autotimeseries 0.0.7

Scalable time series processing

autotimeseries

Nixtla SDK. Time Series Forecasting pipeline at scale.

autotimeseries is a python SDK to consume the APIs developed in https://github.com/Nixtla/nixtla.

Install

PyPI

pip install autotimeseries

How to use

Check the following examples for a full pipeline:

• M5 state-of-the-art reproduction.
• M5 state-of-the-art reproduction in Colab

Basic usage

import os

from autotimeseries.core import AutoTS

autotimeseries = AutoTS(bucket_name=os.environ['BUCKET_NAME'],
                        api_id=os.environ['API_ID'], 
                        api_key=os.environ['API_KEY'],
                        aws_access_key_id=os.environ['AWS_ACCESS_KEY_ID'], 
                        aws_secret_access_key=os.environ['AWS_SECRET_ACCESS_KEY'])

Upload dataset to S3

train_dir = '../data/m5/parquet/train'
# File with target variables
filename_target = autotimeseries.upload_to_s3(f'{train_dir}/target.parquet')
# File with static variables
filename_static = autotimeseries.upload_to_s3(f'{train_dir}/static.parquet')
# File with temporal variables
filename_temporal = autotimeseries.upload_to_s3(f'{train_dir}/temporal.parquet')

Each time series of the uploaded datasets is defined by the column item_id. Meanwhile the time column is defined by timestamp and the target column by demand. We need to pass this arguments to each call.

columns = dict(unique_id_column='item_id',
               ds_column='timestamp',
               y_column='demand')

Send the job to make forecasts

response_forecast = autotimeseries.tsforecast(filename_target=filename_target,
                                              freq='D',
                                              horizon=28, 
                                              filename_static=filename_static,
                                              filename_temporal=filename_temporal,
                                              objective='tweedie',
                                              metric='rmse',
                                              n_estimators=170,
                                              **columns)

Download forecasts

autotimeseries.download_from_s3(filename='forecasts_2021-10-12_19-04-32.csv', filename_output='../data/forecasts.csv')