluation/data/loader.py +51 -0
  35. forecast_evaluation/data/sample_data.py +124 -0
  36. forecast_evaluation/data/schema.py +84 -0
  37. forecast_evaluation/data/utils.py +214 -0
  38. forecast_evaluation/tests/__init__.py +31 -0
  39. forecast_evaluation/tests/accuracy.py +313 -0
  40. forecast_evaluation/tests/bias.py +286 -0
  41. forecast_evaluation/tests/blanchard_leigh.py +307 -0
  42. forecast_evaluation/tests/correlation.py +181 -0
  43. forecast_evaluation/tests/diebold_mariano.py +269 -0
  44. forecast_evaluation/tests/fluctuation_tests.py +213 -0
  45. forecast_evaluation/tests/results.py +599 -0
  46. forecast_evaluation/tests/revisions_errors_correlation.py +244 -0
  47. forecast_evaluation/tests/revisions_predictability.py +249 -0
  48. forecast_evaluation/tests/rolling_analysis.py +145 -0
  49. forecast_evaluation/tests/strong_efficiency.py +274 -0
  50. forecast_evaluation/tests/weak_efficiency.py +319 -0
  51. forecast_evaluation/utils.py +286 -0
  52. forecast_evaluation/visualisations/__init__.py +38 -0
  53. forecast_evaluation/visualisations/accuracy.py +432 -0
  54. forecast_evaluation/visualisations/bias.py +286 -0
  55. forecast_evaluation/visualisations/blanchard_leigh.py +89 -0
  56. forecast_evaluation/visualisations/correlation.py +271 -0
  57. forecast_evaluation/visualisations/density_plots.py +190 -0
  58. forecast_evaluation/visualisations/errors.py +227 -0
  59. forecast_evaluation/visualisations/forecast.py +186 -0
  60. forecast_evaluation/visualisations/forecast_errors.py +412 -0
  61. forecast_evaluation/visualisations/hedgehog.py +173 -0
  62. forecast_evaluation/visualisations/outturn_revisions.py +283 -0
  63. forecast_evaluation/visualisations/radar.py +467 -0
  64. forecast_evaluation/visualisations/revisions_predictability.py +78 -0
  65. forecast_evaluation/visualisations/strong_efficiency.py +92 -0
  66. forecast_evaluation/visualisations/theme.py +80 -0
  67. forecast_evaluation-0.0.11.dist-info/METADATA +130 -0
  68. forecast_evaluation-0.0.11.dist-info/RECORD +71 -0
  69. forecast_evaluation-0.0.11.dist-info/WHEEL +5 -0
  70. forecast_evaluation-0.0.11.dist-info/licenses/LICENSE +21 -0
  71. forecast_evaluation-0.0.11.dist-info/top_level.txt +1 -0
forecast_evaluation/__init__.py ADDED
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+ # forecast_evaluation/__init__.py
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+ from importlib.metadata import PackageNotFoundError, version
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+
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+ try:
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+ __version__ = version("forecast_evaluation")
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+ except PackageNotFoundError:
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+ __version__ = "unknown"
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+
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+ from .core import add_ar_p_forecasts, add_random_walk_forecasts, create_outturn_revisions
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+ from .data import DensityForecastData, ForecastData, create_sample_forecasts, create_sample_outturns
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+ from .data.utils import filter_fer_variables
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+ from .tests import (
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+ bias_analysis,
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+ blanchard_leigh_horizon_analysis,
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+ compare_to_benchmark,
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+ compute_accuracy_statistics,
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+ create_comparison_table,
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+ diebold_mariano_table,
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+ fluctuation_tests,
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+ forecast_errors_correlation_analysis,
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+ revision_predictability_analysis,
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+ revisions_errors_correlation_analysis,
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+ rolling_analysis,
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+ strong_efficiency_analysis,
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+ weak_efficiency_analysis,
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+ )
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+ from .utils import covid_filter, filter_k, reconstruct_id_cols_from_unique_id
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+ from .visualisations import (
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+ plot_accuracy,
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+ plot_average_revision_by_period,
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+ plot_bias_by_horizon,
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+ plot_blanchard_leigh_ratios,
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+ plot_compare_to_benchmark,
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+ plot_correlation_heatmap,
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+ plot_errors_across_time,
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+ plot_forecast_error_density,
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+ plot_forecast_errors,
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+ plot_forecast_errors_by_horizon,
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+ plot_hedgehog,
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+ plot_outturn_revisions,
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+ plot_outturns,
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+ plot_radar,
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+ plot_rolling_bias,
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+ plot_rolling_correlation,
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+ plot_rolling_relative_accuracy,
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+ plot_strong_efficiency,
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+ plot_vintage,
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+ )
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+
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+ __all__ = [
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+ # Core functions
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+ "create_outturn_revisions",
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+ "add_random_walk_forecasts",
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+ "add_ar_p_forecasts",
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+ # Data classes
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+ "ForecastData",
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+ "DensityForecastData",
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+ # Sample data functions
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+ "create_sample_forecasts",
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+ "create_sample_outturns",
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+ # Test/analysis functions
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+ "bias_analysis",
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+ "blanchard_leigh_horizon_analysis",
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+ "compare_to_benchmark",
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+ "compute_accuracy_statistics",
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+ "create_comparison_table",
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+ "diebold_mariano_table",
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+ "fluctuation_tests",
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+ "forecast_errors_correlation_analysis",
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+ "revisions_errors_correlation_analysis",
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+ "revision_predictability_analysis",
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+ "rolling_analysis",
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+ "strong_efficiency_analysis",
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+ "weak_efficiency_analysis",
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+ # Visualisation functions
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+ "plot_accuracy",
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+ "plot_average_revision_by_period",
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+ "plot_blanchard_leigh_ratios",
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+ "plot_compare_to_benchmark",
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+ "plot_correlation_heatmap",
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+ "plot_strong_efficiency",
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+ "plot_forecast_error_density",
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+ "plot_forecast_errors",
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+ "plot_forecast_errors_by_horizon",
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+ "plot_hedgehog",
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+ "plot_outturn_revisions",
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+ "plot_outturns",
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+ "plot_radar",
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+ "plot_rolling_bias",
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+ "plot_rolling_correlation",
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+ "plot_rolling_relative_accuracy",
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+ "plot_bias_by_horizon",
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+ "plot_vintage",
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+ "plot_errors_across_time",
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+ # Utility functions
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+ "covid_filter",
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+ "filter_fer_variables",
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+ "filter_k",
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+ "reconstruct_id_cols_from_unique_id",
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+ ]
forecast_evaluation/core/__init__.py ADDED
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+ # data/__init__.py
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+ from .ar_p_model import add_ar_p_forecasts
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+ from .main_table import build_main_table
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+ from .outturns_revisions_table import create_outturn_revisions
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+ from .random_walk_model import add_random_walk_forecasts
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+ from .revisions_table import create_revision_dataframe
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+
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+ __all__ = [
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+ "build_main_table",
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+ "create_revision_dataframe",
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+ "create_outturn_revisions",
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+ "add_random_walk_forecasts",
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+ "add_ar_p_forecasts",
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+ ]