diff --git a/docs/src/tutorials/m5_competition.ipynb b/docs/src/tutorials/m5_competition.ipynb
index 4fd4d6606..11468ace9 100644
--- a/docs/src/tutorials/m5_competition.ipynb
+++ b/docs/src/tutorials/m5_competition.ipynb
@@ -8,13 +8,15 @@
"source": [
"# M5 Competition\n",
"\n",
+ "## Introduction\n",
+ "\n",
"[](https://colab.research.google.com/github/google/temporian/blob/main/docs/src/tutorials/m5_competition.ipynb)\n",
"\n",
"The M5 Competition, held in 2020, was part of the prestigious Makridakis Forecasting Competitions. The goal of this competition was to accurately forecast the sales of 3,000 individual items across 10 Walmart stores for the next 28 days. The winning strategy involved transforming and augmenting the raw multivariate time series data into a tabular dataset, which was then used to train a collection of Gradient Boosted Trees models.\n",
"\n",
"See https://www.kaggle.com/competitions/m5-forecasting-accuracy/overview.\n",
"\n",
- "In this notebook, we show how Temporian can replicate such data preprocessing and feature engineering with low effort. More specifically, we will replicate, with much less code, the preprocessing demonstrated at the [Khipu 2023: A Hands-On Forecasting Guide](https://colab.sandbox.google.com/drive/1nJ7GP0kayoCt6J-QkhyJw8jvr5uLnLcy) and done using Pandas.\n",
+ "In this notebook, we show how Temporian can replicate such data preprocessing and feature engineering with low effort. More specifically, we will replicate, with much less code, the preprocessing demonstrated at the [Khipu 2023: A Hands-On Forecasting Guide](https://colab.sandbox.google.com/drive/1nJ7GP0kayoCt6J-QkhyJw8jvr5uLnLcy), which was done with Pandas.\n",
"\n",
"The notebook is divided into three parts:\n",
"\n",
@@ -29,7 +31,7 @@
"- **moving statistics**: Moving average, sum and standard deviation of the sales over the last 7, 14, 28 and 64 days.\n",
"- **calendar features**: Extract discriminative calendar features such as day of the week, day of the month, etc.\n",
"- **aggregated sales**: Aggregate sales per department. Each item has access to the sales of its corresponding department.\n",
- "- **special events**: Holiday, sales, and other special events.\n",
+ "- **special events**: Holidays, sales, and other special events.\n",
"- **train / test split**: Split the data between a training and testing dataset."
]
},
@@ -87,13 +89,13 @@
"outputs": [],
"source": [
"import os\n",
- "from typing import List\n",
- "from datetime import datetime, timedelta, timezone\n",
"import urllib.request\n",
"import zipfile\n",
- "import pandas as pd\n",
"from collections import defaultdict\n",
+ "from datetime import datetime, timedelta, timezone\n",
+ "from typing import List\n",
"\n",
+ "import pandas as pd\n",
"import temporian as tp"
]
},
@@ -175,7 +177,7 @@
"id": "5537c78f-e441-4e55-8e5b-b6fe06bf281c",
"metadata": {},
"source": [
- "# Load raw dataset\n",
+ "## Load raw dataset\n",
"\n",
"The dataset is a set of csv files. We are using Pandas to load it and do some initial non-temporal preparations.\n"
]
@@ -268,13 +270,13 @@
"id": "bb1c2481-84e0-4876-91e3-8fee0e1b11ce",
"metadata": {},
"source": [
- "## Down-sample dataset\n",
+ "### Downsample the dataset\n",
"\n",
"During development, we restrict the dataset to a subset of items for fast iteration.\n",
"Once you are happy with the result, we can use the full dataset with `downsample_dataset=False`.\n",
"\n",
"Each product will result in ~1900 examples in the final tabular dataset. For example, using\n",
- "a sample of 100 products will train a model on 190'000 examples which is more than enough for a quick demonstration.\n"
+ "a sample of 100 products will train a model on 190.000 examples which is more than enough for a quick demonstration.\n"
]
},
{
@@ -322,13 +324,13 @@
"id": "f1886f09-6ae1-4791-a0d6-b4d17387600c",
"metadata": {},
"source": [
- "## Normalize dataset\n",
+ "### Normalize dataset\n",
"\n",
- "Each of the three tables `sales_raw`, `sell_prices_raw` and `calendar_raw` contain different type of information: `sales_raw` contains the daily sales, `sell_prices_raw` contains selling prices, and `calendar_raw` contains calendar events such as holidays.\n",
+ "Each of the three tables `sales_raw`, `sell_prices_raw` and `calendar_raw` contains different information: `sales_raw` contains the daily sales of each product in each store, `sell_prices_raw` contains selling prices, and `calendar_raw` contains calendar events such as holidays.\n",
"\n",
"Each table represents temporal data in a different way. For example, timestamps are stored by columns in `sales_raw` and by rows in `sell_prices_raw` and `calendar_raw`. The three tables also use a different system to represent dates.\n",
"\n",
- "In Temporian, the data is always expressed as an **event set**. Let's normalize and convert the raw tables in event sets. Event sets can be built manually with `tp.event_set` or they can be imported from Pandas DataFrame with `tp.from_pandas`. In this case, timestamps need to be organized by rows.\n"
+ "In Temporian, the data is always expressed as an **EventSet**. Let's normalize and convert the raw tables to EventSets. EventSets can be built manually with `tp.event_set()` or they can be imported from Pandas DataFrames with `tp.from_pandas()`. In this case, timestamps need to be organized by rows.\n"
]
},
{
@@ -337,7 +339,7 @@
"id": "00c50ff7-02b1-459b-a5cd-7781580d3595",
"metadata": {},
"source": [
- "### Normalize `raw_sales`\n",
+ "#### Normalize `raw_sales`\n",
"\n",
"Before:\n"
]
@@ -565,19 +567,22 @@
"id": "3081b911-48df-4a39-8678-171a1dde8149",
"metadata": {},
"source": [
- "The different timestamps are stored in different columns. Instead, we want\n",
- "for each timestamps to be a different row.\n",
+ "Each daily sales value is stored in a different column. Instead, we want\n",
+ "for each value (which in Temporian we refer to as an event) to be in a different row.\n",
"\n",
- "For example:\n",
+ "For example, the record:\n",
"\n",
"```\n",
- "The record \"id,item_id,dept_id,d_1,d_2,d_3,...,d_n\"\n",
+ "id,item_id,dept_id,d_1,d_2,d_3,...,d_n\n",
"```\n",
"\n",
- "will be converted into\n",
+ "will be converted to the following records:\n",
"\n",
"```\n",
- "n records of \"id,item_id,dept_id,day,sales\".\n",
+ "id,item_id,dept_id,day,d_1\n",
+ "id,item_id,dept_id,day,d_2\n",
+ "...\n",
+ "id,item_id,dept_id,day,d_n\n",
"```\n"
]
},
@@ -804,7 +809,7 @@
"id": "8deb0ffd-0380-4540-9596-44bdde8b50e1",
"metadata": {},
"source": [
- "We convert `cleaned_sales` to a Temporian event set.\n"
+ "Let's now convert `cleaned_sales` to a Temporian EventSet.\n"
]
},
{
@@ -910,285 +915,8 @@
},
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- " \"\\n\"+\n",
- " \"
\\n\"+\n",
- " \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n",
- " \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n",
- " \"
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"- re-rerun `output_notebook()` to attempt to load from CDN again, or
\\n\"+\n",
- " \"- use INLINE resources instead, as so:
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"from bokeh.resources import INLINE\\n\"+\n",
- " \"output_notebook(resources=INLINE)\\n\"+\n",
- " \"\\n\"+\n",
- " \"
\\n\"+\n \"
\\n\"+\n \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"- re-rerun `output_notebook()` to attempt to load from CDN again, or
\\n\"+\n \"- use INLINE resources instead, as so:
\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"from bokeh.resources import INLINE\\n\"+\n \"output_notebook(resources=INLINE)\\n\"+\n \"\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"- re-rerun `output_notebook()` to attempt to load from CDN again, or
\\n\"+\n \"- use INLINE resources instead, as so:
\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"from bokeh.resources import INLINE\\n\"+\n \"output_notebook(resources=INLINE)\\n\"+\n \"\\n\"+\n \"
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n",
- " \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n",
- " \"
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"- re-rerun `output_notebook()` to attempt to load from CDN again, or
\\n\"+\n",
- " \"- use INLINE resources instead, as so:
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"from bokeh.resources import INLINE\\n\"+\n",
- " \"output_notebook(resources=INLINE)\\n\"+\n",
- " \"\\n\"+\n",
- " \"
\\n\"+\n \"
\\n\"+\n \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"- re-rerun `output_notebook()` to attempt to load from CDN again, or
\\n\"+\n \"- use INLINE resources instead, as so:
\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"from bokeh.resources import INLINE\\n\"+\n \"output_notebook(resources=INLINE)\\n\"+\n \"\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"- re-rerun `output_notebook()` to attempt to load from CDN again, or
\\n\"+\n \"- use INLINE resources instead, as so:
\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"from bokeh.resources import INLINE\\n\"+\n \"output_notebook(resources=INLINE)\\n\"+\n \"\\n\"+\n \"
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n",
- " \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n",
- " \"
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"- re-rerun `output_notebook()` to attempt to load from CDN again, or
\\n\"+\n",
- " \"- use INLINE resources instead, as so:
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"from bokeh.resources import INLINE\\n\"+\n",
- " \"output_notebook(resources=INLINE)\\n\"+\n",
- " \"\\n\"+\n",
- " \"
\\n\"+\n \"
\\n\"+\n \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"- re-rerun `output_notebook()` to attempt to load from CDN again, or
\\n\"+\n \"- use INLINE resources instead, as so:
\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"from bokeh.resources import INLINE\\n\"+\n \"output_notebook(resources=INLINE)\\n\"+\n \"\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"- re-rerun `output_notebook()` to attempt to load from CDN again, or
\\n\"+\n \"- use INLINE resources instead, as so:
\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"from bokeh.resources import INLINE\\n\"+\n \"output_notebook(resources=INLINE)\\n\"+\n \"\\n\"+\n \"
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n",
- " \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n",
- " \"
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"- re-rerun `output_notebook()` to attempt to load from CDN again, or
\\n\"+\n",
- " \"- use INLINE resources instead, as so:
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"from bokeh.resources import INLINE\\n\"+\n",
- " \"output_notebook(resources=INLINE)\\n\"+\n",
- " \"\\n\"+\n",
- " \"
\\n\"+\n \"
\\n\"+\n \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"- re-rerun `output_notebook()` to attempt to load from CDN again, or
\\n\"+\n \"- use INLINE resources instead, as so:
\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"from bokeh.resources import INLINE\\n\"+\n \"output_notebook(resources=INLINE)\\n\"+\n \"\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"- re-rerun `output_notebook()` to attempt to load from CDN again, or
\\n\"+\n \"- use INLINE resources instead, as so:
\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"from bokeh.resources import INLINE\\n\"+\n \"output_notebook(resources=INLINE)\\n\"+\n \"\\n\"+\n \"
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n",
- " \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n",
- " \"
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"- re-rerun `output_notebook()` to attempt to load from CDN again, or
\\n\"+\n",
- " \"- use INLINE resources instead, as so:
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"from bokeh.resources import INLINE\\n\"+\n",
- " \"output_notebook(resources=INLINE)\\n\"+\n",
- " \"\\n\"+\n",
- " \"
\\n\"+\n \"
\\n\"+\n \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"- re-rerun `output_notebook()` to attempt to load from CDN again, or
\\n\"+\n \"- use INLINE resources instead, as so:
\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"from bokeh.resources import INLINE\\n\"+\n \"output_notebook(resources=INLINE)\\n\"+\n \"\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"- re-rerun `output_notebook()` to attempt to load from CDN again, or
\\n\"+\n \"- use INLINE resources instead, as so:
\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"from bokeh.resources import INLINE\\n\"+\n \"output_notebook(resources=INLINE)\\n\"+\n \"\\n\"+\n \"
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n",
- " \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n",
- " \"
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"- re-rerun `output_notebook()` to attempt to load from CDN again, or
\\n\"+\n",
- " \"- use INLINE resources instead, as so:
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"
\\n\"+\n",
- " \"from bokeh.resources import INLINE\\n\"+\n",
- " \"output_notebook(resources=INLINE)\\n\"+\n",
- " \"\\n\"+\n",
- " \"
\\n\"+\n \"
\\n\"+\n \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"- re-rerun `output_notebook()` to attempt to load from CDN again, or
\\n\"+\n \"- use INLINE resources instead, as so:
\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"from bokeh.resources import INLINE\\n\"+\n \"output_notebook(resources=INLINE)\\n\"+\n \"\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"BokehJS does not appear to have successfully loaded. If loading BokehJS from CDN, this \\n\"+\n \"may be due to a slow or bad network connection. Possible fixes:\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"- re-rerun `output_notebook()` to attempt to load from CDN again, or
\\n\"+\n \"- use INLINE resources instead, as so:
\\n\"+\n \"
\\n\"+\n \"
\\n\"+\n \"from bokeh.resources import INLINE\\n\"+\n \"output_notebook(resources=INLINE)\\n\"+\n \"\\n\"+\n \"