noshot 0.9.0__py3-none-any.whl → 2.0.0__py3-none-any.whl

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (18) hide show
  1. noshot/data/ML TS XAI/TS/bill-charge.ipynb +239 -0
  2. noshot/data/ML TS XAI/TS/daily-min-temperatures.ipynb +239 -0
  3. noshot/data/ML TS XAI/TS/data/bill-data.csv +21 -0
  4. noshot/data/ML TS XAI/TS/data/daily-min-temperatures.csv +3651 -0
  5. noshot/data/ML TS XAI/TS/data/monthly-sunspots.csv +2821 -0
  6. noshot/data/ML TS XAI/TS/monthly-sunspots.ipynb +241 -0
  7. {noshot-0.9.0.dist-info → noshot-2.0.0.dist-info}/METADATA +1 -1
  8. noshot-2.0.0.dist-info/RECORD +15 -0
  9. {noshot-0.9.0.dist-info → noshot-2.0.0.dist-info}/WHEEL +1 -1
  10. noshot/data/ML TS XAI/TS/10. Seasonal ARIMA Forecasting.ipynb +0 -246
  11. noshot/data/ML TS XAI/TS/11. Multivariate ARIMA Forecasting.ipynb +0 -228
  12. noshot/data/ML TS XAI/TS/6. ACF PACF.ipynb +0 -77
  13. noshot/data/ML TS XAI/TS/7. Differencing.ipynb +0 -167
  14. noshot/data/ML TS XAI/TS/8. ARMA Forecasting.ipynb +0 -197
  15. noshot/data/ML TS XAI/TS/9. ARIMA Forecasting.ipynb +0 -220
  16. noshot-0.9.0.dist-info/RECORD +0 -15
  17. {noshot-0.9.0.dist-info → noshot-2.0.0.dist-info}/licenses/LICENSE.txt +0 -0
  18. {noshot-0.9.0.dist-info → noshot-2.0.0.dist-info}/top_level.txt +0 -0
noshot/data/ML TS XAI/TS/11. Multivariate ARIMA Forecasting.ipynb DELETED
@@ -1,228 +0,0 @@
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- {
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- "cells": [
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "8f9faf6e",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "import numpy as np\n",
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- "import pandas as pd\n",
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- "import matplotlib.pyplot as plt\n",
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- "from statsmodels.tsa.stattools import adfuller\n",
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- "from statsmodels.tsa.stattools import grangercausalitytests\n",
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- "from statsmodels.tsa.statespace.varmax import VARMAX\n",
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- "from statsmodels.tsa.api import VAR\n",
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- "import warnings\n",
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- "warnings.filterwarnings('ignore')"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "da824655",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "custom_column_names = ['WSR0','WSR1']\n",
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- "df = pd.read_csv('eighthr.csv', parse_dates=[0], na_values=['?'],\n",
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- " index_col=0, names = (['WSR0', 'WSR1']+list(range(3, 74))))\n",
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- "df = df.dropna()\n",
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- "df.head()"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "92bf562d",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "df['WSR0'] = df['WSR0'].astype(float)\n",
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- "df['WSR1'] = df['WSR1'].astype(float)"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "f578482e",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "fig,axes = plt.subplots(2,1,figsize=(14,8))\n",
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- "df['WSR1'].plot(ax=axes[0],title='WSR0')\n",
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- "df['WSR0'].plot(ax=axes[1],title='WSR1')\n",
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- "plt.show()"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "daac380f",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "result = adfuller(df['WSR0'])\n",
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- "print(result)\n",
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- "if result[1]<0.05:\n",
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- " print(\"It is Stationary\")\n",
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- "else:\n",
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- " print(\"It is not stationary\")"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "e18f51f2",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "result = adfuller(df['WSR1'])\n",
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- "print(result)\n",
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- "if result[1]<0.05:\n",
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- " print(\"It is Stationary\")\n",
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- "else:\n",
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- " print(\"It is not stationary\")"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "0b6419c1",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "print('WSR0 causes WSR1')\n",
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- "print('---------------------')\n",
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- "granger1=grangercausalitytests(df[['WSR0','WSR1']],2)\n",
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- "print('WSR1 causes WSR0')\n",
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- "print('---------------------')\n",
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- "granger1=grangercausalitytests(df[['WSR1','WSR0']],2)"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "b37f4f93",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "train = df[['WSR0','WSR1']]\n",
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- "model = VAR(train)\n",
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- "sortedmodel = model.select_order(maxlags=20)\n",
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- "sortedmodel.summary()"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "3da00920",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "model = VARMAX(df[['WSR0', 'WSR1']], order=(10,0),enforce_stationarity=True)\n",
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- "model_fit = model.fit()\n",
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- "model_fit.summary()"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "0b0cf16d",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "n_forecast = 12\n",
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- "pred = model_fit.get_prediction()\n",
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- "preds = pred.predicted_mean"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "56954749",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "preds.columns = ['WSR0 Predictions','WSR1 Predictions']\n",
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- "preds"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "704c6372",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "train = df[['WSR0','WSR1']]\n",
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- "testvspread = pd.concat([train,preds],axis=1)\n",
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- "testvspread"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "d60e3508",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "testvspread[['WSR0','WSR0 Predictions']].plot()"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "28fb2660",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "testvspread[['WSR1','WSR1 Predictions']].plot()"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "35888acd",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "from sklearn.metrics import mean_squared_error\n",
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- "mean_squared_error(testvspread['WSR1'],testvspread['WSR1 Predictions'])"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "41748e7e",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "from sklearn.metrics import mean_squared_error\n",
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- "mean_squared_error(testvspread['WSR0'],testvspread['WSR0 Predictions'])"
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- ]
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- }
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- ],
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- "metadata": {
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- "kernelspec": {
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- "display_name": "Python 3 (ipykernel)",
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- "language": "python",
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- "name": "python3"
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- },
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- "language_info": {
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- "codemirror_mode": {
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- "name": "ipython",
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- "version": 3
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- },
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- "file_extension": ".py",
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- "mimetype": "text/x-python",
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- "name": "python",
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- "nbconvert_exporter": "python",
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- "pygments_lexer": "ipython3",
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- "version": "3.12.4"
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- }
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- },
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- "nbformat": 4,
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- "nbformat_minor": 5
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- }
noshot/data/ML TS XAI/TS/6. ACF PACF.ipynb DELETED
@@ -1,77 +0,0 @@
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- {
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- "cells": [
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "97b25ae4-1eb7-4599-bad4-e959bbb9a275",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "import pandas as pd\n",
11
- "import numpy as np\n",
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- "import matplotlib.pyplot as plt\n",
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- "from statsmodels.graphics.tsaplots import plot_acf, plot_pacf"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "f70584ab-aa4d-4957-9315-3e884f66c559",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "df = pd.read_csv('daily-min-temperatures.csv')\n",
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- "print(df.shape)\n",
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- "df.head()"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "b6574dd0-e010-423b-bb26-ba2ca142e848",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "df.plot(title = \"daily Minimum Temperature\" ,figsize = (14, 8), legend = None, color = 'green')\n",
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- "plt.xlabel('Date')\n",
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- "plt.ylabel('Temperature (°C)')\n",
38
- "plt.show()"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "3ba0f2ea-069c-4aa2-aa4b-0d90a54ee21f",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "fig, axs = plt.subplots(2, 1, figsize = (10,8))\n",
49
- "plot_acf(df['Temp'], lags = 30, ax = axs[0], title = 'Autocorrelation (ACF)', color = 'green')\n",
50
- "plot_pacf(df['Temp'], lags = 30, ax = axs[1], title = 'Partial Autocorrelation (PACF)', color = 'red')\n",
51
- "plt.tight_layout()\n",
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- "plt.show()"
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- ]
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- }
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- ],
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- "metadata": {
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- "kernelspec": {
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- "display_name": "Python 3 (ipykernel)",
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- "language": "python",
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- "name": "python3"
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- },
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- "language_info": {
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- "codemirror_mode": {
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- "name": "ipython",
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- "version": 3
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- },
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- "file_extension": ".py",
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- "mimetype": "text/x-python",
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- "name": "python",
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- "nbconvert_exporter": "python",
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- "pygments_lexer": "ipython3",
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- "version": "3.12.4"
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- }
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- },
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- "nbformat": 4,
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- "nbformat_minor": 5
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- }
noshot/data/ML TS XAI/TS/7. Differencing.ipynb DELETED
@@ -1,167 +0,0 @@
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- {
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- "cells": [
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "0ac778c2-495b-4613-80ca-d6be2b71e598",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "import pandas as pd\n",
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- "import numpy as np\n",
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- "import matplotlib.pyplot as plt"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "a843538d-035e-4a90-b67b-1fa647c22f70",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "df = pd.read_csv('daily-min-temperatures.csv', parse_dates = ['Date'], index_col = 'Date')\n",
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- "df.head()"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "c3aff0e1-9c54-474f-83ea-2b6bb632bd3f",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "df.plot(title = 'Daily Minimum Temperatures', figsize = (14, 8), legend = None)\n",
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- "plt.xlabel('Date')\n",
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- "plt.ylabel('Temperature (°C)')\n",
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- "plt.show()"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "5d08b196-75c8-473d-b77e-85008048d590",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "differenced_series = df.diff(periods=1) #lag-1 difference\n",
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- "plt.subplot(2, 1, 1)\n",
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- "plt.plot(df, label = \"Original Series\")\n",
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- "plt.title(\"Original Daily Minimum Temperatures\")\n",
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- "plt.grid()\n",
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- "\n",
52
- "plt.subplot(2, 1, 2)\n",
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- "plt.plot(differenced_series, label = \"Differneced Series\", color=\"green\")\n",
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- "plt.title(\"Differneced Daily Minimum Temperatures\")\n",
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- "plt.grid()\n",
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- "\n",
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- "plt.tight_layout()\n",
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- "plt.show()"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "800dd56a-1b3f-4cdd-8fac-802048d1160b",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "X = df.values\n",
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- "diff = []\n",
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- "days_in_year = 365\n",
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- "for i in range(days_in_year, len(X)):\n",
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- " value = X[i] - X[i - days_in_year]\n",
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- " diff.append(value)\n",
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- "plt.plot(diff)\n",
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- "plt.show()"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "1dc499f8-4c1d-4d65-9e16-3439fe22ef13",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "df['diff'] = df['Temp'].diff(periods=1)\n",
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- "\n",
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- "plt.plot(df.index, df['Temp'], label = 'Original')\n",
88
- "plt.plot(df.index, df['diff'], label = 'Differenced (lag-1)')\n",
89
- "plt.xlabel('Date')\n",
90
- "plt.ylabel('Temperature (°C)')\n",
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- "plt.title(\"Temperature Time Series with Differencing\")\n",
92
- "plt.legend()\n",
93
- "plt.show()"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "7f720228-762a-48e3-aa61-733846cca105",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "df = pd.read_csv('daily-min-temperatures.csv', header=0, index_col = 0)\n",
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- "X = [i%365 for i in range(0, len(df))]\n",
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- "y = df.values"
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- ]
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- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "87262e57-a216-422d-a768-2d2459df23ff",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "degree = 4\n",
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- "coef = np.polyfit(X, y, degree)\n",
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- "print(\"Coefficients:\\n\", coef)"
118
- ]
119
- },
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "daec417d-061a-4953-9d2b-206dbc0ba8e7",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "curve = []\n",
128
- "for i in range(len(X)):\n",
129
- " value = coef[-1]\n",
130
- " for d in range(degree):\n",
131
- " value += (X[i]**(degree - d)) * coef[d]\n",
132
- " curve.append(value)\n",
133
- "\n",
134
- "values = df.values\n",
135
- "\n",
136
- "diff = []\n",
137
- "for i in range(len(values)):\n",
138
- " value = values[i] - curve[i]\n",
139
- " diff.append(value)\n",
140
- "\n",
141
- "plt.plot(diff)\n",
142
- "plt.show()"
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- ]
144
- }
145
- ],
146
- "metadata": {
147
- "kernelspec": {
148
- "display_name": "Python 3 (ipykernel)",
149
- "language": "python",
150
- "name": "python3"
151
- },
152
- "language_info": {
153
- "codemirror_mode": {
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- "name": "ipython",
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- "version": 3
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- },
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- "file_extension": ".py",
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- "mimetype": "text/x-python",
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- "name": "python",
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- "nbconvert_exporter": "python",
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- "pygments_lexer": "ipython3",
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- "version": "3.12.4"
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- }
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- },
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- "nbformat": 4,
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- "nbformat_minor": 5
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- }
noshot/data/ML TS XAI/TS/8. ARMA Forecasting.ipynb DELETED
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- {
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- "cells": [
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- {
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- "cell_type": "code",
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- "execution_count": null,
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- "id": "cb446765-5f1b-4827-8eb8-465f275c1821",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "import pandas as pd\n",
11
- "import numpy as np\n",
12
- "import matplotlib.pyplot as plt\n",
13
- "from scipy import stats\n",
14
- "from statsmodels.graphics.tsaplots import plot_acf, plot_pacf\n",
15
- "from statsmodels.graphics.api import qqplot\n",
16
- "from statsmodels.tsa.arima.model import ARIMA\n",
17
- "from statsmodels.api import tsa\n",
18
- "import warnings\n",
19
- "warnings.filterwarnings('ignore')"
20
- ]
21
- },
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- {
23
- "cell_type": "code",
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- "execution_count": null,
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- "id": "8166c848-99fb-4883-9534-372e66da163f",
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- "metadata": {},
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- "outputs": [],
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- "source": [
29
- "df = pd.read_csv('monthly-sunspots.csv', index_col = 'YEAR')\n",
30
- "df"
31
- ]
32
- },
33
- {
34
- "cell_type": "code",
35
- "execution_count": null,
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- "id": "5db24ed8-03ae-4136-9d39-b7315daa85a2",
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- "metadata": {},
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- "outputs": [],
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- "source": [
40
- "df.plot(figsize=(15,8), color = 'purple')"
41
- ]
42
- },
43
- {
44
- "cell_type": "code",
45
- "execution_count": null,
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- "id": "a9288a36-b6b8-4492-9dc7-276d9a185f63",
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- "metadata": {},
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- "outputs": [],
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- "source": [
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- "fig = plt.figure(figsize=(15,8))\n",
51
- "ax1 = fig.add_subplot(211)\n",
52
- "fig = plot_acf(df.values.squeeze(), lags=40, ax=ax1, color = 'r', title='Original Autocorrelation')\n",
53
- "ax2 = fig.add_subplot(212)\n",
54
- "fig = plot_pacf(df, lags=40, ax=ax2, color = 'g', title='Original Partial Autocorrelation')"
55
- ]
56
- },
57
- {
58
- "cell_type": "code",
59
- "execution_count": null,
60
- "id": "c4044bdd-d852-49af-882a-7cf238abd1b3",
61
- "metadata": {},
62
- "outputs": [],
63
- "source": [
64
- "arma20 = ARIMA(df, order=(2,0,0)).fit()\n",
65
- "display(arma20.params)\n",
66
- "display(arma20.aic, arma20.bic, arma20.hqic)"
67
- ]
68
- },
69
- {
70
- "cell_type": "code",
71
- "execution_count": null,
72
- "id": "653f3938-1703-4cac-969a-1d991aed2081",
73
- "metadata": {},
74
- "outputs": [],
75
- "source": [
76
- "arma30 = ARIMA(df, order=(3,0,0)).fit()\n",
77
- "display(arma30.params)\n",
78
- "display(arma30.aic, arma30.bic, arma30.hqic)"
79
- ]
80
- },
81
- {
82
- "cell_type": "code",
83
- "execution_count": null,
84
- "id": "d5f9d78e-9638-4c1f-bded-1d9a9a377543",
85
- "metadata": {},
86
- "outputs": [],
87
- "source": [
88
- "fig = plt.figure(figsize=(15,8))\n",
89
- "ax = fig.add_subplot(111)\n",
90
- "ax = arma30.resid.plot(ax=ax)"
91
- ]
92
- },
93
- {
94
- "cell_type": "code",
95
- "execution_count": null,
96
- "id": "790a3e2d-486d-4406-aa1b-58c1c50d904f",
97
- "metadata": {},
98
- "outputs": [],
99
- "source": [
100
- "resid = arma30.resid\n",
101
- "stats.normaltest(resid)"
102
- ]
103
- },
104
- {
105
- "cell_type": "code",
106
- "execution_count": null,
107
- "id": "20212ba9-efa8-4bb9-88b8-5bd8c1a99a3d",
108
- "metadata": {},
109
- "outputs": [],
110
- "source": [
111
- "fig = plt.figure(figsize=(15,8))\n",
112
- "ax = fig.add_subplot(111)\n",
113
- "fig = qqplot(resid, line='q', ax=ax, fit=True)"
114
- ]
115
- },
116
- {
117
- "cell_type": "code",
118
- "execution_count": null,
119
- "id": "e50e8ade-7027-4ed9-91f4-c4bd9119ad4a",
120
- "metadata": {},
121
- "outputs": [],
122
- "source": [
123
- "fig = plt.figure(figsize=(15,8))\n",
124
- "ax1 = fig.add_subplot(211)\n",
125
- "fig = plot_acf(resid.values.squeeze(), lags=40, ax=ax1, color='g', title='Residual Autocorrelation')\n",
126
- "ax2 = fig.add_subplot(212)\n",
127
- "fig = plot_pacf(resid, lags=40, ax=ax2, color='r', title='Residual Partial Autocorrelation')"
128
- ]
129
- },
130
- {
131
- "cell_type": "code",
132
- "execution_count": null,
133
- "id": "f6b5a13b-3ce6-4be3-9e6b-436435d79141",
134
- "metadata": {},
135
- "outputs": [],
136
- "source": [
137
- "r, q, p = tsa.acf(resid.values.squeeze(), fft=True, qstat=True)\n",
138
- "data = np.c_[np.arange(1, 25), r[1:], q, p]"
139
- ]
140
- },
141
- {
142
- "cell_type": "code",
143
- "execution_count": null,
144
- "id": "87267a9d-ebfa-4324-b5ae-45c5680af95a",
145
- "metadata": {},
146
- "outputs": [],
147
- "source": [
148
- "df2 = pd.DataFrame(data, columns = ['Lag', 'AC', 'Q', 'Prob(>Q)'])\n",
149
- "df2.set_index('Lag')"
150
- ]
151
- },
152
- {
153
- "cell_type": "code",
154
- "execution_count": null,
155
- "id": "6cccb84e-4a8e-4278-b8a5-ed592936d84b",
156
- "metadata": {},
157
- "outputs": [],
158
- "source": [
159
- "predict_sunspots = arma30.predict('1990', '2012', dynamic=True)\n",
160
- "predict_sunspots = predict_sunspots['1990-12-31':'2008-12-31']\n",
161
- "predict_sunspots = pd.DataFrame(predict_sunspots)\n",
162
- "predict_sunspots.head()"
163
- ]
164
- },
165
- {
166
- "cell_type": "code",
167
- "execution_count": null,
168
- "id": "74f236dc-3062-4395-a444-bbeb411e8460",
169
- "metadata": {},
170
- "outputs": [],
171
- "source": [
172
- "np.mean((df['1990-12-31':'2008-12-31':1]['SUNACTIVITY'].values - predict_sunspots['predicted_mean'].values))"
173
- ]
174
- }
175
- ],
176
- "metadata": {
177
- "kernelspec": {
178
- "display_name": "Python 3 (ipykernel)",
179
- "language": "python",
180
- "name": "python3"
181
- },
182
- "language_info": {
183
- "codemirror_mode": {
184
- "name": "ipython",
185
- "version": 3
186
- },
187
- "file_extension": ".py",
188
- "mimetype": "text/x-python",
189
- "name": "python",
190
- "nbconvert_exporter": "python",
191
- "pygments_lexer": "ipython3",
192
- "version": "3.12.4"
193
- }
194
- },
195
- "nbformat": 4,
196
- "nbformat_minor": 5
197
- }