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Antoine Carme
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Forecast dates are shifting #86
use pandas.DateOffset instead of numpy.timedelta Updatd these logs
1 parent 96e801d commit cdc605d

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Lines changed: 84 additions & 60 deletions

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tests/references/model_control_test_ozone_all_models_enabled.log

Lines changed: 35 additions & 35 deletions
Original file line numberDiff line numberDiff line change
@@ -5,10 +5,10 @@ INFO:pyaf.std:START_TRAINING 'Ozone'
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2 1955-03 3.6 1955-03-01
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3 1955-04 5.0 1955-04-01
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4 1955-05 6.5 1955-05-01
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INFO:pyaf.std:END_TRAINING_TIME_IN_SECONDS 'Ozone' 23.090362310409546
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INFO:pyaf.std:TIME_DETAIL TimeVariable='Time' TimeMin=1955-01-01T00:00:00.000000 TimeMax=1967-09-01T00:00:00.000000 TimeDelta=30 days Estimation = (0 , 153) Validation = (153 , 192) Test = (192 , 204) Horizon=12
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INFO:pyaf.std:SIGNAL_DETAIL_ORIG SignalVariable='Ozone' Min=1.2 Max=8.7 Mean=3.83578431373 StdDev=1.49155921594
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INFO:pyaf.std:SIGNAL_DETAIL_TRANSFORMED TransformedSignalVariable='Anscombe_Ozone' Min=1.22474487139 Max=2.34520787991 Mean=1.68886563891 StdDev=0.231267134903
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INFO:pyaf.std:END_TRAINING_TIME_IN_SECONDS 'Ozone' 14.575675010681152
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INFO:pyaf.std:TIME_DETAIL TimeVariable='Time' TimeMin=1955-01-01T00:00:00.000000 TimeMax=1967-09-01T00:00:00.000000 TimeDelta=<DateOffset: kwds={'months': 1}> Estimation = (0 , 153) Validation = (153 , 192) Test = (192 , 204) Horizon=12
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INFO:pyaf.std:SIGNAL_DETAIL_ORIG SignalVariable='Ozone' Min=1.2 Max=8.7 Mean=3.8357843137254903 StdDev=1.4915592159401185
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INFO:pyaf.std:SIGNAL_DETAIL_TRANSFORMED TransformedSignalVariable='Anscombe_Ozone' Min=1.224744871391589 Max=2.345207879911715 Mean=1.6888656389128833 StdDev=0.23126713490313816
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INFO:pyaf.std:BEST_TRANSOFORMATION_TYPE 'Anscombe_'
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INFO:pyaf.std:BEST_DECOMPOSITION 'Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_AR(51)' [LinearTrend + NoCycle + AR(51)]
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INFO:pyaf.std:TREND_DETAIL 'Anscombe_Ozone_LinearTrend' [LinearTrend]
@@ -17,20 +17,20 @@ INFO:pyaf.std:AUTOREG_DETAIL 'Anscombe_Ozone_LinearTrend_residue_zeroCycle_resid
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INFO:pyaf.std:MODEL_MAPE MAPE_Fit=0.1642 MAPE_Forecast=0.1384 MAPE_Test=0.1408
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INFO:pyaf.std:MODEL_SMAPE SMAPE_Fit=0.1559 SMAPE_Forecast=0.1512 SMAPE_Test=0.1438
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INFO:pyaf.std:MODEL_MASE MASE_Fit=0.7168 MASE_Forecast=0.6055 MASE_Test=0.7524
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INFO:pyaf.std:MODEL_L1 L1_Fit=0.629999523844 L1_Forecast=0.470085818095 L1_Test=0.355656689107
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INFO:pyaf.std:MODEL_L2 L2_Fit=0.831144986642 L2_Forecast=0.65504756246 L2_Test=0.434669671259
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INFO:pyaf.std:MODEL_L1 L1_Fit=0.62999952384404 L1_Forecast=0.47008581809495764 L1_Test=0.35565668910694576
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INFO:pyaf.std:MODEL_L2 L2_Fit=0.8311449866422522 L2_Forecast=0.6550475624599842 L2_Test=0.43466967125887457
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INFO:pyaf.std:MODEL_COMPLEXITY 99
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INFO:pyaf.std:AR_MODEL_DETAIL_START
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INFO:pyaf.std:AR_MODEL_COEFF 1 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag1 0.32099982115
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INFO:pyaf.std:AR_MODEL_COEFF 2 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag10 0.119172904221
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INFO:pyaf.std:AR_MODEL_COEFF 3 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag51 -0.109660141157
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INFO:pyaf.std:AR_MODEL_COEFF 4 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag12 0.108112184546
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INFO:pyaf.std:AR_MODEL_COEFF 5 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag36 0.0884374725175
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INFO:pyaf.std:AR_MODEL_COEFF 6 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag39 -0.0884128128758
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INFO:pyaf.std:AR_MODEL_COEFF 7 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag7 -0.087271066982
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INFO:pyaf.std:AR_MODEL_COEFF 8 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag48 0.0811591621673
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INFO:pyaf.std:AR_MODEL_COEFF 9 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag32 -0.0811466286025
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INFO:pyaf.std:AR_MODEL_COEFF 10 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag29 -0.0738221650976
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INFO:pyaf.std:AR_MODEL_COEFF 1 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag1 0.32099982115026576
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INFO:pyaf.std:AR_MODEL_COEFF 2 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag10 0.1191729042211434
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INFO:pyaf.std:AR_MODEL_COEFF 3 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag51 -0.10966014115710249
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INFO:pyaf.std:AR_MODEL_COEFF 4 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag12 0.10811218454630084
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INFO:pyaf.std:AR_MODEL_COEFF 5 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag36 0.08843747251747261
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INFO:pyaf.std:AR_MODEL_COEFF 6 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag39 -0.08841281287576903
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INFO:pyaf.std:AR_MODEL_COEFF 7 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag7 -0.08727106698203285
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INFO:pyaf.std:AR_MODEL_COEFF 8 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag48 0.08115916216732097
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INFO:pyaf.std:AR_MODEL_COEFF 9 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag32 -0.08114662860251165
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INFO:pyaf.std:AR_MODEL_COEFF 10 Anscombe_Ozone_LinearTrend_residue_zeroCycle_residue_Lag29 -0.07382216509764614
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INFO:pyaf.std:AR_MODEL_DETAIL_END
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Transformation Model \
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0 Anscombe_Ozone Anscombe_Ozone_LinearTrend_residue_zeroCycle_r...
@@ -159,13 +159,13 @@ INFO:pyaf.std:AR_MODEL_DETAIL_END
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1259 115 1.609153e+08 6.800249e+08 4.579053e+08
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[1260 rows x 6 columns]INFO:pyaf.std:START_PLOTTING
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/home/antoine/.local/lib/python3.6/site-packages/pandas/plotting/_core.py:1714: UserWarning: Pandas doesn't allow columns to be created via a new attribute name - see https://pandas.pydata.org/pandas-docs/stable/indexing.html#attribute-access
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/home/antoine/.local/lib/python3.6/site-packages/pandas/plotting/_core.py:1716: UserWarning: Pandas doesn't allow columns to be created via a new attribute name - see https://pandas.pydata.org/pandas-docs/stable/indexing.html#attribute-access
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series.name = label
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/home/antoine/.local/lib/python3.6/site-packages/pandas/plotting/_core.py:1714: UserWarning: Pandas doesn't allow columns to be created via a new attribute name - see https://pandas.pydata.org/pandas-docs/stable/indexing.html#attribute-access
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/home/antoine/.local/lib/python3.6/site-packages/pandas/plotting/_core.py:1716: UserWarning: Pandas doesn't allow columns to be created via a new attribute name - see https://pandas.pydata.org/pandas-docs/stable/indexing.html#attribute-access
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series.name = label
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INFO:pyaf.std:END_PLOTTING_TIME_IN_SECONDS 13.825732946395874
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INFO:pyaf.std:END_PLOTTING_TIME_IN_SECONDS 9.679383993148804
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INFO:pyaf.std:START_FORECASTING
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INFO:pyaf.std:END_FORECAST_TIME_IN_SECONDS 0.6823759078979492
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INFO:pyaf.std:END_FORECAST_TIME_IN_SECONDS 0.6352813243865967
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Forecast Columns Index(['Anscombe_Ozone', 'Ozone', 'Time', 'row_number', 'Time_Normalized',
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'Anscombe_Ozone_LinearTrend', 'Anscombe_Ozone_LinearTrend_residue',
@@ -191,18 +191,18 @@ memory usage: 5.1 KB
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None
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Forecasts
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Time Ozone Ozone_Forecast
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204 1971-12-31 NaN 1.024680
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205 1972-01-30 NaN 1.542403
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206 1972-02-29 NaN 2.017312
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207 1972-03-30 NaN 2.431510
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208 1972-04-29 NaN 2.880101
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209 1972-05-29 NaN 3.281210
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210 1972-06-28 NaN 3.415465
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211 1972-07-28 NaN 3.396005
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212 1972-08-27 NaN 3.077197
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213 1972-09-26 NaN 2.215958
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214 1972-10-26 NaN 1.544477
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215 1972-11-25 NaN 1.114140
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204 1972-01-01 NaN 1.024415
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205 1972-02-01 NaN 1.541823
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206 1972-03-01 NaN 2.017001
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207 1972-04-01 NaN 2.430853
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208 1972-05-01 NaN 2.879409
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209 1972-06-01 NaN 3.280126
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210 1972-07-01 NaN 3.414366
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211 1972-08-01 NaN 3.394543
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212 1972-09-01 NaN 3.075428
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213 1972-10-01 NaN 2.214360
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214 1972-11-01 NaN 1.542736
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215 1972-12-01 NaN 1.112522
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<ModelInfo>
@@ -228,10 +228,10 @@ Forecasts
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},
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"Model_Performance": {
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"COMPLEXITY": "99",
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"MAE": "0.470085818095",
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"MAE": "0.47008581809495764",
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"MAPE": "0.1384",
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"MASE": "0.6055",
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"RMSE": "0.65504756246"
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"RMSE": "0.6550475624599842"
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}
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}
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</ModelInfo>
@@ -240,7 +240,7 @@ Forecasts
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<Forecast>
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{"Time":{"192":"1971-01-01T00:00:00.000Z","193":"1971-02-01T00:00:00.000Z","194":"1971-03-01T00:00:00.000Z","195":"1971-04-01T00:00:00.000Z","196":"1971-05-01T00:00:00.000Z","197":"1971-06-01T00:00:00.000Z","198":"1971-07-01T00:00:00.000Z","199":"1971-08-01T00:00:00.000Z","200":"1971-09-01T00:00:00.000Z","201":"1971-10-01T00:00:00.000Z","202":"1971-11-01T00:00:00.000Z","203":"1971-12-01T00:00:00.000Z","204":"1971-12-31T00:00:00.000Z","205":"1972-01-30T00:00:00.000Z","206":"1972-02-29T00:00:00.000Z","207":"1972-03-30T00:00:00.000Z","208":"1972-04-29T00:00:00.000Z","209":"1972-05-29T00:00:00.000Z","210":"1972-06-28T00:00:00.000Z","211":"1972-07-28T00:00:00.000Z","212":"1972-08-27T00:00:00.000Z","213":"1972-09-26T00:00:00.000Z","214":"1972-10-26T00:00:00.000Z","215":"1972-11-25T00:00:00.000Z"},"Ozone":{"192":1.8,"193":2.0,"194":2.2,"195":3.0,"196":2.4,"197":3.5,"198":3.5,"199":3.3,"200":2.7,"201":2.5,"202":1.6,"203":1.2,"204":null,"205":null,"206":null,"207":null,"208":null,"209":null,"210":null,"211":null,"212":null,"213":null,"214":null,"215":null},"Ozone_Forecast":{"192":1.1202220186,"193":1.9384005467,"194":2.4328115966,"195":2.4019066825,"196":3.1709712472,"197":3.1681773447,"198":4.1619230994,"199":3.5832671054,"200":3.0640691022,"201":2.3561708754,"202":1.7120744534,"203":1.2276411329,"204":1.0246803948,"205":1.542403199,"206":2.0173122588,"207":2.431510136,"208":2.8801013945,"209":3.2812097909,"210":3.4154648044,"211":3.3960048565,"212":3.0771969298,"213":2.2159575091,"214":1.5444767644,"215":1.1141397379}}
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{"Time":{"192":"1971-01-01T00:00:00.000Z","193":"1971-02-01T00:00:00.000Z","194":"1971-03-01T00:00:00.000Z","195":"1971-04-01T00:00:00.000Z","196":"1971-05-01T00:00:00.000Z","197":"1971-06-01T00:00:00.000Z","198":"1971-07-01T00:00:00.000Z","199":"1971-08-01T00:00:00.000Z","200":"1971-09-01T00:00:00.000Z","201":"1971-10-01T00:00:00.000Z","202":"1971-11-01T00:00:00.000Z","203":"1971-12-01T00:00:00.000Z","204":"1972-01-01T00:00:00.000Z","205":"1972-02-01T00:00:00.000Z","206":"1972-03-01T00:00:00.000Z","207":"1972-04-01T00:00:00.000Z","208":"1972-05-01T00:00:00.000Z","209":"1972-06-01T00:00:00.000Z","210":"1972-07-01T00:00:00.000Z","211":"1972-08-01T00:00:00.000Z","212":"1972-09-01T00:00:00.000Z","213":"1972-10-01T00:00:00.000Z","214":"1972-11-01T00:00:00.000Z","215":"1972-12-01T00:00:00.000Z"},"Ozone":{"192":1.8,"193":2.0,"194":2.2,"195":3.0,"196":2.4,"197":3.5,"198":3.5,"199":3.3,"200":2.7,"201":2.5,"202":1.6,"203":1.2,"204":null,"205":null,"206":null,"207":null,"208":null,"209":null,"210":null,"211":null,"212":null,"213":null,"214":null,"215":null},"Ozone_Forecast":{"192":1.1202220186,"193":1.9384005467,"194":2.4328115966,"195":2.4019066825,"196":3.1709712472,"197":3.1681773447,"198":4.1619230994,"199":3.5832671054,"200":3.0640691022,"201":2.3561708754,"202":1.7120744534,"203":1.2276411329,"204":1.0244151392,"205":1.5418229577,"206":2.0170010596,"207":2.4308531985,"208":2.8794089774,"209":3.2801258093,"210":3.4143660536,"211":3.39454272,"212":3.0754284218,"213":2.2143596364,"214":1.5427356286,"215":1.1125216345}}
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</Forecast>
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