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Update app.py
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app.py
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import pandas as pd
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import matplotlib.pyplot as plt
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import gradio as gr
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import tempfile
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import os
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from datetime import datetime
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from statsforecast import StatsForecast
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from statsforecast.models import (
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HistoricAverage,
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WindowAverage,
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SeasonalWindowAverage,
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AutoETS,
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AutoARIMA
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)
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from utilsforecast.evaluation import evaluate
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from utilsforecast.losses import
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#
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from nixtla import NixtlaClient
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try:
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if
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return None, f"
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# Check for NaN values
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if df['y'].isna().any():
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return None, "Data contains missing values in the 'y' column"
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return df, "Data loaded successfully!"
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except Exception as e:
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return None, f"Error loading
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# Helper function to calculate date offset based on frequency and horizon
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def calculate_date_offset(freq, horizon):
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"""
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if freq ==
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return pd.Timedelta(hours=horizon)
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return pd.Timedelta(days=horizon)
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elif freq == 'WS':
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return pd.Timedelta(weeks=horizon)
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return pd.Timedelta(days=horizon * 30)
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return pd.Timedelta(days=horizon * 90)
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return pd.Timedelta(days=horizon * 365)
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return pd.Timedelta(days=horizon)
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#
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plt.figure(figsize=(12, 7))
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forecast_cols = [
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colors = plt.cm.tab10.colors
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# Track min and max dates for x-axis limits
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min_cutoff = None
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for
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plt.plot(
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cutoffs = pd.to_datetime(forecast_data['cutoff'].unique())
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if len(cutoffs) > 0:
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if min_cutoff is None or
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min_cutoff = earliest_cutoff
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# Add vertical line at each cutoff
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for cutoff in cutoffs:
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plt.axvline(x=cutoff, color=
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# Plot main prediction lines
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for j, col in enumerate(forecast_cols):
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if col in
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plt.title(title, fontsize=16)
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plt.xlabel(
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plt.ylabel(
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plt.grid(True, alpha=0.3)
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plt.tight_layout(rect=[0, 0.05, 1, 0.95]) # Adjust layout to make room for legend
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# Set x-axis limits based on cutoff and horizon
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if min_cutoff is not None and horizon is not None:
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# Calculate start date as 'horizon' units before the first cutoff
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start_date = min_cutoff - date_offset
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# Find max date from forecast
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max_date = forecast_df['ds'].max()
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plt.xlim(start_date, max_date)
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# Add an annotation for the training/test split
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plt.annotate('Training | Test',
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xy=(min_cutoff, plt.ylim()[0]),
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xytext=(0, -40),
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textcoords='offset points',
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horizontalalignment='center',
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fontsize=10)
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# Format date labels better
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fig = plt.gcf()
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ax = plt.gca()
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fig.autofmt_xdate()
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return fig
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def
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plt.figure(figsize=(12, 7))
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forecast_cols = [
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colors = plt.cm.tab10.colors
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fontsize=10)
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# Plot main prediction lines
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for j, col in enumerate(forecast_cols):
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if col in forecast_data.columns:
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# Clean up model name for legend
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model_name = col.replace('_', ' ').title()
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if model_name == 'Timegpt':
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model_name = 'TimeGPT'
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plt.plot(forecast_data['ds'], forecast_data[col],
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color=colors[j % len(colors)],
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linestyle='--',
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linewidth=1.5,
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label=f'{model_name}')
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plt.title('Future Forecast', fontsize=16)
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plt.xlabel('Date', fontsize=12)
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plt.ylabel('Value', fontsize=12)
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plt.grid(True, alpha=0.3)
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# Calculate date offset based on frequency and horizon
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date_offset = calculate_date_offset(freq, horizon)
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# Calculate start date as 'horizon' units before the forecast start
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start_date = forecast_start - date_offset
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# Get the last date from historical data that's before or at the start_date
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historical_dates = pd.to_datetime(original_df['ds'])
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historical_dates_before_start = historical_dates[historical_dates <= start_date]
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if not historical_dates_before_start.empty:
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# Use the last available date in the historical data that's before our calculated start_date
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adjusted_start_date = historical_dates_before_start.max()
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else:
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# Fallback to using the original start_date
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adjusted_start_date = start_date
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# Set the x-axis limits
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plt.xlim(adjusted_start_date, forecast_df['ds'].max())
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# Format date labels better
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fig = plt.gcf()
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ax = plt.gca()
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fig.autofmt_xdate()
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return fig
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temp_dir = tempfile.mkdtemp()
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#
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def run_forecast(
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use_naive,
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window_size,
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use_seasonal_window_avg,
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seasonal_window_size,
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use_autoets,
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use_autoarima,
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use_timegpt,
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):
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if df is None:
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return None, None, None,
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#
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#
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if use_naive:
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if
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model_aliases.append('window_average')
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if use_seasonal_window_avg:
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models.append(SeasonalWindowAverage(season_length=seasonality, window_size=seasonal_window_size, alias='seasonal_window_average'))
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model_aliases.append('seasonal_window_average')
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if use_autoets:
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if use_autoarima:
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combined_cv_results = pd.DataFrame()
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combined_future_forecasts = pd.DataFrame()
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# Run traditional statistical models if any are selected
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if models:
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sf = StatsForecast(models=models, freq=frequency, n_jobs=-1)
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# Run cross-validation for traditional models
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if eval_strategy == "Cross Validation":
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cv_results = sf.cross_validation(df=df, h=horizon, step_size=step_size, n_windows=num_windows)
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evaluation = evaluate(df=cv_results, metrics=[bias, mae, rmse, mape], models=model_aliases)
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eval_df = pd.DataFrame(evaluation).reset_index()
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eval_df = eval_df.round({col: 2 for col in eval_df.columns[3:]})
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else: # Fixed window
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cv_results = sf.cross_validation(df=df, h=horizon, step_size=10, n_windows=1) # any step size for 1 window
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evaluation = evaluate(df=cv_results, metrics=[bias, mae, rmse, mape], models=model_aliases)
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eval_df = pd.DataFrame(evaluation).reset_index()
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# Generate future forecasts
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future_forecasts = sf.forecast(df=df, h=future_horizon)
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# Store results
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combined_eval_df = eval_df.copy() if eval_df is not None else pd.DataFrame()
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combined_cv_results = cv_results.copy() if cv_results is not None else pd.DataFrame()
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combined_cv_results = combined_cv_results
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combined_future_forecasts = future_forecasts.copy() if future_forecasts is not None else pd.DataFrame()
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# Run TimeGPT if selected
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if use_timegpt:
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try:
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# Get API key from environment variables
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nixtla_api_key = os.getenv("NIXTLA_API_KEY")
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if not nixtla_api_key:
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return None, None, None, None, None, None, "TimeGPT API key not found. Please set the NIXTLA_API_KEY environment variable."
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# Initialize Nixtla client
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nixtla_client = NixtlaClient(api_key=nixtla_api_key)
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# Convert confidence_level to list format
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level = [float(confidence_level)]
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# Run cross-validation for TimeGPT
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if eval_strategy == "Cross Validation":
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timegpt_cv_df = nixtla_client.cross_validation(
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df=df,
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h=horizon,
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freq=frequency,
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n_windows=num_windows,
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step_size=step_size
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timegpt_cv_eval = evaluate(
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df=timegpt_cv_df,
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metrics=[mape, mae, rmse, bias],
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models=['TimeGPT'],
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timegpt_eval_df = pd.DataFrame(timegpt_cv_eval).reset_index()
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timegpt_eval_df = timegpt_eval_df.round({col: 2 for col in timegpt_eval_df.columns[3:]})
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else: # Fixed window
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timegpt_cv_df = nixtla_client.cross_validation(
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df=df,
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h=horizon,
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freq=frequency,
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n_windows=1,
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step_size=10
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timegpt_cv_eval = evaluate(
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df=timegpt_cv_df,
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metrics=[mape, mae, rmse, bias],
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models=['TimeGPT']
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)
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timegpt_eval_df = pd.DataFrame(timegpt_cv_eval).reset_index()
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# Generate future forecasts with TimeGPT
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forecast_timegpt = nixtla_client.forecast(
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df=df,
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h=future_horizon,
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freq=frequency,
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finetune_loss=finetune_loss
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)
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# Combine results - using merge instead of concat to avoid duplicate rows
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if not combined_eval_df.empty and not timegpt_eval_df.empty:
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# Get common columns for the join
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join_columns = ['unique_id', 'metric']
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# Merge the dataframes on unique_id and metric
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combined_eval_df = pd.merge(
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combined_eval_df,
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timegpt_eval_df,
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on=join_columns,
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how='outer',
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suffixes=('', '_timegpt')
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)
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# Clean up any duplicated columns from the merge
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for col in combined_eval_df.columns:
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if col.endswith('_timegpt'):
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base_col = col.replace('_timegpt', '')
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# Fill NaN values in the original column with values from the _timegpt column
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if base_col in combined_eval_df.columns:
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combined_eval_df[base_col] = combined_eval_df[base_col].fillna(combined_eval_df[col])
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| 430 |
-
# Remove the _timegpt column
|
| 431 |
-
combined_eval_df = combined_eval_df.drop(columns=[col])
|
| 432 |
-
else:
|
| 433 |
-
combined_eval_df = timegpt_eval_df if not timegpt_eval_df.empty else combined_eval_df
|
| 434 |
-
|
| 435 |
-
if not combined_cv_results.empty and not timegpt_cv_df.empty:
|
| 436 |
-
# Make sure we're not duplicating the 'y' column
|
| 437 |
-
if 'y' in combined_cv_results.columns and 'y' in timegpt_cv_df.columns:
|
| 438 |
-
timegpt_cv_df_no_y = timegpt_cv_df.drop(columns=['y'])
|
| 439 |
-
combined_cv_results = pd.merge(
|
| 440 |
-
combined_cv_results,
|
| 441 |
-
timegpt_cv_df_no_y,
|
| 442 |
-
on=['unique_id', 'ds', 'cutoff'],
|
| 443 |
-
how='outer'
|
| 444 |
-
)
|
| 445 |
-
else:
|
| 446 |
-
combined_cv_results = pd.concat([combined_cv_results, timegpt_cv_df], ignore_index=True)
|
| 447 |
-
else:
|
| 448 |
-
combined_cv_results = timegpt_cv_df if not timegpt_cv_df.empty else combined_cv_results
|
| 449 |
-
|
| 450 |
-
if not combined_future_forecasts.empty and not forecast_timegpt.empty:
|
| 451 |
-
# Make sure we're merging on common columns
|
| 452 |
-
combined_future_forecasts = pd.merge(
|
| 453 |
-
combined_future_forecasts,
|
| 454 |
-
forecast_timegpt,
|
| 455 |
-
on=['unique_id', 'ds'],
|
| 456 |
-
how='outer'
|
| 457 |
-
)
|
| 458 |
-
else:
|
| 459 |
-
combined_future_forecasts = forecast_timegpt if not forecast_timegpt.empty else combined_future_forecasts
|
| 460 |
-
|
| 461 |
-
except Exception as e:
|
| 462 |
-
return None, None, None, None, None, None, f"Error with TimeGPT: {str(e)}"
|
| 463 |
-
|
| 464 |
-
# Create plots
|
| 465 |
-
if not combined_cv_results.empty:
|
| 466 |
-
fig_validation = create_forecast_plot(
|
| 467 |
-
combined_cv_results,
|
| 468 |
-
df,
|
| 469 |
-
f"{eval_strategy} Results"
|
| 470 |
-
)
|
| 471 |
-
else:
|
| 472 |
-
fig_validation = None
|
| 473 |
-
|
| 474 |
-
if not combined_future_forecasts.empty:
|
| 475 |
-
fig_future = create_future_forecast_plot(combined_future_forecasts, df)
|
| 476 |
-
else:
|
| 477 |
-
fig_future = None
|
| 478 |
-
|
| 479 |
-
# Export results
|
| 480 |
-
export_files = export_results(combined_eval_df, combined_cv_results, combined_future_forecasts)
|
| 481 |
-
|
| 482 |
-
return combined_eval_df, combined_cv_results, fig_validation, combined_future_forecasts, fig_future, export_files, "Analysis completed successfully!"
|
| 483 |
|
| 484 |
-
|
| 485 |
-
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-
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| 487 |
-
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-
|
| 555 |
-
|
| 556 |
-
|
| 557 |
-
|
| 558 |
-
|
| 559 |
-
^GSPC,2023-04-13,4146.22021484375
|
| 560 |
-
^GSPC,2023-04-14,4137.64013671875
|
| 561 |
-
^GSPC,2023-04-17,4151.31982421875
|
| 562 |
-
^GSPC,2023-04-18,4154.8701171875
|
| 563 |
-
^GSPC,2023-04-19,4154.52001953125
|
| 564 |
-
^GSPC,2023-04-20,4129.7900390625
|
| 565 |
-
^GSPC,2023-04-21,4133.52001953125
|
| 566 |
-
^GSPC,2023-04-24,4137.0400390625
|
| 567 |
-
^GSPC,2023-04-25,4071.6298828125
|
| 568 |
-
^GSPC,2023-04-26,4055.989990234375
|
| 569 |
-
^GSPC,2023-04-27,4135.35009765625
|
| 570 |
-
^GSPC,2023-04-28,4169.47998046875
|
| 571 |
-
^GSPC,2023-05-01,4167.8701171875
|
| 572 |
-
^GSPC,2023-05-02,4119.580078125
|
| 573 |
-
^GSPC,2023-05-03,4090.75
|
| 574 |
-
^GSPC,2023-05-04,4061.219970703125
|
| 575 |
-
^GSPC,2023-05-05,4136.25
|
| 576 |
-
^GSPC,2023-05-08,4138.1201171875
|
| 577 |
-
^GSPC,2023-05-09,4119.169921875
|
| 578 |
-
^GSPC,2023-05-10,4137.64013671875
|
| 579 |
-
^GSPC,2023-05-11,4130.6201171875
|
| 580 |
-
^GSPC,2023-05-12,4124.080078125
|
| 581 |
-
^GSPC,2023-05-15,4136.27978515625
|
| 582 |
-
^GSPC,2023-05-16,4109.89990234375
|
| 583 |
-
^GSPC,2023-05-17,4158.77001953125
|
| 584 |
-
^GSPC,2023-05-18,4198.0498046875
|
| 585 |
-
^GSPC,2023-05-19,4191.97998046875
|
| 586 |
-
^GSPC,2023-05-22,4192.6298828125
|
| 587 |
-
^GSPC,2023-05-23,4145.580078125
|
| 588 |
-
^GSPC,2023-05-24,4115.240234375
|
| 589 |
-
^GSPC,2023-05-25,4151.27978515625
|
| 590 |
-
^GSPC,2023-05-26,4205.4501953125
|
| 591 |
-
^GSPC,2023-05-30,4205.52001953125
|
| 592 |
-
^GSPC,2023-05-31,4179.830078125
|
| 593 |
-
^GSPC,2023-06-01,4221.02001953125
|
| 594 |
-
^GSPC,2023-06-02,4282.3701171875
|
| 595 |
-
^GSPC,2023-06-05,4273.7900390625
|
| 596 |
-
^GSPC,2023-06-06,4283.85009765625
|
| 597 |
-
^GSPC,2023-06-07,4267.52001953125
|
| 598 |
-
^GSPC,2023-06-08,4293.93017578125
|
| 599 |
-
^GSPC,2023-06-09,4298.85986328125
|
| 600 |
-
^GSPC,2023-06-12,4338.93017578125
|
| 601 |
-
^GSPC,2023-06-13,4369.009765625
|
| 602 |
-
^GSPC,2023-06-14,4372.58984375
|
| 603 |
-
^GSPC,2023-06-15,4425.83984375
|
| 604 |
-
^GSPC,2023-06-16,4409.58984375
|
| 605 |
-
^GSPC,2023-06-20,4388.7099609375
|
| 606 |
-
^GSPC,2023-06-21,4365.68994140625
|
| 607 |
-
^GSPC,2023-06-22,4381.89013671875
|
| 608 |
-
^GSPC,2023-06-23,4348.330078125
|
| 609 |
-
^GSPC,2023-06-26,4328.81982421875
|
| 610 |
-
^GSPC,2023-06-27,4378.41015625
|
| 611 |
-
^GSPC,2023-06-28,4376.85986328125
|
| 612 |
-
^GSPC,2023-06-29,4396.43994140625
|
| 613 |
-
^GSPC,2023-06-30,4450.3798828125
|
| 614 |
-
^GSPC,2023-07-03,4455.58984375
|
| 615 |
-
^GSPC,2023-07-05,4446.81982421875
|
| 616 |
-
^GSPC,2023-07-06,4411.58984375
|
| 617 |
-
^GSPC,2023-07-07,4398.9501953125
|
| 618 |
-
^GSPC,2023-07-10,4409.52978515625
|
| 619 |
-
^GSPC,2023-07-11,4439.259765625
|
| 620 |
-
^GSPC,2023-07-12,4472.16015625
|
| 621 |
-
^GSPC,2023-07-13,4510.0400390625
|
| 622 |
-
^GSPC,2023-07-14,4505.419921875
|
| 623 |
-
^GSPC,2023-07-17,4522.7900390625
|
| 624 |
-
^GSPC,2023-07-18,4554.97998046875
|
| 625 |
-
^GSPC,2023-07-19,4565.72021484375
|
| 626 |
-
^GSPC,2023-07-20,4534.8701171875
|
| 627 |
-
^GSPC,2023-07-21,4536.33984375
|
| 628 |
-
^GSPC,2023-07-24,4554.64013671875
|
| 629 |
-
^GSPC,2023-07-25,4567.4599609375
|
| 630 |
-
^GSPC,2023-07-26,4566.75
|
| 631 |
-
^GSPC,2023-07-27,4537.41015625
|
| 632 |
-
^GSPC,2023-07-28,4582.22998046875
|
| 633 |
-
^GSPC,2023-07-31,4588.9599609375
|
| 634 |
-
^GSPC,2023-08-01,4576.72998046875
|
| 635 |
-
^GSPC,2023-08-02,4513.39013671875
|
| 636 |
-
^GSPC,2023-08-03,4501.89013671875
|
| 637 |
-
^GSPC,2023-08-04,4478.02978515625
|
| 638 |
-
^GSPC,2023-08-07,4518.43994140625
|
| 639 |
-
^GSPC,2023-08-08,4499.3798828125
|
| 640 |
-
^GSPC,2023-08-09,4467.7099609375
|
| 641 |
-
^GSPC,2023-08-10,4468.830078125
|
| 642 |
-
^GSPC,2023-08-11,4464.0498046875
|
| 643 |
-
^GSPC,2023-08-14,4489.72021484375
|
| 644 |
-
^GSPC,2023-08-15,4437.85986328125
|
| 645 |
-
^GSPC,2023-08-16,4404.330078125
|
| 646 |
-
^GSPC,2023-08-17,4370.35986328125
|
| 647 |
-
^GSPC,2023-08-18,4369.7099609375
|
| 648 |
-
^GSPC,2023-08-21,4399.77001953125
|
| 649 |
-
^GSPC,2023-08-22,4387.5498046875
|
| 650 |
-
^GSPC,2023-08-23,4436.009765625
|
| 651 |
-
^GSPC,2023-08-24,4376.31005859375
|
| 652 |
-
^GSPC,2023-08-25,4405.7099609375
|
| 653 |
-
^GSPC,2023-08-28,4433.31005859375
|
| 654 |
-
^GSPC,2023-08-29,4497.6298828125
|
| 655 |
-
^GSPC,2023-08-30,4514.8701171875
|
| 656 |
-
^GSPC,2023-08-31,4507.66015625
|
| 657 |
-
^GSPC,2023-09-01,4515.77001953125
|
| 658 |
-
^GSPC,2023-09-05,4496.830078125
|
| 659 |
-
^GSPC,2023-09-06,4465.47998046875
|
| 660 |
-
^GSPC,2023-09-07,4451.14013671875
|
| 661 |
-
^GSPC,2023-09-08,4457.490234375
|
| 662 |
-
^GSPC,2023-09-11,4487.4599609375
|
| 663 |
-
^GSPC,2023-09-12,4461.89990234375
|
| 664 |
-
^GSPC,2023-09-13,4467.43994140625
|
| 665 |
-
^GSPC,2023-09-14,4505.10009765625
|
| 666 |
-
^GSPC,2023-09-15,4450.31982421875
|
| 667 |
-
^GSPC,2023-09-18,4453.52978515625
|
| 668 |
-
^GSPC,2023-09-19,4443.9501953125
|
| 669 |
-
^GSPC,2023-09-20,4402.2001953125
|
| 670 |
-
^GSPC,2023-09-21,4330
|
| 671 |
-
^GSPC,2023-09-22,4320.06005859375
|
| 672 |
-
^GSPC,2023-09-25,4337.43994140625
|
| 673 |
-
^GSPC,2023-09-26,4273.52978515625
|
| 674 |
-
^GSPC,2023-09-27,4274.509765625
|
| 675 |
-
^GSPC,2023-09-28,4299.7001953125
|
| 676 |
-
^GSPC,2023-09-29,4288.0498046875
|
| 677 |
-
^GSPC,2023-10-02,4288.39013671875
|
| 678 |
-
^GSPC,2023-10-03,4229.4501953125
|
| 679 |
-
^GSPC,2023-10-04,4263.75
|
| 680 |
-
^GSPC,2023-10-05,4258.18994140625
|
| 681 |
-
^GSPC,2023-10-06,4308.5
|
| 682 |
-
^GSPC,2023-10-09,4335.66015625
|
| 683 |
-
^GSPC,2023-10-10,4358.240234375
|
| 684 |
-
^GSPC,2023-10-11,4376.9501953125
|
| 685 |
-
^GSPC,2023-10-12,4349.60986328125
|
| 686 |
-
^GSPC,2023-10-13,4327.77978515625
|
| 687 |
-
^GSPC,2023-10-16,4373.6298828125
|
| 688 |
-
^GSPC,2023-10-17,4373.2001953125
|
| 689 |
-
^GSPC,2023-10-18,4314.60009765625
|
| 690 |
-
^GSPC,2023-10-19,4278
|
| 691 |
-
^GSPC,2023-10-20,4224.16015625
|
| 692 |
-
^GSPC,2023-10-23,4217.0400390625
|
| 693 |
-
^GSPC,2023-10-24,4247.68017578125
|
| 694 |
-
^GSPC,2023-10-25,4186.77001953125
|
| 695 |
-
^GSPC,2023-10-26,4137.22998046875
|
| 696 |
-
^GSPC,2023-10-27,4117.3701171875
|
| 697 |
-
^GSPC,2023-10-30,4166.81982421875
|
| 698 |
-
^GSPC,2023-10-31,4193.7998046875
|
| 699 |
-
^GSPC,2023-11-01,4237.85986328125
|
| 700 |
-
^GSPC,2023-11-02,4317.77978515625
|
| 701 |
-
^GSPC,2023-11-03,4358.33984375
|
| 702 |
-
^GSPC,2023-11-06,4365.97998046875
|
| 703 |
-
^GSPC,2023-11-07,4378.3798828125
|
| 704 |
-
^GSPC,2023-11-08,4382.77978515625
|
| 705 |
-
^GSPC,2023-11-09,4347.35009765625
|
| 706 |
-
^GSPC,2023-11-10,4415.240234375
|
| 707 |
-
^GSPC,2023-11-13,4411.5498046875
|
| 708 |
-
^GSPC,2023-11-14,4495.7001953125
|
| 709 |
-
^GSPC,2023-11-15,4502.8798828125
|
| 710 |
-
^GSPC,2023-11-16,4508.240234375
|
| 711 |
-
^GSPC,2023-11-17,4514.02001953125
|
| 712 |
-
^GSPC,2023-11-20,4547.3798828125
|
| 713 |
-
^GSPC,2023-11-21,4538.18994140625
|
| 714 |
-
^GSPC,2023-11-22,4556.6201171875
|
| 715 |
-
^GSPC,2023-11-24,4559.33984375
|
| 716 |
-
^GSPC,2023-11-27,4550.43017578125
|
| 717 |
-
^GSPC,2023-11-28,4554.89013671875
|
| 718 |
-
^GSPC,2023-11-29,4550.580078125
|
| 719 |
-
^GSPC,2023-11-30,4567.7998046875
|
| 720 |
-
^GSPC,2023-12-01,4594.6298828125
|
| 721 |
-
^GSPC,2023-12-04,4569.77978515625
|
| 722 |
-
^GSPC,2023-12-05,4567.18017578125
|
| 723 |
-
^GSPC,2023-12-06,4549.33984375
|
| 724 |
-
^GSPC,2023-12-07,4585.58984375
|
| 725 |
-
^GSPC,2023-12-08,4604.3701171875
|
| 726 |
-
^GSPC,2023-12-11,4622.43994140625
|
| 727 |
-
^GSPC,2023-12-12,4643.7001953125
|
| 728 |
-
^GSPC,2023-12-13,4707.08984375
|
| 729 |
-
^GSPC,2023-12-14,4719.5498046875
|
| 730 |
-
^GSPC,2023-12-15,4719.18994140625
|
| 731 |
-
^GSPC,2023-12-18,4740.56005859375
|
| 732 |
-
^GSPC,2023-12-19,4768.3701171875
|
| 733 |
-
^GSPC,2023-12-20,4698.35009765625
|
| 734 |
-
^GSPC,2023-12-21,4746.75
|
| 735 |
-
^GSPC,2023-12-22,4754.6298828125
|
| 736 |
-
^GSPC,2023-12-26,4774.75
|
| 737 |
-
^GSPC,2023-12-27,4781.580078125
|
| 738 |
-
^GSPC,2023-12-28,4783.35009765625
|
| 739 |
-
^GSPC,2023-12-29,4769.830078125
|
| 740 |
-
^GSPC,2024-01-02,4742.830078125
|
| 741 |
-
^GSPC,2024-01-03,4704.81005859375
|
| 742 |
-
^GSPC,2024-01-04,4688.68017578125
|
| 743 |
-
^GSPC,2024-01-05,4697.240234375
|
| 744 |
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| 991 |
-
^GSPC,2024-12-31,5881.6298828125
|
| 992 |
-
^GSPC,2025-01-02,5868.5498046875
|
| 993 |
-
^GSPC,2025-01-03,5942.47021484375
|
| 994 |
-
^GSPC,2025-01-06,5975.3798828125
|
| 995 |
-
^GSPC,2025-01-07,5909.02978515625
|
| 996 |
-
^GSPC,2025-01-08,5918.25
|
| 997 |
-
^GSPC,2025-01-10,5827.0400390625
|
| 998 |
-
^GSPC,2025-01-13,5836.22021484375
|
| 999 |
-
^GSPC,2025-01-14,5842.91015625
|
| 1000 |
-
^GSPC,2025-01-15,5949.91015625
|
| 1001 |
-
^GSPC,2025-01-16,5937.33984375
|
| 1002 |
-
^GSPC,2025-01-17,5996.66015625
|
| 1003 |
-
^GSPC,2025-01-21,6049.240234375
|
| 1004 |
-
^GSPC,2025-01-22,6086.3701171875
|
| 1005 |
-
^GSPC,2025-01-23,6118.7099609375
|
| 1006 |
-
^GSPC,2025-01-24,6101.240234375
|
| 1007 |
-
^GSPC,2025-01-27,6012.27978515625
|
| 1008 |
-
^GSPC,2025-01-28,6067.7001953125
|
| 1009 |
-
^GSPC,2025-01-29,6039.31005859375
|
| 1010 |
-
^GSPC,2025-01-30,6071.169921875
|
| 1011 |
-
^GSPC,2025-01-31,6040.52978515625
|
| 1012 |
-
^GSPC,2025-02-03,5994.56982421875
|
| 1013 |
-
^GSPC,2025-02-04,6037.8798828125
|
| 1014 |
-
^GSPC,2025-02-05,6061.47998046875
|
| 1015 |
-
^GSPC,2025-02-06,6083.56982421875
|
| 1016 |
-
^GSPC,2025-02-07,6025.990234375
|
| 1017 |
-
^GSPC,2025-02-10,6066.43994140625
|
| 1018 |
-
^GSPC,2025-02-11,6068.5
|
| 1019 |
-
^GSPC,2025-02-12,6051.97021484375
|
| 1020 |
-
^GSPC,2025-02-13,6115.06982421875
|
| 1021 |
-
^GSPC,2025-02-14,6114.6298828125
|
| 1022 |
-
^GSPC,2025-02-18,6129.580078125
|
| 1023 |
-
^GSPC,2025-02-19,6144.14990234375
|
| 1024 |
-
^GSPC,2025-02-20,6117.52001953125
|
| 1025 |
-
^GSPC,2025-02-21,6013.1298828125
|
| 1026 |
-
^GSPC,2025-02-24,5983.25
|
| 1027 |
-
^GSPC,2025-02-25,5955.25
|
| 1028 |
-
^GSPC,2025-02-26,5956.06005859375
|
| 1029 |
-
^GSPC,2025-02-27,5861.56982421875
|
| 1030 |
-
^GSPC,2025-02-28,5954.5
|
| 1031 |
-
^GSPC,2025-03-03,5849.72021484375
|
| 1032 |
-
^GSPC,2025-03-04,5778.14990234375
|
| 1033 |
-
^GSPC,2025-03-05,5842.6298828125
|
| 1034 |
-
^GSPC,2025-03-06,5738.52001953125
|
| 1035 |
-
^GSPC,2025-03-07,5770.2001953125
|
| 1036 |
-
^GSPC,2025-03-10,5614.56005859375
|
| 1037 |
-
^GSPC,2025-03-11,5572.06982421875
|
| 1038 |
-
^GSPC,2025-03-12,5599.2998046875
|
| 1039 |
-
^GSPC,2025-03-13,5521.52001953125
|
| 1040 |
-
^GSPC,2025-03-14,5638.93994140625
|
| 1041 |
-
^GSPC,2025-03-17,5675.1201171875
|
| 1042 |
-
^GSPC,2025-03-18,5614.66015625
|
| 1043 |
-
^GSPC,2025-03-19,5675.2900390625
|
| 1044 |
-
^GSPC,2025-03-20,5662.89013671875
|
| 1045 |
-
^GSPC,2025-03-21,5667.56005859375
|
| 1046 |
-
^GSPC,2025-03-24,5767.56982421875
|
| 1047 |
-
^GSPC,2025-03-25,5776.64990234375
|
| 1048 |
-
^GSPC,2025-03-26,5712.2001953125
|
| 1049 |
-
^GSPC,2025-03-27,5693.31005859375
|
| 1050 |
-
^GSPC,2025-03-28,5580.93994140625
|
| 1051 |
-
^GSPC,2025-03-31,5611.85009765625
|
| 1052 |
-
"""
|
| 1053 |
-
temp = tempfile.NamedTemporaryFile(delete=False, suffix=".csv", mode='w', newline='')
|
| 1054 |
-
temp.write(sample_data)
|
| 1055 |
-
temp.close()
|
| 1056 |
-
return temp.name
|
| 1057 |
-
|
| 1058 |
-
# Global theme
|
| 1059 |
-
theme = gr.themes.Soft(
|
| 1060 |
-
primary_hue="blue",
|
| 1061 |
-
secondary_hue="indigo",
|
| 1062 |
-
neutral_hue="gray"
|
| 1063 |
-
)
|
| 1064 |
|
| 1065 |
-
|
| 1066 |
-
|
| 1067 |
-
|
| 1068 |
-
|
| 1069 |
-
|
| 1070 |
-
|
| 1071 |
-
|
| 1072 |
-
|
| 1073 |
-
|
| 1074 |
-
|
| 1075 |
-
|
| 1076 |
-
|
| 1077 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1078 |
|
| 1079 |
with gr.Row():
|
| 1080 |
-
|
| 1081 |
-
|
| 1082 |
-
|
| 1083 |
-
|
| 1084 |
-
|
| 1085 |
-
|
| 1086 |
-
|
| 1087 |
-
|
| 1088 |
-
|
| 1089 |
-
|
| 1090 |
-
|
| 1091 |
-
|
| 1092 |
-
|
| 1093 |
-
|
| 1094 |
-
|
| 1095 |
-
|
| 1096 |
-
|
| 1097 |
-
|
| 1098 |
-
|
| 1099 |
-
|
| 1100 |
-
|
| 1101 |
-
|
| 1102 |
-
|
| 1103 |
-
|
| 1104 |
-
|
| 1105 |
-
|
| 1106 |
-
|
| 1107 |
-
|
| 1108 |
-
|
| 1109 |
-
|
| 1110 |
-
|
| 1111 |
-
|
| 1112 |
-
|
| 1113 |
-
|
| 1114 |
-
|
| 1115 |
-
|
| 1116 |
-
|
| 1117 |
-
|
| 1118 |
-
|
| 1119 |
-
|
| 1120 |
-
|
| 1121 |
-
|
| 1122 |
-
|
| 1123 |
-
|
| 1124 |
-
|
| 1125 |
-
|
| 1126 |
-
|
| 1127 |
-
|
| 1128 |
-
|
| 1129 |
-
|
| 1130 |
-
|
| 1131 |
-
|
| 1132 |
-
|
| 1133 |
-
|
| 1134 |
-
|
| 1135 |
-
|
| 1136 |
-
|
| 1137 |
-
|
| 1138 |
-
|
| 1139 |
-
|
| 1140 |
-
|
| 1141 |
-
|
| 1142 |
-
|
| 1143 |
-
|
| 1144 |
-
|
| 1145 |
-
|
| 1146 |
-
|
| 1147 |
-
use_window_avg = gr.Checkbox(label="Window Average", value=False)
|
| 1148 |
-
window_size = gr.Number(label="Window Size", value=10)
|
| 1149 |
-
|
| 1150 |
-
with gr.Row():
|
| 1151 |
-
use_seasonal_window_avg = gr.Checkbox(label="Seasonal Window Average", value=False)
|
| 1152 |
-
seasonal_window_size = gr.Number(label="Seasonal Window Size", value=2)
|
| 1153 |
-
|
| 1154 |
-
gr.Markdown("### Advanced Models (use seasonality from above)")
|
| 1155 |
-
with gr.Row():
|
| 1156 |
-
use_autoets = gr.Checkbox(label="AutoETS (Exponential Smoothing)", value=False)
|
| 1157 |
-
use_autoarima = gr.Checkbox(label="AutoARIMA", value=False)
|
| 1158 |
-
|
| 1159 |
-
# Transformer Models Tab (TimeGPT)
|
| 1160 |
-
with gr.TabItem("Transformer Models"):
|
| 1161 |
-
gr.Markdown("## TimeGPT Model")
|
| 1162 |
-
gr.Markdown("TimeGPT uses a transformer architecture for state-of-the-art time series forecasting")
|
| 1163 |
-
|
| 1164 |
-
with gr.Row():
|
| 1165 |
-
use_timegpt = gr.Checkbox(label="Use TimeGPT", value=True)
|
| 1166 |
-
|
| 1167 |
-
with gr.Group():
|
| 1168 |
-
gr.Markdown("### TimeGPT Configuration")
|
| 1169 |
-
with gr.Row():
|
| 1170 |
-
finetune_loss = gr.Dropdown(
|
| 1171 |
-
choices=["mape", "mae", "rmse", "smape"],
|
| 1172 |
-
label="Finetune Loss Metric",
|
| 1173 |
-
value="mape"
|
| 1174 |
-
)
|
| 1175 |
-
confidence_level = gr.Slider(50, 99, value=95, step=1, label="Confidence Level (%)")
|
| 1176 |
-
|
| 1177 |
-
gr.Markdown("""
|
| 1178 |
-
**Note:** Using TimeGPT requires a valid API key. The API key should
|
| 1179 |
-
be set as an environment variable named `NIXTLA_API_KEY`. This space uses a trial key, which is rate limited.
|
| 1180 |
-
""")
|
| 1181 |
-
|
| 1182 |
-
with gr.Column(scale=3):
|
| 1183 |
-
message_output = gr.Textbox(label="Status Message")
|
| 1184 |
-
|
| 1185 |
-
with gr.Tabs() as tabs:
|
| 1186 |
-
with gr.TabItem("Validation Results"):
|
| 1187 |
-
eval_output = gr.Dataframe(label="Evaluation Metrics")
|
| 1188 |
-
validation_plot = gr.Plot(label="Validation Plot")
|
| 1189 |
-
validation_output = gr.Dataframe(label="Validation Data", visible=False)
|
| 1190 |
-
|
| 1191 |
-
with gr.Row():
|
| 1192 |
-
show_data_btn = gr.Button("Show Validation Data")
|
| 1193 |
-
hide_data_btn = gr.Button("Hide Validation Data", visible=False)
|
| 1194 |
-
|
| 1195 |
-
def show_data():
|
| 1196 |
-
return gr.update(visible=True), gr.update(visible=True), gr.update(visible=False)
|
| 1197 |
-
|
| 1198 |
-
def hide_data():
|
| 1199 |
-
return gr.update(visible=False), gr.update(visible=False), gr.update(visible=True)
|
| 1200 |
-
|
| 1201 |
-
show_data_btn.click(
|
| 1202 |
-
fn=show_data,
|
| 1203 |
-
outputs=[validation_output, hide_data_btn, show_data_btn]
|
| 1204 |
-
)
|
| 1205 |
-
|
| 1206 |
-
hide_data_btn.click(
|
| 1207 |
-
fn=hide_data,
|
| 1208 |
-
outputs=[validation_output, hide_data_btn, show_data_btn]
|
| 1209 |
-
)
|
| 1210 |
-
|
| 1211 |
-
with gr.TabItem("Future Forecast"):
|
| 1212 |
-
forecast_plot = gr.Plot(label="Future Forecast Plot")
|
| 1213 |
-
forecast_output = gr.Dataframe(label="Future Forecast Data", visible=False)
|
| 1214 |
-
|
| 1215 |
-
with gr.Row():
|
| 1216 |
-
show_forecast_btn = gr.Button("Show Forecast Data")
|
| 1217 |
-
hide_forecast_btn = gr.Button("Hide Forecast Data", visible=False)
|
| 1218 |
-
|
| 1219 |
-
def show_forecast():
|
| 1220 |
-
return gr.update(visible=True), gr.update(visible=True), gr.update(visible=False)
|
| 1221 |
-
|
| 1222 |
-
def hide_forecast():
|
| 1223 |
-
return gr.update(visible=False), gr.update(visible=False), gr.update(visible=True)
|
| 1224 |
-
|
| 1225 |
-
show_forecast_btn.click(
|
| 1226 |
-
fn=show_forecast,
|
| 1227 |
-
outputs=[forecast_output, hide_forecast_btn, show_forecast_btn]
|
| 1228 |
-
)
|
| 1229 |
-
|
| 1230 |
-
hide_forecast_btn.click(
|
| 1231 |
-
fn=hide_forecast,
|
| 1232 |
-
outputs=[forecast_output, hide_forecast_btn, show_forecast_btn]
|
| 1233 |
-
)
|
| 1234 |
-
|
| 1235 |
-
with gr.TabItem("Export Results"):
|
| 1236 |
-
export_files = gr.Files(label="Download Results")
|
| 1237 |
-
|
| 1238 |
-
with gr.Row(visible=True) as run_row:
|
| 1239 |
-
submit_btn = gr.Button("Run Validation and Forecast", variant="primary", size="lg")
|
| 1240 |
-
|
| 1241 |
-
# Update visibility of the appropriate box based on evaluation strategy
|
| 1242 |
-
def update_eval_boxes(strategy):
|
| 1243 |
-
return (gr.update(visible=strategy == "Fixed Window"),
|
| 1244 |
-
gr.update(visible=strategy == "Cross Validation"))
|
| 1245 |
-
|
| 1246 |
-
eval_strategy.change(
|
| 1247 |
-
fn=update_eval_boxes,
|
| 1248 |
-
inputs=[eval_strategy],
|
| 1249 |
-
outputs=[fixed_window_box, cv_box]
|
| 1250 |
)
|
| 1251 |
|
| 1252 |
-
|
| 1253 |
-
submit_btn.click(
|
| 1254 |
fn=run_forecast,
|
| 1255 |
inputs=[
|
| 1256 |
-
|
| 1257 |
-
|
| 1258 |
-
|
| 1259 |
-
|
| 1260 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1261 |
],
|
| 1262 |
-
outputs=[
|
| 1263 |
-
eval_output,
|
| 1264 |
-
validation_output,
|
| 1265 |
-
validation_plot,
|
| 1266 |
-
forecast_output,
|
| 1267 |
-
forecast_plot,
|
| 1268 |
-
export_files,
|
| 1269 |
-
message_output]
|
| 1270 |
)
|
| 1271 |
|
| 1272 |
-
|
| 1273 |
-
app.launch(share=False)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
import os
|
| 2 |
+
import tempfile
|
| 3 |
from datetime import datetime
|
| 4 |
|
| 5 |
+
import gradio as gr
|
| 6 |
+
import matplotlib.pyplot as plt
|
| 7 |
+
import pandas as pd
|
| 8 |
+
|
| 9 |
from statsforecast import StatsForecast
|
| 10 |
from statsforecast.models import (
|
| 11 |
HistoricAverage,
|
|
|
|
| 14 |
WindowAverage,
|
| 15 |
SeasonalWindowAverage,
|
| 16 |
AutoETS,
|
| 17 |
+
AutoARIMA,
|
| 18 |
)
|
| 19 |
|
| 20 |
from utilsforecast.evaluation import evaluate
|
| 21 |
+
from utilsforecast.losses import (
|
| 22 |
+
mae,
|
| 23 |
+
mape,
|
| 24 |
+
mase,
|
| 25 |
+
mse,
|
| 26 |
+
rmse,
|
| 27 |
+
smape,
|
| 28 |
+
)
|
| 29 |
|
| 30 |
+
# TimeGPT
|
| 31 |
from nixtla import NixtlaClient
|
| 32 |
|
| 33 |
+
|
| 34 |
+
# -----------------------------
|
| 35 |
+
# Data helpers
|
| 36 |
+
# -----------------------------
|
| 37 |
+
REQUIRED_COLS = ["unique_id", "ds", "y"]
|
| 38 |
+
|
| 39 |
+
|
| 40 |
+
def load_training_data(file_obj):
|
| 41 |
+
"""Load training CSV. Keep ALL columns, but validate required cols."""
|
| 42 |
+
if file_obj is None:
|
| 43 |
+
return None, [], "Please upload a CSV file."
|
| 44 |
+
|
| 45 |
+
try:
|
| 46 |
+
df = pd.read_csv(file_obj.name if hasattr(file_obj, "name") else file_obj)
|
| 47 |
+
missing = [c for c in REQUIRED_COLS if c not in df.columns]
|
| 48 |
+
if missing:
|
| 49 |
+
return None, [], f"Missing required columns: {', '.join(missing)}"
|
| 50 |
+
|
| 51 |
+
df["ds"] = pd.to_datetime(df["ds"])
|
| 52 |
+
df = df.sort_values(["unique_id", "ds"]).reset_index(drop=True)
|
| 53 |
+
|
| 54 |
+
if df["y"].isna().any():
|
| 55 |
+
return None, [], "Data contains missing values in the 'y' column."
|
| 56 |
+
|
| 57 |
+
candidate_xcols = [c for c in df.columns if c not in REQUIRED_COLS]
|
| 58 |
+
return df, candidate_xcols, "Training data loaded successfully!"
|
| 59 |
+
except Exception as e:
|
| 60 |
+
return None, [], f"Error loading data: {e}"
|
| 61 |
+
|
| 62 |
+
|
| 63 |
+
def load_future_x(file_obj, xcols):
|
| 64 |
+
"""Load future predictors (X_df) for horizon. Must have unique_id, ds, and selected xcols."""
|
| 65 |
+
if not xcols:
|
| 66 |
+
return None, "No predictors selected."
|
| 67 |
+
|
| 68 |
+
if file_obj is None:
|
| 69 |
+
return None, "You selected predictors, so please upload a future predictors CSV (X_df)."
|
| 70 |
+
|
| 71 |
try:
|
| 72 |
+
X_df = pd.read_csv(file_obj.name if hasattr(file_obj, "name") else file_obj)
|
| 73 |
+
required = ["unique_id", "ds"] + list(xcols)
|
| 74 |
+
missing = [c for c in required if c not in X_df.columns]
|
| 75 |
+
if missing:
|
| 76 |
+
return None, f"Future predictors CSV missing: {', '.join(missing)}"
|
| 77 |
+
|
| 78 |
+
X_df["ds"] = pd.to_datetime(X_df["ds"])
|
| 79 |
+
X_df = X_df.sort_values(["unique_id", "ds"]).reset_index(drop=True)
|
| 80 |
+
return X_df, "Future predictors loaded."
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 81 |
except Exception as e:
|
| 82 |
+
return None, f"Error loading future predictors: {e}"
|
| 83 |
+
|
| 84 |
|
|
|
|
| 85 |
def calculate_date_offset(freq, horizon):
|
| 86 |
+
"""Rough offset for plot windowing."""
|
| 87 |
+
if freq == "H":
|
| 88 |
return pd.Timedelta(hours=horizon)
|
| 89 |
+
if freq == "D":
|
| 90 |
return pd.Timedelta(days=horizon)
|
| 91 |
+
if freq == "B":
|
| 92 |
+
return pd.Timedelta(days=int(horizon * 1.4)) # approx weekends
|
| 93 |
+
if freq == "WS":
|
|
|
|
| 94 |
return pd.Timedelta(weeks=horizon)
|
| 95 |
+
if freq == "MS":
|
| 96 |
+
return pd.Timedelta(days=horizon * 30)
|
| 97 |
+
if freq == "QS":
|
| 98 |
+
return pd.Timedelta(days=horizon * 90)
|
| 99 |
+
if freq == "YS":
|
| 100 |
+
return pd.Timedelta(days=horizon * 365)
|
| 101 |
+
return pd.Timedelta(days=horizon)
|
| 102 |
+
|
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|
|
| 103 |
|
| 104 |
+
# -----------------------------
|
| 105 |
+
# Plotting
|
| 106 |
+
# -----------------------------
|
| 107 |
+
def create_cv_plot(cv_df, original_df, title, horizon=None, freq="D"):
|
| 108 |
plt.figure(figsize=(12, 7))
|
| 109 |
+
|
| 110 |
+
forecast_cols = [c for c in cv_df.columns if c not in ["unique_id", "ds", "cutoff", "y"]]
|
| 111 |
+
unique_ids = cv_df["unique_id"].unique()
|
| 112 |
+
|
| 113 |
colors = plt.cm.tab10.colors
|
|
|
|
|
|
|
| 114 |
min_cutoff = None
|
| 115 |
+
|
| 116 |
+
for uid in unique_ids:
|
| 117 |
+
hist = original_df[original_df["unique_id"] == uid]
|
| 118 |
+
plt.plot(hist["ds"], hist["y"], "k-", linewidth=2, label=f"{uid} (Actual)")
|
| 119 |
+
|
| 120 |
+
f = cv_df[cv_df["unique_id"] == uid]
|
| 121 |
+
|
| 122 |
+
if "cutoff" in f.columns:
|
| 123 |
+
cutoffs = pd.to_datetime(f["cutoff"].unique())
|
|
|
|
| 124 |
if len(cutoffs) > 0:
|
| 125 |
+
earliest = cutoffs.min()
|
| 126 |
+
min_cutoff = earliest if (min_cutoff is None or earliest < min_cutoff) else min_cutoff
|
|
|
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|
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|
|
| 127 |
for cutoff in cutoffs:
|
| 128 |
+
plt.axvline(x=cutoff, color="gray", linestyle="--", alpha=0.35)
|
| 129 |
+
|
|
|
|
| 130 |
for j, col in enumerate(forecast_cols):
|
| 131 |
+
if col in f.columns:
|
| 132 |
+
name = col.replace("_", " ").title()
|
| 133 |
+
if name == "Timegpt":
|
| 134 |
+
name = "TimeGPT"
|
| 135 |
+
plt.plot(
|
| 136 |
+
f["ds"],
|
| 137 |
+
f[col],
|
| 138 |
+
linestyle="--",
|
| 139 |
+
linewidth=1.5,
|
| 140 |
+
color=colors[j % len(colors)],
|
| 141 |
+
label=name,
|
| 142 |
+
)
|
| 143 |
|
| 144 |
plt.title(title, fontsize=16)
|
| 145 |
+
plt.xlabel("Date")
|
| 146 |
+
plt.ylabel("Value")
|
| 147 |
plt.grid(True, alpha=0.3)
|
| 148 |
+
plt.legend(loc="upper center", bbox_to_anchor=(0.5, -0.15), ncol=3, fontsize=10)
|
| 149 |
+
plt.tight_layout(rect=[0, 0.05, 1, 0.95])
|
| 150 |
+
|
|
|
|
|
|
|
|
|
|
| 151 |
if min_cutoff is not None and horizon is not None:
|
| 152 |
+
start = min_cutoff - calculate_date_offset(freq, horizon)
|
| 153 |
+
plt.xlim(start, cv_df["ds"].max())
|
| 154 |
+
|
|
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|
| 155 |
fig = plt.gcf()
|
|
|
|
| 156 |
fig.autofmt_xdate()
|
|
|
|
| 157 |
return fig
|
| 158 |
|
| 159 |
+
|
| 160 |
+
def create_future_plot(fcst_df, original_df, title="Future Forecast", horizon=None, freq="D"):
|
| 161 |
plt.figure(figsize=(12, 7))
|
| 162 |
+
|
| 163 |
+
forecast_cols = [c for c in fcst_df.columns if c not in ["unique_id", "ds"]]
|
| 164 |
+
unique_ids = fcst_df["unique_id"].unique()
|
| 165 |
colors = plt.cm.tab10.colors
|
| 166 |
+
|
| 167 |
+
for uid in unique_ids:
|
| 168 |
+
hist = original_df[original_df["unique_id"] == uid]
|
| 169 |
+
f = fcst_df[fcst_df["unique_id"] == uid]
|
| 170 |
+
|
| 171 |
+
plt.plot(hist["ds"], hist["y"], "k-", linewidth=2, label=f"{uid} (Historical)")
|
| 172 |
+
|
| 173 |
+
if not f.empty:
|
| 174 |
+
start = f["ds"].min()
|
| 175 |
+
plt.axvline(x=start, color="gray", linestyle="--", alpha=0.5)
|
| 176 |
+
plt.axvspan(start, f["ds"].max(), alpha=0.1)
|
| 177 |
+
|
| 178 |
+
for j, col in enumerate(forecast_cols):
|
| 179 |
+
name = col.replace("_", " ").title()
|
| 180 |
+
if name == "Timegpt":
|
| 181 |
+
name = "TimeGPT"
|
| 182 |
+
plt.plot(
|
| 183 |
+
f["ds"],
|
| 184 |
+
f[col],
|
| 185 |
+
linestyle="--",
|
| 186 |
+
linewidth=1.5,
|
| 187 |
+
color=colors[j % len(colors)],
|
| 188 |
+
label=name,
|
| 189 |
+
)
|
| 190 |
+
|
| 191 |
+
plt.title(title, fontsize=16)
|
| 192 |
+
plt.xlabel("Date")
|
| 193 |
+
plt.ylabel("Value")
|
|
|
|
|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
| 194 |
plt.grid(True, alpha=0.3)
|
| 195 |
+
plt.legend(loc="upper center", bbox_to_anchor=(0.5, -0.15), ncol=3, fontsize=10)
|
| 196 |
+
plt.tight_layout(rect=[0, 0.05, 1, 0.95])
|
| 197 |
+
|
| 198 |
+
if horizon is not None and not fcst_df.empty:
|
| 199 |
+
start = pd.to_datetime(fcst_df["ds"].min()) - calculate_date_offset(freq, horizon)
|
| 200 |
+
plt.xlim(start, fcst_df["ds"].max())
|
| 201 |
+
|
|
|
|
|
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|
|
|
|
| 202 |
fig = plt.gcf()
|
|
|
|
| 203 |
fig.autofmt_xdate()
|
|
|
|
| 204 |
return fig
|
| 205 |
|
| 206 |
+
|
| 207 |
+
# -----------------------------
|
| 208 |
+
# Export
|
| 209 |
+
# -----------------------------
|
| 210 |
+
def export_results(eval_df, cv_df, future_df):
|
| 211 |
+
ts = datetime.now().strftime("%Y%m%d_%H%M%S")
|
| 212 |
temp_dir = tempfile.mkdtemp()
|
| 213 |
+
out = []
|
| 214 |
+
|
| 215 |
+
if eval_df is not None and not eval_df.empty:
|
| 216 |
+
p = os.path.join(temp_dir, f"evaluation_metrics_{ts}.csv")
|
| 217 |
+
eval_df.to_csv(p, index=False)
|
| 218 |
+
out.append(p)
|
| 219 |
+
|
| 220 |
+
if cv_df is not None and not cv_df.empty:
|
| 221 |
+
p = os.path.join(temp_dir, f"cross_validation_results_{ts}.csv")
|
| 222 |
+
cv_df.to_csv(p, index=False)
|
| 223 |
+
out.append(p)
|
| 224 |
+
|
| 225 |
+
if future_df is not None and not future_df.empty:
|
| 226 |
+
p = os.path.join(temp_dir, f"future_forecasts_{ts}.csv")
|
| 227 |
+
future_df.to_csv(p, index=False)
|
| 228 |
+
out.append(p)
|
| 229 |
+
|
| 230 |
+
return out
|
| 231 |
+
|
| 232 |
+
|
| 233 |
+
# -----------------------------
|
| 234 |
+
# Core run
|
| 235 |
+
# -----------------------------
|
| 236 |
def run_forecast(
|
| 237 |
+
train_file,
|
| 238 |
+
freq,
|
| 239 |
+
season_length,
|
| 240 |
+
cv_h,
|
| 241 |
+
cv_step_size,
|
| 242 |
+
cv_windows,
|
| 243 |
+
future_h,
|
| 244 |
+
loss_name,
|
| 245 |
+
# models
|
| 246 |
+
use_histavg,
|
| 247 |
use_naive,
|
| 248 |
+
use_snaive,
|
| 249 |
+
use_winavg,
|
| 250 |
+
use_swinavg,
|
|
|
|
|
|
|
|
|
|
| 251 |
use_autoets,
|
| 252 |
use_autoarima,
|
| 253 |
+
# timegpt
|
| 254 |
use_timegpt,
|
| 255 |
+
nixtla_api_key,
|
| 256 |
+
# predictors
|
| 257 |
+
xcols,
|
| 258 |
+
future_x_file,
|
| 259 |
):
|
| 260 |
+
# 1) Load training
|
| 261 |
+
df, candidate_xcols, msg = load_training_data(train_file)
|
| 262 |
if df is None:
|
| 263 |
+
return None, None, None, msg, None
|
| 264 |
+
|
| 265 |
+
# base y-only df
|
| 266 |
+
df_y = df[["unique_id", "ds", "y"]].copy()
|
| 267 |
+
|
| 268 |
+
use_exog = bool(xcols)
|
| 269 |
+
|
| 270 |
+
# 2) Load future X if needed
|
| 271 |
+
X_future = None
|
| 272 |
+
if use_exog:
|
| 273 |
+
X_future, xmsg = load_future_x(future_x_file, xcols)
|
| 274 |
+
if X_future is None:
|
| 275 |
+
return None, None, None, xmsg, None
|
| 276 |
+
|
| 277 |
+
# enforce ordering expected by many workflows: unique_id, ds, y, x1..xk
|
| 278 |
+
df_exog = df[["unique_id", "ds", "y"] + list(xcols)].copy()
|
| 279 |
+
|
| 280 |
+
# 3) Choose loss function
|
| 281 |
+
loss_map = {
|
| 282 |
+
"mae": mae,
|
| 283 |
+
"mape": mape,
|
| 284 |
+
"mase": mase,
|
| 285 |
+
"mse": mse,
|
| 286 |
+
"rmse": rmse,
|
| 287 |
+
"smape": smape,
|
| 288 |
+
}
|
| 289 |
+
loss_fn = loss_map.get(loss_name, rmse)
|
| 290 |
+
|
| 291 |
+
# 4) Build models
|
| 292 |
+
univariate_models = []
|
| 293 |
+
exog_models = []
|
| 294 |
+
|
| 295 |
+
if use_histavg:
|
| 296 |
+
univariate_models.append(HistoricAverage(alias="hist_avg"))
|
| 297 |
if use_naive:
|
| 298 |
+
univariate_models.append(Naive(alias="naive"))
|
| 299 |
+
if use_snaive:
|
| 300 |
+
univariate_models.append(SeasonalNaive(alias="seasonal_naive", season_length=season_length))
|
| 301 |
+
if use_winavg:
|
| 302 |
+
univariate_models.append(WindowAverage(alias="window_avg", window_size=season_length))
|
| 303 |
+
if use_swinavg:
|
| 304 |
+
univariate_models.append(SeasonalWindowAverage(alias="seasonal_window_avg", season_length=season_length))
|
|
|
|
|
|
|
|
|
|
|
|
|
| 305 |
if use_autoets:
|
| 306 |
+
univariate_models.append(AutoETS(alias="autoets", season_length=season_length))
|
| 307 |
+
|
| 308 |
+
# AutoARIMA can use exogenous; route it accordingly if X selected
|
| 309 |
if use_autoarima:
|
| 310 |
+
model = AutoARIMA(alias="autoarima", season_length=season_length)
|
| 311 |
+
if use_exog:
|
| 312 |
+
exog_models.append(model)
|
| 313 |
+
else:
|
| 314 |
+
univariate_models.append(model)
|
| 315 |
|
| 316 |
+
# 5) Cross-validation + evaluation + future forecast
|
| 317 |
+
eval_parts = []
|
| 318 |
+
cv_parts = []
|
| 319 |
+
future_parts = []
|
| 320 |
|
| 321 |
+
# Univariate pipeline
|
| 322 |
+
if univariate_models:
|
| 323 |
+
sf_u = StatsForecast(models=univariate_models, freq=freq, n_jobs=-1)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
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|
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|
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|
|
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|
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|
|
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|
|
|
|
|
|
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|
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|
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|
|
|
|
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|
|
|
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|
|
|
|
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|
|
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|
|
|
|
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|
|
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|
|
|
|
|
|
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|
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|
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|
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|
|
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|
|
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|
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|
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|
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|
|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
| 324 |
|
| 325 |
+
cv_u = sf_u.cross_validation(df=df_y, h=cv_h, step_size=cv_step_size, n_windows=cv_windows)
|
| 326 |
+
cv_parts.append(cv_u)
|
| 327 |
+
|
| 328 |
+
eval_u = evaluate(cv_u, metrics=[loss_fn])
|
| 329 |
+
eval_u["pipeline"] = "univariate"
|
| 330 |
+
eval_parts.append(eval_u)
|
| 331 |
+
|
| 332 |
+
fc_u = sf_u.forecast(df=df_y, h=future_h)
|
| 333 |
+
future_parts.append(fc_u)
|
| 334 |
+
|
| 335 |
+
# Exogenous pipeline (StatsForecast)
|
| 336 |
+
if exog_models:
|
| 337 |
+
sf_x = StatsForecast(models=exog_models, freq=freq, n_jobs=-1)
|
| 338 |
+
|
| 339 |
+
cv_x = sf_x.cross_validation(df=df_exog, h=cv_h, step_size=cv_step_size, n_windows=cv_windows)
|
| 340 |
+
cv_parts.append(cv_x)
|
| 341 |
+
|
| 342 |
+
eval_x = evaluate(cv_x, metrics=[loss_fn])
|
| 343 |
+
eval_x["pipeline"] = "exog"
|
| 344 |
+
eval_parts.append(eval_x)
|
| 345 |
+
|
| 346 |
+
fc_x = sf_x.forecast(df=df_exog, h=future_h, X_df=X_future)
|
| 347 |
+
future_parts.append(fc_x)
|
| 348 |
+
|
| 349 |
+
# TimeGPT
|
| 350 |
+
if use_timegpt:
|
| 351 |
+
if not nixtla_api_key:
|
| 352 |
+
return None, None, None, "TimeGPT selected but no Nixtla API key provided.", None
|
| 353 |
+
|
| 354 |
+
client = NixtlaClient(api_key=nixtla_api_key)
|
| 355 |
+
|
| 356 |
+
# Provide historical exog cols if selected
|
| 357 |
+
df_tgpt = df[["unique_id", "ds", "y"] + list(xcols)].copy() if use_exog else df_y
|
| 358 |
+
|
| 359 |
+
# Forecast
|
| 360 |
+
tgpt_fc = client.forecast(
|
| 361 |
+
df=df_tgpt,
|
| 362 |
+
h=future_h,
|
| 363 |
+
freq=freq,
|
| 364 |
+
X_df=X_future if use_exog else None,
|
| 365 |
+
hist_exog_list=list(xcols) if use_exog else None,
|
| 366 |
+
)
|
| 367 |
+
|
| 368 |
+
# Normalize column name to match plots/merges
|
| 369 |
+
# Nixtla typically outputs: unique_id, ds, TimeGPT (or yhat)
|
| 370 |
+
# We'll rename forecast column to "timegpt" if needed.
|
| 371 |
+
tgpt = tgpt_fc.copy()
|
| 372 |
+
for c in tgpt.columns:
|
| 373 |
+
if c.lower() in ("timegpt", "yhat", "y_hat", "forecast"):
|
| 374 |
+
tgpt = tgpt.rename(columns={c: "timegpt"})
|
| 375 |
+
break
|
| 376 |
+
if "timegpt" not in tgpt.columns:
|
| 377 |
+
# fallback: pick the first non-id col
|
| 378 |
+
non_id = [c for c in tgpt.columns if c not in ["unique_id", "ds"]]
|
| 379 |
+
if non_id:
|
| 380 |
+
tgpt = tgpt.rename(columns={non_id[0]: "timegpt"})
|
| 381 |
+
|
| 382 |
+
future_parts.append(tgpt)
|
| 383 |
+
|
| 384 |
+
if not eval_parts and not future_parts:
|
| 385 |
+
return None, None, None, "No models selected.", None
|
| 386 |
+
|
| 387 |
+
# 6) Merge CV, eval, future forecasts
|
| 388 |
+
eval_df = pd.concat(eval_parts, ignore_index=True) if eval_parts else None
|
| 389 |
+
cv_df = pd.concat(cv_parts, ignore_index=True) if cv_parts else None
|
| 390 |
+
|
| 391 |
+
# Merge future forecasts on (unique_id, ds)
|
| 392 |
+
future_df = None
|
| 393 |
+
if future_parts:
|
| 394 |
+
future_df = future_parts[0].copy()
|
| 395 |
+
for part in future_parts[1:]:
|
| 396 |
+
# avoid duplicate cols
|
| 397 |
+
overlap = set(future_df.columns).intersection(set(part.columns)) - {"unique_id", "ds"}
|
| 398 |
+
part2 = part.drop(columns=list(overlap), errors="ignore")
|
| 399 |
+
future_df = future_df.merge(part2, on=["unique_id", "ds"], how="outer")
|
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|
|
|
|
|
| 400 |
|
| 401 |
+
future_df = future_df.sort_values(["unique_id", "ds"]).reset_index(drop=True)
|
| 402 |
+
|
| 403 |
+
# 7) Plots
|
| 404 |
+
cv_plot = create_cv_plot(
|
| 405 |
+
cv_df, df_y, title="Cross-Validation Forecasts", horizon=cv_h, freq=freq
|
| 406 |
+
) if cv_df is not None and not cv_df.empty else None
|
| 407 |
+
|
| 408 |
+
future_plot = create_future_plot(
|
| 409 |
+
future_df, df_y, title="Future Forecast", horizon=future_h, freq=freq
|
| 410 |
+
) if future_df is not None and not future_df.empty else None
|
| 411 |
+
|
| 412 |
+
# 8) Export files
|
| 413 |
+
files = export_results(eval_df, cv_df, future_df)
|
| 414 |
+
|
| 415 |
+
# Message
|
| 416 |
+
msg2 = msg
|
| 417 |
+
if use_exog:
|
| 418 |
+
msg2 += f" | Predictors used: {', '.join(xcols)}"
|
| 419 |
+
|
| 420 |
+
return eval_df, cv_plot, future_df, msg2, files
|
| 421 |
+
|
| 422 |
+
|
| 423 |
+
# -----------------------------
|
| 424 |
+
# UI wiring
|
| 425 |
+
# -----------------------------
|
| 426 |
+
def on_train_upload(file_obj):
|
| 427 |
+
df, xchoices, msg = load_training_data(file_obj)
|
| 428 |
+
return (
|
| 429 |
+
msg,
|
| 430 |
+
gr.update(choices=xchoices, value=[]),
|
| 431 |
+
gr.update(visible=True),
|
| 432 |
+
)
|
| 433 |
+
|
| 434 |
+
|
| 435 |
+
with gr.Blocks(title="StatsForecast + TimeGPT (with Predictors)") as demo:
|
| 436 |
+
gr.Markdown(
|
| 437 |
+
"""
|
| 438 |
+
# StatsForecast + TimeGPT Forecasting Demo (with optional predictors)
|
| 439 |
+
|
| 440 |
+
**Training CSV required columns:** `unique_id, ds, y`
|
| 441 |
+
**Optional predictors:** any extra columns in the training CSV.
|
| 442 |
+
|
| 443 |
+
If you select predictors, upload a **future predictors CSV** (`X_df`) with columns:
|
| 444 |
+
`unique_id, ds, <selected predictors...>` covering the forecast horizon.
|
| 445 |
+
"""
|
| 446 |
+
)
|
| 447 |
|
| 448 |
with gr.Row():
|
| 449 |
+
train_file = gr.File(label="Upload training CSV", file_types=[".csv"])
|
| 450 |
+
status = gr.Textbox(label="Status", value="Upload a CSV to begin.", interactive=False)
|
| 451 |
+
|
| 452 |
+
xcols = gr.Dropdown(
|
| 453 |
+
choices=[],
|
| 454 |
+
multiselect=True,
|
| 455 |
+
label="Predictor columns (X) (optional)",
|
| 456 |
+
info="Select exogenous/predictor columns from the training data. Requires X_df for the forecast horizon.",
|
| 457 |
+
)
|
| 458 |
+
future_x_file = gr.File(
|
| 459 |
+
label="Upload future predictors CSV (X_df) (required if predictors selected)",
|
| 460 |
+
file_types=[".csv"],
|
| 461 |
+
)
|
| 462 |
+
|
| 463 |
+
with gr.Accordion("Forecast settings", open=True):
|
| 464 |
+
with gr.Row():
|
| 465 |
+
freq = gr.Dropdown(
|
| 466 |
+
choices=["H", "D", "B", "WS", "MS", "QS", "YS"],
|
| 467 |
+
value="D",
|
| 468 |
+
label="Frequency (pandas offset alias)",
|
| 469 |
+
)
|
| 470 |
+
season_length = gr.Number(value=7, label="Season length", precision=0)
|
| 471 |
+
|
| 472 |
+
with gr.Row():
|
| 473 |
+
cv_h = gr.Number(value=14, label="CV horizon (h)", precision=0)
|
| 474 |
+
cv_step_size = gr.Number(value=1, label="CV step size", precision=0)
|
| 475 |
+
cv_windows = gr.Number(value=3, label="CV windows", precision=0)
|
| 476 |
+
|
| 477 |
+
future_h = gr.Number(value=30, label="Future forecast horizon", precision=0)
|
| 478 |
+
|
| 479 |
+
loss_name = gr.Dropdown(
|
| 480 |
+
choices=["rmse", "mae", "mse", "mape", "smape", "mase"],
|
| 481 |
+
value="rmse",
|
| 482 |
+
label="Evaluation metric",
|
| 483 |
+
)
|
| 484 |
+
|
| 485 |
+
with gr.Accordion("Models", open=True):
|
| 486 |
+
with gr.Row():
|
| 487 |
+
use_histavg = gr.Checkbox(value=False, label="HistoricAverage")
|
| 488 |
+
use_naive = gr.Checkbox(value=True, label="Naive")
|
| 489 |
+
use_snaive = gr.Checkbox(value=False, label="SeasonalNaive")
|
| 490 |
+
use_winavg = gr.Checkbox(value=False, label="WindowAverage")
|
| 491 |
+
use_swinavg = gr.Checkbox(value=False, label="SeasonalWindowAverage")
|
| 492 |
+
use_autoets = gr.Checkbox(value=True, label="AutoETS")
|
| 493 |
+
use_autoarima = gr.Checkbox(value=True, label="AutoARIMA (supports predictors)")
|
| 494 |
+
|
| 495 |
+
with gr.Accordion("TimeGPT", open=False):
|
| 496 |
+
use_timegpt = gr.Checkbox(value=False, label="Enable TimeGPT")
|
| 497 |
+
nixtla_api_key = gr.Textbox(
|
| 498 |
+
label="Nixtla API Key",
|
| 499 |
+
placeholder="Paste your Nixtla API key here",
|
| 500 |
+
type="password",
|
| 501 |
+
)
|
| 502 |
+
|
| 503 |
+
run_btn = gr.Button("Run Forecast", variant="primary")
|
| 504 |
+
|
| 505 |
+
gr.Markdown("## Outputs")
|
| 506 |
+
eval_df_out = gr.Dataframe(label="Evaluation metrics (by pipeline)")
|
| 507 |
+
cv_plot_out = gr.Plot(label="Cross-validation plot")
|
| 508 |
+
future_df_out = gr.Dataframe(label="Future forecasts")
|
| 509 |
+
files_out = gr.Files(label="Download results")
|
| 510 |
+
|
| 511 |
+
# Update predictor choices when training file is uploaded
|
| 512 |
+
train_file.change(
|
| 513 |
+
fn=on_train_upload,
|
| 514 |
+
inputs=[train_file],
|
| 515 |
+
outputs=[status, xcols, xcols], # last output toggles visible; harmless
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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| 516 |
)
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| 517 |
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| 518 |
+
run_btn.click(
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| 519 |
fn=run_forecast,
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| 520 |
inputs=[
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| 521 |
+
train_file,
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| 522 |
+
freq,
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| 523 |
+
season_length,
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| 524 |
+
cv_h,
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| 525 |
+
cv_step_size,
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| 526 |
+
cv_windows,
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| 527 |
+
future_h,
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| 528 |
+
loss_name,
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| 529 |
+
use_histavg,
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| 530 |
+
use_naive,
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+
use_snaive,
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| 532 |
+
use_winavg,
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+
use_swinavg,
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| 534 |
+
use_autoets,
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| 535 |
+
use_autoarima,
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+
use_timegpt,
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| 537 |
+
nixtla_api_key,
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| 538 |
+
xcols,
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| 539 |
+
future_x_file,
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| 540 |
],
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| 541 |
+
outputs=[eval_df_out, cv_plot_out, future_df_out, status, files_out],
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| 542 |
)
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+
demo.launch()
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