statsforecast
Forecasting using statistical models
Install
pip install statsforecast
How to use
import numpy as np
import pandas as pd
from IPython.display import display, Markdown
from statsforecast import StatsForecast
from statsforecast.models import random_walk_with_drift, seasonal_naive, ses
def display_df(df):
display(Markdown(df.to_markdown()))
rng = np.random.RandomState(0)
serie1 = np.arange(1, 8)[np.arange(100) % 7] + rng.randint(-1, 2, size=100)
serie2 = np.arange(100) + rng.rand(100)
series = pd.DataFrame(
{
'ds': pd.date_range('2000-01-01', periods=serie1.size + serie2.size, freq='D'),
'y': np.hstack([serie1, serie2]),
},
index=pd.Index([0] * serie1.size + [1] * serie2.size, name='unique_id')
)
display_df(pd.concat([series.head(), series.tail()]))
| unique_id | ds | y |
|---|---|---|
| 0 | 2000-01-01 00:00:00 | 0 |
| 0 | 2000-01-02 00:00:00 | 2 |
| 0 | 2000-01-03 00:00:00 | 2 |
| 0 | 2000-01-04 00:00:00 | 4 |
| 0 | 2000-01-05 00:00:00 | 5 |
| 1 | 2000-07-14 00:00:00 | 95.7649 |
| 1 | 2000-07-15 00:00:00 | 96.9441 |
| 1 | 2000-07-16 00:00:00 | 97.75 |
| 1 | 2000-07-17 00:00:00 | 98.3394 |
| 1 | 2000-07-18 00:00:00 | 99.4895 |
fcst = StatsForecast(series, models=[random_walk_with_drift, (seasonal_naive, 7), (ses, 0.1)], freq='D', n_jobs=2)
forecasts = fcst.forecast(5)
display_df(forecasts)
2021-12-08 20:33:06 statsforecast.core INFO: Computing forecasts
2021-12-08 20:33:07 statsforecast.core INFO: Computed forecasts for random_walk_with_drift.
2021-12-08 20:33:07 statsforecast.core INFO: Computed forecasts for seasonal_naive_season_length-7.
2021-12-08 20:33:07 statsforecast.core INFO: Computed forecasts for ses_alpha-0.1.
| unique_id | ds | random_walk_with_drift | seasonal_naive_season_length-7 | ses_alpha-0.1 |
|---|---|---|---|---|
| 0 | 2000-04-10 00:00:00 | 3.0303 | 3 | 3.85506 |
| 0 | 2000-04-11 00:00:00 | 3.06061 | 5 | 3.85506 |
| 0 | 2000-04-12 00:00:00 | 3.09091 | 4 | 3.85506 |
| 0 | 2000-04-13 00:00:00 | 3.12121 | 7 | 3.85506 |
| 0 | 2000-04-14 00:00:00 | 3.15152 | 6 | 3.85506 |
| 1 | 2000-07-19 00:00:00 | 100.489 | 93.0166 | 90.4709 |
| 1 | 2000-07-20 00:00:00 | 101.489 | 94.2307 | 90.4709 |
| 1 | 2000-07-21 00:00:00 | 102.489 | 95.7649 | 90.4709 |
| 1 | 2000-07-22 00:00:00 | 103.489 | 96.9441 | 90.4709 |
| 1 | 2000-07-23 00:00:00 | 104.489 | 97.75 | 90.4709 |
3 maintainers
Metadata
3 maintainers
Release files for statsforecast 0.2.0
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| statsforecast-0.2.0.tar.gz | 13.4 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| statsforecast-0.2.0-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 25.8 kB
Release files / statsforecast-0.2.0.tar.gz
| Download URL | statsforecast-0.2.0.tar.gz |
|---|---|
| Size | 13.4 kB |
| Tags | Source |
|
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|
Release files / statsforecast-0.2.0-py3-none-any.whl
| Download URL | statsforecast-0.2.0-py3-none-any.whl |
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| Size | 12.4 kB |
| Tags | Python 3 |
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