-
Notifications
You must be signed in to change notification settings - Fork 7
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
- Loading branch information
v1docq
committed
Apr 18, 2024
1 parent
fbd5e89
commit 2926a5e
Showing
11 changed files
with
782 additions
and
284 deletions.
There are no files selected for viewing
32 changes: 32 additions & 0 deletions
32
examples/automl_example/api_example/time_series/ts_forecasting/ts_forecasting_exogen.py
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -0,0 +1,32 @@ | ||
import numpy as np | ||
import pandas as pd | ||
|
||
from fedot_ind.api.main import FedotIndustrial | ||
from fedot_ind.api.utils.path_lib import PROJECT_PATH | ||
|
||
if __name__ == "__main__": | ||
dataset_name = PROJECT_PATH + '/examples/data/forecasting\monash_benchmark\MonashBitcoin_30.csv' | ||
horizon = 30 | ||
metric_names = ('smape', 'rmse', 'median_absolute_error') | ||
|
||
train_data = pd.read_csv(dataset_name) | ||
variables = train_data['label'].unique().tolist() | ||
exog_var = ['send_usd', 'market_cap', 'median_transaction_value', 'google_trends'] | ||
exog_ts = np.vstack([train_data[train_data['label'] == var]['value'].values for var in exog_var]) | ||
exog_ts = exog_ts[0, :] | ||
ts = train_data[train_data['label'] == 'price']['value'].values | ||
target = ts[-horizon:].flatten() | ||
input_data = (ts, target) | ||
|
||
api_config = dict(problem='ts_forecasting', | ||
metric='rmse', | ||
timeout=15, | ||
with_tuning=False, | ||
pop_size=10, | ||
industrial_strategy_params={'exog_variable': exog_ts}, | ||
task_params={'forecast_length': horizon}, | ||
industrial_strategy='forecasting_exogenous', | ||
n_jobs=2, | ||
logging_level=30) | ||
industrial = FedotIndustrial(**api_config) | ||
industrial.fit(input_data) |
File renamed without changes.
633 changes: 633 additions & 0 deletions
633
...ples/industrial_examples/criptocurrency_analysis/ts_forecasting/bitcoin_forecasting.ipynb
Large diffs are not rendered by default.
Oops, something went wrong.
Empty file.
File renamed without changes.
334 changes: 61 additions & 273 deletions
334
...examples/economic_analysis/ts_forecasting/federal_reserve_economic_data_forecasting.ipynb
Large diffs are not rendered by default.
Oops, something went wrong.
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
|
@@ -42,6 +42,5 @@ hyperopt~=0.2.7 | |
statsmodels~=0.14.1 | ||
xgboost~=2.0.3 | ||
seaborn~=0.13.2 | ||
datasets | ||
librosa | ||
pywt |