Commit Graph

6 Commits

Author SHA1 Message Date
Kevin Chen 2e8e3937ef
update time series forecast notebook (#682)
* update forecasting with exogeneous variables example

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update forecasting with exogeneous variables example on website

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* rerun automl_time_series_forecast with new predict function for tft

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* correct spelling error

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
2022-08-13 18:58:45 -07:00
Kevin Chen f718d18b5e
time series forecasting with panel datasets (#541)
* time series forecasting with panel datasets
- integrate Temporal Fusion Transformer as a learner based on pytorchforecasting

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update setup.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update test_forecast.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update setup.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update setup.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update model.py and test_forecast.py
- remove blank lines

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update model.py to prevent errors

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update automl.py and data.py
- change forecast task name
- update documentation for fit() method

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update test_forecast.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update test_forecast.py
- add performance test
- use 'fit_kwargs_by_estimator'

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* add time index function

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update test_forecast.py performance test

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update data.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update automl.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update data.py to prevent type error

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update setup.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update for pytorch forecasting tft on panel datasets

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update automl.py documentations

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* - rename estimator
- add 'gpu_per_trial' for tft estimator

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update test_forecast.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* include ts panel forecasting as an example

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update model.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update documentations

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update automl_time_series_forecast.ipynb

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update documentations

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* "weights_summary" argument deprecated and removed for pl.Trainer()

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update model.py tft estimator prediction method

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update model.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update `fit_kwargs` documentation

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update automl.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
2022-08-12 08:39:22 -07:00
Chi Wang e877de6414 use ffill in forecasting example 2022-04-01 09:23:23 -07:00
Kevin Chen f9eda0cc40
update documentation for time series forecasting (#472)
* update automl.py
- documentation update

* update test_forecast.py

* update model.py

* update automl_time_series_forecast.ipynb

* update time series forecast website examples

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
2022-03-08 11:21:18 -08:00
Chi Wang 6a7caa6a3d
max_iter < 2 -> no search; sign in metric constraints; test and example for forecasting (#415)
* max_iter < 2 -> no search

* use_ray in test

* eval_method in ts example

* check sign of constraints

* test metric constraint sign
2022-01-23 01:24:15 -08:00
Chi Wang efd85b4c86
Deploy a new doc website (#338)
A new documentation website. And:

* add actions for doc

* update docstr

* installation instructions for doc dev

* unify README and Getting Started

* rename notebook

* doc about best_model_for_estimator #340

* docstr for keep_search_state #340

* DNN

Co-authored-by: Qingyun Wu <qingyun.wu@psu.edu>
Co-authored-by: Z.sk <shaokunzhang@psu.edu>
2021-12-16 17:11:33 -08:00