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174 changes: 174 additions & 0 deletions .gitignore
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# Byte-compiled / optimized / DLL files
__pycache__/
*.py[cod]
*$py.class

# C extensions
*.so

# Distribution / packaging
.Python
build/
develop-eggs/
dist/
downloads/
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lib/
lib64/
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var/
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*.egg-info/
.installed.cfg
*.egg
MANIFEST

# PyInstaller
# Usually these files are written by a python script from a template
# before PyInstaller builds the exe, so as to inject date/other infos into it.
*.manifest
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# Installer logs
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# Unit test / coverage reports
htmlcov/
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# pyenv
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# commonly ignored for libraries.
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149 changes: 79 additions & 70 deletions README.md
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# pyarimafft library

A Python Library which efficiently combines LOESS cleaning, Fast Fourier Transform Extracted key Cyclicities and ARIMA
to produce meaningful and explainable time series forecasts.


## Installation
pip install pyarimafft



## Usage


endog = np.array(vector)

model_obj = pyarimafft.model(forecast_horizon=12)

model_obj.outlier_clean(endog=endog,window_size=10,outlier_threshold=0.8,peak_clean=False,trough_clean=False,both_sides_clean=True)

model_obj.extract_key_seasonalities(power_quantile=0.90,time_period=d)

model_obj.reconstruct_seasonal_features(mode='seperate')

## It is possible to add one exogenous vector at a time

model_obj.add_exog(exog1)

model_obj.add_exog(exog2)

## Call the auto_arima function

model_obj.auto_arima(p=None,d=None,q=None,max_p=3,max_q=3,max_d=1,auto_fit=True)

## Attributes which you can extract

model_obj.endog

model_obj.trend

model_obj.outlier_cleaned

model_obj.seasonal_component

model_obj.isolated_components

model_obj.isolated_seasonality

model_obj.forecast

model_obj.seasonal_feature_train

model_obj.seasonal_feature_future

model_obj.time_train

model_obj.time_future

model_obj.forecast_horizon

model_obj.forecast

model_obj.optimal_order

'''





# pyarimafft library

[![PyPI Latest Release](https://img.shields.io/pypi/v/pyarimafft.svg)](https://pypi.org/project/pyarimafft/)
[![PyPI downloads](https://static.pepy.tech/badge/pyarimafft)](https://pepy.tech/project/pyarimafft)
[![License](https://img.shields.io/github/license/shashboy/pyarimafft)](https://github.com/shashboy/pyarimafft/blob/main/LICENSE)

A Python Library which efficiently combines LOESS cleaning, Fast Fourier Transform Extracted key Cyclicities and ARIMA
to produce meaningful and explainable time series forecasts.

## Installation

```sh
pip install pyarimafft
```

## Usage

```py
import numpy as np

import pyarimafft

endog = np.array(vector)

model_obj = pyarimafft.model(forecast_horizon=12)

model_obj.outlier_clean(
endog=endog,
window_size=10,
outlier_threshold=0.8,
peak_clean=False,
trough_clean=False,
both_sides_clean=True,
)

model_obj.extract_key_seasonalities(power_quantile=0.90, time_period=d)

model_obj.reconstruct_seasonal_features(mode="seperate")

## It is possible to add one exogenous vector at a time

model_obj.add_exog(exog1)

model_obj.add_exog(exog2)

## Call the auto_arima function

model_obj.auto_arima(p=None, d=None, q=None, max_p=3, max_q=3, max_d=1, auto_fit=True)

## Attributes which you can extract

model_obj.endog

model_obj.trend

model_obj.outlier_cleaned

model_obj.seasonal_component

model_obj.isolated_components

model_obj.isolated_seasonality

model_obj.forecast

model_obj.seasonal_feature_train

model_obj.seasonal_feature_future

model_obj.time_train

model_obj.time_future

model_obj.forecast_horizon

model_obj.forecast

model_obj.optimal_order
```
60 changes: 60 additions & 0 deletions demo.py
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import numpy as np

import pyarimafft

endog = np.array(vector)

model_obj = pyarimafft.model(forecast_horizon=12)

model_obj.outlier_clean(
endog=endog,
window_size=10,
outlier_threshold=0.8,
peak_clean=False,
trough_clean=False,
both_sides_clean=True,
)

model_obj.extract_key_seasonalities(power_quantile=0.90, time_period=d)

model_obj.reconstruct_seasonal_features(mode="seperate")

## It is possible to add one exogenous vector at a time

model_obj.add_exog(exog1)

model_obj.add_exog(exog2)

## Call the auto_arima function

model_obj.auto_arima(p=None, d=None, q=None, max_p=3, max_q=3, max_d=1, auto_fit=True)

## Attributes which you can extract

model_obj.endog

model_obj.trend

model_obj.outlier_cleaned

model_obj.seasonal_component

model_obj.isolated_components

model_obj.isolated_seasonality

model_obj.forecast

model_obj.seasonal_feature_train

model_obj.seasonal_feature_future

model_obj.time_train

model_obj.time_future

model_obj.forecast_horizon

model_obj.forecast

model_obj.optimal_order
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