openstef 3.4.72__py3-none-any.whl → 3.4.73__py3-none-any.whl

openstef/data_classes/prediction_job.py

@@ -21,7 +21,7 @@ class PredictionJobDataClass(BaseModel):
     )
     model: str = Field(
         ...,
-        description="The model type that should be used. Options are: 'xgb', 'xgb_quantile', 'lgb', 'linear', 'linear_quantile', 'gblinear_quantile', 'xgb_multioutput_quantile', 'flatliner'.",
+        description="The model type that should be used. Options are: 'xgb', 'xgb_quantile', 'lgb', 'linear', 'linear_quantile', 'gblinear_quantile', 'xgb_multioutput_quantile', 'flatliner', 'median'.",
     )
 
     model_kwargs: Optional[dict] = Field(

openstef/enums.py

@@ -125,6 +125,7 @@ class ModelType(Enum):
     GBLINEAR_QUANTILE = "gblinear_quantile"
     ARIMA = "arima"
     FLATLINER = "flatliner"
+    MEDIAN = "median"
 
 
 class ForecastType(Enum):

openstef/model/model_creator.py

@@ -17,6 +17,7 @@ from openstef.model.regressors.xgb import XGBOpenstfRegressor
 from openstef.model.regressors.xgb_multioutput_quantile import (
     XGBMultiOutputQuantileOpenstfRegressor,
 )
+from openstef.model.regressors.median import MedianRegressor
 from openstef.model.regressors.xgb_quantile import XGBQuantileOpenstfRegressor
 
 logger = get_logger(__name__)
@@ -138,6 +139,9 @@ valid_model_kwargs = {
         "seasonal_order",
         "trend",
     ],
+    ModelType.MEDIAN: [
+        # This model does not have any parameters
+    ],
 }
 
 
@@ -155,6 +159,7 @@ class ModelCreator:
         ModelType.GBLINEAR_QUANTILE: GBLinearQuantileOpenstfRegressor,
         ModelType.ARIMA: ARIMAOpenstfRegressor,
         ModelType.FLATLINER: FlatlinerRegressor,
+        ModelType.MEDIAN: MedianRegressor,
     }
 
     @staticmethod

openstef/model/regressors/median.py

@@ -0,0 +1,78 @@
+"""This module contains the median regressor."""
+
+import numpy as np
+import pandas as pd
+
+from sklearn.base import RegressorMixin
+from sklearn.utils.validation import check_is_fitted
+
+from openstef.model.regressors.regressor import OpenstfRegressor
+
+
+class MedianRegressor(OpenstfRegressor, RegressorMixin):
+    """
+    Median regressor implementing the OpenSTEF regressor API.
+
+    This regressor is good for predicting two types of signals:
+    - Signals with very slow dynamics compared to the sampling rate, possibly
+      with a lot of noise.
+    - Signals that switch between two or more states, which random in nature or
+    depend on unknown features, but tend to be stable in each state. An example of
+    this may be waste heat delivered from an industrial process. Using a median
+    over the last few timesteps adds some hysterisis to avoid triggering on noise.
+    """
+
+    def __init__(self):
+        """Initialize MedianRegressor."""
+        super().__init__()
+
+    @property
+    def feature_names(self) -> list:
+        """Retrieve the model input feature names.
+
+        Returns:
+            The list of feature names
+
+        """
+        check_is_fitted(self, "feature_names_")
+        return self.feature_names_
+
+    @property
+    def can_predict_quantiles(self) -> bool:
+        return False
+
+    def predict(self, x: pd.DataFrame, **kwargs) -> np.array:
+        """
+        Predict the median of the lag features for each time step in the context window.
+
+        Args:
+            x (pd.DataFrame): The input data for prediction. This should be a pandas dataframe with lag features.
+
+        Returns:
+            np.array: The predicted median for each time step in the context window.
+            If any lag feature is NaN, this will be ignored.
+            If all lag features are NaN, the regressor will return NaN.
+        """
+
+        lag_df = x.loc[:, self.feature_names]
+        median = lag_df.median(axis=1, skipna=True)
+
+        return median
+
+    def fit(self, x: pd.DataFrame, y: pd.DataFrame, **kwargs) -> RegressorMixin:
+        """This model does not have any hyperparameters to fit,
+        but it does need to know the feature names of the lag features.
+
+        Which lag features are used is determined by the feature engineering step.
+        """
+        self.feature_names_ = list(x.columns[x.columns.str.startswith("T-")])
+        if len(self.feature_names_) == 0:
+            raise ValueError("No lag features found in the input data.")
+
+        self.feature_importances_ = np.ones(len(self.feature_names_)) / (
+            len(self.feature_names_) or 1.0
+        )
+        return self
+
+    def __sklearn_is_fitted__(self) -> bool:
+        return True

{openstef-3.4.72.dist-info → openstef-3.4.73.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: openstef
-Version: 3.4.72
+Version: 3.4.73
 Summary: Open short term energy forecaster
 Home-page: https://github.com/OpenSTEF/openstef
 Author: Alliander N.V

{openstef-3.4.72.dist-info → openstef-3.4.73.dist-info}/RECORD

@@ -1,7 +1,7 @@
 openstef/__init__.py,sha256=93UM6m0LLQhO69-mSqLuUy73jgs4W7Iuxfo3Lm8c98g,419
 openstef/__main__.py,sha256=bIyGTSA4V5VoOLTwdaiJJAnozmpSzvQooVYlsf8H4eU,163
 openstef/app_settings.py,sha256=4SiEoPfPmM_Vc9gwWleT_IRxHIk36bZaYRCdNf3ewoo,762
-openstef/enums.py,sha256=FrP0m_Tk0kV7gSZ2hTY_8iD45KIKnexHrjNufhpKXpE,2829
+openstef/enums.py,sha256=kwAbEoMI_a--Ikk6RxeJmvR2JKYKDNHynhMUbbiczZs,2851
 openstef/exceptions.py,sha256=dgnvZe5WWuJWCZm_GES6suEATbusPlwbiEUfNQKeExY,1993
 openstef/settings.py,sha256=nSgkBqFxuqB3w7Rwo60i8j37c5ngDbt6vpjHS6QtJXQ,354
 openstef/data/NL_terrestrial_radiation.csv,sha256=A4kbW56GDzWi4tWUwY2C-4PiOvcKJCwkWQQtdg4ekPE,820246
@@ -17,7 +17,7 @@ openstef/data/dazls_model_3.4.24/dazls_stored_3.4.24_model_card.md.license,sha25
 openstef/data_classes/__init__.py,sha256=bIyGTSA4V5VoOLTwdaiJJAnozmpSzvQooVYlsf8H4eU,163
 openstef/data_classes/data_prep.py,sha256=sANgFjfwmSWhLCfmLjfqXQnczuvVZfk2765jZd7LwuE,3691
 openstef/data_classes/model_specifications.py,sha256=PZeBLfH_MrP9-QorL1r0Hklp0befE8Nw05vNhTX9Y20,1338
-openstef/data_classes/prediction_job.py,sha256=e6_PFAovNd31tjzoTQJvqRNQyVM-M0XHffclAG9Ez8A,6721
+openstef/data_classes/prediction_job.py,sha256=omVzowGYUp5YD_7k3i3pKlDh1I7i_jU3-za7FJ3fK1s,6731
 openstef/data_classes/split_function.py,sha256=K8y1dsQC5exeIDh37f7UwJ11tV71_uVSNbnKmwXpnOM,3435
 openstef/feature_engineering/__init__.py,sha256=bIyGTSA4V5VoOLTwdaiJJAnozmpSzvQooVYlsf8H4eU,163
 openstef/feature_engineering/apply_features.py,sha256=pro4eUmOFexX_9g9kJtDcbrQ1hWKzXjVpiJBmmBi89o,5326
@@ -46,7 +46,7 @@ openstef/model/__init__.py,sha256=bIyGTSA4V5VoOLTwdaiJJAnozmpSzvQooVYlsf8H4eU,16
 openstef/model/basecase.py,sha256=caI6Q-8y0ymlxGK9Js_H3Vh0q6ruNHlGD5RG0_kE5M0,2878
 openstef/model/confidence_interval_applicator.py,sha256=VOdHsDJhfeyaq_cnk9QMUaZ2IumbiBBoW1zo8AuqDg0,9559
 openstef/model/fallback.py,sha256=g6TEuEhV4w07SCGkR_AvPf2up9f0ixGKQojYC-Ewl6Y,2812
-openstef/model/model_creator.py,sha256=XiWqTrVwCqGcqc9PUKprMOHu7T9Lz2qngi4bD8LkWas,6473
+openstef/model/model_creator.py,sha256=fnhcVGUHskbuAys5kjlJ4GXKxbi9Eq5eAA19ex11Vv0,6658
 openstef/model/objective.py,sha256=0PZUbPzuyaYlpWEH_qPavO6ll7zwqTTUTfIrUzzFMbs,15585
 openstef/model/objective_creator.py,sha256=3jJgcmY1sm-Yoe3SfjKrJukrsqtYyloUFaPbBWqswhQ,2208
 openstef/model/serializer.py,sha256=k5GY8eRJdlii8mEY7Qheu4yb5USyIyxw77EYkSQJGYk,17034
@@ -64,6 +64,7 @@ openstef/model/regressors/gblinear_quantile.py,sha256=PKQL_TAXa3Kw9oZrKC6Uvo_n2N
 openstef/model/regressors/lgbm.py,sha256=zCdn1euEdSFxYJzH8XqQFFnb6R4JVUnmineKjX_Gy-g,800
 openstef/model/regressors/linear.py,sha256=uOvZMLGZH_9nXfmS5honCMfyVeyGXP1Cza9A_BdXlVw,3665
 openstef/model/regressors/linear_quantile.py,sha256=zIpGo9deMeTZdwFWoZ3FstX74mYdlAhfg-YOsPRFl0k,10534
+openstef/model/regressors/median.py,sha256=ITM5QhqfvjMjfk8fuHbyVWyWgld1NTiWajaaWAugbis,2697
 openstef/model/regressors/regressor.py,sha256=0um575rTEkzYb1E5IAOuTlsZDhmb7eI5byu5e062NRs,3469
 openstef/model/regressors/xgb.py,sha256=uhV9Wm90aOkjByTm-O2xpt2kpANRxAqQvv5mA0H1uBc,1294
 openstef/model/regressors/xgb_multioutput_quantile.py,sha256=xWzA7tymC_o-F1OS3I7vUKf9zP6RR1ZglEeY4NAgjU0,9146
@@ -103,8 +104,8 @@ openstef/tasks/utils/predictionjobloop.py,sha256=Ysy3zF5lzPMz_asYDKeF5m0qgVT3tCt
 openstef/tasks/utils/taskcontext.py,sha256=O-LZ_wHEl5vbT8oB7EYtOeMkvk6EqCnI1-KiyER7Eu4,5407
 openstef/validation/__init__.py,sha256=bIyGTSA4V5VoOLTwdaiJJAnozmpSzvQooVYlsf8H4eU,163
 openstef/validation/validation.py,sha256=r6UqkdH5TMjsGfn8Ta07K1jkqmrVmwcPGfyQvMmZyO4,11459
-openstef-3.4.72.dist-info/licenses/LICENSE,sha256=7Pm2fWFFHHUG5lDHed1vl5CjzxObIXQglnYsEdtjo_k,14907
-openstef-3.4.72.dist-info/METADATA,sha256=79Nx_OmSE_1sLNUR1OIvNarsDaieOjrbjEU1dnRfo28,8834
-openstef-3.4.72.dist-info/WHEEL,sha256=CmyFI0kx5cdEMTLiONQRbGQwjIoR1aIYB7eCAQ4KPJ0,91
-openstef-3.4.72.dist-info/top_level.txt,sha256=kD0H4PqrQoncZ957FvqwfBxa89kTrun4Z_RAPs_HhLs,9
-openstef-3.4.72.dist-info/RECORD,,
+openstef-3.4.73.dist-info/licenses/LICENSE,sha256=7Pm2fWFFHHUG5lDHed1vl5CjzxObIXQglnYsEdtjo_k,14907
+openstef-3.4.73.dist-info/METADATA,sha256=7Nxg4a2GePqCFf19ANnEIze222JfNmypS88wt05cdfg,8834
+openstef-3.4.73.dist-info/WHEEL,sha256=SmOxYU7pzNKBqASvQJ7DjX3XGUF92lrGhMb3R6_iiqI,91
+openstef-3.4.73.dist-info/top_level.txt,sha256=kD0H4PqrQoncZ957FvqwfBxa89kTrun4Z_RAPs_HhLs,9
+openstef-3.4.73.dist-info/RECORD,,

{openstef-3.4.72.dist-info → openstef-3.4.73.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (78.1.0)
+Generator: setuptools (79.0.1)
 Root-Is-Purelib: true
 Tag: py3-none-any