6.7. Time Series#
This section shows some tools to work with datetime and time series.
6.7.1. datefinder: Automatically Find Dates and Time in a Python String#
Show code cell content
!pip install datefinder
If you want to automatically find date and time with different formats in a Python string, try datefinder.
from datefinder import find_dates
text = """"We have one meeting on May 17th, 2021 at 9:00am
and another meeting on 5/18/2021 at 10:00.
I hope you can attend one of the meetings."""
matches = find_dates(text)
for match in matches:
print("Date and time:", match)
print("Only day:", match.day)
Date and time: 2021-05-17 09:00:00
Only day: 17
Date and time: 2021-05-18 10:00:00
Only day: 18
6.7.2. Fastai’s add_datepart: Add Relevant DateTime Features in One Line of Code#
Show code cell content
!pip install fastai
When working with time series, other features such as year, month, week, day of the week, day of the year, whether it is the end of the year or not, can be really helpful to predict future events. Is there a way that you can get all of those features in one line of code?
Fastai’s add_datepart method allows you to do exactly that.
import pandas as pd
from fastai.tabular.core import add_datepart
from datetime import datetime
df = pd.DataFrame(
{
"date": [
datetime(2020, 2, 5),
datetime(2020, 2, 6),
datetime(2020, 2, 7),
datetime(2020, 2, 8),
],
"val": [1, 2, 3, 4],
}
)
df
| date | val | |
|---|---|---|
| 0 | 2020-02-05 | 1 |
| 1 | 2020-02-06 | 2 |
| 2 | 2020-02-07 | 3 |
| 3 | 2020-02-08 | 4 |
df = add_datepart(df, "date")
df.columns
Index(['val', 'Year', 'Month', 'Week', 'Day', 'Dayofweek', 'Dayofyear',
'Is_month_end', 'Is_month_start', 'Is_quarter_end', 'Is_quarter_start',
'Is_year_end', 'Is_year_start', 'Elapsed'],
dtype='object')
6.7.3. Maya: Convert the string to datetime automatically#
Show code cell content
!pip install maya
If you want to convert a string type to a datetime type, the common way is to use strptime(date_string, format). But it is quite inconvenient to specify the structure of your datetime string, such as ‘ %Y-%m-%d %H:%M:%S’.
There is a tool that helps you convert the string to datetime automatically called maya. You just need to parse the string and maya will figure out the structure of your string.
import maya
# Automatically parse datetime string
string = "2016-12-16 18:23:45.423992+00:00"
maya.parse(string).datetime()
datetime.datetime(2016, 12, 16, 18, 23, 45, 423992, tzinfo=<UTC>)
Better yet, if you want to convert the string to a different time zone (for example, CST), you can parse that into maya’s datetime function.
maya.parse(string).datetime(to_timezone="US/Central")
datetime.datetime(2016, 12, 16, 12, 23, 45, 423992, tzinfo=<DstTzInfo 'US/Central' CST-1 day, 18:00:00 STD>)
6.7.4. Pendulum: Python Datetimes Made Easy#
Show code cell content
!pip install pendulum
While native datetime instances are sufficient for simple cases, they can become difficult to work with when dealing with more complex scenarios.
Pendulum, on the other hand, offers a more intuitive and user-friendly API, making it a convenient drop-in replacement for the standard datetime class.
The examples below demonstrate the syntax differences between using the standard datetime library and Pendulum.
Datetime:
from datetime import datetime, timedelta
import pytz
# Get current time in Paris
paris_time = datetime.now(pytz.timezone("Europe/Paris"))
# Convert Paris time to Toronto time
toronto_timezone = pytz.timezone("America/Toronto")
toronto_time = paris_time.astimezone(toronto_timezone)
# Add two days
future_datetime = toronto_time + timedelta(days=2)
print("Toronto Time:", toronto_time)
print("Paris Time:", paris_time)
print("Future datetime (after adding two days):", future_datetime)
Toronto Time: 2024-03-26 10:19:01.843320-04:00
Paris Time: 2024-03-26 15:19:01.843320+01:00
Future datetime (after adding two days): 2024-03-28 10:19:01.843320-04:00
Pendulum:
import pendulum
# Get current time in Paris
paris_time = pendulum.now("Europe/Paris")
# Convert Paris time to Toronto time
toronto_time = paris_time.in_timezone("America/Toronto")
# Add two days
future_datetime = toronto_time.add(days=2)
print("Toronto Time:", toronto_time)
print("Paris Time:", paris_time)
print("Future datetime (after adding two days):", future_datetime)
Toronto Time: 2024-03-26 10:19:03.398059-04:00
Paris Time: 2024-03-26 15:19:03.398059+01:00
Future datetime (after adding two days): 2024-03-28 10:19:03.398059-04:00
6.7.5. traces: A Python Library for Unevenly-Spaced Time Series Analysis#
Show code cell content
!pip install traces
If you are working with unevenly-spaced time series, try traces. traces allows you to get the values of the datetimes not specified in your time series based on the values of other datetimes.
For example, while logging our working hours for each date, we forgot to log the working hours for some dates.
# Log working hours for each date
import traces
from datetime import datetime
working_hours = traces.TimeSeries()
working_hours[datetime(2021, 9, 10)] = 10
working_hours[datetime(2021, 9, 12)] = 5
working_hours[datetime(2021, 9, 13)] = 6
working_hours[datetime(2021, 9, 16)] = 2
We can get the working hours of dates we forgot to log using traces.
# Get value on 2021/09/11
working_hours[datetime(2021, 9, 11)]
10
# Get value on 2021/09/14
working_hours[datetime(2021, 9, 14)]
6
We can also get the distribution of our working hours from 2021-9-10 to 2021-9-16 using distribution:
distribution = working_hours.distribution(
start=datetime(2021, 9, 10),
end=datetime(2021, 9, 16)
)
distribution
Histogram({5: 0.16666666666666666, 6: 0.5, 10: 0.3333333333333333})
From the output above, it seems like we work 6 hours per day 50% of the time.
Get the median working hours:
distribution.median()
6.0
Get the mean working hours:
distribution.mean()
7.166666666666666
6.7.6. Extract holiday from date column#
Show code cell content
!pip install holidays
You have a date column and you think the holidays might affect the target of your data. Is there an easy way to extract the holidays from the date? That is when holidays package comes in handy.
Holidays package provides a dictionary of holidays for different countries. The code below is to confirm whether 2020-07-04 is a US holiday and extract the name of the holiday.
from datetime import date
import holidays
us_holidays = holidays.UnitedStates()
"2014-07-04" in us_holidays
True
The great thing about this package is that you can write the date in whatever way you want and the package is still able to detect which date you are talking about.
us_holidays.get("2014-7-4")
'Independence Day'
us_holidays.get("2014/7/4")
'Independence Day'
6.7.7. Workalendar: Handle Working-Day Computation in Python#
Show code cell content
!pip install workalendar
If you want to handle calendars, holidays, and working-day-related computations, use Workalendar. Workalendar supports nearly 100 countries over the world.
from datetime import date
from workalendar.usa import UnitedStates
from workalendar.asia import Japan
# Get all holidays in the US
US_cal = UnitedStates()
US_cal.holidays(2022)
[(datetime.date(2021, 12, 31), 'New year (Observed)'),
(datetime.date(2022, 1, 1), 'New year'),
(datetime.date(2022, 1, 17), 'Birthday of Martin Luther King, Jr.'),
(datetime.date(2022, 2, 21), "Washington's Birthday"),
(datetime.date(2022, 5, 30), 'Memorial Day'),
(datetime.date(2022, 7, 4), 'Independence Day'),
(datetime.date(2022, 9, 5), 'Labor Day'),
(datetime.date(2022, 10, 10), 'Columbus Day'),
(datetime.date(2022, 11, 11), 'Veterans Day'),
(datetime.date(2022, 11, 24), 'Thanksgiving Day'),
(datetime.date(2022, 12, 25), 'Christmas Day'),
(datetime.date(2022, 12, 26), 'Christmas Day (Observed)')]
US_cal.is_working_day(date(2022, 1, 22)) # Saturday
False
US_cal.is_working_day(date(2021, 12, 24)) # Thanksgiving Day
False
# Calculate working days between 2022/1/19 and 2022/5/15
US_cal.get_working_days_delta(date(2022, 1, 19), date(2022, 5, 15))
81
# Get holidays in Japan
JA_cal = Japan()
JA_cal.holidays(2022)
[(datetime.date(2022, 1, 1), 'New year'),
(datetime.date(2022, 1, 10), 'Coming of Age Day'),
(datetime.date(2022, 2, 11), 'Foundation Day'),
(datetime.date(2022, 2, 23), "The Emperor's Birthday"),
(datetime.date(2022, 3, 21), 'Vernal Equinox Day'),
(datetime.date(2022, 4, 29), 'Showa Day'),
(datetime.date(2022, 5, 3), 'Constitution Memorial Day'),
(datetime.date(2022, 5, 4), 'Greenery Day'),
(datetime.date(2022, 5, 5), "Children's Day"),
(datetime.date(2022, 7, 18), 'Marine Day'),
(datetime.date(2022, 8, 11), 'Mountain Day'),
(datetime.date(2022, 9, 19), 'Respect-for-the-Aged Day'),
(datetime.date(2022, 9, 23), 'Autumnal Equinox Day'),
(datetime.date(2022, 10, 10), 'Sports Day'),
(datetime.date(2022, 11, 3), 'Culture Day'),
(datetime.date(2022, 11, 23), 'Labour Thanksgiving Day')]
6.7.8. Pmdarima: Harness R’s auto.arima Power with a scikit-learn-Like Interface#
Show code cell content
!pip install pmdarima
To achieve functionality similar to R’s auto.arima within a scikit-learn-like interface, use Pmdarima.
import pmdarima as pm
from pmdarima.model_selection import train_test_split
import numpy as np
import matplotlib.pyplot as plt
# Load/split your data
y = pm.datasets.load_wineind()
train, test = train_test_split(y, train_size=150)
# Fit your model
model = pm.auto_arima(train, seasonal=True, m=12)
# Make your forecasts
forecasts = model.predict(test.shape[0]) # predict N steps into the future
# Visualize the forecasts (blue=train, green=forecasts)
x = np.arange(y.shape[0])
plt.plot(x[:150], train, c="blue")
plt.plot(x[150:], forecasts, c="green")
plt.show()
Fitting a more complex pipeline on the sunspots dataset, serializing it, and then loading it from disk to make predictions:
import pmdarima as pm
from pmdarima.model_selection import train_test_split
from pmdarima.pipeline import Pipeline
from pmdarima.preprocessing import BoxCoxEndogTransformer
import pickle
# Load/split your data
y = pm.datasets.load_sunspots()
train, test = train_test_split(y, train_size=2700)
# Define and fit your pipeline
pipeline = Pipeline([
('boxcox', BoxCoxEndogTransformer(lmbda2=1e-6)),
('arima', pm.AutoARIMA(seasonal=True, m=12,
suppress_warnings=True,
trace=True))
])
pipeline.fit(train)
# Serialize your model just like you would in scikit:
with open('model.pkl', 'wb') as pkl:
pickle.dump(pipeline, pkl)
# Load it and make predictions seamlessly:
with open('model.pkl', 'rb') as pkl:
mod = pickle.load(pkl)
print(mod.predict(15))
Performing stepwise search to minimize aic
ARIMA(2,1,2)(1,0,1)[12] intercept : AIC=inf, Time=6.52 sec
ARIMA(0,1,0)(0,0,0)[12] intercept : AIC=10383.210, Time=0.04 sec
ARIMA(1,1,0)(1,0,0)[12] intercept : AIC=10020.218, Time=0.80 sec
ARIMA(0,1,1)(0,0,1)[12] intercept : AIC=9831.422, Time=1.11 sec
ARIMA(0,1,0)(0,0,0)[12] : AIC=10381.212, Time=0.05 sec
ARIMA(0,1,1)(0,0,0)[12] intercept : AIC=9830.357, Time=0.12 sec
ARIMA(0,1,1)(1,0,0)[12] intercept : AIC=9831.459, Time=0.70 sec
ARIMA(0,1,1)(1,0,1)[12] intercept : AIC=9831.930, Time=3.67 sec
ARIMA(1,1,1)(0,0,0)[12] intercept : AIC=9817.480, Time=0.22 sec
ARIMA(1,1,1)(1,0,0)[12] intercept : AIC=9817.508, Time=1.15 sec
ARIMA(1,1,1)(0,0,1)[12] intercept : AIC=9817.413, Time=2.34 sec
ARIMA(1,1,1)(1,0,1)[12] intercept : AIC=9817.657, Time=3.29 sec
ARIMA(1,1,1)(0,0,2)[12] intercept : AIC=9817.996, Time=4.25 sec
ARIMA(1,1,1)(1,0,2)[12] intercept : AIC=9820.047, Time=4.23 sec
ARIMA(1,1,0)(0,0,1)[12] intercept : AIC=10020.213, Time=0.82 sec
ARIMA(2,1,1)(0,0,1)[12] intercept : AIC=9817.896, Time=2.30 sec
ARIMA(1,1,2)(0,0,1)[12] intercept : AIC=9818.625, Time=2.49 sec
ARIMA(0,1,0)(0,0,1)[12] intercept : AIC=10385.194, Time=0.98 sec
ARIMA(0,1,2)(0,0,1)[12] intercept : AIC=9816.628, Time=1.55 sec
ARIMA(0,1,2)(0,0,0)[12] intercept : AIC=9816.710, Time=0.41 sec
ARIMA(0,1,2)(1,0,1)[12] intercept : AIC=9816.881, Time=4.06 sec
ARIMA(0,1,2)(0,0,2)[12] intercept : AIC=9817.222, Time=3.11 sec
ARIMA(0,1,2)(1,0,0)[12] intercept : AIC=9816.722, Time=1.20 sec
ARIMA(0,1,2)(1,0,2)[12] intercept : AIC=9813.247, Time=10.18 sec
ARIMA(0,1,2)(2,0,2)[12] intercept : AIC=inf, Time=19.62 sec
ARIMA(0,1,2)(2,0,1)[12] intercept : AIC=9819.401, Time=3.04 sec
ARIMA(0,1,1)(1,0,2)[12] intercept : AIC=9834.327, Time=3.96 sec
ARIMA(1,1,2)(1,0,2)[12] intercept : AIC=9815.242, Time=17.06 sec
ARIMA(0,1,3)(1,0,2)[12] intercept : AIC=9815.236, Time=15.52 sec
ARIMA(1,1,3)(1,0,2)[12] intercept : AIC=9816.564, Time=23.76 sec
ARIMA(0,1,2)(1,0,2)[12] : AIC=9811.253, Time=6.00 sec
ARIMA(0,1,2)(0,0,2)[12] : AIC=9815.230, Time=1.26 sec
ARIMA(0,1,2)(1,0,1)[12] : AIC=9814.890, Time=1.09 sec
ARIMA(0,1,2)(2,0,2)[12] : AIC=inf, Time=9.39 sec
ARIMA(0,1,2)(0,0,1)[12] : AIC=9814.636, Time=0.61 sec
ARIMA(0,1,2)(2,0,1)[12] : AIC=9817.409, Time=1.12 sec
ARIMA(0,1,1)(1,0,2)[12] : AIC=9832.334, Time=1.30 sec
ARIMA(1,1,2)(1,0,2)[12] : AIC=9813.248, Time=5.01 sec
ARIMA(0,1,3)(1,0,2)[12] : AIC=9813.242, Time=4.11 sec
ARIMA(1,1,1)(1,0,2)[12] : AIC=9818.055, Time=1.73 sec
ARIMA(1,1,3)(1,0,2)[12] : AIC=9814.546, Time=8.53 sec
Best model: ARIMA(0,1,2)(1,0,2)[12]
Total fit time: 178.878 seconds
[26.73630214 26.72738664 27.33806937 27.97670263 26.94336951 27.27600697
26.76335004 27.06207145 28.18910652 27.76778119 28.01474934 27.41947969
27.57286429 27.30950555 27.63971231]
6.7.9. aeon: The Ultimate Library for Time-Series Forecasting and Classification#
Show code cell content
!pip install aeon
aeon is a library for time-series data that is compatible with scikit-learn and offers a variety of advanced algorithms for learning tasks like forecasting and classification.
import pandas as pd
from aeon.forecasting.trend import TrendForecaster
y = pd.Series([20.0, 40.0, 60.0, 80.0, 100.0])
forecaster = TrendForecaster()
# fit the forecaster
forecaster.fit(y)
# forecast the next 3 values
forecaster.predict(fh=[1, 2, 3])
5 120.0
6 140.0
7 160.0
dtype: float64
import numpy as np
from aeon.classification.distance_based import KNeighborsTimeSeriesClassifier
# 3 samples and 6 time steps
X = np.array([[1, 2, 3, 4, 5, 5], [1, 2, 3, 4, 4, 2], [8, 7, 6, 5, 4, 4]])
# class labels for each sample
y = np.array(["low", "low", "high"])
# Define the classifier
clf = KNeighborsTimeSeriesClassifier(distance="dtw")
# fit the classifier on train data
clf.fit(X, y)
# Test data
X_test = np.array([[2, 2, 2, 2, 2, 2], [6, 6, 6, 6, 6, 6]])
# Make class predictions on new data
y_pred = clf.predict(X_test)
y_pred
array(['low', 'high'], dtype='<U4')
6.7.10. Ruptures: Detecting Change Points in Non-Stationary Signals#
Show code cell content
!pip install ruptures
Use ruptures to detect change points from non-stationary signals such as trend, seasonality, and variance.
With change points, you can detect anomalies or deviations from the expected behavior and gain insights into when these transitions occur.
import matplotlib.pyplot as plt
import ruptures as rpt
# generate signal
n_samples, n_features, sigma = 1000, 3, 3
num_breakpoints = 3
signal, true_breakpoints = rpt.pw_constant(
n_samples, n_features, num_breakpoints, noise_std=sigma
)
# detection
algo = rpt.Pelt(model="rbf").fit(signal)
predicted_breakpoints = algo.predict(pen=10)
# display
rpt.display(signal, predicted_breakpoints)
plt.show()
6.7.11. GluonTS: Probabilistic Time Series Modeling in Python#
Probabilistic models offer a range of possible future outcomes, rather than a single fixed prediction, allowing for the assessment of risk associated with adverse events.
GluonTS streamlines the process of using probabilistic models for time series data.
import pandas as pd
import matplotlib.pyplot as plt
from gluonts.dataset.pandas import PandasDataset
from gluonts.dataset.split import split
from gluonts.torch import DeepAREstimator
# Load data from a CSV file into a PandasDataset
df = pd.read_csv(
"https://raw.githubusercontent.com/AileenNielsen/"
"TimeSeriesAnalysisWithPython/master/data/AirPassengers.csv",
index_col=0,
parse_dates=True,
)
dataset = PandasDataset(df, target="#Passengers")
# Split the data for training and testing
training_data, test_gen = split(dataset, offset=-36)
test_data = test_gen.generate_instances(prediction_length=12, windows=3)
# Train the model and make predictions
model = DeepAREstimator(
prediction_length=12, freq="M", trainer_kwargs={"max_epochs": 5}
).train(training_data)
forecasts = list(model.predict(test_data.input))
# Plot predictions
plt.plot(df["1954":], color="black")
for forecast in forecasts:
forecast.plot()
plt.legend(["True values"], loc="upper left", fontsize="xx-large")
plt.show()
6.7.12. tfcausalimpact: Understand Causal Relationships in Time Series Data#
Show code cell content
!pip install tfcausalimpact
You’re running a marketing campaign and see a user increase. But how do you know if it’s due to the campaign or just a coincidence?
That is when tfcausalimpact comes in handy. It forecasts future data trends using a Bayesian structural model and compares them to actual data to give you meaningful insights.
import pandas as pd
from causalimpact import CausalImpact
data = pd.read_csv(
"https://raw.githubusercontent.com/WillianFuks/tfcausalimpact/master/tests/fixtures/arma_data.csv"
)[["y", "X"]]
data.iloc[70:, 0] += 5
ci = CausalImpact(data, pre_period=[0, 69], post_period=[70, 99])
print(ci.summary())
print(ci.summary(output="report"))
ci.plot()
Posterior Inference {Causal Impact} Average Cumulative Actual 125.23 3756.86 Prediction (s.d.) 120.33 (0.3) 3609.94 (9.11) 95% CI [119.75, 120.94] [3592.64, 3628.34]
Absolute effect (s.d.) 4.9 (0.3) 146.93 (9.11) 95% CI [4.28, 5.47] [128.52, 164.23]
Relative effect (s.d.) 4.07% (0.25%) 4.07% (0.25%) 95% CI [3.56%, 4.55%] [3.56%, 4.55%]
Posterior tail-area probability p: 0.0 Posterior prob. of a causal effect: 100.0%
For more details run the command: print(impact.summary('report'))
Analysis report {CausalImpact}
During the post-intervention period, the response variable had an average value of approx. 125.23. By contrast, in the absence of an intervention, we would have expected an average response of 120.33. The 95% interval of this counterfactual prediction is [119.75, 120.94]. Subtracting this prediction from the observed response yields an estimate of the causal effect the intervention had on the response variable. This effect is 4.9 with a 95% interval of [4.28, 5.47]. For a discussion of the significance of this effect, see below.
Summing up the individual data points during the post-intervention period (which can only sometimes be meaningfully interpreted), the response variable had an overall value of 3756.86. By contrast, had the intervention not taken place, we would have expected a sum of 3609.94. The 95% interval of this prediction is [3592.64, 3628.34].
The above results are given in terms of absolute numbers. In relative terms, the response variable showed an increase of +4.07%. The 95% interval of this percentage is [3.56%, 4.55%].
This means that the positive effect observed during the intervention period is statistically significant and unlikely to be due to random fluctuations. It should be noted, however, that the question of whether this increase also bears substantive significance can only be answered by comparing the absolute effect (4.9) to the original goal of the underlying intervention.
The probability of obtaining this effect by chance is very small (Bayesian one-sided tail-area probability p = 0.0). This means the causal effect can be considered statistically significant.
6.7.13. QuantStats: Simplify Stock Performance Analysis in Python#
Show code cell content
!pip install quantstats
To visualize and analyze the performance of specific stocks using just a few lines of Python, try QuantStats.
The code below shows how to use QuantStats to visualize stock performance.
import quantstats as qs
qs.extend_pandas()
# fetch the daily returns for a stock
stock = qs.utils.download_returns('SPY')
# visualize stock performance
qs.plots.snapshot(stock, title='SPY Performance', show=True)
[*********************100%%**********************] 1 of 1 completed
qs.reports.html(stock, "SPY")
[*********************100%%**********************] 1 of 1 completed
Running the code above will generate a report that looks similar to this:
6.7.14. kneed: Knee-Point Detection in Time Series#
Show code cell content
!pip install "kneed[plot]"
Knee-point detection in time series identifies the point of maximum curvature. The knee point can identify anomalies or outliers in the time series. If a data point is far away from the knee point, it may indicate an anomaly or unexpected behavior.
The kneed library makes it easy to implement knee-point detection in Python.
from kneed import DataGenerator, KneeLocator
x, y = DataGenerator.figure2()
kneedle = KneeLocator(x, y, S=1.0, curve="concave", direction="increasing")
kneedle.plot_knee_normalized()
6.7.15. NeuralForecast: Streamline Neural Forecasting with Familiar Sklearn Syntax#
Show code cell content
pip install neuralforecast
Neural forecasting methods can enhance the accuracy of forecasting, but they are often difficult to use and computationally expensive.
NeuralForecast provides a simple way to use proven accurate and efficient models, using familiar sklearn syntax. The models available in NeuralForecast range from classic networks like RNN to the latest transformers.
from neuralforecast import NeuralForecast
from neuralforecast.models import NBEATS
from neuralforecast.utils import AirPassengersDF
nf = NeuralForecast(models=[NBEATS(input_size=24, h=12, max_steps=100)], freq="M")
nf.fit(df=AirPassengersDF)
nf.predict()
/Users/khuyentran/.pyenv/versions/3.8.16/lib/python3.8/site-packages/tqdm/auto.py:21: TqdmWarning: IProgress not found. Please update jupyter and ipywidgets. See https://ipywidgets.readthedocs.io/en/stable/user_install.html
from .autonotebook import tqdm as notebook_tqdm
/Users/khuyentran/.pyenv/versions/3.8.16/lib/python3.8/site-packages/pytorch_lightning/utilities/parsing.py:198: Attribute 'loss' is an instance of `nn.Module` and is already saved during checkpointing. It is recommended to ignore them using `self.save_hyperparameters(ignore=['loss'])`.
Seed set to 1
GPU available: True (mps), used: True
TPU available: False, using: 0 TPU cores
IPU available: False, using: 0 IPUs
HPU available: False, using: 0 HPUs
Missing logger folder: /Users/khuyentran/book/Efficient_Python_tricks_and_tools_for_data_scientists/Chapter5/lightning_logs
| Name | Type | Params
-----------------------------------------------
0 | loss | MAE | 0
1 | padder_train | ConstantPad1d | 0
2 | scaler | TemporalNorm | 0
3 | blocks | ModuleList | 2.4 M
-----------------------------------------------
2.4 M Trainable params
900 Non-trainable params
2.4 M Total params
9.789 Total estimated model params size (MB)
Sanity Checking: | | 0/? [00:00<?, ?it/s]
/Users/khuyentran/.pyenv/versions/3.8.16/lib/python3.8/site-packages/pytorch_lightning/trainer/connectors/data_connector.py:441: The 'val_dataloader' does not have many workers which may be a bottleneck. Consider increasing the value of the `num_workers` argument` to `num_workers=7` in the `DataLoader` to improve performance.
/Users/khuyentran/.pyenv/versions/3.8.16/lib/python3.8/site-packages/pytorch_lightning/trainer/connectors/data_connector.py:441: The 'train_dataloader' does not have many workers which may be a bottleneck. Consider increasing the value of the `num_workers` argument` to `num_workers=7` in the `DataLoader` to improve performance.
/Users/khuyentran/.pyenv/versions/3.8.16/lib/python3.8/site-packages/pytorch_lightning/loops/fit_loop.py:293: The number of training batches (1) is smaller than the logging interval Trainer(log_every_n_steps=50). Set a lower value for log_every_n_steps if you want to see logs for the training epoch.
Epoch 0: 0%| | 0/1 [00:00<?, ?it/s]
/Users/khuyentran/.pyenv/versions/3.8.16/lib/python3.8/site-packages/pytorch_lightning/utilities/data.py:77: Trying to infer the `batch_size` from an ambiguous collection. The batch size we found is 1. To avoid any miscalculations, use `self.log(..., batch_size=batch_size)`.
/Users/khuyentran/.pyenv/versions/3.8.16/lib/python3.8/site-packages/torch/autograd/__init__.py:200: UserWarning: The operator 'aten::sgn.out' is not currently supported on the MPS backend and will fall back to run on the CPU. This may have performance implications. (Triggered internally at /Users/runner/work/pytorch/pytorch/pytorch/aten/src/ATen/mps/MPSFallback.mm:11.)
Variable._execution_engine.run_backward( # Calls into the C++ engine to run the backward pass
Epoch 99: 100%|██████████| 1/1 [00:00<00:00, 26.02it/s, v_num=0, train_loss_step=9.460, train_loss_epoch=9.460]
`Trainer.fit` stopped: `max_steps=100` reached.
Epoch 99: 100%|██████████| 1/1 [00:00<00:00, 24.78it/s, v_num=0, train_loss_step=9.460, train_loss_epoch=9.460]
/Users/khuyentran/.pyenv/versions/3.8.16/lib/python3.8/site-packages/neuralforecast/tsdataset.py:92: UserWarning: To copy construct from a tensor, it is recommended to use sourceTensor.clone().detach() or sourceTensor.clone().detach().requires_grad_(True), rather than torch.tensor(sourceTensor).
self.temporal = torch.tensor(temporal, dtype=torch.float)
GPU available: True (mps), used: True
TPU available: False, using: 0 TPU cores
IPU available: False, using: 0 IPUs
HPU available: False, using: 0 HPUs
/Users/khuyentran/.pyenv/versions/3.8.16/lib/python3.8/site-packages/pytorch_lightning/trainer/connectors/data_connector.py:441: The 'predict_dataloader' does not have many workers which may be a bottleneck. Consider increasing the value of the `num_workers` argument` to `num_workers=7` in the `DataLoader` to improve performance.
Predicting DataLoader 0: 100%|██████████| 1/1 [00:00<00:00, 2.81it/s]
/Users/khuyentran/.pyenv/versions/3.8.16/lib/python3.8/site-packages/neuralforecast/core.py:184: FutureWarning: In a future version the predictions will have the id as a column. You can set the `NIXTLA_ID_AS_COL` environment variable to adopt the new behavior and to suppress this warning.
warnings.warn(
| ds | NBEATS | |
|---|---|---|
| unique_id | ||
| 1.0 | 1961-01-31 | 444.607208 |
| 1.0 | 1961-02-28 | 421.863037 |
| 1.0 | 1961-03-31 | 493.197845 |
| 1.0 | 1961-04-30 | 499.307739 |
| 1.0 | 1961-05-31 | 511.199921 |
| 1.0 | 1961-06-30 | 587.497253 |
| 1.0 | 1961-07-31 | 679.091309 |
| 1.0 | 1961-08-31 | 662.209167 |
| 1.0 | 1961-09-30 | 577.726501 |
| 1.0 | 1961-10-31 | 505.089569 |
| 1.0 | 1961-11-30 | 432.609131 |
| 1.0 | 1961-12-31 | 479.420624 |