""" Forecasting models for AgriPredict Analysis Service Includes comprehensive accuracy metrics: MAE, RMSE, MAPE, Bias, MASE, R-Squared Supports weighted ensemble based on model performance """ import pandas as pd import numpy as np from datetime import datetime, timedelta from typing import List, Dict, Any, Optional, Tuple from dataclasses import dataclass, field import asyncio from concurrent.futures import ThreadPoolExecutor import traceback import os import json # Import ML libraries (lazy loading to avoid startup issues) STATS_MODELS_AVAILABLE = True CATBOOST_AVAILABLE = True CATBOOST_MODEL_LOADED = False _catboost_model = None _catboost_feature_names = None _catboost_metrics = None def _import_statsmodels(): """Lazy import of statsmodels""" global ExponentialSmoothing, ARIMA, STATS_MODELS_AVAILABLE try: if 'ExponentialSmoothing' not in globals(): from statsmodels.tsa.holtwinters import ExponentialSmoothing from statsmodels.tsa.arima.model import ARIMA except ImportError: STATS_MODELS_AVAILABLE = False logger.warning("Statsmodels not available") def _import_catboost(): """Lazy import of CatBoost""" global CatBoostRegressor, CATBOOST_AVAILABLE try: if 'CatBoostRegressor' not in globals(): from catboost import CatBoostRegressor except ImportError: CATBOOST_AVAILABLE = False logger.warning("CatBoost not available") def _load_catboost_model(): """Load trained CatBoost model""" global _catboost_model, _catboost_feature_names, _catboost_metrics, CATBOOST_MODEL_LOADED if CATBOOST_MODEL_LOADED: return _catboost_model is not None try: import joblib model_path = os.path.join(os.path.dirname(__file__), 'catboost_model.pkl') if os.path.exists(model_path): model_data = joblib.load(model_path) _catboost_model = model_data.get('model') _catboost_feature_names = model_data.get('feature_names', []) _catboost_metrics = model_data.get('metrics', {}) CATBOOST_MODEL_LOADED = True logger.info(f"Loaded trained CatBoost model from {model_path}") logger.info(f"Model metrics: {_catboost_metrics}") return True else: logger.warning(f"CatBoost model not found at {model_path}") CATBOOST_MODEL_LOADED = True # Mark as attempted return False except Exception as e: logger.error(f"Failed to load CatBoost model: {e}") CATBOOST_MODEL_LOADED = True return False from utils.logger import setup_logger from utils.config import settings logger = setup_logger(__name__) class ForecastMetrics: """Comprehensive forecast accuracy metrics calculator""" @staticmethod def calculate_all_metrics(y_true: np.ndarray, y_pred: np.ndarray, y_train: Optional[np.ndarray] = None) -> Dict[str, Optional[float]]: """ Calculate all forecast accuracy metrics Args: y_true: Actual values y_pred: Predicted values y_train: Training data (for MASE calculation) Returns: Dictionary with all metrics """ from sklearn.metrics import mean_absolute_error, mean_squared_error, r2_score y_true = np.array(y_true).flatten() y_pred = np.array(y_pred).flatten() # Remove any NaN or infinite values mask = np.isfinite(y_true) & np.isfinite(y_pred) y_true = y_true[mask] y_pred = y_pred[mask] if len(y_true) == 0 or len(y_true) != len(y_pred): return { 'mae': None, 'rmse': None, 'mape': None, 'bias': None, 'mase': None, 'r_squared': None } try: # MAE - Mean Absolute Error mae = mean_absolute_error(y_true, y_pred) # RMSE - Root Mean Squared Error rmse = np.sqrt(mean_squared_error(y_true, y_pred)) # MAPE - Mean Absolute Percentage Error (handle zero values) non_zero_mask = y_true != 0 if np.any(non_zero_mask): mape = np.mean(np.abs((y_true[non_zero_mask] - y_pred[non_zero_mask]) / y_true[non_zero_mask])) * 100 else: mape = None # Bias - Mean Forecast Error (MFE) bias = np.mean(y_pred - y_true) # MASE - Mean Absolute Scaled Error mase = None if y_train is not None and len(y_train) > 1: y_train = np.array(y_train).flatten() naive_errors = np.abs(np.diff(y_train)) scaling_factor = np.mean(naive_errors) if scaling_factor > 0: mase = mae / scaling_factor # R-Squared r_squared = r2_score(y_true, y_pred) return { 'mae': round(float(mae), 4), 'rmse': round(float(rmse), 4), 'mape': round(float(mape), 4) if mape is not None else None, 'bias': round(float(bias), 4), 'mase': round(float(mase), 4) if mase is not None else None, 'r_squared': round(float(r_squared), 4) } except Exception as e: logger.error(f"Error calculating metrics: {e}") return { 'mae': None, 'rmse': None, 'mape': None, 'bias': None, 'mase': None, 'r_squared': None } @dataclass class ForecastResult: """Container for forecast results""" values: List[float] confidence_lower: Optional[List[float]] = None confidence_upper: Optional[List[float]] = None model_name: str = "" metrics: Optional[Dict[str, Optional[float]]] = field(default_factory=dict) weight: float = 1.0 # Weight for ensemble (based on accuracy) class ForecastEngine: """Main forecasting engine with multiple models and weighted ensemble""" def __init__(self): self.logger = logger self.executor = ThreadPoolExecutor(max_workers=4) self.model_weights = {} # Store model weights based on historical performance self.model_metrics = {} # Store metrics for each model # Try to load CatBoost model on init _load_catboost_model() async def generate_forecast( self, df: pd.DataFrame, days: int, models: List[str], include_confidence: bool = True, scenario: str = "realistic", calculate_metrics: bool = True ) -> Dict[str, Any]: """ Generate forecast using specified models Args: df: Historical data DataFrame days: Number of days to forecast models: List of model names to use include_confidence: Whether to include confidence intervals scenario: Forecast scenario (optimistic, pessimistic, realistic) Returns: Dictionary with forecast results """ try: self.logger.info(f"Generating {days}-day forecast using models: {models}") # Apply scenario adjustment scenario_multiplier = self._get_scenario_multiplier(scenario) adjusted_df = self._apply_scenario_adjustment(df, scenario_multiplier) # Calculate metrics using holdout validation if we have enough data if calculate_metrics and len(adjusted_df) > days + 10: self._calculate_model_metrics(adjusted_df, days, models) # Generate model forecasts model_results = await self._generate_model_forecasts(adjusted_df, days, models, include_confidence) # Handle fallback if no models succeeded if not model_results: model_results = self._handle_fallback_forecast(adjusted_df, days) # Generate weighted ensemble if requested if self._should_generate_ensemble(models): ensemble_result = self._generate_weighted_ensemble_forecast(model_results, days, include_confidence) model_results['Ensemble'] = ensemble_result # Prepare final forecast data with metrics final_forecast = self._prepare_forecast_data(model_results, adjusted_df, days) return { "forecast_data": final_forecast, "models_used": list(model_results.keys()), "scenario": scenario, "model_metrics": self.model_metrics, "model_weights": self.model_weights } except Exception as e: self.logger.error(f"Forecast generation failed: {str(e)}") raise def _calculate_model_metrics(self, df: pd.DataFrame, forecast_days: int, models: List[str]): """Calculate accuracy metrics for each model using holdout validation""" try: # Use last 'forecast_days' as holdout set train_df = df.iloc[:-forecast_days].copy() test_df = df.iloc[-forecast_days:].copy() if len(train_df) < 10: self.logger.warning("Not enough data for metric calculation") return y_true = test_df['price'].values y_train = train_df['price'].values for model_name in models: if model_name.lower() == 'ensemble': continue try: method_name = f'_generate_{model_name.lower()}_forecast' if hasattr(self, method_name): result = getattr(self, method_name)(train_df.copy(), forecast_days, False) if result and result.values: y_pred = np.array(result.values[:len(y_true)]) metrics = ForecastMetrics.calculate_all_metrics(y_true, y_pred, y_train) self.model_metrics[model_name] = metrics # Calculate weight based on MAE (lower is better) if metrics.get('mae') is not None and metrics['mae'] > 0: self.model_weights[model_name] = 1.0 / metrics['mae'] else: self.model_weights[model_name] = 1.0 except Exception as e: self.logger.warning(f"Failed to calculate metrics for {model_name}: {e}") self.model_weights[model_name] = 1.0 # Normalize weights total_weight = sum(self.model_weights.values()) if total_weight > 0: self.model_weights = {k: v / total_weight for k, v in self.model_weights.items()} self.logger.info(f"Calculated model weights: {self.model_weights}") except Exception as e: self.logger.error(f"Error calculating model metrics: {e}") def _apply_scenario_adjustment(self, df: pd.DataFrame, multiplier: float) -> pd.DataFrame: """Apply scenario multiplier to price data""" adjusted_df = df.copy() adjusted_df['price'] = adjusted_df['price'] * multiplier return adjusted_df async def _generate_model_forecasts( self, df: pd.DataFrame, days: int, models: List[str], include_confidence: bool ) -> Dict[str, ForecastResult]: """Generate forecasts from individual models""" forecast_tasks = [] model_results = {} # Create forecast tasks for each model for model_name in models: if model_name.lower() != 'ensemble' and hasattr(self, f'_generate_{model_name.lower()}_forecast'): task = asyncio.get_event_loop().run_in_executor( self.executor, getattr(self, f'_generate_{model_name.lower()}_forecast'), df.copy(), days, include_confidence ) forecast_tasks.append((model_name, task)) # Execute all forecast tasks if forecast_tasks: results = await asyncio.gather(*[task for _, task in forecast_tasks], return_exceptions=True) for (model_name, _), result in zip(forecast_tasks, results): if isinstance(result, Exception): self.logger.warning(f"Model {model_name} failed: {str(result)}") continue if result and result.values: model_results[model_name] = result return model_results def _handle_fallback_forecast(self, df: pd.DataFrame, days: int) -> Dict[str, ForecastResult]: """Handle fallback when all models fail""" self.logger.warning("All models failed, using fallback forecast") fallback_result = self._generate_fallback_forecast(df, days) return {'Fallback': fallback_result} def _should_generate_ensemble(self, models: List[str]) -> bool: """Check if ensemble forecast should be generated""" return 'ensemble' in [m.lower() for m in models] def _get_scenario_multiplier(self, scenario: str) -> float: """Get multiplier for scenario adjustment""" multipliers = { 'optimistic': 1.1, # 10% increase 'pessimistic': 0.9, # 10% decrease 'realistic': 1.0 # No change } return multipliers.get(scenario.lower(), 1.0) def _generate_sma_forecast( self, df: pd.DataFrame, days: int, include_confidence: bool = True ) -> ForecastResult: """Simple Moving Average forecast""" try: if len(df) < 7: raise ValueError("Insufficient data for SMA") window = min(7, len(df)) sma_value = df['price'].rolling(window=window).mean().iloc[-1] if pd.isna(sma_value): sma_value = df['price'].mean() values = [float(sma_value)] * days # Simple confidence interval std_dev = df['price'].std() confidence_lower = [v - std_dev * 0.5 for v in values] if include_confidence else None confidence_upper = [v + std_dev * 0.5 for v in values] if include_confidence else None return ForecastResult( values=values, confidence_lower=confidence_lower, confidence_upper=confidence_upper, model_name="SMA" ) except Exception as e: self.logger.error(f"SMA forecast failed: {str(e)}") raise def _generate_wma_forecast( self, df: pd.DataFrame, days: int, include_confidence: bool = True ) -> ForecastResult: """Weighted Moving Average forecast""" try: if len(df) < 7: raise ValueError("Insufficient data for WMA") window = min(7, len(df)) weights = np.arange(1, window + 1) weights = weights / weights.sum() wma_value = (df['price'].tail(window) * weights).sum() if pd.isna(wma_value): wma_value = df['price'].mean() values = [float(wma_value)] * days # Confidence interval std_dev = df['price'].std() confidence_lower = [v - std_dev * 0.3 for v in values] if include_confidence else None confidence_upper = [v + std_dev * 0.3 for v in values] if include_confidence else None return ForecastResult( values=values, confidence_lower=confidence_lower, confidence_upper=confidence_upper, model_name="WMA" ) except Exception as e: self.logger.error(f"WMA forecast failed: {str(e)}") raise def _generate_es_forecast( self, df: pd.DataFrame, days: int, include_confidence: bool = True ) -> ForecastResult: """Exponential Smoothing forecast""" try: # Lazy import statsmodels _import_statsmodels() if not STATS_MODELS_AVAILABLE: raise ImportError("statsmodels not available") if len(df) < 7: raise ValueError("Insufficient data for Exponential Smoothing") # Prepare data for exponential smoothing ts_data = df.set_index('date')['price'] model = ExponentialSmoothing(ts_data, seasonal='add', seasonal_periods=7) fitted_model = model.fit() forecast = fitted_model.forecast(days) values = forecast.values.tolist() # Get confidence intervals if available if include_confidence: try: pred = fitted_model.get_prediction() confidence_intervals = pred.conf_int() confidence_lower = confidence_intervals.iloc[:, 0].tail(days).values.tolist() confidence_upper = confidence_intervals.iloc[:, 1].tail(days).values.tolist() except: # Fallback confidence interval std_dev = df['price'].std() confidence_lower = [v - std_dev for v in values] confidence_upper = [v + std_dev for v in values] else: confidence_lower = None confidence_upper = None return ForecastResult( values=values, confidence_lower=confidence_lower, confidence_upper=confidence_upper, model_name="ES" ) except Exception as e: self.logger.error(f"ES forecast failed: {str(e)}") raise def _generate_arima_forecast( self, df: pd.DataFrame, days: int, include_confidence: bool = True ) -> ForecastResult: """ARIMA forecast""" try: # Lazy import statsmodels _import_statsmodels() if not STATS_MODELS_AVAILABLE: raise ImportError("statsmodels not available") if len(df) < 10: raise ValueError("Insufficient data for ARIMA") # Prepare data ts_data = df.set_index('date')['price'] model = ARIMA(ts_data, order=(5, 1, 0)) fitted_model = model.fit() forecast = fitted_model.forecast(days) values = forecast.values.tolist() # Get confidence intervals if include_confidence: try: pred = fitted_model.get_forecast(days) confidence_intervals = pred.conf_int() confidence_lower = confidence_intervals.iloc[:, 0].values.tolist() confidence_upper = confidence_intervals.iloc[:, 1].values.tolist() except: # Fallback confidence interval std_dev = df['price'].std() confidence_lower = [v - std_dev for v in values] confidence_upper = [v + std_dev for v in values] else: confidence_lower = None confidence_upper = None return ForecastResult( values=values, confidence_lower=confidence_lower, confidence_upper=confidence_upper, model_name="ARIMA" ) except Exception as e: self.logger.error(f"ARIMA forecast failed: {str(e)}") raise def _generate_catboost_forecast( self, df: pd.DataFrame, days: int, include_confidence: bool = True ) -> ForecastResult: """CatBoost forecast using trained model""" try: # Lazy import CatBoost _import_catboost() if not CATBOOST_AVAILABLE: raise ImportError("CatBoost not available") if len(df) < 10: raise ValueError("Insufficient data for CatBoost") # Try to load the trained model model_loaded = _load_catboost_model() if model_loaded and _catboost_model is not None: # Use trained model for prediction self.logger.info("Using trained CatBoost model") values = self._predict_with_catboost(df, days) else: # Fallback to trend-based forecast if model not available self.logger.info("Using CatBoost trend-based fallback (no trained model)") values = self._catboost_trend_fallback(df, days) # Calculate confidence intervals based on historical volatility std_dev = df['price'].std() volatility_factor = std_dev / df['price'].mean() if df['price'].mean() > 0 else 0.1 confidence_lower = None confidence_upper = None if include_confidence: # Widen confidence intervals over time confidence_lower = [] confidence_upper = [] for i, v in enumerate(values): width = std_dev * (1 + 0.1 * i) # Increasing uncertainty confidence_lower.append(max(0, v - width)) confidence_upper.append(v + width) return ForecastResult( values=values, confidence_lower=confidence_lower, confidence_upper=confidence_upper, model_name="CatBoost", metrics=_catboost_metrics if _catboost_metrics else {} ) except Exception as e: self.logger.error(f"CatBoost forecast failed: {str(e)}") raise def _predict_with_catboost(self, df: pd.DataFrame, days: int) -> List[float]: """Generate predictions using trained CatBoost model""" try: values = [] last_date = df['date'].max() last_price = df['price'].iloc[-1] # Create a simple feature set for prediction # Since we don't have all the features the model was trained on, # we'll use the available data and fill in defaults for i in range(days): forecast_date = last_date + timedelta(days=i+1) # Build features similar to training data features = { 'year': forecast_date.year, 'month': forecast_date.month, 'day': forecast_date.day, 'day_of_week': forecast_date.weekday(), 'week_of_year': forecast_date.isocalendar()[1], 'quarter': (forecast_date.month - 1) // 3 + 1, 'is_weekend': 1 if forecast_date.weekday() >= 5 else 0, 'is_holiday': 0, # Simplified } # Add lag features from historical data if len(df) > 0: features['price_lag_1'] = df['price'].iloc[-1] if len(df) >= 1 else last_price features['price_lag_7'] = df['price'].iloc[-7] if len(df) >= 7 else last_price features['price_lag_30'] = df['price'].iloc[-30] if len(df) >= 30 else last_price features['quantity_sold_lag_1'] = df['quantity'].iloc[-1] if 'quantity' in df.columns and len(df) >= 1 else 100 features['quantity_sold_lag_7'] = df['quantity'].iloc[-7] if 'quantity' in df.columns and len(df) >= 7 else 100 features['quantity_sold_lag_30'] = df['quantity'].iloc[-30] if 'quantity' in df.columns and len(df) >= 30 else 100 # Rolling statistics features['market_price'] = df['price'].mean() features['supply_index'] = 100 # Default features['demand_index'] = 100 # Default # Create DataFrame for prediction feature_df = pd.DataFrame([features]) # Fill missing features with defaults for feat in _catboost_feature_names: if feat not in feature_df.columns: feature_df[feat] = 0 # Reorder columns to match training feature_df = feature_df.reindex(columns=_catboost_feature_names, fill_value=0) # Make prediction try: pred = _catboost_model.predict(feature_df)[0] values.append(float(pred)) except Exception as e: self.logger.warning(f"CatBoost prediction failed for day {i+1}: {e}") values.append(last_price) return values except Exception as e: self.logger.error(f"CatBoost prediction failed: {e}") return self._catboost_trend_fallback(df, days) def _catboost_trend_fallback(self, df: pd.DataFrame, days: int) -> List[float]: """Fallback trend-based forecast for CatBoost""" recent_trend = df['price'].pct_change().mean() if pd.isna(recent_trend): recent_trend = 0 last_price = df['price'].iloc[-1] values = [] for i in range(days): trend_factor = 1 + (recent_trend * (i + 1) / days) predicted_price = last_price * trend_factor values.append(float(predicted_price)) return values def _generate_fallback_forecast(self, df: pd.DataFrame, days: int) -> ForecastResult: """Fallback forecast using simple average""" try: avg_price = df['price'].mean() values = [float(avg_price)] * days # Wide confidence intervals for fallback std_dev = df['price'].std() if len(df) > 1 else avg_price * 0.1 confidence_lower = [v - std_dev * 2 for v in values] confidence_upper = [v + std_dev * 2 for v in values] return ForecastResult( values=values, confidence_lower=confidence_lower, confidence_upper=confidence_upper, model_name="Fallback" ) except Exception as e: self.logger.error(f"Fallback forecast failed: {str(e)}") # Ultimate fallback return ForecastResult( values=[100.0] * days, confidence_lower=[80.0] * days, confidence_upper=[120.0] * days, model_name="Fallback" ) def _generate_ensemble_forecast( self, model_results: Dict[str, ForecastResult], days: int, include_confidence: bool = True ) -> ForecastResult: """Generate simple average ensemble forecast from multiple models (deprecated, use weighted)""" return self._generate_weighted_ensemble_forecast(model_results, days, include_confidence) def _generate_weighted_ensemble_forecast( self, model_results: Dict[str, ForecastResult], days: int, include_confidence: bool = True ) -> ForecastResult: """Generate weighted ensemble forecast based on model accuracy""" try: if not model_results: raise ValueError("No model results available for ensemble") # Collect valid predictions with weights valid_predictions = [] weights = [] for model_name, result in model_results.items(): if model_name.lower() == 'ensemble': continue if len(result.values) >= days: valid_predictions.append(result.values[:days]) # Get weight from calculated weights or use default weight = self.model_weights.get(model_name, 1.0 / len(model_results)) weights.append(weight) if not valid_predictions: raise ValueError("No valid predictions for ensemble") # Normalize weights total_weight = sum(weights) if total_weight > 0: weights = [w / total_weight for w in weights] else: weights = [1.0 / len(weights)] * len(weights) # Calculate weighted ensemble predictions ensemble_values = [] for i in range(days): weighted_sum = sum( values[i] * weight for values, weight in zip(valid_predictions, weights) ) ensemble_values.append(weighted_sum) # Calculate weighted confidence intervals if needed confidence_bounds = None if include_confidence: confidence_bounds = self._calculate_weighted_ensemble_confidence( model_results, ensemble_values, days, weights ) # Aggregate metrics from component models ensemble_metrics = self._aggregate_ensemble_metrics(model_results) return ForecastResult( values=ensemble_values, confidence_lower=confidence_bounds[0] if confidence_bounds else None, confidence_upper=confidence_bounds[1] if confidence_bounds else None, model_name="Ensemble", metrics=ensemble_metrics ) except Exception as e: self.logger.error(f"Ensemble forecast failed: {str(e)}") raise def _collect_valid_predictions(self, model_results: Dict[str, ForecastResult], days: int) -> List[List[float]]: """Collect valid predictions from all models""" valid_predictions = [] for result in model_results.values(): if len(result.values) >= days: valid_predictions.append(result.values[:days]) return valid_predictions def _calculate_ensemble_values(self, valid_predictions: List[List[float]], days: int) -> List[float]: """Calculate ensemble values by averaging predictions""" ensemble_values = [] for i in range(days): day_predictions = [values[i] for values in valid_predictions if i < len(values)] ensemble_values.append(np.mean(day_predictions)) return ensemble_values def _calculate_ensemble_confidence( self, model_results: Dict[str, ForecastResult], ensemble_values: List[float], days: int ) -> tuple: """Calculate ensemble confidence intervals""" all_lower = self._collect_confidence_bounds(model_results, 'confidence_lower', days) all_upper = self._collect_confidence_bounds(model_results, 'confidence_upper', days) if all_lower and all_upper: confidence_lower = [np.mean([lower[i] for lower in all_lower]) for i in range(days)] confidence_upper = [np.mean([upper[i] for upper in all_upper]) for i in range(days)] else: # Fallback confidence intervals based on standard deviation std_dev = np.std(ensemble_values) if len(ensemble_values) > 1 else np.mean(ensemble_values) * 0.1 confidence_lower = [v - std_dev for v in ensemble_values] confidence_upper = [v + std_dev for v in ensemble_values] return confidence_lower, confidence_upper def _calculate_weighted_ensemble_confidence( self, model_results: Dict[str, ForecastResult], ensemble_values: List[float], days: int, weights: List[float] ) -> Tuple[List[float], List[float]]: """Calculate weighted confidence intervals for ensemble""" all_lower = [] all_upper = [] model_weights_list = [] for model_name, result in model_results.items(): if model_name.lower() == 'ensemble': continue if result.confidence_lower and len(result.confidence_lower) >= days: all_lower.append(result.confidence_lower[:days]) all_upper.append(result.confidence_upper[:days]) model_weights_list.append(self.model_weights.get(model_name, 1.0)) if all_lower and all_upper: # Normalize weights total_weight = sum(model_weights_list) if total_weight > 0: model_weights_list = [w / total_weight for w in model_weights_list] confidence_lower = [] confidence_upper = [] for i in range(days): lower_weighted = sum( lower[i] * w for lower, w in zip(all_lower, model_weights_list) ) upper_weighted = sum( upper[i] * w for upper, w in zip(all_upper, model_weights_list) ) confidence_lower.append(lower_weighted) confidence_upper.append(upper_weighted) else: # Fallback std_dev = np.std(ensemble_values) if len(ensemble_values) > 1 else np.mean(ensemble_values) * 0.1 confidence_lower = [v - std_dev for v in ensemble_values] confidence_upper = [v + std_dev for v in ensemble_values] return confidence_lower, confidence_upper def _aggregate_ensemble_metrics(self, model_results: Dict[str, ForecastResult]) -> Dict[str, Optional[float]]: """Aggregate metrics from component models for ensemble""" aggregated = { 'mae': [], 'rmse': [], 'mape': [], 'bias': [], 'mase': [], 'r_squared': [] } for model_name, result in model_results.items(): if model_name.lower() == 'ensemble': continue metrics = self.model_metrics.get(model_name, {}) for key in aggregated: if metrics.get(key) is not None: aggregated[key].append(metrics[key]) # Calculate weighted averages final_metrics = {} for key, values in aggregated.items(): if values: final_metrics[key] = round(np.mean(values), 4) else: final_metrics[key] = None final_metrics['component_models'] = len(model_results) - 1 # Exclude ensemble itself return final_metrics return confidence_lower, confidence_upper def _collect_confidence_bounds( self, model_results: Dict[str, ForecastResult], bound_type: str, days: int ) -> List[List[float]]: """Collect confidence bounds from all models""" bounds = [] for result in model_results.values(): bound_values = getattr(result, bound_type) if bound_values and len(bound_values) >= days: bounds.append(bound_values[:days]) return bounds def _prepare_forecast_data( self, model_results: Dict[str, ForecastResult], df: pd.DataFrame, days: int ) -> List[Dict[str, Any]]: """Prepare final forecast data for API response""" try: last_date = df['date'].max() forecast_data = [] for i in range(days): forecast_date = last_date + timedelta(days=i+1) # Use ensemble if available, otherwise use first available model if 'Ensemble' in model_results: result = model_results['Ensemble'] else: result = next(iter(model_results.values())) data_point = { "date": forecast_date.isoformat(), "predicted_value": round(result.values[i], 2), "model_used": result.model_name } if result.confidence_lower and i < len(result.confidence_lower): data_point["confidence_lower"] = round(result.confidence_lower[i], 2) if result.confidence_upper and i < len(result.confidence_upper): data_point["confidence_upper"] = round(result.confidence_upper[i], 2) forecast_data.append(data_point) return forecast_data except Exception as e: self.logger.error(f"Forecast data preparation failed: {str(e)}") raise def calculate_revenue_projection( self, forecast_data: List[Dict[str, Any]], selling_price: float, historical_data: pd.DataFrame ) -> List[Dict[str, Any]]: """Calculate revenue projections""" try: # Use average quantity from historical data avg_quantity = historical_data['quantity'].mean() revenue_projection = [] for point in forecast_data: projected_quantity = avg_quantity projected_revenue = projected_quantity * selling_price projection = { "date": point["date"], "projected_quantity": round(float(projected_quantity), 2), "selling_price": round(float(selling_price), 2), "projected_revenue": round(float(projected_revenue), 2) } # Add confidence intervals if available if "confidence_lower" in point: projection["confidence_lower"] = round(point["confidence_lower"] * projected_quantity, 2) if "confidence_upper" in point: projection["confidence_upper"] = round(point["confidence_upper"] * projected_quantity, 2) revenue_projection.append(projection) return revenue_projection except Exception as e: self.logger.error(f"Revenue projection calculation failed: {str(e)}") return [] def generate_summary( self, forecast_data: List[Dict[str, Any]], historical_data: pd.DataFrame, models_used: List[str], scenario: str ) -> str: """Generate AI-like summary of forecast results""" try: # Calculate key metrics metrics = self._calculate_forecast_metrics(forecast_data, historical_data) # Generate summary sections overview = self._generate_overview_section(metrics, forecast_data, scenario) key_metrics = self._generate_metrics_section(metrics, forecast_data, models_used) analysis = self._generate_analysis_section() recommendations = self._generate_recommendations_section(metrics['trend']) return f"""# Price Forecast Summary {overview} {key_metrics} {analysis} {recommendations}""" except Exception as e: self.logger.error(f"Summary generation failed: {str(e)}") return "Forecast summary generation failed." def _calculate_forecast_metrics( self, forecast_data: List[Dict[str, Any]], historical_data: pd.DataFrame ) -> Dict[str, Any]: """Calculate key metrics for the forecast""" forecast_values = [point["predicted_value"] for point in forecast_data] avg_forecast = np.mean(forecast_values) avg_historical = historical_data['price'].mean() trend = "increasing" if avg_forecast > avg_historical else "decreasing" change_percent = abs((avg_forecast - avg_historical) / avg_historical * 100) return { 'avg_forecast': avg_forecast, 'avg_historical': avg_historical, 'trend': trend, 'change_percent': change_percent } def _generate_overview_section( self, metrics: Dict[str, Any], forecast_data: List[Dict[str, Any]], scenario: str ) -> str: """Generate the overview section of the summary""" return f"""## Overview Based on historical demand data, the forecast shows a **{metrics['trend']}** trend over the next {len(forecast_data)} days using {scenario} scenario.""" def _generate_metrics_section( self, metrics: Dict[str, Any], forecast_data: List[Dict[str, Any]], models_used: List[str] ) -> str: """Generate the key metrics section""" return f"""## Key Metrics - **Average Historical Price**: ${metrics['avg_historical']:.2f} - **Average Forecasted Price**: ${metrics['avg_forecast']:.2f} - **Expected Change**: {metrics['change_percent']:.1f}% {metrics['trend']} - **Models Used**: {', '.join(models_used)} - **Forecast Horizon**: {len(forecast_data)} days""" def _generate_analysis_section(self) -> str: """Generate the analysis section""" return """## Analysis The forecast combines multiple statistical and machine learning models to provide reliable predictions. Confidence intervals are included to help assess prediction uncertainty.""" def _generate_recommendations_section(self, trend: str) -> str: """Generate the recommendations section""" if trend == 'increasing': recommendation = "Consider increasing inventory to meet potential higher demand." else: recommendation = "Monitor market conditions closely as prices may decline." return f"""## Recommendations {recommendation} Track actual prices against this forecast and adjust strategies accordingly.""" def calculate_overall_confidence(self, forecast_data: List[Dict[str, Any]]) -> Optional[float]: """Calculate overall confidence score""" try: confidence_scores = [] for point in forecast_data: if "confidence_lower" in point and "confidence_upper" in point: lower = point["confidence_lower"] upper = point["confidence_upper"] predicted = point["predicted_value"] # Calculate confidence interval width relative to prediction if predicted != 0: interval_width = (upper - lower) / predicted # Convert to confidence score (0-100) confidence = max(0, min(100, 100 - (interval_width * 50))) confidence_scores.append(confidence) if confidence_scores: return round(np.mean(confidence_scores), 1) return None except Exception as e: self.logger.error(f"Confidence calculation failed: {str(e)}") return None