oracle-ads 2.13.9rc0__py3-none-any.whl → 2.13.10__py3-none-any.whl

ads/opctl/operator/lowcode/forecast/model/factory.py

@@ -0,0 +1,106 @@
+#!/usr/bin/env python
+
+# Copyright (c) 2023, 2024 Oracle and/or its affiliates.
+# Licensed under the Universal Permissive License v 1.0 as shown at https://oss.oracle.com/licenses/upl/
+
+from ..const import AUTO_SELECT, SpeedAccuracyMode, SupportedModels
+from ..model_evaluator import ModelEvaluator
+from ..operator_config import ForecastOperatorConfig
+from .arima import ArimaOperatorModel
+from .automlx import AutoMLXOperatorModel
+from .autots import AutoTSOperatorModel
+from .base_model import ForecastOperatorBaseModel
+from .forecast_datasets import ForecastDatasets
+from .ml_forecast import MLForecastOperatorModel
+from .neuralprophet import NeuralProphetOperatorModel
+from .prophet import ProphetOperatorModel
+
+
+class UnSupportedModelError(Exception):
+    def __init__(self, model_type: str):
+        super().__init__(
+            f"Model: `{model_type}` "
+            f"is not supported. Supported models: {SupportedModels.values()}"
+        )
+
+
+class ForecastOperatorModelFactory:
+    """
+    The factory class helps to instantiate proper model operator based on the model type.
+    """
+
+    _MAP = {
+        SupportedModels.Prophet: ProphetOperatorModel,
+        SupportedModels.Arima: ArimaOperatorModel,
+        SupportedModels.NeuralProphet: NeuralProphetOperatorModel,
+        SupportedModels.LGBForecast: MLForecastOperatorModel,
+        SupportedModels.AutoMLX: AutoMLXOperatorModel,
+        SupportedModels.AutoTS: AutoTSOperatorModel,
+    }
+
+    @classmethod
+    def get_model(
+        cls, operator_config: ForecastOperatorConfig, datasets: ForecastDatasets
+    ) -> ForecastOperatorBaseModel:
+        """
+        Gets the forecasting operator model based on the model type.
+
+        Parameters
+        ----------
+        operator_config: ForecastOperatorConfig
+            The forecasting operator config.
+        datasets: ForecastDatasets
+            Datasets for predictions
+
+        Returns
+        -------
+        ForecastOperatorBaseModel
+            The forecast operator model.
+
+        Raises
+        ------
+        UnSupportedModelError
+            In case of not supported model.
+        """
+        model_type = operator_config.spec.model
+        if model_type == AUTO_SELECT:
+            model_type = cls.auto_select_model(datasets, operator_config)
+            operator_config.spec.model_kwargs = {}
+            # set the explanations accuracy mode to AUTOMLX if the selected model is automlx
+            if (
+                model_type == SupportedModels.AutoMLX
+                and operator_config.spec.explanations_accuracy_mode
+                == SpeedAccuracyMode.FAST_APPROXIMATE
+            ):
+                operator_config.spec.explanations_accuracy_mode = SpeedAccuracyMode.AUTOMLX
+        if model_type not in cls._MAP:
+            raise UnSupportedModelError(model_type)
+        return cls._MAP[model_type](config=operator_config, datasets=datasets)
+
+    @classmethod
+    def auto_select_model(
+        cls, datasets: ForecastDatasets, operator_config: ForecastOperatorConfig
+    ) -> str:
+        """
+        Selects AutoMLX or Arima model based on column count.
+
+        If the number of columns is less than or equal to the maximum allowed for AutoMLX,
+        returns 'AutoMLX'. Otherwise, returns 'Arima'.
+
+        Parameters
+        ------------
+        datasets:  ForecastDatasets
+                Datasets for predictions
+
+        Returns
+        --------
+        str
+            The type of the model.
+        """
+        all_models = operator_config.spec.model_kwargs.get(
+            "model_list", cls._MAP.keys()
+        )
+        num_backtests = operator_config.spec.model_kwargs.get("num_backtests", 5)
+        sample_ratio = operator_config.spec.model_kwargs.get("sample_ratio", 0.20)
+        model_evaluator = ModelEvaluator(all_models, num_backtests, sample_ratio)
+        return model_evaluator.find_best_model(datasets, operator_config)

ads/opctl/operator/lowcode/forecast/model/forecast_datasets.py

@@ -0,0 +1,492 @@
+#!/usr/bin/env python
+
+# Copyright (c) 2023, 2025 Oracle and/or its affiliates.
+# Licensed under the Universal Permissive License v 1.0 as shown at https://oss.oracle.com/licenses/upl/
+
+from typing import Dict, List
+
+import pandas as pd
+
+from ads.opctl import logger
+from ads.opctl.operator.lowcode.common.data import AbstractData
+from ads.opctl.operator.lowcode.common.errors import (
+    DataMismatchError,
+    InvalidParameterError,
+)
+from ads.opctl.operator.lowcode.common.utils import (
+    get_frequency_in_seconds,
+    get_frequency_of_datetime,
+)
+
+from ..const import ForecastOutputColumns, SupportedModels
+from ..operator_config import ForecastOperatorConfig
+
+
+class HistoricalData(AbstractData):
+    def __init__(self, spec, historical_data=None):
+        super().__init__(spec=spec, name="historical_data", data=historical_data)
+
+    def _ingest_data(self, spec):
+        try:
+            self.freq = get_frequency_of_datetime(self.data.index.get_level_values(0))
+        except TypeError as e:
+            logger.warning(
+                f"Error determining frequency: {e.args}. Setting Frequency to None"
+            )
+            logger.debug(f"Full traceback: {e}")
+            self.freq = None
+        self._verify_dt_col(spec)
+        super()._ingest_data(spec)
+
+    def _verify_dt_col(self, spec):
+        # Check frequency is compatible with model type
+        self.freq_in_secs = get_frequency_in_seconds(
+            self.data.index.get_level_values(0)
+        )
+        if spec.model == SupportedModels.AutoMLX and abs(self.freq_in_secs) < 3600:
+            message = (
+                f"{SupportedModels.AutoMLX} requires data with a frequency of at least one hour. Please try using a different model,"
+                " or select the 'auto' option."
+            )
+            raise InvalidParameterError(message)
+
+
+class AdditionalData(AbstractData):
+    def __init__(self, spec, historical_data, additional_data=None):
+        if additional_data is not None:
+            super().__init__(spec=spec, name="additional_data", data=additional_data)
+            self.additional_regressors = list(self.data.columns)
+        elif spec.additional_data is not None:
+            super().__init__(spec=spec, name="additional_data")
+            add_dates = self.data.index.get_level_values(0).unique().tolist()
+            add_dates.sort()
+            if historical_data.get_max_time() > add_dates[-spec.horizon]:
+                raise DataMismatchError(
+                    f"The Historical Data ends on {historical_data.get_max_time()}. The additional data horizon starts on {add_dates[-spec.horizon]}. The horizon should have exactly {spec.horizon} dates after the Historical at a frequency of {historical_data.freq}"
+                )
+            elif historical_data.get_max_time() != add_dates[-(spec.horizon + 1)]:
+                raise DataMismatchError(
+                    f"The Additional Data must be present for all historical data and the entire horizon. The Historical Data ends on {historical_data.get_max_time()}. The additonal data horizon starts after {add_dates[-(spec.horizon+1)]}. These should be the same date."
+                )
+        else:
+            self.name = "additional_data"
+            self.data = None
+            self._data_dict = {}
+            self.create_horizon(spec, historical_data)
+
+    def create_horizon(self, spec, historical_data):
+        logger.debug("No additional data provided. Constructing horizon.")
+        future_dates = pd.Series(
+            pd.date_range(
+                start=historical_data.get_max_time(),
+                periods=spec.horizon + 1,
+                freq=historical_data.freq
+                or pd.infer_freq(
+                    historical_data.data.reset_index()[spec.datetime_column.name][-5:]
+                ),
+            ),
+            name=spec.datetime_column.name,
+        )
+        add_dfs = []
+        for s_id in historical_data.list_series_ids():
+            df_i = historical_data.get_data_for_series(s_id)[spec.datetime_column.name]
+            df_i = pd.DataFrame(pd.concat([df_i, future_dates[1:]]))
+            df_i[ForecastOutputColumns.SERIES] = s_id
+            df_i = df_i.set_index(
+                [spec.datetime_column.name, ForecastOutputColumns.SERIES]
+            )
+            add_dfs.append(df_i)
+        data = pd.concat(add_dfs, axis=1)
+        self.data = data.sort_values(
+            [spec.datetime_column.name, ForecastOutputColumns.SERIES], ascending=True
+        )
+        self.additional_regressors = []
+
+    def _ingest_data(self, spec):
+        _spec = spec
+        self.additional_regressors = list(self.data.columns)
+        if not self.additional_regressors:
+            logger.warning(
+                f"No additional variables found in the additional_data. Only columns found: {self.data.columns}. Skipping for now."
+            )
+        # Check that datetime column matches historical datetime column
+
+
+class TestData(AbstractData):
+    def __init__(self, spec, test_data):
+        if test_data is not None or spec.test_data is not None:
+            super().__init__(spec=spec, name="test_data", data=test_data)
+        self.dt_column_name = spec.datetime_column.name
+        self.target_name = spec.target_column
+
+
+class ForecastDatasets:
+    def __init__(
+        self,
+        config: ForecastOperatorConfig,
+        historical_data=None,
+        additional_data=None,
+        test_data=None,
+    ):
+        """Instantiates the DataIO instance.
+
+        Properties
+        ----------
+        config: ForecastOperatorConfig
+            The forecast operator configuration.
+        """
+        self.historical_data: HistoricalData = None
+        self.additional_data: AdditionalData = None
+        self._horizon = config.spec.horizon
+        self._datetime_column_name = config.spec.datetime_column.name
+        self._target_col = config.spec.target_column
+        if historical_data is not None:
+            self.historical_data = HistoricalData(config.spec, historical_data)
+            self.additional_data = AdditionalData(
+                config.spec, self.historical_data, additional_data
+            )
+        else:
+            self._load_data(config.spec)
+        self.test_data = TestData(config.spec, test_data)
+
+    def _load_data(self, spec):
+        """Loads forecasting input data."""
+        self.historical_data = HistoricalData(spec)
+        self.additional_data = AdditionalData(spec, self.historical_data)
+
+        if spec.generate_explanations and spec.additional_data is None:
+            logger.warning(
+                "Unable to generate explanations as there is no additional data passed in. Either set generate_explanations to False, or pass in additional data."
+            )
+            spec.generate_explanations = False
+
+    def get_all_data_long(self, include_horizon=True):
+        how = "outer" if include_horizon else "left"
+        return pd.merge(
+            self.historical_data.data,
+            self.additional_data.data,
+            how=how,
+            on=[self._datetime_column_name, ForecastOutputColumns.SERIES],
+        ).reset_index()
+
+    def get_all_data_long_forecast_horizon(self):
+        """Returns all data in long format for the forecast horizon."""
+        test_data = pd.merge(
+            self.historical_data.data,
+            self.additional_data.data,
+            how="outer",
+            on=[self._datetime_column_name, ForecastOutputColumns.SERIES],
+        ).reset_index()
+        return test_data[test_data[self._target_col].isnull()].reset_index(drop=True)
+
+    def get_data_multi_indexed(self):
+        return pd.concat(
+            [
+                self.historical_data.data,
+                self.additional_data.data,
+            ],
+            axis=1,
+        )
+
+    def get_data_by_series(self, include_horizon=True):
+        total_dict = {}
+        hist_data = self.historical_data.get_dict_by_series()
+        add_data = self.additional_data.get_dict_by_series()
+        how = "outer" if include_horizon else "left"
+        for s_id in self.list_series_ids():
+            # Note: ensure no duplicate column names
+            total_dict[s_id] = pd.merge(
+                hist_data[s_id],
+                add_data[s_id],
+                how=how,
+                on=[self._datetime_column_name],
+            )
+        return total_dict
+
+    def get_data_at_series(self, s_id, include_horizon=True):
+        all_data = self.get_data_by_series(include_horizon=include_horizon)
+        try:
+            return all_data[s_id]
+        except Exception as e:
+            raise InvalidParameterError(
+                f"Unable to retrieve series id: {s_id} from data. Available series ids are: {self.list_series_ids()}"
+            ) from e
+
+    def get_horizon_at_series(self, s_id):
+        return self.get_data_at_series(s_id)[-self._horizon :]
+
+    def has_artificial_series(self):
+        return bool(self.historical_data.spec.target_category_columns)
+
+    def get_earliest_timestamp(self):
+        return self.historical_data.get_min_time()
+
+    def get_latest_timestamp(self):
+        return self.historical_data.get_max_time()
+
+    def get_additional_data_column_names(self):
+        return self.additional_data.additional_regressors
+
+    def get_datetime_frequency(self):
+        return self.historical_data.freq
+
+    def get_datetime_frequency_in_seconds(self):
+        return self.historical_data.freq_in_secs
+
+    def get_num_rows(self):
+        return self.historical_data.get_num_rows()
+
+    def list_series_ids(self, sorted=True):
+        series_ids = self.historical_data.list_series_ids()
+        if sorted:
+            try:
+                series_ids.sort()
+            except Exception:
+                pass
+        return series_ids
+
+    def format_wide(self):
+        data_merged = pd.concat(
+            [
+                v[v[k].notna()].set_index(self._datetime_column_name)
+                for k, v in self.get_data_by_series().items()
+            ],
+            axis=1,
+        ).reset_index()
+        return data_merged
+
+    def get_longest_datetime_column(self):
+        return self.format_wide()[self._datetime_column_name]
+
+
+class ForecastOutput:
+    def __init__(
+        self,
+        confidence_interval_width: float,
+        horizon: int,
+        target_column: str,
+        dt_column: str,
+    ):
+        """Forecast Output contains all the details required to generate the forecast.csv output file.
+
+        init
+        -------
+        confidence_interval_width: float  value from OperatorSpec
+        horizon: int  length of horizon
+        target_column: str the name of the original target column
+        dt_column: the name of the original datetime column
+        """
+        self.series_id_map = {}
+        self._set_ci_column_names(confidence_interval_width)
+        self.horizon = horizon
+        self.target_column_name = target_column
+        self.dt_column_name = dt_column
+
+    def add_series_id(
+        self,
+        series_id: str,
+        forecast: pd.DataFrame,
+        overwrite: bool = False,
+    ):
+        if not overwrite and series_id in self.series_id_map:
+            raise ValueError(
+                f"Attempting to update ForecastOutput for series_id {series_id} when this already exists. Set overwrite to True."
+            )
+        forecast = self._check_forecast_format(forecast)
+        self.series_id_map[series_id] = forecast
+
+    def init_series_output(self, series_id, data_at_series):
+        output_i = pd.DataFrame()
+
+        output_i["Date"] = data_at_series[self.dt_column_name]
+        output_i["Series"] = series_id
+        output_i["input_value"] = data_at_series[self.target_column_name]
+
+        output_i["fitted_value"] = float("nan")
+        output_i["forecast_value"] = float("nan")
+        output_i[self.lower_bound_name] = float("nan")
+        output_i[self.upper_bound_name] = float("nan")
+        self.series_id_map[series_id] = output_i
+
+    def populate_series_output(
+        self, series_id, fit_val, forecast_val, upper_bound, lower_bound
+    ):
+        """
+        This method should be run after init_series_output has been run on this series_id
+
+        Parameters:
+        -----------
+        series_id: [str, int] the series being forecasted
+        fit_val: numpy.array of length input_value - horizon
+        forecast_val: numpy.array of length horizon containing the forecasted values
+        upper_bound: numpy.array of length horizon containing the upper_bound values
+        lower_bound: numpy.array of length horizon containing the lower_bound values
+
+        Returns:
+        --------
+        None
+        """
+        try:
+            output_i = self.series_id_map[series_id]
+        except KeyError as e:
+            raise ValueError(
+                f"Attempting to update output for series: {series_id}, however no series output has been initialized."
+            ) from e
+
+        if (output_i.shape[0] - self.horizon) == len(fit_val):
+            output_i["fitted_value"].iloc[: -self.horizon] = (
+                fit_val  # Note: may need to do len(output_i) - (len(fit_val) + horizon) : -horizon
+            )
+        elif (output_i.shape[0] - self.horizon) > len(fit_val):
+            logger.debug(
+                f"Fitted Values were only generated on a subset ({len(fit_val)}/{(output_i.shape[0] - self.horizon)}) of the data for Series: {series_id}."
+            )
+            start_idx = output_i.shape[0] - self.horizon - len(fit_val)
+            output_i["fitted_value"].iloc[start_idx : -self.horizon] = fit_val
+        else:
+            output_i["fitted_value"].iloc[start_idx : -self.horizon] = fit_val[
+                -(output_i.shape[0] - self.horizon) :
+            ]
+
+        if len(forecast_val) != self.horizon:
+            raise ValueError(
+                f"Attempting to set forecast along horizon ({self.horizon}) for series: {series_id}, however forecast is only length {len(forecast_val)}"
+            )
+        output_i["forecast_value"].iloc[-self.horizon :] = forecast_val
+
+        if len(upper_bound) != self.horizon:
+            raise ValueError(
+                f"Attempting to set upper_bound along horizon ({self.horizon}) for series: {series_id}, however upper_bound is only length {len(upper_bound)}"
+            )
+        output_i[self.upper_bound_name].iloc[-self.horizon :] = upper_bound
+
+        if len(lower_bound) != self.horizon:
+            raise ValueError(
+                f"Attempting to set lower_bound along horizon ({self.horizon}) for series: {series_id}, however lower_bound is only length {len(lower_bound)}"
+            )
+        output_i[self.lower_bound_name].iloc[-self.horizon :] = lower_bound
+
+        self.series_id_map[series_id] = output_i
+        self.verify_series_output(series_id)
+
+    def verify_series_output(self, series_id):
+        forecast = self.series_id_map[series_id]
+        self._check_forecast_format(forecast)
+
+    def get_horizon_by_series(self, series_id):
+        return self.series_id_map[series_id][-self.horizon :]
+
+    def get_horizon_long(self):
+        df = pd.DataFrame()
+        for s_id in self.list_series_ids():
+            df = pd.concat([df, self.get_horizon_by_series(s_id)])
+        return df.reset_index(drop=True)
+
+    def get_forecast(self, series_id):
+        try:
+            return self.series_id_map[series_id]
+        except KeyError:
+            logger.debug(
+                f"No Forecast found for series_id: {series_id}. Returning empty DataFrame."
+            )
+            return pd.DataFrame()
+
+    def list_series_ids(self, sorted=True):
+        series_ids = list(self.series_id_map.keys())
+        if sorted:
+            try:
+                series_ids.sort()
+            except Exception:
+                pass
+        return series_ids
+
+    def _set_ci_column_names(self, confidence_interval_width):
+        yhat_lower_percentage = (100 - confidence_interval_width * 100) // 2
+        self.upper_bound_name = "p" + str(int(100 - yhat_lower_percentage))
+        self.lower_bound_name = "p" + str(int(yhat_lower_percentage))
+
+    def _check_forecast_format(self, forecast):
+        assert isinstance(forecast, pd.DataFrame)
+        assert (
+            len(forecast.columns) == 7
+        ), f"Expected just 7 columns, but got: {forecast.columns}"
+        assert ForecastOutputColumns.DATE in forecast.columns
+        assert ForecastOutputColumns.SERIES in forecast.columns
+        assert ForecastOutputColumns.INPUT_VALUE in forecast.columns
+        assert ForecastOutputColumns.FITTED_VALUE in forecast.columns
+        assert ForecastOutputColumns.FORECAST_VALUE in forecast.columns
+        assert self.upper_bound_name in forecast.columns
+        assert self.lower_bound_name in forecast.columns
+        assert not forecast.empty
+        # forecast.columns = pd.Index([
+        #     ForecastOutputColumns.DATE,
+        #     ForecastOutputColumns.SERIES,
+        #     ForecastOutputColumns.INPUT_VALUE,
+        #     ForecastOutputColumns.FITTED_VALUE,
+        #     ForecastOutputColumns.FORECAST_VALUE,
+        #     ForecastOutputColumns.UPPER_BOUND,
+        #     ForecastOutputColumns.LOWER_BOUND,
+        # ])
+        return forecast
+
+    def get_forecast_long(self):
+        output = pd.DataFrame()
+        for df in self.series_id_map.values():
+            output = pd.concat([output, df])
+        return output.reset_index(drop=True)
+
+
+class ForecastResults:
+    """
+    Forecast Results contains all outputs from the forecast run.
+    This class is returned to users who use the Forecast's `operate` method.
+
+    """
+
+    def set_forecast(self, df: pd.DataFrame):
+        self.forecast = df
+
+    def get_forecast(self):
+        return getattr(self, "forecast", None)
+
+    def set_metrics(self, df: pd.DataFrame):
+        self.metrics = df
+
+    def get_metrics(self):
+        return getattr(self, "metrics", None)
+
+    def set_test_metrics(self, df: pd.DataFrame):
+        self.test_metrics = df
+
+    def get_test_metrics(self):
+        return getattr(self, "test_metrics", None)
+
+    def set_local_explanations(self, df: pd.DataFrame):
+        self.local_explanations = df
+
+    def get_local_explanations(self):
+        return getattr(self, "local_explanations", None)
+
+    def set_global_explanations(self, df: pd.DataFrame):
+        self.global_explanations = df
+
+    def get_global_explanations(self):
+        return getattr(self, "global_explanations", None)
+
+    def set_model_parameters(self, df: pd.DataFrame):
+        self.model_parameters = df
+
+    def get_model_parameters(self):
+        return getattr(self, "model_parameters", None)
+
+    def set_models(self, models: List):
+        self.models = models
+
+    def get_models(self):
+        return getattr(self, "models", None)
+
+    def set_errors_dict(self, errors_dict: Dict):
+        self.errors_dict = errors_dict
+
+    def get_errors_dict(self):
+        return getattr(self, "errors_dict", None)