validmind 2.5.6__py3-none-any.whl → 2.5.15__py3-none-any.whl

validmind/tests/data_validation/PhillipsPerronArch.py

@@ -17,36 +17,43 @@ logger = get_logger(__name__)
 @dataclass
 class PhillipsPerronArch(Metric):
     """
-    Executes Phillips-Perron test to assess the stationarity of time series data in each ML model feature.
-
-    **Purpose**: The Phillips-Perron (PP) test is used to establish the order of integration in time series data,
-    testing a null hypothesis that a time series is unit-root non-stationary. This is vital in forecasting and
-    understanding the stochastic behavior of data within machine learning models. Essentially, the PP test aids in
-    confirming the robustness of results and generating valid predictions from regression analysis models.
-
-    **Test Mechanism**: The PP test is conducted for each feature in the dataset. A data frame is created from the
-    dataset, and for each column in this frame, the PhillipsPerron method calculates the statistic value, p-value, used
-    lags, and number of observations. This process computes the PP metric for each feature and stores the results for
-    future reference.
-
-    **Signs of High Risk**:
-    - A high P-value could imply that the series has a unit root and is therefore non-stationary.
-    - Test statistic values that surpass critical values indicate additional evidence of non-stationarity.
-    - A high 'usedlag' value for a series could point towards autocorrelation issues which could further impede the
-    model's performance.
-
-    **Strengths**:
-    - Resilience against heteroskedasticity in the error term is a significant strength of the PP test.
-    - Its capacity to handle long time series data.
-    - Its ability to determine whether the time series is stationary or not, influencing the selection of suitable
-    models for forecasting.
-
-    **Limitations**:
-    - The PP test can only be employed within a univariate time series framework.
-    - The test relies on asymptotic theory, which means the test's power can significantly diminish for small sample
-    sizes.
-    - The need to convert non-stationary time series into stationary series through differencing might lead to loss of
-    vital data points.
+    Assesses the stationarity of time series data in each feature of the ML model using the Phillips-Perron test.
+
+    ### Purpose
+
+    The Phillips-Perron (PP) test is used to determine the stationarity of time series data for each feature in a
+    dataset, which is crucial for forecasting tasks. It tests the null hypothesis that a time series is unit-root
+    non-stationary. This is vital for understanding the stochastic behavior of the data and ensuring the robustness and
+    validity of predictions generated by regression analysis models.
+
+    ### Test Mechanism
+
+    The PP test is conducted for each feature in the dataset as follows:
+    - A data frame is created from the dataset.
+    - For each column, the Phillips-Perron method calculates the test statistic, p-value, lags used, and number of
+    observations.
+    - The results are then stored for each feature, providing a metric that indicates the stationarity of the time
+    series data.
+
+    ### Signs of High Risk
+
+    - A high p-value, indicating that the series has a unit root and is non-stationary.
+    - Test statistic values exceeding critical values, suggesting non-stationarity.
+    - High 'usedlag' value, pointing towards autocorrelation issues that may degrade model performance.
+
+    ### Strengths
+
+    - Resilience against heteroskedasticity in the error term.
+    - Effective for long time series data.
+    - Helps in determining whether the time series is stationary, aiding in the selection of suitable forecasting
+    models.
+
+    ### Limitations
+
+    - Applicable only within a univariate time series framework.
+    - Relies on asymptotic theory, which may reduce the test’s power for small sample sizes.
+    - Non-stationary time series must be converted to stationary series through differencing, potentially leading to
+    loss of important data points.
     """
 
     name = "phillips_perron"

validmind/tests/data_validation/RollingStatsPlot.py

@@ -10,41 +10,49 @@ from validmind.vm_models import Figure, Metric
 
 class RollingStatsPlot(Metric):
     """
-    This test evaluates the stationarity of time series data by plotting its rolling mean and standard deviation.
-
-    **Purpose**: The `RollingStatsPlot` metric is employed to gauge the stationarity of time series data in a given
-    dataset. This metric specifically evaluates the rolling mean and rolling standard deviation of the dataset over a
-    pre-specified window size. The rolling mean provides an understanding of the average trend in the data, while the
-    rolling standard deviation gauges the volatility of the data within the window. It is critical in preparing time
-    series data for modeling as it reveals key insights into data behavior across time.
-
-    **Test Mechanism**: This mechanism is comprised of two steps. Initially, the rolling mean and standard deviation
-    for each of the dataset's columns are calculated over a window size, which can be user-specified or by default set
-    to 12 data points. Then, the calculated rolling mean and standard deviation are visualized via separate plots,
-    illustrating the trends and volatility in the dataset. A straightforward check is conducted to ensure the existence
-    of columns in the dataset, and to verify that the given dataset has been indexed by its date and time—a necessary
-    prerequisites for time series analysis.
-
-    **Signs of High Risk**:
+    Evaluates the stationarity of time series data by plotting its rolling mean and standard deviation over a specified
+    window.
+
+    ### Purpose
+
+    The `RollingStatsPlot` metric is employed to gauge the stationarity of time series data in a given dataset. This
+    metric specifically evaluates the rolling mean and rolling standard deviation of the dataset over a pre-specified
+    window size. The rolling mean provides an understanding of the average trend in the data, while the rolling
+    standard deviation gauges the volatility of the data within the window. It is critical in preparing time series
+    data for modeling as it reveals key insights into data behavior across time.
+
+    ### Test Mechanism
+
+    This mechanism is comprised of two steps. Initially, the rolling mean and standard deviation for each of the
+    dataset's columns are calculated over a window size, which can be user-specified or by default set to 12 data
+    points. Then, the calculated rolling mean and standard deviation are visualized via separate plots, illustrating
+    the trends and volatility in the dataset. A straightforward check is conducted to ensure the existence of columns
+    in the dataset, and to verify that the given dataset has been indexed by its date and time—a necessary prerequisite
+    for time series analysis.
+
+    ### Signs of High Risk
+
     - The presence of non-stationary patterns in either the rolling mean or the rolling standard deviation plots, which
     could indicate trends or seasonality in the data that may affect the performance of time series models.
     - Missing columns in the dataset, which would prevent the execution of this metric correctly.
     - The detection of NaN values in the dataset, which may need to be addressed before the metric can proceed
     successfully.
 
-    **Strengths**:
-    - Offers visualizations of trending behaviour and volatility within the data, facilitating a broader understanding
+    ### Strengths
+
+    - Offers visualizations of trending behavior and volatility within the data, facilitating a broader understanding
     of the dataset's inherent characteristics.
-    - Checks of the dataset's integrity, such as existence of all required columns and the availability of a datetime
-    index.
+    - Checks of the dataset's integrity, such as the existence of all required columns and the availability of a
+    datetime index.
     - Adjusts to accommodate various window sizes, thus allowing accurate analysis of data with differing temporal
     granularities.
     - Considers each column of the data individually, thereby accommodating multi-feature datasets.
 
-    **Limitations**:
-    - For all columns, a fixed-size window is utilised. This may not accurately capture patterns in datasets where
+    ### Limitations
+
+    - For all columns, a fixed-size window is utilized. This may not accurately capture patterns in datasets where
     different features may require different optimal window sizes.
-    - Requires the dataset to be indexed by date and time, hence it may not be useable for datasets without a timestamp
+    - Requires the dataset to be indexed by date and time, hence it may not be usable for datasets without a timestamp
     index.
     - Primarily serves for data visualization as it does not facilitate any quantitative measures for stationarity,
     such as through statistical tests. Therefore, the interpretation is subjective and depends heavily on modeler

validmind/tests/data_validation/ScatterPlot.py

@@ -5,86 +5,71 @@
 import matplotlib.pyplot as plt
 import seaborn as sns
 
-from validmind.vm_models import Figure, Metric
+from validmind import tags, tasks
 
 
-class ScatterPlot(Metric):
+@tags("tabular_data", "visualization")
+@tasks("classification", "regression")
+def ScatterPlot(dataset):
     """
-    Creates a scatter plot matrix to visually analyze feature relationships, patterns, and outliers in a dataset.
-
-    **Purpose**: The ScatterPlot metric is designed to offer a visual analysis of a given dataset by constructing a
-    scatter plot matrix encapsulating all the dataset's features (or columns). Its primary function lies in unearthing
-    relationships, patterns, or outliers across different features, thus providing both quantitative and qualitative
-    insights into the multidimensional relationships within the dataset. This visual assessment aids in understanding
-    the efficacy of the chosen features for model training and their overall suitability.
-
-    **Test Mechanism**: Using the seaborn library, the ScatterPlot class creates the scatter plot matrix. The process
-    includes retrieving all columns from the dataset, verifying their existence, and subsequently generating a pairplot
-    for these columns. A kernel density estimate (kde) is utilized to present a smoother, univariate distribution along
-    the grid's diagonal. The final plot is housed in an array of Figure objects, each wrapping a matplotlib figure
-    instance for storage and future usage.
-
-    **Signs of High Risk**:
-    - The emergence of non-linear or random patterns across different feature pairs. This may suggest intricate
-    relationships unfit for linear presumptions.
-    - A lack of clear patterns or clusters which might point to weak or non-existent correlations among features, thus
-    creating a problem for certain model types.
-    - The occurrence of outliers as visual outliers in your data can adversely influence the model's performance.
-
-    **Strengths**:
-    - It offers insight into the multidimensional relationships among multiple features.
-    - It assists in identifying trends, correlations, and outliers which could potentially affect the model's
-    performance.
-    - As a diagnostic tool, it can validate whether certain assumptions made during the model-creation process, such as
-    linearity, hold true.
-    - The tool's versatility extends to its application for both regression and classification tasks.
-
-    **Limitations**:
-    - Scatter plot matrices may become cluttered and hard to decipher as the number of features escalates, resulting in
-    complexity and confusion.
-    - While extremely proficient in revealing pairwise relationships, these matrices may fail to illuminate complex
-    interactions that involve three or more features.
-    - These matrices are primarily visual tools, so the precision of quantitative analysis may be compromised.
-    - If not clearly visible, outliers can be missed, which could negatively affect model performance.
-    - It assumes that the dataset can fit into the computer's memory, which might not always be valid particularly for
-    extremely large datasets.
+    Assesses visual relationships, patterns, and outliers among features in a dataset through scatter plot matrices.
+
+    ### Purpose
+
+    The ScatterPlot test aims to visually analyze a given dataset by constructing a scatter plot matrix of its
+    numerical features. The primary goal is to uncover relationships, patterns, and outliers across different features
+    to provide both quantitative and qualitative insights into multidimensional relationships within the dataset. This
+    visual assessment aids in understanding the efficacy of the chosen features for model training and their
+    suitability.
+
+    ### Test Mechanism
+
+    Using the Seaborn library, the ScatterPlot function creates the scatter plot matrix. The process involves
+    retrieving all numerical columns from the dataset and generating a scatter matrix for these columns. The resulting
+    scatter plot provides visual representations of feature relationships. The function also adjusts axis labels for
+    readability and returns the final plot as a Matplotlib Figure object for further analysis and visualization.
+
+    ### Signs of High Risk
+
+    - The emergence of non-linear or random patterns across different feature pairs, suggesting complex relationships
+    unsuitable for linear assumptions.
+    - Lack of clear patterns or clusters, indicating weak or non-existent correlations among features, which could
+    challenge certain model types.
+    - Presence of outliers, as visual outliers can adversely influence the model's performance.
+
+    ### Strengths
+
+    - Provides insight into the multidimensional relationships among multiple features.
+    - Assists in identifying trends, correlations, and outliers that could affect model performance.
+    - Validates assumptions made during model creation, such as linearity.
+    - Versatile for application in both regression and classification tasks.
+    - Using Seaborn facilitates an intuitive and detailed visual exploration of data.
+
+    ### Limitations
+
+    - Scatter plot matrices may become cluttered and hard to decipher as the number of features increases.
+    - Primarily reveals pairwise relationships and may fail to illuminate complex interactions involving three or more
+    features.
+    - Being a visual tool, precision in quantitative analysis might be compromised.
+    - Outliers not clearly visible in plots can be missed, affecting model performance.
+    - Assumes that the dataset can fit into the computer's memory, which might not be valid for extremely large
+    datasets.
     """
 
-    name = "scatter_plot"
-    required_inputs = ["dataset"]
-    tasks = ["classification", "regression"]
-    tags = ["tabular_data", "visualization"]
-
-    def run(self):
-        columns = list(self.inputs.dataset.df.columns)
-
-        df = self.inputs.dataset.df[columns]
-
-        if not set(columns).issubset(set(df.columns)):
-            raise ValueError("Provided 'columns' must exist in the dataset")
-
-        g = sns.pairplot(data=df, diag_kind="kde")
-        for ax in g.axes.flatten():
-            # rotate x axis labels
-            ax.set_xlabel(ax.get_xlabel(), rotation=45)
-            # rotate y axis labels
-            ax.set_ylabel(ax.get_ylabel(), rotation=45)
-            # set y labels alignment
-            ax.yaxis.get_label().set_horizontalalignment("right")
-        # Get the current figure
-        fig = plt.gcf()
-
-        figures = []
-        figures.append(
-            Figure(
-                for_object=self,
-                key=self.key,
-                figure=fig,
-            )
-        )
-
-        plt.close("all")
-
-        return self.cache_results(
-            figures=figures,
-        )
+    g = sns.pairplot(data=dataset.df, diag_kind="kde")
+    for ax in g.axes.flatten():
+        # rotate x axis labels
+        ax.set_xlabel(ax.get_xlabel(), rotation=45)
+        # rotate y axis labels
+        ax.set_ylabel(ax.get_ylabel(), rotation=45)
+        # set y labels alignment
+        ax.yaxis.get_label().set_horizontalalignment("right")
+    # Get the current figure
+    fig = plt.gcf()
+
+    figures = []
+    figures.append(fig)
+
+    plt.close("all")
+
+    return tuple(figures)

validmind/tests/data_validation/SeasonalDecompose.py

@@ -19,41 +19,45 @@ logger = get_logger(__name__)
 
 class SeasonalDecompose(Metric):
     """
-    Decomposes dataset features into observed, trend, seasonal, and residual components to identify patterns and
-    validate dataset.
-
-    **Purpose**: This test utilizes the Seasonal Decomposition of Time Series by Loess (STL) method to decompose a
-    dataset into its fundamental components: observed, trend, seasonal, and residuals. The purpose is to identify
-    implicit patterns, majorly any seasonality, in the dataset's features which aid in developing a more comprehensive
-    understanding and effectively validating the dataset.
-
-    **Test Mechanism**: The testing process exploits the `seasonal_decompose` function from the
-    `statsmodels.tsa.seasonal` library to evaluate each feature in the dataset. It isolates each feature into four
-    components: observed, trend, seasonal, and residuals, and generates essentially six subplot graphs per feature for
-    visual interpretation of the results. Prior to the seasonal decomposition, non-finite values are scrutinized and
-    removed thus, ensuring reliability in the analysis.
-
-    **Signs of High Risk**:
-    - **Non-Finiteness**: If a dataset carries too many non-finite values it might flag high risk as these values are
+    Assesses patterns and seasonality in a time series dataset by decomposing its features into foundational components.
+
+    ### Purpose
+
+    The Seasonal Decompose test aims to decompose the features of a time series dataset into their fundamental
+    components: observed, trend, seasonal, and residuals. By utilizing the Seasonal Decomposition of Time Series by
+    Loess (STL) method, the test identifies underlying patterns, predominantly seasonality, in the dataset's features.
+    This aids in developing a more comprehensive understanding of the dataset, which in turn facilitates more effective
+    model validation.
+
+    ### Test Mechanism
+
+    The testing process leverages the `seasonal_decompose` function from the `statsmodels.tsa.seasonal` library to
+    evaluate each feature in the dataset. It isolates each feature into four components—observed, trend, seasonal, and
+    residuals—and generates six subplot graphs per feature for visual interpretation. Prior to decomposition, the test
+    scrutinizes and removes any non-finite values, ensuring the reliability of the analysis.
+
+    ### Signs of High Risk
+
+    - **Non-Finiteness**: Datasets with a high number of non-finite values may flag as high risk since these values are
     omitted before conducting the seasonal decomposition.
-    - **Frequent Warnings**: The test could be at risk if it chronically fails to infer frequency for a scrutinized
-    feature.
-    - **High Seasonality**: A high seasonal component could potentially render forecasts unreliable due to overwhelming
-    seasonal variation.
-
-    **Strengths**:
-    - **Seasonality Detection**: The code aptly discerns hidden seasonality patterns in the features of datasets.
-    - **Visualization**: The test facilitates interpretation and comprehension via graphical representations.
-    - **Unrestricted Usage**: The code is not confined to any specific regression model, thereby promoting wide-ranging
-    applicability.
-
-    **Limitations**:
-    - **Dependence on Assumptions**: The test presumes that features in the dataset are periodically distributed. If no
-    frequency could be inferred for a variable, that feature is excluded from the test.
-    - **Handling Non-finite Values**: The test disregards non-finite values during the analysis which could potentially
-    result in incomplete understanding of the dataset.
-    - **Unreliability with Noisy Datasets**: The test tends to produce unreliable results when used with heavy noise
-    present in the dataset.
+    - **Frequent Warnings**: Chronic failure to infer the frequency for a scrutinized feature indicates high risk.
+    - **High Seasonality**: A significant seasonal component could potentially render forecasts unreliable due to
+    overwhelming seasonal variation.
+
+    ### Strengths
+
+    - **Seasonality Detection**: Accurately discerns hidden seasonality patterns in dataset features.
+    - **Visualization**: Facilitates interpretation and comprehension through graphical representations.
+    - **Unrestricted Usage**: Not confined to any specific regression model, promoting wide-ranging applicability.
+
+    ### Limitations
+
+    - **Dependence on Assumptions**: Assumes that dataset features are periodically distributed. Features with no
+    inferable frequency are excluded from the test.
+    - **Handling Non-Finite Values**: Disregards non-finite values during analysis, potentially resulting in an
+    incomplete understanding of the dataset.
+    - **Unreliability with Noisy Datasets**: Produces unreliable results when used with datasets that contain heavy
+    noise.
     """
 
     name = "seasonal_decompose"

validmind/tests/data_validation/Skewness.py

@@ -20,43 +20,41 @@ from validmind.vm_models import (
 @dataclass
 class Skewness(ThresholdTest):
     """
-    Evaluates the skewness of numerical data in a machine learning model and checks if it falls below a set maximum
-    threshold.
-
-    **Purpose**: The purpose of the Skewness test is to measure the asymmetry in the distribution of data within a
-    predictive machine learning model. Specifically, it evaluates the divergence of said distribution from a normal
-    distribution. In understanding the level of skewness, we can potentially identify issues with data quality, an
-    essential component for optimizing the performance of traditional machine learning models in both classification
-    and regression settings.
-
-    **Test Mechanism**: This test calculates skewness of numerical columns in a dataset, which is extracted from the
-    DataFrame, specifically focusing on numerical data types. The skewness value is then contrasted against a
-    predetermined maximum threshold, set by default to 1. The skewness value under review is deemed to have passed the
-    test only if it is less than this maximum threshold; otherwise, the test is considered 'fail'. Subsequently, the
-    test results of each column, together with the skewness value and column name, are cached.
-
-    **Signs of High Risk**:
-
-    - The presence of substantial skewness levels that significantly exceed the maximum threshold is an indication of
-    skewed data distribution and subsequently high model risk.
-    - Persistent skewness in data could signify that the foundational assumptions of the machine learning model may not
-    be applicable, potentially leading to subpar model performance, erroneous predictions, or biased inferences.
-
-    **Strengths**:
-
-    - Fast and efficient identification of unequal data
-    - distributions within a machine learning model is enabled by the skewness test.
-    - The maximum threshold parameter can be adjusted to meet the user's specific needs, enhancing the test's
-    versatility.
-
-    **Limitations**:
-
-    - The test only evaluates numeric columns, which means that data in non-numeric columns could still include bias or
-    problematic skewness that this test does not capture.
-    - The test inherently assumes that the data should follow a normal distribution, an expectation which may not
-    always be met in real-world data.
-    - The risk grading is largely dependent on a subjective threshold, which may result in excessive strictness or
-    leniency depending upon selection. This factor might require expert input and recurrent iterations for refinement.
+    Evaluates the skewness of numerical data in a dataset to check against a defined threshold, aiming to ensure data
+    quality and optimize model performance.
+
+    ### Purpose
+
+    The purpose of the Skewness test is to measure the asymmetry in the distribution of data within a predictive
+    machine learning model. Specifically, it evaluates the divergence of said distribution from a normal distribution.
+    Understanding the level of skewness helps identify data quality issues, which are crucial for optimizing the
+    performance of traditional machine learning models in both classification and regression settings.
+
+    ### Test Mechanism
+
+    This test calculates the skewness of numerical columns in the dataset, focusing specifically on numerical data
+    types. The calculated skewness value is then compared against a predetermined maximum threshold, which is set by
+    default to 1. If the skewness value is less than this maximum threshold, the test passes; otherwise, it fails. The
+    test results, along with the skewness values and column names, are then recorded for further analysis.
+
+    ### Signs of High Risk
+
+    - Substantial skewness levels that significantly exceed the maximum threshold.
+    - Persistent skewness in the data, indicating potential issues with the foundational assumptions of the machine
+    learning model.
+    - Subpar model performance, erroneous predictions, or biased inferences due to skewed data distributions.
+
+    ### Strengths
+
+    - Fast and efficient identification of unequal data distributions within a machine learning model.
+    - Adjustable maximum threshold parameter, allowing for customization based on user needs.
+    - Provides a clear quantitative measure to mitigate model risks related to data skewness.
+
+    ### Limitations
+
+    - Only evaluates numeric columns, potentially missing skewness or bias in non-numeric data.
+    - Assumes that data should follow a normal distribution, which may not always be applicable to real-world data.
+    - Subjective threshold for risk grading, requiring expert input and recurrent iterations for refinement.
     """
 
     name = "skewness"

validmind/tests/data_validation/SpreadPlot.py

@@ -10,46 +10,46 @@ from validmind.vm_models import Figure, Metric
 
 class SpreadPlot(Metric):
     """
-    Visualizes the spread relationship between pairs of time-series variables in a dataset, thereby aiding in
-    identification of potential correlations.
+    Assesses potential correlations between pairs of time series variables through visualization to enhance
+    understanding of their relationships.
 
-    **Purpose**:
-    The SpreadPlot metric is intended to graphically illustrate and analyse the relationships between pairs of time
-    series variables within a given dataset. This facilitated understanding helps in identifying and assessing
-    potential time series correlations, like cointegration, between the variables.
+    ### Purpose
 
-    **Test Mechanism**:
-    The SpreadPlot metric operates by computing and representing the spread between each pair of time series variables
-    in the dataset. In particular, the difference between two variables is calculated and presented as a line graph.
-    This method is iterated for each unique pair of variables in the dataset.
+    The SpreadPlot test aims to graphically illustrate and analyze the relationships between pairs of time series
+    variables within a given dataset. This facilitated understanding helps in identifying and assessing potential time
+    series correlations, such as cointegration, between the variables.
 
-    **Signs of High Risk**:
-    Potential indicators of high risk related to the SpreadPlot metric might include:
+    ### Test Mechanism
 
-    - Large fluctuations in the spread over a given timespan
-    - Unexpected patterns or trends that may signal a potential risk in the underlying correlations between the
-    variables
+    The SpreadPlot test computes and represents the spread between each pair of time series variables in the dataset.
+    Specifically, the difference between two variables is calculated and presented as a line graph. This process is
+    iterated for each unique pair of variables in the dataset, allowing for comprehensive visualization of their
+    relationships.
+
+    ### Signs of High Risk
+
+    - Large fluctuations in the spread over a given timespan.
+    - Unexpected patterns or trends that may signal potential risks in the underlying correlations between the
+    variables.
     - Presence of significant missing data or extreme outlier values, which could potentially skew the spread and
-    indicate high risk
-
-    **Strengths**:
-    The SpreadPlot metric provides several key advantages:
-
-    - It allows for thorough visual examination and interpretation of the correlations between time-series pairs
-    - It aids in revealing complex relationships like cointegration
-    - It enhances interpretability by visualising the relationships, thereby helping in spotting outliers and trends
-    - It is capable of handling numerous variable pairs from the dataset through a versatile and adaptable process
-
-    **Limitations**:
-    Despite its advantages, the SpreadPlot metric does have certain drawbacks:
-
-    - It primarily serves as a visualisation tool and does not offer quantitative measurements or statistics to
-    objectively determine relationships
-    - It heavily relies on the quality and granularity of the data - missing data or outliers can notably disturb the
-    interpretation of the relationships
-    - It can become inefficient or difficult to interpret with a high number of variables due to the profuse number of
-    plots
-    - It might not completely capture intricate non-linear relationships between the variables
+    indicate high risk.
+
+    ### Strengths
+
+    - Allows for thorough visual examination and interpretation of the correlations between time-series pairs.
+    - Aids in revealing complex relationships like cointegration.
+    - Enhances interpretability by visualizing the relationships, thereby helping in spotting outliers and trends.
+    - Capable of handling numerous variable pairs from the dataset through a versatile and adaptable process.
+
+    ### Limitations
+
+    - Primarily serves as a visualization tool and does not offer quantitative measurements or statistics to
+    objectively determine relationships.
+    - Heavily relies on the quality and granularity of the data—missing data or outliers can notably disturb the
+    interpretation of relationships.
+    - Can become inefficient or difficult to interpret with a high number of variables due to the profuse number of
+    plots.
+    - Might not completely capture intricate non-linear relationships between the variables.
     """
 
     name = "spread_plot"