Automatically build ARIMA, SARIMAX, VAR, FB Prophet and XGBoost Models on Time Series data sets with a Single Line of Code. Now updated with Dask to handle millions of rows.

Last update: Jan 03, 2023

Overview

Auto_TS: Auto_TimeSeries

Automatically build multiple Time Series models using a Single Line of Code. Now updated with Dask.

Auto_timeseries is a complex model building utility for time series data. Since it automates many Tasks involved in a complex endeavor, it assumes many intelligent defaults. But you can change them. Auto_Timeseries will rapidly build predictive models based on Statsmodels ARIMA, Seasonal ARIMA and Scikit-Learn ML. It will automatically select the best model which gives best score specified.

New version 0.0.35 onwards has major updates: You can now load your file into Dask dataframes. Just provide the name of your file and if it is too large to fit into a pandas dataframe, Auto_TS will automatically detect and load it into a Dask dataframe.

Also, new since version 0.0.25 is the syntax of Auto_TimeSerie: It is now more like scikit-learn (with fit and predict). You will have to initialize an object and then call fit with your data and then predict again with data. Hope this makes it easier to remember and use.

Introduction

Auto_TimeSeries enables you to build and select multiple time series models using techniques such as ARIMA, SARIMAX, VAR, decomposable (trend+seasonality+holidays) models, and ensemble machine learning models.

Auto_TimeSeries is an Automated ML library for time series data. Auto_TimeSeries was initially conceived and developed by Ram Seshadri and was significantly expanded in functionality and scope and upgraded to its present status by Nikhil Gupta.

auto-ts.Auto_TimeSeries is the main function that you will call with your train data. You can then choose what kind of models you want: stats, ml or FB prophet based model. You can also tell it to automatically select the best model based on the scoring parameter you want it to be based on. It will return the best model and a dictionary containing predictions for the number of forecast_periods you mentioned (default=2).

INSTALLATION INSTRUCTIONS

Use “pip install auto-ts”
Use “pip3 install auto-ts” if the above doesn’t work
pip install git+git://github.com/AutoViML/Auto_TS

Note for Windows Users

Windows users may experience difficulties with the fbprophet and pystan dependency installations. Because of this, we recommend installing fbprophet using instructions from the fbprophet documentation page prior to installing auto-ts. For Anaconda users, this can be accomplished via:

conda install -c conda-forge fbprophet
pip install auto-ts

RUN

First you need to import auto_timeseries from auto_ts library:
from auto_ts import auto_timeseries

Second, Initialize an auto_timeseries model object which will hold all your parameters:

model = auto_timeseries( score_type='rmse', time_interval='Month', non_seasonal_pdq=None, seasonality=False, seasonal_period=12, model_type=['Prophet'], verbose=2)

Here are how the input parameters defined:

score_type (default='rmse'): The metric used for scoring the models. Type is string. Currently only the following two types are supported: (1) "rmse": Root Mean Squared Error (RMSE) (2) "normalized_rmse": Ratio of RMSE to the standard deviation of actuals
time_interval (default is None): Used to indicate the frequency at which the data is collected. This is used for two purposes (1) in building the Prophet model and (2) used to impute the seasonal period for SARIMAX in case it is not provided by the user (None). Type is String. We use the following pandas date range frequency aliases that Prophet uses to make the prediction dataframe.
Hence, please note that these are the list of allowed aliases for frequency: ['B','C','D','W','M','SM','BM','CBM', 'MS','SMS','BMS','CBMS','Q','BQ','QS','BQS', 'A,Y','BA,BY','AS,YS','BAS,BYS','BH', 'H','T,min','S','L,ms','U,us','N']
For a start, you can test the following codes for your data and see how the results are:
- 'MS', 'M', 'SM', 'BM', 'CBM', 'SMS', 'BMS' for monthly frequency data
- 'D', 'B', 'C' for daily frequency data
- 'W' for weekly frequency data
- 'Q', 'BQ', 'QS', 'BQS' for quarterly frequency data
- 'A,Y', 'BA,BY', 'AS,YS', 'BAS,YAS' for yearly frequency data
- 'BH', 'H', 'h' for hourly frequency data
- 'T,min' for minute frequency data
- 'S', 'L,milliseconds', 'U,microseconds', 'N,nanoseconds' for second frequency data
Or you can leave it as None and auto_timeseries will try and impute it.
non_seasonal_pdq (default = (3,1,3)): Indicates the maximum value of (p, d, q) to be used in the search for statistical ARIMA models. If None, then the following values are assumed max_p = 3, max_d = 1, max_q = 3. Type is Tuple.
seasonality (default=False): Used in the building of the SARIMAX model only at this time. True or False. Type is bool.
seasonal_period (default is None): Indicates the seasonal period in your data. This depends on the peak (or valley) period that occurs regularly in your data. Used in the building of the SARIMAX model only at this time. There is no impact of this argument if seasonality is set to False If None, the program will try to infer this from the time_interval (frequency) of the data We assume the following as defaults but feel free to change them. (1) If frequency is Monthly, then seasonal_period is assumed to be 12 (1) If frequency is Daily, then seasonal_period is assumed to be 30 (but it could be 7) (1) If frequency is Weekly, then seasonal_period is assumed to be 52 (1) If frequency is Quarterly, then seasonal_period is assumed to be 4 (1) If frequency is Yearly, then seasonal_period is assumed to be 1 (1) If frequency is Hourly, then seasonal_period is assumed to be 24 (1) If frequency is Minutes, then seasonal_period is assumed to be 60 (1) If frequency is Seconds, then seasonal_period is assumed to be 60 Type is integer
conf_int (default=0.95): Confidence Interval for building the Prophet model. Default: 0.95. Type is float.
model_type (default: 'stats': The type(s) of model to build. Default to building only statistical models Can be a string or a list of models. Allowed values are: 'best', 'prophet', 'stats', 'ARIMA', 'SARIMAX', 'VAR', 'ML'. "prophet" will build a model using FB Prophet -> this means you must have FB Prophet installed "stats" will build statsmodels based ARIMA, SARIMAX and VAR models "ML" will build a machine learning model using Random Forests provided explanatory vars are given 'best' will try to build all models and pick the best one If a list is provided, then only those models will be built WARNING: "best" might take some time for large data sets. We recommend that you choose a small sample from your data set before attempting to run entire data. Type can be either: [string, list]
verbose (default=0): Indicates the verbosity of printing (Default = 0). Type is integer.

The next step after defining the model object is to fit it with some real data:

model.fit( traindata=train_data, ts_column=ts_column, target=target, cv=5, sep="," )

Here are how the parameters defined:

traindata (required): It can be either a dataframe or a file. You must give the name of the file along with its data path in case if a file. It also accepts a pandas dataframe in case you already have a dataframe loaded in your notebook.
ts_column (required): name of the datetime column in your dataset (it could be a name of column or index number in the columns index)
target (required): name of the column you are trying to predict. Target could also be the only column in your dataset
cv (default=5): You can enter any integer for the number of folds you want in your cross validation data set.
sep (default=","): Sep is the separator in your traindata file. If your separator is ",", "\t", ";", make sure you enter it here. If not, it is ignored.

The next step after training the model object is to make some predictions with test data:

predictions = model.predict( testdata = can be either a dataframe or an integer standing for the forecast_period, model = 'best' or any other string that stands for the trained model )

Here are how the parameters are defined. You can choose to send either testdata in the form of a dataframe or send in an integer to decide how many periods you want to forecast. You need only

testdata (required): It can be either a dataframe containing test data or you can use an integer standing for the forecast_period (you want).
model (optional, default = 'best'): The name of the model you want to use among the many different models you have trained. Remember that the default is the best model. But you can choose any model that you want to forecast with. Type is String.

Requirements

dask

scikit-learn

FB Prophet

statsmodels

pmdarima

XGBoost

License:

Apache License 2.0

Recommendations

We recommend that you choose a small sample from your data set before attempting to run entire data. and the evaluation metric so it can select the best model. Currently models within “stats” are compared using AIC and BIC. However, models across different types are compared using RMSE. The results of models are shown using RMSE and Normalized RMSE (ratio of RMSE to the standard deviation of actuals).
You must clean the data and not have any missing values. Make sure the target variable is numeric, otherwise, it won’t run. If there is more than one target variable in your data set, just specify only one for now, and if you know the time interval that is in your data, you can specify it. Otherwise it auto-ts will try to infer the time interval on its own.
If you give Auto_Timeseries a different time interval than what the data has, it will automatically resample the data to the given time interval and use the mean of the target for the resampled period.
Notice that except for filename and ts_column input arguments, which are required, all other arguments are optional.
Note that optionally you can give a separator for the data in your file. Default is comma (",").
“time_interval” options are any codes that you can find in this page below. Pandas date-range frequency aliases
Optionally, you can give seasonal_period as any integer that measures the seasonality in the data. If not given, seasonal_period is assumed automatically as follows: Months = 12, Days = 30, Weeks = 52, Qtr = 4, Year = 1, Hours = 24, Minutes = 60 and Seconds = 60.
If you want to give your own non-seasonal order, please input it as non_seasonal_pdq and for seasonal order, use seasonal_PDQ as the input. Use tuples. For example, seasonal_PDQ = (2,1,2) and non_seasonal_pdq = (0,0,3). It will accept only tuples. The default is None and Auto_Timeseries will automatically search for the best p,d,q (for Non Seasonal) and P, D, Q (for Seasonal) orders by searching for all parameters from 0 to 12 for each value of p,d,q and 0-3 for each P, Q and 0-1 for D.

DISCLAIMER:

This is not an Officially supported Google project.

Copyright

Comments

AttributeError: 'numpy.ndarray' object has no attribute 'columns'

model.fit not working I was using this library for thepast 4-5 days , every thing was working fine but now suddently getting an error in fitting the model model.fit(traindata=train, ts_column='Date', target='production', cv=3)

ERROR :

Start of Fit..... Target variable given as = production Start of loading of data..... Inputs: ts_column = Date, sep = ,, target = ['production'] Using given input: pandas dataframe... Date column exists in given train data... train data shape = (173, 14) Alert: Could not detect strf_time_format of Date. Provide strf_time format during "setup" for better results.

Running Augmented Dickey-Fuller test with paramters: maxlag: 31 regression: c autolag: BIC

AttributeError Traceback (most recent call last) in () ----> 1 model.fit(traindata=train, ts_column='Date', target='production', cv=3)

2 frames /root/.local/lib/python3.7/site-packages/auto_ts/utils/eda.py in check_each_var_for_stationarity(time_df, autolag, verbose) 319 alpha = 0.05 320 all_vars = 1 --> 321 copy_cols = time_df.columns.tolist() 322 for each_var in copy_cols: 323 timeseries = time_df[each_var].values

AttributeError: 'numpy.ndarray' object has no attribute 'columns'

opened by pankajmdan 15
Variation in SARIMAX and Prophet forecast dates

When SARIMAX is the best output and the forecast period =12... it forecasts [defaultdict output] for 12 periods in the train data instead of 12 forward periods while Prophet includes 12 forward periods.

Best Model is: SARIMAX Best Model Forecasts: net_revenue mean mean_se mean_ci_lower mean_ci_upper 2018-07-31 3.080343 0.366081 2.362838 3.797848 2018-08-31 2.808159 0.366107 2.090602 3.525715 2018-09-30 2.893071 0.367888 2.172024 3.614118 2018-10-31 3.178024 0.375812 2.441446 3.914603 2018-11-30 3.154994 0.379846 2.410510 3.899477 2018-12-31 3.122128 0.381915 2.373588 3.870667 2019-01-31 2.917377 0.382981 2.166749 3.668006 2019-02-28 3.091802 0.383531 2.340096 3.843509 2019-03-31 3.260538 0.383815 2.508274 4.012801 2019-04-30 3.008322 0.383962 2.255770 3.760873 2019-05-31 3.490022 0.384038 2.737322 4.242723 2019-06-30 3.180734 0.384077 2.427956 3.933511 Best Model Score: 0.39
bug enhancement

opened by raghurajpandya 15
local variable 'forecast_df_folds' referenced before assignment

Running into issue when running:

model.fit( traindata=dataset, # traindata=file_path, # Alternately, you can specify the file directly ts_column=ts_column, target=target, cv=3, sep=sep)

I get the error: local variable 'forecast_df_folds' referenced before assignment

Exception occurred while building Prophet model... Prophet object can only be fit once. Instantiate a new object. FB Prophet may not be installed or Model is not running... Traceback (most recent call last):

File "", line 33, in model.fit(

File "C:\Users\myname\anaconda3\lib\site-packages\auto_ts_init_.py", line 506, in fit self.ml_dict[name]['forecast'] = forecast_df_folds

UnboundLocalError: local variable 'forecast_df_folds' referenced before assignment

opened by Vaderv 8
feature selection in time series model

Hello contributors,

When I used the time series model such as var model or sarimax model in multivariate time series , after fitting the model and printing the model.summary(), the information seemed that model automatically did the feature selection. However, when I read the source codes such as build_var, and init , I could not figure out what kinds of method that the package uses to select features. For example, there are 6 time series as inputs, but the model summary only displayed the information between one input and the dependent variable, in other words, the output.

Does the package implements any feature selection function when using time series model such as var or sarimax? If the answer is "Yes", where are the detailed parts? Thank you.

opened by kennis222 7
Testdata error

Hi gents, When i run model. Predict a silly error comes up. It is related to the parameter testdata and returns object of type float has no len() Please let me know if you have a quick solution. Thanks for your help.

opened by Hydaspex 6
model fit method throws error "local variable 'forecast_df_folds' referenced before assignment"
I installed the package using pip and then cloned the repo to test run the example notebook. It throws the following error. Start of Fit..... Running Augmented Dickey-Fuller test with paramters: maxlag: 5 regression: c autolag: BIC Results of Augmented Dickey-Fuller Test: +-----------------------------+------------------------------+ | | Dickey-Fuller Augmented Test | +-----------------------------+------------------------------+ | Test Statistic | -3.2721577323655944 | | p-value | 0.01616983190458116 | | #Lags Used | 1.0 | | Number of Observations Used | 43.0 | | Critical Value (1%) | -3.5925042342183704 | | Critical Value (5%) | -2.931549768951162 | | Critical Value (10%) | -2.60406594375338 | +-----------------------------+------------------------------+ this series is stationary Target variable given as = Sales Start of loading of data..... Input is data frame. Performing Time Series Analysis ts_column: Time Period sep: , target: Sales Loaded pandas dataframe... pandas Dataframe loaded successfully. Shape of data set = (45, 2) chart frequency not known. Continuing... Time Interval between observations has not been provided. Auto_TS will try to infer this now... Time series input in days = 31 It is a Monthly time series. WARNING: Running best models will take time... Be Patient...

================================================== Building Prophet Model

Running Facebook Prophet Model... Fit-Predict data (shape=(45, 3)) with Confidence Interval = 0.95... Starting Prophet Fit No seasonality assumed since seasonality flag is set to False Starting Prophet Cross Validation Max. iterations using expanding window cross validation = 3

Fold Number: 1 --> Train Shape: 30 Test Shape: 5 Root Mean Squared Error predictions vs actuals = 42.30 Std Deviation of actuals = 126.63 Normalized RMSE = 33% Cross Validation window: 1 completed

Fold Number: 2 --> Train Shape: 35 Test Shape: 5 Root Mean Squared Error predictions vs actuals = 20.71 Std Deviation of actuals = 68.89 Normalized RMSE = 30% Cross Validation window: 2 completed

Fold Number: 3 --> Train Shape: 40 Test Shape: 5 Root Mean Squared Error predictions vs actuals = 53.09 Std Deviation of actuals = 82.02 Normalized RMSE = 65% Cross Validation window: 3 completed

Model Cross Validation Results:

MAE (as % Std Dev of Actuals) = 25.56% MAPE (Mean Absolute Percent Error) = 5% RMSE (Root Mean Squared Error) = 40.9755 Normalized RMSE (MinMax) = 11% Normalized RMSE (as Std Dev of Actuals)= 31%

Time Taken = 6 seconds Exception occurred while building Prophet model... Prophet object can only be fit once. Instantiate a new object. FB Prophet may not be installed or Model is not running...

UnboundLocalError Traceback (most recent call last) in ----> 1 model.fit( 2 traindata=train, 3 ts_column=ts_column, 4 target=target, 5 cv=3,

~\Anaconda3\lib\site-packages\auto_ts_init_.py in fit(self, traindata, ts_column, target, sep, cv) 504 505 self.ml_dict[name]['model'] = model --> 506 self.ml_dict[name]['forecast'] = forecast_df_folds 507 self.ml_dict[name][self.score_type] = score_val 508 self.ml_dict[name]['model_build'] = model_build

UnboundLocalError: local variable 'forecast_df_folds' referenced before assignment
opened by ashish-cerv 6
Query about ML model: testdata should be entered as input

Hi contributor:

I have read the multivariate_example.ipynb, but I still have confusion. Unlike ar_based model, we need to input the test dataframe when we are doing prediction.

For example, after the UCI dataset, the date is from 2004-03-10 to 2005-04-04. I would like to predict the output from 2005-03-06 to 2005-04-04 which lasts 30 days. Is correct as mention below:

training_data = length of data from 2004-03-10 - 2005-02-03 test_data = length of data from 2005-02-04 to 2005-03-05 which lasts 30 days predict_results = tree_model.predict(test_data, model='ML') Are predict_results from 2005-03-06 to 2005-04-04? actual_data to compare with the predict_results: 2005-03-06 to 2005-04-04

BUT what I get is from 2005-02-04 to 2005-03-05:

opened by kennis222 5
Type of time series column datetime is float or unknown. Must be string or datetime. Please check input and try again.

<class 'pandas.core.frame.DataFrame'> Int64Index: 101952 entries, 0 to 103391 Data columns (total 8 columns):

Column Non-Null Count Dtype

0 datetime 101952 non-null datetime64[ns] 1 load 101952 non-null float64
2 apparent_temperature 101952 non-null float64
3 temperature 101952 non-null float64
4 humidity 101952 non-null float64
5 dew_point 101952 non-null float64
6 wind_speed 101952 non-null float64
7 cloud_cover 101952 non-null float64
dtypes: datetime64ns, float64(7) memory usage: 7.0 MB

sample data

datetime load apparent_temperature temperature humidity dew_point wind_speed cloud_cover 0 2018-01-01 00:00:00 803.22270 10.45800 10.45800 0.955500 8.946000 0.0 0.0 1 2018-01-01 00:15:00 774.89523 10.32675 10.32675 0.961625 8.911875 0.0 0.0 2 2018-01-01 00:30:00 731.46927 10.19550 10.19550 0.967750 8.877750 0.0 0.0 3 2018-01-01 00:45:00 713.93870 10.06425 10.06425 0.973875 8.843625 0.0 0.0 4 2018-01-01 01:00:00 699.23007 9.93300 9.93300 0.980000 8.809500 0.0 0.0

model = auto_timeseries( score_type='rmse', time_interval='T,min', non_seasonal_pdq=None, seasonality=True, seasonal_period=60, model_type=['Prophet'], verbose=2)

model.fit( traindata=train, ts_column="datetime", target="load", cv=5, sep="," )

While training I emncounter the below error : Start of Fit..... Running Augmented Dickey-Fuller test with paramters: maxlag: 31 regression: c autolag: BIC Results of Augmented Dickey-Fuller Test: +-----------------------------+------------------------------+ | | Dickey-Fuller Augmented Test | +-----------------------------+------------------------------+ | Test Statistic | -15.883436634196332 | | p-value | 8.704767665249516e-29 | | #Lags Used | 27.0 | | Number of Observations Used | 101924.0 | | Critical Value (1%) | -3.430414160204652 | | Critical Value (5%) | -2.8615683578111595 | | Critical Value (10%) | -2.5667850938695476 | +-----------------------------+------------------------------+ this series is stationary Target variable given as = load Start of loading of data..... Input is data frame. Performing Time Series Analysis ts_column: datetime sep: , target: load Using given input: pandas dataframe... datetime column exists in given train data... Type of time series column datetime is float or unknown. Must be string or datetime. Please check input and try again.

TypeError Traceback (most recent call last) in () ----> 1 model.fit( traindata=train, ts_column="datetime", target="load", cv=5, sep="," )

1 frames /usr/local/lib/python3.7/dist-packages/auto_ts/init.py in fit(self, traindata, ts_column, target, sep, cv) 309 dask_df, ts_df = load_ts_data(traindata, self.ts_column, sep, target, self.dask_xgboost_flag) 310 else: --> 311 _, ts_df = load_ts_data(traindata, self.ts_column, sep, target, self.dask_xgboost_flag) 312 if isinstance(ts_df, str): 313 print("""Time Series column '%s' could not be converted to a Pandas date time column.

/usr/local/lib/python3.7/dist-packages/auto_ts/utils/etl.py in load_ts_data(filename, ts_column, sep, target, dask_xgboost_flag) 51 dft, _ = change_to_datetime_index(dft, ts_column) 52 ### you have to change the pandas df also to datetime index ### ---> 53 filename, _ = change_to_datetime_index(filename, ts_column) 54 #preds = [x for x in list(dft) if x not in [target]] 55 #dft = dft[[target]+preds]

TypeError: cannot unpack non-iterable NoneType object

Note the datetime column is in datetimeformat , even then it throws error. Could you please help me with the resolution AssignmentData.csv

opened by plaban1981 5

Error while training auto_ts: Line search cannot locate an adequate point after 20 function and gradient evaluations

I'm getting this error, while running auto_ts model training on Sales_and_Marketing.csv

Tit   = total number of iterations
Tnf   = total number of function evaluations
Tnint = total number of segments explored during Cauchy searches
Skip  = number of BFGS updates skipped
Nact  = number of active bounds at final generalized Cauchy point
Projg = norm of the final projected gradient
F     = final function value

           * * *

   N    Tit     Tnf  Tnint  Skip  Nact     Projg        F
    9     29     32      1     0     0   2.301D-04   1.150D+01
  F =   11.498879635408754

CONVERGENCE: REL_REDUCTION_OF_F_<=_FACTR*EPSMCH
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.

 Line search cannot locate an adequate point after 20 function
  and gradient evaluations.  Previous x, f and g restored.
 Possible causes: 1 error in function or gradient evaluation;
                  2 rounding error dominate computation.
 This problem is unconstrained.
 This problem is unconstrained.

 Bad direction in the line search;
   refresh the lbfgs memory and restart the iteration.
 This problem is unconstrained.

 Bad direction in the line search;
   refresh the lbfgs memory and restart the iteration.

 Bad direction in the line search;
   refresh the lbfgs memory and restart the iteration.
 This problem is unconstrained.

 Line search cannot locate an adequate point after 20 function
  and gradient evaluations.  Previous x, f and g restored.
 Possible causes: 1 error in function or gradient evaluation;
                  2 rounding error dominate computation.
 This problem is unconstrained.

 Line search cannot locate an adequate point after 20 function
  and gradient evaluations.  Previous x, f and g restored.
 Possible causes: 1 error in function or gradient evaluation;
                  2 rounding error dominate computation.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.

 Line search cannot locate an adequate point after 20 function
  and gradient evaluations.  Previous x, f and g restored.
 Possible causes: 1 error in function or gradient evaluation;
                  2 rounding error dominate computation.
 This problem is unconstrained.

 Bad direction in the line search;
   refresh the lbfgs memory and restart the iteration.

 Bad direction in the line search;
   refresh the lbfgs memory and restart the iteration.

 Line search cannot locate an adequate point after 20 function
  and gradient evaluations.  Previous x, f and g restored.
 Possible causes: 1 error in function or gradient evaluation;
                  2 rounding error dominate computation.
 This problem is unconstrained.

 Bad direction in the line search;
   refresh the lbfgs memory and restart the iteration.

 Warning:  more than 10 function and gradient
   evaluations in the last line search.  Termination
   may possibly be caused by a bad search direction.
 This problem is unconstrained.

 Line search cannot locate an adequate point after 20 function
  and gradient evaluations.  Previous x, f and g restored.
 Possible causes: 1 error in function or gradient evaluation;
                  2 rounding error dominate computation.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.

 Line search cannot locate an adequate point after 20 function
  and gradient evaluations.  Previous x, f and g restored.
 Possible causes: 1 error in function or gradient evaluation;
                  2 rounding error dominate computation.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.

 Line search cannot locate an adequate point after 20 function
  and gradient evaluations.  Previous x, f and g restored.
 Possible causes: 1 error in function or gradient evaluation;
                  2 rounding error dominate computation.
 This problem is unconstrained.

 Line search cannot locate an adequate point after 20 function
  and gradient evaluations.  Previous x, f and g restored.
 Possible causes: 1 error in function or gradient evaluation;
                  2 rounding error dominate computation.
 This problem is unconstrained.
 This problem is unconstrained.

 Line search cannot locate an adequate point after 20 function
  and gradient evaluations.  Previous x, f and g restored.
 Possible causes: 1 error in function or gradient evaluation;
                  2 rounding error dominate computation.
 This problem is unconstrained.

 Line search cannot locate an adequate point after 20 function
  and gradient evaluations.  Previous x, f and g restored.
 Possible causes: 1 error in function or gradient evaluation;
                  2 rounding error dominate computation.
 This problem is unconstrained.

 Line search cannot locate an adequate point after 20 function
  and gradient evaluations.  Previous x, f and g restored.
 Possible causes: 1 error in function or gradient evaluation;
                  2 rounding error dominate computation.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.

 Warning:  more than 10 function and gradient
   evaluations in the last line search.  Termination
   may possibly be caused by a bad search direction.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.

 Warning:  more than 10 function and gradient
   evaluations in the last line search.  Termination
   may possibly be caused by a bad search direction.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.

 Warning:  more than 10 function and gradient
   evaluations in the last line search.  Termination
   may possibly be caused by a bad search direction.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.
 This problem is unconstrained.

any idea, how to solve this issue?

opened by vreddy-cs 5

ML model

Nice work! Just wondering, if in future, there will be additional ML models added like LSTM or CNN etc., other than what is currently present, which is Random Forest?

I actually encountered this error while "pip installing"

ERROR: Command errored out with exit status 1:

opened by zneha 5
Google Colab import error

Hi ! I wanted to try out your framework but although I manage to install it on Google Colab, I can't import it :

If I write in a cell :

from auto_ts import auto_timeseries

I get :

"load() missing 1 required positional argument: 'Loader'"

Obviously, it seems coming from "yaml.load(f)". How can I import and use it on Google Colab then please ?

Thanks for your help !

opened by nicolasseverino 4
Update build_prophet.py

Hi @KarateKat94 @turkalpmd

Any updates? Is the upgrade and change from one version to another smooth? Can you please update the code everywhere there is an import statement of FB prophet to Prophet?

I'd like you to test it on a few datasets after installing and importing auto-ts with the new version of prophet in your computers.

You can use pypi-test.org by uploading and testing your new versions of auto-ts. Hope that helps,

Thank you in advance +1 AutoVimal

$ pip install git+git://github.com/AutoViML/Auto_TS

Collecting git+git://github.com/AutoViML/Auto_TS Cloning git://github.com/AutoViML/Auto_TS to /tmp/pip-req-build-0xdvyn41 Running command git clone --filter=blob:none --quiet git://github.com/AutoViML/Auto_TS /tmp/pip-req-build-0xdvyn41 fatal: unable to connect to github.com: github.com[0: 140.82.121.4]: errno=Connection timed out

error: subprocess-exited-with-error

× git clone --filter=blob:none --quiet git://github.com/AutoViML/Auto_TS /tmp/pip-req-build-0xdvyn41 did not run successfully. │ exit code: 128 ╰─> See above for output.

note: This error originates from a subprocess, and is likely not a problem with pip. error: subprocess-exited-with-error

× git clone --filter=blob:none --quiet git://github.com/AutoViML/Auto_TS /tmp/pip-req-build-0xdvyn41 did not run successfully. │ exit code: 128 ╰─> See above for output.

note: This error originates from a subprocess, and is likely not a problem with pip.

fbprophet contain just test/test_auto_ts.py line 18 and auto_ts/build_prophet.py line 19-22 32 and 545

this changing is very simple. Git command and pip command doesnt work.

opened by turkalpmd 0
Update test_auto_ts.py

I reviewed all the codes. Since the change in Prophet is only the importing code, I don't think there will be any problems in the tests. I'll finish the tests tomorrow and add them.

opened by turkalpmd 0
Update build_prophet.py

fbprophet doesn't work yet.

https://github.com/dask/dask-examples/pull/192

I changed fbprophet to prophet. Because my notebook doesnt works with there.

opened by turkalpmd 1
Updating to New Version of Prophet

Prophet is now on version 1.0.1, in which it is called prophet instead of fbprophet. This updates that and allows it to run well with the updated package. Some verbiage may need to be updated within the comments of the main files to reflect this as well.

Additionally, I was unable to find how to update the install so that the newer version of prophet is installed when one pip installs prophet, but I could not figure out how to make this edit. if someone could help with that, I would appreciate it.

opened by KarateKat94 2
Prophet 1.0.1 vs fbProphet

Would we be able to upgrade to the newer version of Prophet, that is now just called prophet? It seems like it would be an easy fix overall that I would be happy to take on.

opened by ghost 13

Releases(0.0.23)

0.0.23(Jul 25, 2020)

Allows for Cross Validation with Prophet, SARIMAX and ML models Also supports multivariate models with Prophet and SARIMAX.
Source code(tar.gz)
Source code(zip)
0.0.21(Jun 18, 2020)

Source code(tar.gz)
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AutoViz and Auto_ViML

Automated Machine Learning: Build Variant Interpretable Machine Learning models. Project Created by Ram Seshadri.

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Automatically build ARIMA, SARIMAX, VAR, FB Prophet and XGBoost Models on Time Series data sets with a Single Line of Code. Now updated with Dask to handle millions of rows.

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Auto_TS: Auto_TimeSeries

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Running Augmented Dickey-Fuller test with paramters: maxlag: 31 regression: c autolag: BIC

================================================== Building Prophet Model

Model Cross Validation Results:

Time Taken = 6 seconds Exception occurred while building Prophet model... Prophet object can only be fit once. Instantiate a new object. FB Prophet may not be installed or Model is not running...

Column Non-Null Count Dtype

sample data

Releases(0.0.23)

0.0.23(Jul 25, 2020)

0.0.21(Jun 18, 2020)