diff --git a/CHANGELOG.md b/CHANGELOG.md index 7c81c917a..e83aadbcb 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -10,7 +10,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ### Added - - -- +- Jupyter extension for black ([#742](https://github.com/tinkoff-ai/etna/pull/742)) - - - diff --git a/Makefile b/Makefile index a6b9c06f7..f3de60540 100644 --- a/Makefile +++ b/Makefile @@ -1,4 +1,4 @@ -lint: isort-check black-check flake8-check mypy-check spell-check imported-deps-check +lint: isort-check black-check flake8-check mypy-check spell-check imported-deps-check notebooks-check isort-check: isort --skip etna/libs --sl -c etna/ @@ -22,11 +22,15 @@ spell-check: imported-deps-check: python -m scripts.check_imported_dependencies +notebooks-check: + black --check examples/*.ipynb + format: isort --skip etna/libs --sl etna/ isort --skip etna/libs --sl tests/ black etna/ black tests/ + black examples/*.ipynb flake8 --exclude etna/libs etna/ flake8 --exclude etna/libs tests/ --select E,W,C,F401,N mypy diff --git a/etna/analysis/outliers/hist_outliers.py b/etna/analysis/outliers/hist_outliers.py index fe7994f45..07cc4daaa 100644 --- a/etna/analysis/outliers/hist_outliers.py +++ b/etna/analysis/outliers/hist_outliers.py @@ -34,9 +34,9 @@ def optimal_sse(left: int, right: int, p: np.ndarray, pp: np.ndarray) -> float: """ if left == 0: avg = p[right] - return pp[right] - avg ** 2 / (right - left + 1) + return pp[right] - avg**2 / (right - left + 1) avg = p[right] - p[left - 1] - return pp[right] - pp[left - 1] - avg ** 2 / (right - left + 1) + return pp[right] - pp[left - 1] - avg**2 / (right - left + 1) @numba.jit(nopython=True) diff --git a/etna/clustering/distances/base.py b/etna/clustering/distances/base.py index 11af39b21..8cc2faaf7 100644 --- a/etna/clustering/distances/base.py +++ b/etna/clustering/distances/base.py @@ -18,7 +18,7 @@ class Distance(ABC, BaseMixin): """Base class for distances between series.""" - def __init__(self, trim_series: bool = False, inf_value: float = sys.float_info.max // 10 ** 200): + def __init__(self, trim_series: bool = False, inf_value: float = sys.float_info.max // 10**200): """Init Distance. Parameters diff --git a/etna/transforms/math/statistics.py b/etna/transforms/math/statistics.py index 4cea15577..116c2b443 100644 --- a/etna/transforms/math/statistics.py +++ b/etna/transforms/math/statistics.py @@ -164,7 +164,7 @@ def transform(self, df: pd.DataFrame) -> pd.DataFrame: dataframe with results """ window = self.window if self.window != -1 else len(df) - self._alpha_range = np.array([self.alpha ** i for i in range(window)]) + self._alpha_range = np.array([self.alpha**i for i in range(window)]) self._alpha_range = np.expand_dims(self._alpha_range, axis=0) # (1, window) return super().transform(df) diff --git a/examples/EDA.ipynb b/examples/EDA.ipynb index 1dcfb6a9a..8bcb534d0 100644 --- a/examples/EDA.ipynb +++ b/examples/EDA.ipynb @@ -43,6 +43,7 @@ "outputs": [], "source": [ "import warnings\n", + "\n", "warnings.filterwarnings(\"ignore\")" ] }, @@ -609,7 +610,7 @@ " distribution_plot,\n", " sample_acf_plot,\n", " sample_pacf_plot,\n", - " plot_correlation_matrix\n", + " plot_correlation_matrix,\n", ")" ] }, @@ -773,7 +774,7 @@ "metadata": {}, "outputs": [], "source": [ - "lags = LagTransform(in_column=\"target\", lags=[1,7], out_column=\"lag\")\n", + "lags = LagTransform(in_column=\"target\", lags=[1, 7], out_column=\"lag\")\n", "ts.fit_transform([lags])" ] }, @@ -797,7 +798,7 @@ } ], "source": [ - "plot_correlation_matrix(ts, segments=[\"segment_a\",\"segment_b\"], method=\"spearman\", vmin=0.5, vmax=1)" + "plot_correlation_matrix(ts, segments=[\"segment_a\", \"segment_b\"], method=\"spearman\", vmin=0.5, vmax=1)" ] }, { diff --git a/examples/NN_examples.ipynb b/examples/NN_examples.ipynb index 6fa4f6622..132439590 100644 --- a/examples/NN_examples.ipynb +++ b/examples/NN_examples.ipynb @@ -52,6 +52,7 @@ "from etna.models import SeasonalMovingAverageModel\n", "\n", "import warnings\n", + "\n", "warnings.filterwarnings(\"ignore\")" ] }, @@ -449,13 +450,17 @@ "\n", "transform_date = DateFlagsTransform(day_number_in_week=True, day_number_in_month=False, out_column=\"dateflag\")\n", "num_lags = 10\n", - "transform_lag = LagTransform(in_column=\"target\", lags=[HORIZON+i for i in range(num_lags)], out_column=\"target_lag\")\n", + "transform_lag = LagTransform(\n", + " in_column=\"target\",\n", + " lags=[HORIZON + i for i in range(num_lags)],\n", + " out_column=\"target_lag\",\n", + ")\n", "lag_columns = [f\"target_lag_{HORIZON+i}\" for i in range(num_lags)]\n", "\n", "transform_deepar = PytorchForecastingTransform(\n", " max_encoder_length=HORIZON,\n", " max_prediction_length=HORIZON,\n", - " time_varying_known_reals=[\"time_idx\"]+lag_columns,\n", + " time_varying_known_reals=[\"time_idx\"] + lag_columns,\n", " time_varying_unknown_reals=[\"target\"],\n", " time_varying_known_categoricals=[\"dateflag_day_number_in_week\"],\n", " target_normalizer=GroupNormalizer(groups=[\"segment\"]),\n", @@ -483,9 +488,11 @@ "model_deepar = DeepARModel(max_epochs=150, learning_rate=[0.01], gpus=0, batch_size=64)\n", "metrics = [SMAPE(), MAPE(), MAE()]\n", "\n", - "pipeline_deepar = Pipeline(model=model_deepar,\n", - " horizon=HORIZON,\n", - " transforms=[transform_lag, transform_date, transform_deepar])" + "pipeline_deepar = Pipeline(\n", + " model=model_deepar,\n", + " horizon=HORIZON,\n", + " transforms=[transform_lag, transform_date, transform_deepar],\n", + ")" ] }, { @@ -884,7 +891,11 @@ "source": [ "transform_date = DateFlagsTransform(day_number_in_week=True, day_number_in_month=False, out_column=\"dateflag\")\n", "num_lags = 10\n", - "transform_lag = LagTransform(in_column=\"target\", lags=[HORIZON+i for i in range(num_lags)], out_column=\"target_lag\")\n", + "transform_lag = LagTransform(\n", + " in_column=\"target\",\n", + " lags=[HORIZON + i for i in range(num_lags)],\n", + " out_column=\"target_lag\",\n", + ")\n", "lag_columns = [f\"target_lag_{HORIZON+i}\" for i in range(num_lags)]\n", "\n", "transform_tft = PytorchForecastingTransform(\n", @@ -909,9 +920,11 @@ "\n", "model_tft = TFTModel(max_epochs=200, learning_rate=[0.01], gpus=0, batch_size=64)\n", "\n", - "pipeline_tft = Pipeline(model=model_tft,\n", - " horizon=HORIZON,\n", - " transforms=[transform_lag, transform_date, transform_tft])" + "pipeline_tft = Pipeline(\n", + " model=model_tft,\n", + " horizon=HORIZON,\n", + " transforms=[transform_lag, transform_date, transform_tft],\n", + ")" ] }, { @@ -1326,11 +1339,9 @@ "outputs": [], "source": [ "model_sma = SeasonalMovingAverageModel(window=5, seasonality=7)\n", - "linear_trend_transform = LinearTrendTransform(in_column='target')\n", + "linear_trend_transform = LinearTrendTransform(in_column=\"target\")\n", "\n", - "pipeline_sma = Pipeline(model=model_sma,\n", - " horizon=HORIZON,\n", - " transforms=[linear_trend_transform])" + "pipeline_sma = Pipeline(model=model_sma, horizon=HORIZON, transforms=[linear_trend_transform])" ] }, { diff --git a/examples/backtest.ipynb b/examples/backtest.ipynb index 72b4caa0b..c0b1f4463 100644 --- a/examples/backtest.ipynb +++ b/examples/backtest.ipynb @@ -102,7 +102,7 @@ "source": [ "img = plt.imread(\"./assets/backtest/backtest.jpg\")\n", "plt.figure(figsize=(15, 10))\n", - "plt.axis('off')\n", + "plt.axis(\"off\")\n", "_ = plt.imshow(img)" ] }, @@ -198,7 +198,7 @@ "source": [ "df = pd.read_csv(\"./data/example_dataset.csv\")\n", "df[\"timestamp\"] = pd.to_datetime(df[\"timestamp\"])\n", - "df = df.loc[df.segment == 'segment_a']\n", + "df = df.loc[df.segment == \"segment_a\"]\n", "df.head()" ] }, @@ -218,7 +218,7 @@ "outputs": [], "source": [ "df = TSDataset.to_dataset(df)\n", - "ts = TSDataset(df, freq='D')" + "ts = TSDataset(df, freq=\"D\")" ] }, { @@ -249,7 +249,7 @@ } ], "source": [ - "ts.plot(segments=['segment_a'])" + "ts.plot(segments=[\"segment_a\"])" ] }, { @@ -275,9 +275,9 @@ "metadata": {}, "outputs": [], "source": [ - "horizon = 31 # Set the horizon for predictions\n", - "model = ProphetModel() # Create a model\n", - "transforms = [] #A list of transforms - we will not use any of them" + "horizon = 31 # Set the horizon for predictions\n", + "model = ProphetModel() # Create a model\n", + "transforms = [] # A list of transforms - we will not use any of them" ] }, { @@ -463,9 +463,7 @@ } ], "source": [ - "metrics_df, forecast_df, fold_info_df = pipeline.backtest(\n", - " ts=ts, metrics=[MAE(), MSE(), SMAPE()]\n", - ")" + "metrics_df, forecast_df, fold_info_df = pipeline.backtest(ts=ts, metrics=[MAE(), MSE(), SMAPE()])" ] }, { @@ -931,9 +929,7 @@ ], "source": [ "metrics_df, forecast_df, fold_info_df = pipeline.backtest(\n", - " ts=ts,\n", - " metrics=[MAE(), MSE(), SMAPE()],\n", - " aggregate_metrics=True\n", + " ts=ts, metrics=[MAE(), MSE(), SMAPE()], aggregate_metrics=True\n", ")" ] }, diff --git a/examples/clustering.ipynb b/examples/clustering.ipynb index f5736bd4e..47bbc1c98 100644 --- a/examples/clustering.ipynb +++ b/examples/clustering.ipynb @@ -41,6 +41,7 @@ "outputs": [], "source": [ "import warnings\n", + "\n", "warnings.filterwarnings(\"ignore\")" ] }, @@ -80,7 +81,7 @@ " for j, sigma in enumerate([0.1, 0.3, 0.5, 0.8]):\n", " tmp = pd.DataFrame({\"timestamp\": date_range})\n", " tmp[\"segment\"] = f\"{2*i}{j}\"\n", - " tmp[\"target\"] = np.random.normal(2*i, sigma, len(tmp))\n", + " tmp[\"target\"] = np.random.normal(2 * i, sigma, len(tmp))\n", " df = df.append(tmp, ignore_index=True)\n", " ts = TSDataset(df=TSDataset.to_dataset(df), freq=\"D\")\n", " return ts" @@ -117,7 +118,7 @@ ], "source": [ "ts = gen_dataset()\n", - "ts.df.plot(figsize=(20,10),legend=False);" + "ts.df.plot(figsize=(20, 10), legend=False);" ] }, { @@ -156,10 +157,14 @@ "metadata": {}, "outputs": [], "source": [ - "x1 = pd.Series(data = [0, 0, 1, 2, 3, 4, 5, 6, 7, 8],\n", - " index = pd.date_range(\"2020-01-01\", periods=10))\n", - "x2 = pd.Series(data = [0, 1, 2, 3, 4, 5, 6, 7, 8, 9],\n", - " index = pd.date_range(\"2020-01-02\", periods=10))" + "x1 = pd.Series(\n", + " data=[0, 0, 1, 2, 3, 4, 5, 6, 7, 8],\n", + " index=pd.date_range(\"2020-01-01\", periods=10),\n", + ")\n", + "x2 = pd.Series(\n", + " data=[0, 1, 2, 3, 4, 5, 6, 7, 8, 9],\n", + " index=pd.date_range(\"2020-01-02\", periods=10),\n", + ")" ] }, { @@ -190,7 +195,7 @@ ], "source": [ "distance = EuclideanDistance(trim_series=True)\n", - "distance(x1,x2) # Series are the same in the common part of the timestamps " + "distance(x1, x2) # Series are the same in the common part of the timestamps" ] }, { @@ -220,7 +225,7 @@ ], "source": [ "distance = EuclideanDistance(trim_series=False)\n", - "distance(x1,x2) " + "distance(x1, x2)" ] }, { @@ -254,7 +259,8 @@ ], "source": [ "import matplotlib.pyplot as plt\n", - "_ = plt.subplots(figsize=(15,10))\n", + "\n", + "_ = plt.subplots(figsize=(15, 10))\n", "img = plt.imread(\"./assets/clustering/trim_series.jpg\")\n", "plt.imshow(img);" ] @@ -332,11 +338,17 @@ ], "source": [ "distances = pd.DataFrame()\n", - "distances[\"Euclidean\"] = [EuclideanDistance(trim_series=True)(x1,x2),EuclideanDistance(trim_series=False)(x1,x2)]\n", - "distances[\"DTW\"] = [DTWDistance(trim_series=True)(x1,x2),DTWDistance(trim_series=False)(x1,x2)]\n", - "distances[\"trim_series\"] = [True,False]\n", - "distances.set_index(\"trim_series\",inplace=True)\n", - "distances " + "distances[\"Euclidean\"] = [\n", + " EuclideanDistance(trim_series=True)(x1, x2),\n", + " EuclideanDistance(trim_series=False)(x1, x2),\n", + "]\n", + "distances[\"DTW\"] = [\n", + " DTWDistance(trim_series=True)(x1, x2),\n", + " DTWDistance(trim_series=False)(x1, x2),\n", + "]\n", + "distances[\"trim_series\"] = [True, False]\n", + "distances.set_index(\"trim_series\", inplace=True)\n", + "distances" ] }, { @@ -467,7 +479,7 @@ "metadata": {}, "outputs": [], "source": [ - "model.build_clustering_algo(n_clusters=4,linkage=\"average\")" + "model.build_clustering_algo(n_clusters=4, linkage=\"average\")" ] }, { @@ -545,9 +557,9 @@ } ], "source": [ - "colores = ['r','g','b','y']\n", + "colores = [\"r\", \"g\", \"b\", \"y\"]\n", "color = [colores[i] for i in segment2cluster.values()]\n", - "ts.df.plot(figsize=(20,10),color=color,legend=False);" + "ts.df.plot(figsize=(20, 10), color=color, legend=False);" ] }, { @@ -712,7 +724,7 @@ } ], "source": [ - "plot_clusters(ts,segment2cluster,centroids)" + "plot_clusters(ts, segment2cluster, centroids)" ] }, { @@ -742,18 +754,23 @@ "source": [ "from etna.clustering import Distance\n", "\n", + "\n", "class MyDistance(Distance):\n", - " \n", " def __init__(self, trim_series: bool = False):\n", " super().__init__(trim_series=trim_series)\n", "\n", " def _compute_distance(self, x1: np.ndarray, x2: np.ndarray) -> float:\n", " \"\"\"Compute distance between x1 and x2.\"\"\"\n", - " return np.max(np.abs(x1-x2))\n", + " return np.max(np.abs(x1 - x2))\n", "\n", " def _get_average(self, ts: \"TSDataset\") -> pd.DataFrame:\n", " \"\"\"Get series that minimizes squared distance to given ones according to the distance.\"\"\"\n", - " centroid = pd.DataFrame({\"timestamp\": ts.index.values, \"target\": ts.df.median(axis=1).values})\n", + " centroid = pd.DataFrame(\n", + " {\n", + " \"timestamp\": ts.index.values,\n", + " \"target\": ts.df.median(axis=1).values,\n", + " }\n", + " )\n", " return centroid" ] }, @@ -818,10 +835,13 @@ ], "source": [ "distances = pd.DataFrame()\n", - "distances[\"MyDistance\"] = [MyDistance(trim_series=True)(x1,x2),MyDistance(trim_series=False)(x1,x2)]\n", - "distances[\"trim_series\"] = [True,False]\n", - "distances.set_index(\"trim_series\",inplace=True)\n", - "distances " + "distances[\"MyDistance\"] = [\n", + " MyDistance(trim_series=True)(x1, x2),\n", + " MyDistance(trim_series=False)(x1, x2),\n", + "]\n", + "distances[\"trim_series\"] = [True, False]\n", + "distances.set_index(\"trim_series\", inplace=True)\n", + "distances" ] }, { diff --git a/examples/custom_transform_and_model.ipynb b/examples/custom_transform_and_model.ipynb index f7d516db6..1853ad74f 100644 --- a/examples/custom_transform_and_model.ipynb +++ b/examples/custom_transform_and_model.ipynb @@ -54,6 +54,7 @@ "from etna.transforms import DateFlagsTransform, LinearTrendTransform\n", "\n", "import warnings\n", + "\n", "warnings.filterwarnings(\"ignore\")" ] }, @@ -719,14 +720,14 @@ " floor:\n", " lower bound\n", " ceil:\n", - " upper bound \n", + " upper bound\n", " \"\"\"\n", " self.in_column = in_column\n", " self.floor = floor\n", " self.ceil = ceil\n", "\n", " # Provide the necessary training. For example calculates the coefficients of a linear trend.\n", - " # In this case, we calculate the indices that need to be changed \n", + " # In this case, we calculate the indices that need to be changed\n", " # and remember the old values for inverse transform.\n", " def fit(self, df: pd.DataFrame) -> \"_OneSegmentFloorCeilTransform\":\n", " \"\"\"\n", @@ -764,14 +765,13 @@ " result_df[self.in_column].iloc[self.floor_indices] = self.floor\n", " result_df[self.in_column].iloc[self.ceil_indices] = self.ceil\n", "\n", - "\n", " return result_df\n", "\n", " # Do it all in one action. Base class requirement.\n", " def fit_transform(self, df: pd.DataFrame) -> pd.DataFrame:\n", " return self.fit(df).transform(df)\n", "\n", - " # Returns back changed values. \n", + " # Returns back changed values.\n", " def inverse_transform(self, df: pd.DataFrame) -> pd.DataFrame:\n", " \"\"\"\n", " Inverse transformation for transform. Return back changed values.\n", @@ -790,7 +790,7 @@ " result[self.in_column][self.floor_indices] = self.floor_values\n", " result[self.in_column][self.ceil_indices] = self.ceil_values\n", "\n", - " return result\n" + " return result" ] }, { @@ -824,16 +824,14 @@ " floor:\n", " lower bound\n", " ceil:\n", - " upper bound \n", + " upper bound\n", " \"\"\"\n", " self.in_column = in_column\n", " self.floor = floor\n", " self.ceil = ceil\n", " super().__init__(\n", - " transform=_OneSegmentFloorCeilTransform(\n", - " in_column=self.in_column, floor=self.floor, ceil=self.ceil\n", - " )\n", - " )\n" + " transform=_OneSegmentFloorCeilTransform(in_column=self.in_column, floor=self.floor, ceil=self.ceil)\n", + " )" ] }, { @@ -1094,7 +1092,7 @@ " max_depth=max_depth,\n", " learning_rate=learning_rate,\n", " n_estimators=n_estimators,\n", - " **kwargs\n", + " **kwargs,\n", " )\n", " self._categorical = None\n", "\n", @@ -1109,7 +1107,7 @@ " features = df.drop(columns=[\"timestamp\", \"target\"])\n", " pred = self.model.predict(features)\n", " return pred\n", - " \n", + "\n", " def get_model(self) -> LGBMRegressor:\n", " return self.model" ] @@ -1150,13 +1148,13 @@ " self.n_estimators = n_estimators\n", " self.kwargs = kwargs\n", " model = _LGBMAdapter(\n", - " boosting_type=boosting_type,\n", - " num_leaves=num_leaves,\n", - " max_depth=max_depth,\n", - " learning_rate=learning_rate,\n", - " n_estimators=n_estimators,\n", - " **kwargs\n", - " )\n", + " boosting_type=boosting_type,\n", + " num_leaves=num_leaves,\n", + " max_depth=max_depth,\n", + " learning_rate=learning_rate,\n", + " n_estimators=n_estimators,\n", + " **kwargs,\n", + " )\n", " super().__init__(base_model=model)" ] }, @@ -1194,13 +1192,13 @@ " self.n_estimators = n_estimators\n", " self.kwargs = kwargs\n", " model = _LGBMAdapter(\n", - " boosting_type=boosting_type,\n", - " num_leaves=num_leaves,\n", - " max_depth=max_depth,\n", - " learning_rate=learning_rate,\n", - " n_estimators=n_estimators,\n", - " **kwargs\n", - " )\n", + " boosting_type=boosting_type,\n", + " num_leaves=num_leaves,\n", + " max_depth=max_depth,\n", + " learning_rate=learning_rate,\n", + " n_estimators=n_estimators,\n", + " **kwargs,\n", + " )\n", " super().__init__(base_model=model)" ] }, @@ -1223,10 +1221,12 @@ "source": [ "HORIZON = 31\n", "\n", - "train_ts, test_ts = ts.train_test_split(train_start=\"2019-01-01\",\n", - " train_end=\"2019-11-30\",\n", - " test_start=\"2019-12-01\",\n", - " test_end=\"2019-12-31\")" + "train_ts, test_ts = ts.train_test_split(\n", + " train_start=\"2019-01-01\",\n", + " train_end=\"2019-11-30\",\n", + " test_start=\"2019-12-01\",\n", + " test_end=\"2019-12-31\",\n", + ")" ] }, { @@ -1237,7 +1237,7 @@ }, "outputs": [], "source": [ - "from etna.transforms import LagTransform \n", + "from etna.transforms import LagTransform\n", "from etna.transforms import LogTransform\n", "from etna.transforms import SegmentEncoderTransform\n", "from etna.transforms import DateFlagsTransform\n", @@ -1248,14 +1248,16 @@ "seg = SegmentEncoderTransform()\n", "\n", "lags = LagTransform(in_column=\"target\", lags=list(range(31, 96, 1)), out_column=\"lag\")\n", - "d_flags = DateFlagsTransform(day_number_in_week=True,\n", - " day_number_in_month=True,\n", - " week_number_in_month=True,\n", - " week_number_in_year=True,\n", - " month_number_in_year=True,\n", - " year_number=True,\n", - " special_days_in_week=[5, 6], \n", - " out_column=\"date_feature\")\n", + "d_flags = DateFlagsTransform(\n", + " day_number_in_week=True,\n", + " day_number_in_month=True,\n", + " week_number_in_month=True,\n", + " week_number_in_year=True,\n", + " month_number_in_year=True,\n", + " year_number=True,\n", + " special_days_in_week=[5, 6],\n", + " out_column=\"date_feature\",\n", + ")\n", "\n", "transforms = [trend, lags, d_flags, seg]" ] diff --git a/examples/ensembles.ipynb b/examples/ensembles.ipynb index 5ac995647..ce4996962 100644 --- a/examples/ensembles.ipynb +++ b/examples/ensembles.ipynb @@ -37,6 +37,7 @@ "outputs": [], "source": [ "import warnings\n", + "\n", "warnings.filterwarnings(\"ignore\")" ] }, @@ -110,9 +111,14 @@ "outputs": [], "source": [ "from etna.pipeline import Pipeline\n", - "from etna.models import NaiveModel, SeasonalMovingAverageModel, CatBoostModelMultiSegment\n", + "from etna.models import (\n", + " NaiveModel,\n", + " SeasonalMovingAverageModel,\n", + " CatBoostModelMultiSegment,\n", + ")\n", "from etna.transforms import LagTransform\n", "from etna.metrics import MAE, MSE, SMAPE, MAPE\n", + "\n", "HORIZON = 3\n", "N_FOLDS = 5" ] @@ -134,7 +140,9 @@ "source": [ "naive_pipeline = Pipeline(model=NaiveModel(lag=12), transforms=[], horizon=HORIZON)\n", "seasonalma_pipeline = Pipeline(\n", - " model=SeasonalMovingAverageModel(window=5, seasonality=12), transforms=[], horizon=HORIZON\n", + " model=SeasonalMovingAverageModel(window=5, seasonality=12),\n", + " transforms=[],\n", + " horizon=HORIZON,\n", ")\n", "catboost_pipeline = Pipeline(\n", " model=CatBoostModelMultiSegment(),\n", @@ -255,7 +263,11 @@ "for pipeline in pipelines:\n", " metrics.append(\n", " pipeline.backtest(\n", - " ts=ts, metrics=[MAE(), MSE(), SMAPE(), MAPE()], n_folds=N_FOLDS, aggregate_metrics=True, n_jobs=5\n", + " ts=ts,\n", + " metrics=[MAE(), MSE(), SMAPE(), MAPE()],\n", + " n_folds=N_FOLDS,\n", + " aggregate_metrics=True,\n", + " n_jobs=5,\n", " )[0].iloc[:, 1:]\n", " )\n", "metrics = pd.concat(metrics)\n", @@ -441,7 +453,11 @@ ], "source": [ "voting_ensamble_metrics = voting_ensemble.backtest(\n", - " ts=ts, metrics=[MAE(), MSE(), SMAPE(), MAPE()], n_folds=N_FOLDS, aggregate_metrics=True, n_jobs=2\n", + " ts=ts,\n", + " metrics=[MAE(), MSE(), SMAPE(), MAPE()],\n", + " n_folds=N_FOLDS,\n", + " aggregate_metrics=True,\n", + " n_jobs=2,\n", ")[0].iloc[:, 1:]\n", "voting_ensamble_metrics.index = [\"voting ensemble\"]\n", "voting_ensamble_metrics" @@ -835,7 +851,11 @@ ], "source": [ "stacking_ensamble_metrics = stacking_ensemble_unfeatured.backtest(\n", - " ts=ts, metrics=[MAE(), MSE(), SMAPE(), MAPE()], n_folds=N_FOLDS, aggregate_metrics=True, n_jobs=2\n", + " ts=ts,\n", + " metrics=[MAE(), MSE(), SMAPE(), MAPE()],\n", + " n_folds=N_FOLDS,\n", + " aggregate_metrics=True,\n", + " n_jobs=2,\n", ")[0].iloc[:, 1:]\n", "stacking_ensamble_metrics.index = [\"stacking ensemble\"]\n", "stacking_ensamble_metrics" @@ -946,13 +966,7 @@ } ], "source": [ - "metrics = pd.concat(\n", - " [\n", - " metrics,\n", - " voting_ensamble_metrics,\n", - " stacking_ensamble_metrics\n", - " ]\n", - ")\n", + "metrics = pd.concat([metrics, voting_ensamble_metrics, stacking_ensamble_metrics])\n", "metrics" ] } diff --git a/examples/exogenous_data.ipynb b/examples/exogenous_data.ipynb index 6a7a5a219..768428329 100644 --- a/examples/exogenous_data.ipynb +++ b/examples/exogenous_data.ipynb @@ -1145,27 +1145,50 @@ "source": [ "from etna.transforms import FilterFeaturesTransform\n", "\n", - "from etna.transforms import MeanTransform # math\n", - "from etna.transforms import DateFlagsTransform, HolidayTransform # datetime\n", - "from etna.transforms import LagTransform # lags\n", + "from etna.transforms import MeanTransform # math\n", + "from etna.transforms import DateFlagsTransform, HolidayTransform # datetime\n", + "from etna.transforms import LagTransform # lags\n", "\n", "transforms = [\n", - " LagTransform(in_column=\"target\", lags=list(range(HORIZON, HORIZON+28)), out_column=\"target_lag\"),\n", - " LagTransform(in_column=\"tavg\", lags=list(range(1, 3)), out_column=\"tavg_lag\"),\n", - " MeanTransform(in_column=\"tavg\", window=7, out_column=\"tavg_mean\"),\n", - " MeanTransform(in_column=\"target_lag_365\", out_column=\"target_mean\", window=104, seasonality=7),\n", - " DateFlagsTransform(day_number_in_week=True,\n", - " day_number_in_month=True,\n", - " is_weekend=True,\n", - " special_days_in_week=[4],\n", - " out_column=\"date_flag\"),\n", - " HolidayTransform(iso_code=\"SWE\", out_column=\"SWE_holidays\"),\n", - " HolidayTransform(iso_code=\"NOR\", out_column=\"NOR_holidays\"),\n", - " HolidayTransform(iso_code=\"FIN\", out_column=\"FIN_holidays\"),\n", - " LagTransform(in_column=\"SWE_holidays\", lags=list(range(2,6)), out_column=\"SWE_holidays_lag\"),\n", - " LagTransform(in_column=\"NOR_holidays\", lags=list(range(2,6)), out_column=\"NOR_holidays_lag\"),\n", - " LagTransform(in_column=\"FIN_holidays\", lags=list(range(2,6)), out_column=\"FIN_holidays_lag\"),\n", - " FilterFeaturesTransform(exclude=[\"precipitation\", \"snow_depth\", \"tmin\", \"tmax\"]),\n", + " LagTransform(\n", + " in_column=\"target\",\n", + " lags=list(range(HORIZON, HORIZON + 28)),\n", + " out_column=\"target_lag\",\n", + " ),\n", + " LagTransform(in_column=\"tavg\", lags=list(range(1, 3)), out_column=\"tavg_lag\"),\n", + " MeanTransform(in_column=\"tavg\", window=7, out_column=\"tavg_mean\"),\n", + " MeanTransform(\n", + " in_column=\"target_lag_365\",\n", + " out_column=\"target_mean\",\n", + " window=104,\n", + " seasonality=7,\n", + " ),\n", + " DateFlagsTransform(\n", + " day_number_in_week=True,\n", + " day_number_in_month=True,\n", + " is_weekend=True,\n", + " special_days_in_week=[4],\n", + " out_column=\"date_flag\",\n", + " ),\n", + " HolidayTransform(iso_code=\"SWE\", out_column=\"SWE_holidays\"),\n", + " HolidayTransform(iso_code=\"NOR\", out_column=\"NOR_holidays\"),\n", + " HolidayTransform(iso_code=\"FIN\", out_column=\"FIN_holidays\"),\n", + " LagTransform(\n", + " in_column=\"SWE_holidays\",\n", + " lags=list(range(2, 6)),\n", + " out_column=\"SWE_holidays_lag\",\n", + " ),\n", + " LagTransform(\n", + " in_column=\"NOR_holidays\",\n", + " lags=list(range(2, 6)),\n", + " out_column=\"NOR_holidays_lag\",\n", + " ),\n", + " LagTransform(\n", + " in_column=\"FIN_holidays\",\n", + " lags=list(range(2, 6)),\n", + " out_column=\"FIN_holidays_lag\",\n", + " ),\n", + " FilterFeaturesTransform(exclude=[\"precipitation\", \"snow_depth\", \"tmin\", \"tmax\"]),\n", "]" ] }, @@ -1191,6 +1214,7 @@ "outputs": [], "source": [ "from etna.pipeline import Pipeline\n", + "\n", "pipeline = Pipeline(model=model, transforms=transforms, horizon=HORIZON)" ] }, @@ -1406,7 +1430,7 @@ "source": [ "from etna.analysis import plot_backtest\n", "\n", - "plot_backtest(forecasts, ts)\n" + "plot_backtest(forecasts, ts)" ] }, { diff --git a/examples/get_started.ipynb b/examples/get_started.ipynb index 3d3d094a5..11c1cc112 100644 --- a/examples/get_started.ipynb +++ b/examples/get_started.ipynb @@ -605,10 +605,12 @@ }, "outputs": [], "source": [ - "train_ts, test_ts = ts.train_test_split(train_start=\"1980-01-01\",\n", - " train_end=\"1993-12-01\",\n", - " test_start=\"1994-01-01\",\n", - " test_end=\"1994-08-01\")" + "train_ts, test_ts = ts.train_test_split(\n", + " train_start=\"1980-01-01\",\n", + " train_end=\"1993-12-01\",\n", + " test_start=\"1994-01-01\",\n", + " test_end=\"1994-08-01\",\n", + ")" ] }, { @@ -624,11 +626,11 @@ "HORIZON = 8\n", "from etna.models import NaiveModel\n", "\n", - "#Fit the model\n", + "# Fit the model\n", "model = NaiveModel(lag=12)\n", "model.fit(train_ts)\n", "\n", - "#Make the forecast\n", + "# Make the forecast\n", "future_ts = train_ts.make_future(HORIZON)\n", "forecast_ts = model.forecast(future_ts)" ] @@ -782,7 +784,7 @@ "model = ProphetModel()\n", "model.fit(train_ts)\n", "\n", - "#Make the forecast\n", + "# Make the forecast\n", "future_ts = train_ts.make_future(HORIZON)\n", "forecast_ts = model.forecast(future_ts)" ] @@ -808,7 +810,7 @@ } ], "source": [ - "smape(y_true=test_ts, y_pred=forecast_ts)\n" + "smape(y_true=test_ts, y_pred=forecast_ts)" ] }, { @@ -1106,8 +1108,14 @@ "source": [ "import warnings\n", "\n", - "from etna.transforms import MeanTransform, LagTransform, LogTransform, \\\n", - " SegmentEncoderTransform, DateFlagsTransform, LinearTrendTransform\n", + "from etna.transforms import (\n", + " MeanTransform,\n", + " LagTransform,\n", + " LogTransform,\n", + " SegmentEncoderTransform,\n", + " DateFlagsTransform,\n", + " LinearTrendTransform,\n", + ")\n", "\n", "warnings.filterwarnings(\"ignore\")\n", "\n", @@ -1116,13 +1124,15 @@ "seg = SegmentEncoderTransform()\n", "\n", "lags = LagTransform(in_column=\"target\", lags=list(range(30, 96, 1)))\n", - "d_flags = DateFlagsTransform(day_number_in_week=True,\n", - " day_number_in_month=True,\n", - " week_number_in_month=True,\n", - " week_number_in_year=True,\n", - " month_number_in_year=True,\n", - " year_number=True,\n", - " special_days_in_week=[5, 6])\n", + "d_flags = DateFlagsTransform(\n", + " day_number_in_week=True,\n", + " day_number_in_month=True,\n", + " week_number_in_month=True,\n", + " week_number_in_year=True,\n", + " month_number_in_year=True,\n", + " year_number=True,\n", + " special_days_in_week=[5, 6],\n", + ")\n", "mean30 = MeanTransform(in_column=\"target\", window=30)" ] }, @@ -1137,10 +1147,12 @@ "outputs": [], "source": [ "HORIZON = 30\n", - "train_ts, test_ts = ts.train_test_split(train_start=\"2019-01-01\",\n", - " train_end=\"2019-10-31\",\n", - " test_start=\"2019-11-01\",\n", - " test_end=\"2019-11-30\")\n", + "train_ts, test_ts = ts.train_test_split(\n", + " train_start=\"2019-01-01\",\n", + " train_end=\"2019-10-31\",\n", + " test_start=\"2019-11-01\",\n", + " test_end=\"2019-11-30\",\n", + ")\n", "train_ts.fit_transform([log, trend, lags, d_flags, seg, mean30])" ] }, @@ -1269,10 +1281,12 @@ "metadata": {}, "outputs": [], "source": [ - "train_ts, test_ts = ts.train_test_split(train_start=\"2019-01-01\",\n", - " train_end=\"2019-10-31\",\n", - " test_start=\"2019-11-01\",\n", - " test_end=\"2019-11-30\")" + "train_ts, test_ts = ts.train_test_split(\n", + " train_start=\"2019-01-01\",\n", + " train_end=\"2019-10-31\",\n", + " test_start=\"2019-11-01\",\n", + " test_end=\"2019-11-30\",\n", + ")" ] }, { @@ -1288,9 +1302,11 @@ "metadata": {}, "outputs": [], "source": [ - "model = Pipeline(model=CatBoostModelMultiSegment(),\n", - " transforms=[log, trend, lags, d_flags, seg, mean30],\n", - " horizon=HORIZON)\n", + "model = Pipeline(\n", + " model=CatBoostModelMultiSegment(),\n", + " transforms=[log, trend, lags, d_flags, seg, mean30],\n", + " horizon=HORIZON,\n", + ")\n", "model.fit(train_ts)\n", "forecast_ts = model.forecast()" ] @@ -1350,7 +1366,7 @@ } ], "source": [ - "plot_forecast(forecast_ts, test_ts, train_ts, n_train_samples=20)\n" + "plot_forecast(forecast_ts, test_ts, train_ts, n_train_samples=20)" ] } ], diff --git a/examples/outliers.ipynb b/examples/outliers.ipynb index 7840e9536..5f7445732 100644 --- a/examples/outliers.ipynb +++ b/examples/outliers.ipynb @@ -39,6 +39,7 @@ "outputs": [], "source": [ "import warnings\n", + "\n", "warnings.filterwarnings(\"ignore\")" ] }, @@ -242,7 +243,8 @@ " get_anomalies_median,\n", " get_anomalies_density,\n", " get_anomalies_prediction_interval,\n", - " get_anomalies_hist)\n", + " get_anomalies_hist,\n", + ")\n", "from etna.analysis import plot_anomalies" ] }, @@ -496,8 +498,7 @@ "source": [ "segment = \"segment_c\"\n", "method = get_anomalies_median\n", - "params_bounds = {\"window_size\": (40, 70, 1),\n", - " \"alpha\": (0.1, 4, 0.25)}" + "params_bounds = {\"window_size\": (40, 70, 1), \"alpha\": (0.1, 4, 0.25)}" ] }, { @@ -530,7 +531,7 @@ } ], "source": [ - "plot_anomalies_interactive(ts=ts,segment=segment,method=method,params_bounds=params_bounds)" + "plot_anomalies_interactive(ts=ts, segment=segment, method=method, params_bounds=params_bounds)" ] }, { @@ -548,8 +549,7 @@ "metadata": {}, "outputs": [], "source": [ - "best_params = {\"window_size\":60,\n", - " \"alpha\":2.35}" + "best_params = {\"window_size\": 60, \"alpha\": 2.35}" ] }, { @@ -601,7 +601,7 @@ } ], "source": [ - "df = ts[:,segment,:]\n", + "df = ts[:, segment, :]\n", "ts = TSDataset(df, freq=\"D\")\n", "ts.plot()" ] @@ -639,10 +639,10 @@ ], "source": [ "# Impute outliers with NaNs\n", - "outliers_remover = MedianOutliersTransform(in_column=\"target\",**best_params)\n", + "outliers_remover = MedianOutliersTransform(in_column=\"target\", **best_params)\n", "# Impute NaNs using the specified strategy\n", - "outliers_imputer = TimeSeriesImputerTransform(in_column=\"target\",strategy=\"running_mean\",window=30)\n", - "ts.fit_transform([outliers_remover,outliers_imputer])\n", + "outliers_imputer = TimeSeriesImputerTransform(in_column=\"target\", strategy=\"running_mean\", window=30)\n", + "ts.fit_transform([outliers_remover, outliers_imputer])\n", "ts.plot()" ] }, @@ -663,7 +663,7 @@ "source": [ "from etna.models import MovingAverageModel\n", "from etna.pipeline import Pipeline\n", - "from etna.metrics import MAE,MSE,SMAPE" + "from etna.metrics import MAE, MSE, SMAPE" ] }, { @@ -673,13 +673,13 @@ "metadata": {}, "outputs": [], "source": [ - "def get_metrics(forecast,test):\n", + "def get_metrics(forecast, test):\n", " \"\"\"Compute the metrics on forecast\"\"\"\n", - " metrics = {\"MAE\":MAE(),\"MSE\":MSE(),\"SMAPE\":SMAPE()}\n", + " metrics = {\"MAE\": MAE(), \"MSE\": MSE(), \"SMAPE\": SMAPE()}\n", " results = dict()\n", - " for name,metric in metrics.items():\n", + " for name, metric in metrics.items():\n", " results[name] = metric(y_true=test, y_pred=forecast)[\"segment_c\"]\n", - " return results " + " return results" ] }, { @@ -692,19 +692,20 @@ "def test_transforms(transforms=[]):\n", " \"\"\"Run the experiment on the list of transforms\"\"\"\n", " classic_df = pd.read_csv(\"data/example_dataset.csv\")\n", - " df = TSDataset.to_dataset(classic_df[classic_df[\"segment\"]==segment])\n", + " df = TSDataset.to_dataset(classic_df[classic_df[\"segment\"] == segment])\n", " ts = TSDataset(df, freq=\"D\")\n", - " train,test = ts.train_test_split(train_start=\"2019-05-20\",\n", - " train_end=\"2019-07-10\",\n", - " test_start=\"2019-07-11\",\n", - " test_end=\"2019-08-09\")\n", - " \n", - " model = Pipeline(model=MovingAverageModel(window=30),transforms=transforms,horizon=30)\n", + " train, test = ts.train_test_split(\n", + " train_start=\"2019-05-20\",\n", + " train_end=\"2019-07-10\",\n", + " test_start=\"2019-07-11\",\n", + " test_end=\"2019-08-09\",\n", + " )\n", + "\n", + " model = Pipeline(model=MovingAverageModel(window=30), transforms=transforms, horizon=30)\n", " model.fit(train)\n", " forecast = model.forecast()\n", - " metrics = get_metrics(forecast,test)\n", - " return metrics\n", - " " + " metrics = get_metrics(forecast, test)\n", + " return metrics" ] }, { @@ -766,7 +767,7 @@ } ], "source": [ - "transforms = [outliers_remover,outliers_imputer]\n", + "transforms = [outliers_remover, outliers_imputer]\n", "test_transforms(transforms)" ] }, diff --git a/poetry.lock b/poetry.lock index a93229fac..e467874f2 100644 --- a/poetry.lock +++ b/poetry.lock @@ -163,7 +163,7 @@ python-versions = ">=3.6" [[package]] name = "babel" -version = "2.10.1" +version = "2.10.2" description = "Internationalization utilities" category = "main" optional = true @@ -197,27 +197,27 @@ lxml = ["lxml"] [[package]] name = "black" -version = "21.9b0" +version = "22.3.0" description = "The uncompromising code formatter." category = "main" optional = true python-versions = ">=3.6.2" [package.dependencies] -click = ">=7.1.2" +click = ">=8.0.0" +ipython = {version = ">=7.8.0", optional = true, markers = "extra == \"jupyter\""} mypy-extensions = ">=0.4.3" -pathspec = ">=0.9.0,<1" +pathspec = ">=0.9.0" platformdirs = ">=2" -regex = ">=2020.1.8" -tomli = ">=0.2.6,<2.0.0" -typed-ast = {version = ">=1.4.2", markers = "python_version < \"3.8\""} -typing-extensions = ">=3.10.0.0" +tokenize-rt = {version = ">=3.2.0", optional = true, markers = "extra == \"jupyter\""} +tomli = {version = ">=1.1.0", markers = "python_version < \"3.11\""} +typed-ast = {version = ">=1.4.2", markers = "python_version < \"3.8\" and implementation_name == \"cpython\""} +typing-extensions = {version = ">=3.10.0.0", markers = "python_version < \"3.10\""} [package.extras] colorama = ["colorama (>=0.4.3)"] -d = ["aiohttp (>=3.6.0)", "aiohttp-cors (>=0.4.0)"] +d = ["aiohttp (>=3.7.4)"] jupyter = ["ipython (>=7.8.0)", "tokenize-rt (>=3.2.0)"] -python2 = ["typed-ast (>=1.4.2)"] uvloop = ["uvloop (>=0.15.2)"] [[package]] @@ -238,14 +238,14 @@ dev = ["pip-tools (==6.5.1)", "pytest (==7.1.1)", "flake8 (==4.0.1)", "tox (==3. [[package]] name = "boto3" -version = "1.24.2" +version = "1.24.8" description = "The AWS SDK for Python" category = "main" optional = false python-versions = ">= 3.7" [package.dependencies] -botocore = ">=1.27.2,<1.28.0" +botocore = ">=1.27.8,<1.28.0" jmespath = ">=0.7.1,<2.0.0" s3transfer = ">=0.6.0,<0.7.0" @@ -254,7 +254,7 @@ crt = ["botocore[crt] (>=1.21.0,<2.0a0)"] [[package]] name = "botocore" -version = "1.27.2" +version = "1.27.8" description = "Low-level, data-driven core of boto 3." category = "main" optional = false @@ -728,7 +728,7 @@ typing-extensions = {version = ">=3.7.4.3", markers = "python_version < \"3.8\"" [[package]] name = "google-auth" -version = "2.6.6" +version = "2.7.0" description = "Google Authentication Library" category = "main" optional = true @@ -742,6 +742,7 @@ six = ">=1.9.0" [package.extras] aiohttp = ["requests (>=2.20.0,<3.0.0dev)", "aiohttp (>=3.6.2,<4.0.0dev)"] +enterprise_cert = ["cryptography (==36.0.2)", "pyopenssl (==22.0.0)"] pyopenssl = ["pyopenssl (>=20.0.0)"] reauth = ["pyu2f (>=0.1.5)"] @@ -886,7 +887,7 @@ python-versions = "*" [[package]] name = "ipykernel" -version = "6.13.0" +version = "6.14.0" description = "IPython Kernel for Jupyter" category = "main" optional = true @@ -905,7 +906,7 @@ tornado = ">=6.1" traitlets = ">=5.1.0" [package.extras] -test = ["pytest (>=6.0)", "pytest-cov", "flaky", "ipyparallel", "pre-commit", "pytest-timeout"] +test = ["flaky", "ipyparallel", "pre-commit", "pytest-cov", "pytest-timeout", "pytest (>=6.0)"] [[package]] name = "ipython" @@ -1063,7 +1064,7 @@ qtconsole = "*" [[package]] name = "jupyter-client" -version = "7.3.1" +version = "7.3.4" description = "Jupyter protocol implementation and client libraries" category = "main" optional = true @@ -1074,12 +1075,12 @@ entrypoints = "*" jupyter-core = ">=4.9.2" nest-asyncio = ">=1.5.4" python-dateutil = ">=2.8.2" -pyzmq = ">=22.3" +pyzmq = ">=23.0" tornado = ">=6.0" traitlets = "*" [package.extras] -doc = ["ipykernel", "myst-parser", "sphinx (>=1.3.6)", "sphinx-rtd-theme", "sphinxcontrib-github-alt"] +doc = ["ipykernel", "myst-parser", "sphinx-rtd-theme", "sphinx (>=1.3.6)", "sphinxcontrib-github-alt"] test = ["codecov", "coverage", "ipykernel (>=6.5)", "ipython", "mypy", "pre-commit", "pytest", "pytest-asyncio (>=0.18)", "pytest-cov", "pytest-timeout"] [[package]] @@ -1133,7 +1134,7 @@ python-versions = ">=3.6" [[package]] name = "kiwisolver" -version = "1.4.2" +version = "1.4.3" description = "A fast implementation of the Cassowary constraint solver" category = "main" optional = false @@ -1433,7 +1434,7 @@ test = ["check-manifest", "testpath", "pytest", "pre-commit"] [[package]] name = "nbsphinx" -version = "0.8.8" +version = "0.8.9" description = "Jupyter Notebook Tools for Sphinx" category = "main" optional = true @@ -1445,7 +1446,7 @@ jinja2 = "*" nbconvert = "!=5.4" nbformat = "*" sphinx = ">=1.8" -traitlets = "*" +traitlets = ">=5" [[package]] name = "nest-asyncio" @@ -1457,7 +1458,7 @@ python-versions = ">=3.5" [[package]] name = "notebook" -version = "6.4.11" +version = "6.4.12" description = "A web-based notebook environment for interactive computing" category = "main" optional = true @@ -1507,7 +1508,7 @@ python-versions = ">=3.7,<3.11" [[package]] name = "numpydoc" -version = "1.3.1" +version = "1.4.0" description = "Sphinx extension to support docstrings in Numpy format" category = "main" optional = true @@ -1547,7 +1548,7 @@ PyYAML = ">=5.1.0" [[package]] name = "optuna" -version = "2.10.0" +version = "2.10.1" description = "A hyperparameter optimization framework" category = "main" optional = true @@ -1570,7 +1571,7 @@ benchmark = ["asv", "virtualenv"] checking = ["black", "hacking", "isort", "mypy (==0.790)", "blackdoc"] codecov = ["codecov", "pytest-cov"] doctest = ["cma", "matplotlib (>=3.0.0)", "pandas", "plotly (>=4.0.0)", "scikit-learn (>=0.24.2,<1.0.0)", "scikit-optimize", "mlflow"] -document = ["sphinx (<4.0.0)", "sphinx-rtd-theme", 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`tokenize` which roundtrips." +category = "main" +optional = true +python-versions = ">=3.6.1" + [[package]] name = "toml" version = "0.10.2" @@ -2749,11 +2750,11 @@ python-versions = ">=2.6, !=3.0.*, !=3.1.*, !=3.2.*" [[package]] name = "tomli" -version = "1.2.3" +version = "2.0.1" description = "A lil' TOML parser" category = "main" optional = false -python-versions = ">=3.6" +python-versions = ">=3.7" [[package]] name = "torch" @@ -2768,7 +2769,7 @@ typing-extensions = "*" [[package]] name = "torchmetrics" -version = "0.9.0" +version = "0.9.1" description = "PyTorch native Metrics" category = "main" optional = true @@ -2781,14 +2782,14 @@ torch = ">=1.3.1" typing-extensions = {version = "*", markers = "python_version < \"3.8\""} [package.extras] -all = ["pystoi", "pycocotools", "torchvision (>=0.8)", "sphinx-copybutton (>=0.3)", "myst-parser", "sphinxcontrib-fulltoc (>=1.0)", "sphinx (>=4.0)", "sphinxcontrib-mockautodoc", "sphinx-togglebutton (>=0.2)", "docutils (>=0.16)", "pandoc 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optional = true} @@ -114,7 +114,7 @@ wandb = ["wandb"] release = ["click", "semver"] docs = ["Sphinx", "numpydoc", "sphinx-rtd-theme", "nbsphinx", "sphinx-mathjax-offline", "myst-parser", "GitPython"] tests = ["pytest-cov", "coverage", "pytest"] -jupyter = ["jupyter", "nbconvert"] +jupyter = ["jupyter", "nbconvert", "black"] style = ["black", "isort", "flake8", "pep8-naming", "flake8-docstrings", "mypy", "types-PyYAML", "codespell", "flake8-bugbear", "flake8-comprehensions"] all = [ diff --git a/tests/test_datasets/test_dataset.py b/tests/test_datasets/test_dataset.py index 036beba9a..ed2fcf84d 100644 --- a/tests/test_datasets/test_dataset.py +++ b/tests/test_datasets/test_dataset.py @@ -23,9 +23,9 @@ def tsdf_with_exog(random_seed) -> TSDataset: df_1 = pd.DataFrame.from_dict({"timestamp": pd.date_range("2021-02-01", "2021-07-01", freq="1d")}) df_2 = pd.DataFrame.from_dict({"timestamp": pd.date_range("2021-02-01", "2021-07-01", freq="1d")}) df_1["segment"] = "Moscow" - df_1["target"] = [x ** 2 + np.random.uniform(-2, 2) for x in list(range(len(df_1)))] + df_1["target"] = [x**2 + np.random.uniform(-2, 2) for x in list(range(len(df_1)))] df_2["segment"] = "Omsk" - df_2["target"] = [x ** 0.5 + np.random.uniform(-2, 2) for x in list(range(len(df_2)))] + df_2["target"] = [x**0.5 + np.random.uniform(-2, 2) for x in list(range(len(df_2)))] classic_df = pd.concat([df_1, df_2], ignore_index=True) df = TSDataset.to_dataset(classic_df) diff --git a/tests/test_transforms/test_encoders/test_categorical_transform.py b/tests/test_transforms/test_encoders/test_categorical_transform.py index 1b6990515..c09ccca41 100644 --- a/tests/test_transforms/test_encoders/test_categorical_transform.py +++ b/tests/test_transforms/test_encoders/test_categorical_transform.py @@ -225,7 +225,7 @@ def ts_for_ohe_sanity(): rng = np.random.default_rng(12345) def f(x): - return x ** 2 + rng.normal(0, 0.01) + return x**2 + rng.normal(0, 0.01) df_to_forecast["segment_0", "target"] = df_regressors["segment_0"]["regressor_0"][:100].apply(f) ts = TSDataset(df=df_to_forecast, freq="D", df_exog=df_regressors, known_future="all")