Integrate multivariate time series forecasting #254

int-chaos · 2021-10-16T17:13:47Z

support numerical and categorical features for ts_forecasting
update data.py to transform time series data
update search space
update documentations to reflect changes
update test_forecast.py
rename 'forecast' task to 'ts_forecast' task

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

update search space for FBProphet make 'forecast' depedencies optional add TimeSeriesSplit to 'regression' and 'classification' task

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com> # Conflicts (Resolved): # flaml/automl.py # flaml/model.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

Co-authored-by: Chi Wang <wang.chi@microsoft.com>

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

Co-authored-by: Chi Wang <wang.chi@microsoft.com>

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

…ecast

sonichi · 2021-10-19T00:36:10Z

Please create a new branch from upstream/main before you start working on your next PR to get rid of the old commit history.

slhuang

Thanks, Kevin! I just made a pass, please find some comments below.

flaml/automl.py

flaml/model.py

notebook/flaml_forecast.ipynb

test/test_forecast.py

…FLAML into local multivariate_forecast

sonichi

Please address @slhuang's comments and get her approval.

setup.py

- support 'forecast' and 'ts_forecast'

- support 'forecast' and 'ts_forecast' tasks

sonichi

Please request review from @slhuang and get her approval.

flaml/automl.py

sonichi

Please fix the lint issues reported by the github action.
./test/test_forecast.py:340:1: E305 expected 2 blank lines after class or function definition, found 1
./flaml/model.py:1018:21: F541 f-string is missing placeholders

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

Sandy4321 · 2023-07-30T20:04:04Z

is it ready to use ?
where is link to code example pls

Sandy4321 · 2023-07-30T20:04:48Z

sequence 2 target is NO
time 1| yellow 86 f 120 14
time 2| white 27 m 150 44
time 3| yellow 58 f 156 22 NO

sequence 3 target is YES
time 1| yellow 8 f 177 23
time 2| white 15 m 138 82
time 3| yellow 8 f 177 23
time 4| white 15 m 138 82 YES

etc...

int-chaos and others added 30 commits August 5, 2021 19:04

added 'forecast' task with estimators ['fbprophet', 'arima', 'sarimax']

ab3265f

Merge remote-tracking branch 'origin/main' into forecast

bea417a

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

import path

1ec4762

update setup.py

bc178bd

update search space for FBProphet make 'forecast' depedencies optional add TimeSeriesSplit to 'regression' and 'classification' task

add 'time' split_type for 'classification' and 'regression' task

dd91820

Merge https://github.com/microsoft/FLAML into forecast

ee01f0e

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com> # Conflicts (Resolved): # flaml/automl.py # flaml/model.py

Merge https://github.com/microsoft/FLAML into forecast

d85083e

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

feature importance

6ad499d

variable name

0e50597

Update test/test_split.py

8b1aec5

Co-authored-by: Chi Wang <wang.chi@microsoft.com>

Update test/test_forecast.py

bea7446

Co-authored-by: Chi Wang <wang.chi@microsoft.com>

update automl.py and model.py

516f154

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

update for eval_method='holdout' and split_type='time'

795356c

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

update automl.py

628792e

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

Update flaml/automl.py

32fb2f6

Co-authored-by: Chi Wang <wang.chi@microsoft.com>

update automl.py

7e7c1cb

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

fix indentations in automl.py

0c84e7a

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

fix indentations in automl.py

552a58d

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

fix indentations in automl.py

0aaa48c

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

fix indentations in automl.py

867ea99

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

fix indentations in automl.py

582f53b

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

fix indentations in model.py

d0567a5

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

update automl.py, ml.py, model.py, test_split.py

96f5170

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

empty space

f6beb9d

lint

ce00ccb

exception

09f8725

update setup.py and automl.py

633fbcd

prophet installtion fail in windows

88bc4b4

update test

08a897f

Merge branch 'v0.5.13' of https://github.com/microsoft/FLAML into for…

a2dc3f7

…ecast

slhuang reviewed Oct 19, 2021

View reviewed changes

sonichi requested a review from a user October 20, 2021 23:52

int-chaos and others added 4 commits October 21, 2021 19:33

update flaml_forecast.ipynb

03f59bf

Merge branch 'multivariate_forecast' of https://github.com/int-chaos/…

1d89ff1

…FLAML into local multivariate_forecast

Merge branch 'microsoft:main' into multivariate_forecast

e350e96

bump version to 0.7.0

0a90b09

sonichi approved these changes Oct 21, 2021

View reviewed changes

sonichi suggested changes Oct 22, 2021

View reviewed changes

sonichi mentioned this pull request Oct 22, 2021

can it be used for for multi variate time series #204

Open

sonichi reviewed Oct 26, 2021

View reviewed changes

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int-chaos added 6 commits October 27, 2021 21:52

update setup.py

33975eb

- support 'forecast' and 'ts_forecast'

update model.py documentation

c83719e

update automl.py documentation

bd28466

update flaml_forecast.ipynb

7da28e5

update automl.py and data.py

a3b348f

- support 'forecast' and 'ts_forecast' tasks

update automl.py

9a1f2c7

sonichi suggested changes Oct 28, 2021

View reviewed changes

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int-chaos commented Oct 28, 2021

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int-chaos commented Oct 28, 2021

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int-chaos requested a review from slhuang October 28, 2021 16:47

slhuang approved these changes Oct 28, 2021

View reviewed changes

sonichi suggested changes Oct 29, 2021

View reviewed changes

int-chaos added 2 commits October 29, 2021 20:43

fix lint issue

fe592c6

update automl.py

3579318

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

sonichi approved these changes Oct 30, 2021

View reviewed changes

Merge branch 'main' into multivariate_forecast

6623eec

sonichi merged commit 519bfc2 into microsoft:main Oct 30, 2021

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Integrate multivariate time series forecasting #254

Integrate multivariate time series forecasting #254

int-chaos commented Oct 16, 2021 •

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sonichi commented Oct 19, 2021

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Sandy4321 commented Jul 30, 2023

Sandy4321 commented Jul 30, 2023

Integrate multivariate time series forecasting #254

Integrate multivariate time series forecasting #254

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int-chaos commented Oct 16, 2021 • edited Loading

sonichi commented Oct 19, 2021

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Sandy4321 commented Jul 30, 2023

Sandy4321 commented Jul 30, 2023

int-chaos commented Oct 16, 2021 •

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