Install

PyPI

pip install utilsforecast

Conda

conda install -c conda-forge utilsforecast

How to use

Generate synthetic data

fromutilsforecast.dataimportgenerate_series

series=generate_series(3,with_trend=True,static_as_categorical=False)series

486 rows × 3 columns

Plotting

fromutilsforecast.plottingimportplot_series

fig=plot_series(series,plot_random=False,max_insample_length=50,engine='matplotlib')fig.savefig('imgs/index.png',bbox_inches='tight')

Preprocessing

fromutilsforecast.preprocessingimportfill_gaps

serie=series[series['unique_id'].eq(0)].tail(10)# drop some pointswith_gaps=serie.sample(frac=0.5,random_state=0).sort_values('ds')with_gaps

fill_gaps(with_gaps,freq='D')

Evaluating

fromfunctoolsimportpartialimportnumpyasnpfromutilsforecast.evaluationimportevaluatefromutilsforecast.lossesimportmape,mase

valid=series.groupby('unique_id').tail(7).copy()train=series.drop(valid.index)rng=np.random.RandomState(0)valid['seas_naive']=train.groupby('unique_id')['y'].tail(7).valuesvalid['rand_model']=valid['y']*rng.rand(valid['y'].shape[0])daily_mase=partial(mase,seasonality=7)evaluate(valid,metrics=[mape,daily_mase],train_df=train)