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Update app.py
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app.py
CHANGED
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import streamlit as st
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import pandas as pd
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import matplotlib.pyplot as plt
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import
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from neuralforecast.core import NeuralForecast
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from neuralforecast.models import NHITS, TimesNet, LSTM, TFT
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from neuralforecast.losses.pytorch import HuberMQLoss
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from neuralforecast.utils import AirPassengersDF
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import
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from st_aggrid import AgGrid
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from nixtla import NixtlaClient
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import os
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st.set_page_config(layout='wide')
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@st.cache_resource
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def load_model(path, freq):
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nf = NeuralForecast.load(path=path)
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return nf
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@st.cache_resource
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def load_all_models():
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nhits_paths = {
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'D': './M4/NHITS/daily',
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'M': './M4/NHITS/monthly',
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'H': './M4/NHITS/hourly',
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'W': './M4/NHITS/weekly',
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'Y': './M4/NHITS/yearly'
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}
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timesnet_paths = {
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'D': './M4/TimesNet/daily',
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'M': './M4/TimesNet/monthly',
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'H': './M4/TimesNet/hourly',
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'W': './M4/TimesNet/weekly',
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'Y': './M4/TimesNet/yearly'
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}
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lstm_paths = {
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'D': './M4/LSTM/daily',
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'M': './M4/LSTM/monthly',
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'H': './M4/LSTM/hourly',
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'W': './M4/LSTM/weekly',
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'Y': './M4/LSTM/yearly'
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}
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tft_paths = {
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'D': './M4/TFT/daily',
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'M': './M4/TFT/monthly',
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'H': './M4/TFT/hourly',
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'W': './M4/TFT/weekly',
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'Y': './M4/TFT/yearly'
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}
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nhits_models = {freq: load_model(path, freq) for freq, path in nhits_paths.items()}
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timesnet_models = {freq: load_model(path, freq) for freq, path in timesnet_paths.items()}
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lstm_models = {freq: load_model(path, freq) for freq, path in lstm_paths.items()}
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tft_models = {freq: load_model(path, freq) for freq, path in tft_paths.items()}
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def generate_forecast(model, df,tag=False):
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if tag == 'retrain':
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forecast_df = model.predict(df=df)
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return forecast_df
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def determine_frequency(df):
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df['ds'] = pd.to_datetime(df['ds'])
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df = df.drop_duplicates(subset='ds')
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df = df.set_index('ds')
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# # Create a complete date range
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# full_range = pd.date_range(start=df.index.min(), end=df.index.max(),freq=freq)
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# # Reindex the DataFrame to this full date range
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# df_full = df.reindex(full_range)
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# Infer the frequency
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# freq = pd.infer_freq(df_full.index)
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freq = pd.infer_freq(df.index)
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if not freq:
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st.warning('
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freq = 'D'
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return freq
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def plot_forecasts_matplotlib(forecast_df, train_df, title):
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fig, ax = plt.subplots(1, 1, figsize=(20, 7))
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plot_df = pd.concat([train_df, forecast_df]).set_index('ds')
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historical_col = 'y'
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forecast_col = next((col for col in plot_df.columns if 'median' in col), None)
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lo_col = next((col for col in plot_df.columns if 'lo-90' in col), None)
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hi_col = next((col for col in plot_df.columns if 'hi-90' in col), None)
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if forecast_col is None:
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raise KeyError("No forecast column found in the data.")
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plot_df[[historical_col, forecast_col]].plot(ax=ax, linewidth=2, label=['Historical', 'Forecast'])
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if lo_col and hi_col:
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ax.fill_between(
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plot_df.index,
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plot_df[lo_col],
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plot_df[hi_col],
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color='blue',
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alpha=0.3,
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label='90% Confidence Interval'
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)
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ax.set_title(title, fontsize=22)
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ax.set_ylabel('Value', fontsize=20)
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ax.set_xlabel('Timestamp [t]', fontsize=20)
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ax.legend(prop={'size': 15})
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ax.grid()
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st.pyplot(fig)
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import plotly.graph_objects as go
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def plot_forecasts(forecast_df, train_df, title):
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# Combine historical and forecast data
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plot_df = pd.concat([train_df, forecast_df]).set_index('ds')
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# Find relevant columns
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historical_col = 'y'
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forecast_col = next((col for col in plot_df.columns if 'median' in col), None)
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lo_col = next((col for col in plot_df.columns if 'lo-90' in col), None)
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hi_col = next((col for col in plot_df.columns if 'hi-90' in col), None)
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if forecast_col is None:
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raise KeyError("No forecast column found in the data.")
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# Create Plotly figure
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fig = go.Figure()
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# Add historical data
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fig.add_trace(go.Scatter(x=plot_df.index, y=plot_df[historical_col], mode='lines', name='Historical'))
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# Add forecast data
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fig.add_trace(go.Scatter(x=plot_df.index, y=plot_df[forecast_col], mode='lines', name='Forecast'))
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# Add confidence interval if available
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if lo_col and hi_col:
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fig.add_trace(go.Scatter(
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x=plot_df.index,
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y=plot_df[hi_col],
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mode='lines',
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line=dict(color='rgba(0,100,80,0.2)'),
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showlegend=False
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))
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fig.add_trace(go.Scatter(
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x=plot_df.index,
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y=plot_df[lo_col],
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mode='lines',
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line=dict(color='rgba(0,100,80,0.2)'),
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fill='tonexty',
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fillcolor='rgba(0,100,80,0.2)',
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name='90% Confidence Interval'
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))
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# Update layout
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fig.update_layout(
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title=title,
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xaxis_title='Timestamp [t]',
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yaxis_title='Value',
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template='plotly_white'
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)
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# Display the plot
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st.plotly_chart(fig)
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return nhits_models['D'], timesnet_models['D'], lstm_models['D'], tft_models['D']
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elif freq == 'ME':
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return nhits_models['M'], timesnet_models['M'], lstm_models['M'], tft_models['M']
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elif freq == 'H':
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return nhits_models['H'], timesnet_models['H'], lstm_models['H'], tft_models['H']
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elif freq in ['W', 'W-SUN']:
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return nhits_models['W'], timesnet_models['W'], lstm_models['W'], tft_models['W']
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elif freq in ['Y', 'Y-DEC']:
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return nhits_models['Y'], timesnet_models['Y'], lstm_models['Y'], tft_models['Y']
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else:
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raise ValueError(f"Unsupported frequency: {freq}")
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def select_model(horizon, model_type, max_steps=50):
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if model_type == 'NHITS':
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return NHITS(input_size=5 * horizon,
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h=horizon,
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max_steps=max_steps,
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stack_types=3*['identity'],
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n_blocks=3*[1],
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mlp_units=[[256, 256] for _ in range(3)],
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n_pool_kernel_size=3*[1],
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batch_size=32,
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scaler_type='standard',
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n_freq_downsample=[12, 4, 1],
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loss=HuberMQLoss(level=[90]))
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elif model_type == 'TimesNet':
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return TimesNet(h=horizon,
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input_size=horizon * 5,
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hidden_size=32,
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conv_hidden_size=64,
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loss=HuberMQLoss(level=[90]),
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scaler_type='standard',
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learning_rate=1e-3,
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max_steps=max_steps,
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val_check_steps=200,
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valid_batch_size=64,
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windows_batch_size=128,
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inference_windows_batch_size=512)
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elif model_type == 'LSTM':
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return LSTM(h=horizon,
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input_size=horizon * 5,
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loss=HuberMQLoss(level=[90]),
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scaler_type='standard',
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encoder_n_layers=3,
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encoder_hidden_size=256,
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context_size=10,
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decoder_hidden_size=256,
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decoder_layers=3,
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max_steps=max_steps)
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elif model_type == 'TFT':
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return TFT(h=horizon,
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input_size=horizon*5,
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hidden_size=96,
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loss=HuberMQLoss(level=[90]),
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learning_rate=0.005,
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scaler_type='standard',
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windows_batch_size=128,
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max_steps=max_steps,
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val_check_steps=200,
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valid_batch_size=64,
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enable_progress_bar=True)
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else:
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raise ValueError(f"Unsupported model type: {model_type}")
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def model_train(df,model, freq):
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nf = NeuralForecast(models=[model], freq=freq)
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df['ds'] = pd.to_datetime(df['ds'])
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nf.fit(df)
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return nf
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def forecast_time_series(df, model_type, horizon, max_steps,y_col):
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start_time = time.time()
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freq = determine_frequency(df)
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st.sidebar.write(f"Data frequency: {freq}")
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selected_model = select_model(horizon, model_type, max_steps)
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model = model_train(df, selected_model,freq)
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forecast_results = {}
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forecast_results[model_type] = generate_forecast(model, df, tag='retrain')
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st.session_state.forecast_results = forecast_results
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for model_name, forecast_df in forecast_results.items():
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plot_forecasts(forecast_df, df, f'{model_name} Forecast for {y_col}')
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time_taken = end_time - start_time
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st.success(f"Time taken for {model_type} forecast: {time_taken:.2f} seconds")
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if 'forecast_results' in st.session_state:
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tab_insample, tab_forecast = st.tabs(
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["Input data", "Forecast"]
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)
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with tab_insample:
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df_grid = df.drop(columns="unique_id")
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st.write(df_grid)
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# df_grid,
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# theme="alpine",
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# )
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with tab_forecast:
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if model_type in forecast_results:
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df_grid = forecast_results[model_type]
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st.write(df_grid)
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# grid_table = AgGrid(
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# df_grid,
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# theme="alpine",
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# )
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@st.cache_data
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def load_default():
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return df
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def transfer_learning_forecasting():
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st.title("Zero-shot Forecasting")
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st.markdown("""
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Instant time series forecasting and visualization by using various pre-trained deep neural network-based model trained on M4 data.
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""")
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nhits_models, timesnet_models, lstm_models, tft_models = load_all_models()
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with st.sidebar.expander("Upload and Configure Dataset", expanded=True):
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if 'uploaded_file' not in st.session_state:
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uploaded_file = st.file_uploader("Upload your time series data (CSV)", type=["csv"])
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if uploaded_file:
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df = pd.read_csv(uploaded_file)
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st.session_state.df = df
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st.session_state.uploaded_file = uploaded_file
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else:
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df = load_default()
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st.session_state.df = df
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else:
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if st.checkbox("Upload a new file (CSV)"):
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uploaded_file = st.file_uploader("Upload your time series data (CSV)", type=["csv"])
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if uploaded_file:
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df = pd.read_csv(uploaded_file)
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st.session_state.df = df
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st.session_state.uploaded_file = uploaded_file
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else:
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df = st.session_state.df
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else:
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df = st.session_state.df
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columns = df.columns.tolist()
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ds_col = st.selectbox("Select Date/Time column", options=columns, index=columns.index('ds') if 'ds' in columns else 0)
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target_columns = [col for col in columns if (col != ds_col) and (col != 'unique_id')]
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y_col = st.selectbox("Select Target column", options=target_columns, index=0)
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st.session_state.ds_col = ds_col
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st.session_state.y_col = y_col
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# Model selection and forecasting
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st.sidebar.subheader("Model Selection and Forecasting")
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model_choice = st.sidebar.selectbox("Select model", ["NHITS", "TimesNet", "LSTM", "TFT"])
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horizon = st.sidebar.number_input("Forecast horizon", value=12)
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df = df.rename(columns={ds_col: 'ds', y_col: 'y'})
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df['unique_id']=1
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df = df[['unique_id','ds','y']]
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frequency = determine_frequency(df)
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st.sidebar.write(f"Detected frequency: {frequency}")
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nhits_model, timesnet_model, lstm_model, tft_model = select_model_based_on_frequency(frequency, nhits_models, timesnet_models, lstm_models, tft_models)
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forecast_results = {}
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if st.sidebar.button("Submit"):
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start_time = time.time() # Start timing
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if model_choice == "NHITS":
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forecast_results['NHITS'] = generate_forecast(nhits_model, df)
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elif model_choice == "TimesNet":
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forecast_results['TimesNet'] = generate_forecast(timesnet_model, df)
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elif model_choice == "LSTM":
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forecast_results['LSTM'] = generate_forecast(lstm_model, df)
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elif model_choice == "TFT":
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forecast_results['TFT'] = generate_forecast(tft_model, df)
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st.session_state.forecast_results = forecast_results
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for model_name, forecast_df in forecast_results.items():
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plot_forecasts(forecast_df.iloc[:horizon,:], df, f'{model_name} Forecast for {y_col}')
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end_time = time.time() # End timing
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time_taken = end_time - start_time
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st.success(f"Time taken for {model_choice} forecast: {time_taken:.2f} seconds")
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if 'forecast_results' in st.session_state:
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forecast_results = st.session_state.forecast_results
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st.markdown('You can download Input and Forecast Data below')
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tab_insample, tab_forecast = st.tabs(
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["Input data", "Forecast"]
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)
|
| 375 |
-
|
| 376 |
-
with tab_insample:
|
| 377 |
-
df_grid = df.drop(columns="unique_id")
|
| 378 |
-
st.write(df_grid)
|
| 379 |
-
# grid_table = AgGrid(
|
| 380 |
-
# df_grid,
|
| 381 |
-
# theme="alpine",
|
| 382 |
-
# )
|
| 383 |
-
|
| 384 |
-
with tab_forecast:
|
| 385 |
-
if model_choice in forecast_results:
|
| 386 |
-
df_grid = forecast_results[model_choice]
|
| 387 |
-
st.write(df_grid)
|
| 388 |
-
# grid_table = AgGrid(
|
| 389 |
-
# df_grid,
|
| 390 |
-
# theme="alpine",
|
| 391 |
-
# )
|
| 392 |
-
|
| 393 |
-
|
| 394 |
-
def dynamic_forecasting():
|
| 395 |
st.title("Personalized Neural Forecasting")
|
| 396 |
-
st.markdown(""
|
| 397 |
-
|
| 398 |
-
|
| 399 |
-
Forecasting speed depends on CPU/GPU availabilty.
|
| 400 |
-
""")
|
| 401 |
-
|
| 402 |
with st.sidebar.expander("Upload and Configure Dataset", expanded=True):
|
| 403 |
-
|
| 404 |
-
|
| 405 |
-
if uploaded_file:
|
| 406 |
-
df = pd.read_csv(uploaded_file)
|
| 407 |
-
st.session_state.df = df
|
| 408 |
-
st.session_state.uploaded_file = uploaded_file
|
| 409 |
-
else:
|
| 410 |
-
df = load_default()
|
| 411 |
-
st.session_state.df = df
|
| 412 |
-
else:
|
| 413 |
-
if st.checkbox("Upload a new file (CSV)"):
|
| 414 |
-
uploaded_file = st.file_uploader("Upload your time series data (CSV)", type=["csv"])
|
| 415 |
-
if uploaded_file:
|
| 416 |
-
df = pd.read_csv(uploaded_file)
|
| 417 |
-
st.session_state.df = df
|
| 418 |
-
st.session_state.uploaded_file = uploaded_file
|
| 419 |
-
else:
|
| 420 |
-
df = st.session_state.df
|
| 421 |
-
else:
|
| 422 |
-
df = st.session_state.df
|
| 423 |
|
| 424 |
columns = df.columns.tolist()
|
| 425 |
ds_col = st.selectbox("Select Date/Time column", options=columns, index=columns.index('ds') if 'ds' in columns else 0)
|
| 426 |
-
target_columns = [col for col in columns if
|
| 427 |
y_col = st.selectbox("Select Target column", options=target_columns, index=0)
|
| 428 |
|
| 429 |
-
|
| 430 |
-
st.session_state.y_col = y_col
|
| 431 |
|
| 432 |
-
df = df.rename(columns={ds_col: 'ds', y_col: 'y'})
|
| 433 |
-
|
| 434 |
-
df['unique_id']=1
|
| 435 |
-
df = df[['unique_id','ds','y']]
|
| 436 |
-
|
| 437 |
-
|
| 438 |
-
# Dynamic forecasting
|
| 439 |
st.sidebar.subheader("Dynamic Model Selection and Forecasting")
|
| 440 |
-
dynamic_model_choice = st.sidebar.selectbox("Select model
|
| 441 |
dynamic_horizon = st.sidebar.number_input("Forecast horizon", value=12)
|
| 442 |
dynamic_max_steps = st.sidebar.number_input('Max steps', value=20)
|
| 443 |
|
| 444 |
if st.sidebar.button("Submit"):
|
| 445 |
-
with st.spinner('Training model.
|
| 446 |
-
forecast_time_series(df, dynamic_model_choice, dynamic_horizon, dynamic_max_steps,y_col)
|
| 447 |
-
|
| 448 |
-
def timegpt_fcst():
|
| 449 |
-
nixtla_token = os.environ.get("NIXTLA_API_KEY")
|
| 450 |
-
nixtla_client = NixtlaClient(
|
| 451 |
-
api_key = nixtla_token
|
| 452 |
-
)
|
| 453 |
-
|
| 454 |
-
|
| 455 |
-
st.title("TimeGPT Forecasting")
|
| 456 |
-
st.markdown("""
|
| 457 |
-
Instant time series forecasting and visualization by using the TimeGPT API provided by Nixtla.
|
| 458 |
-
""")
|
| 459 |
-
with st.sidebar.expander("Upload and Configure Dataset", expanded=True):
|
| 460 |
-
if 'uploaded_file' not in st.session_state:
|
| 461 |
-
uploaded_file = st.file_uploader("Upload your time series data (CSV)", type=["csv"])
|
| 462 |
-
if uploaded_file:
|
| 463 |
-
df = pd.read_csv(uploaded_file)
|
| 464 |
-
st.session_state.df = df
|
| 465 |
-
st.session_state.uploaded_file = uploaded_file
|
| 466 |
-
else:
|
| 467 |
-
df = load_default()
|
| 468 |
-
st.session_state.df = df
|
| 469 |
-
else:
|
| 470 |
-
if st.checkbox("Upload a new file (CSV)"):
|
| 471 |
-
uploaded_file = st.file_uploader("Upload your time series data (CSV)", type=["csv"])
|
| 472 |
-
if uploaded_file:
|
| 473 |
-
df = pd.read_csv(uploaded_file)
|
| 474 |
-
st.session_state.df = df
|
| 475 |
-
st.session_state.uploaded_file = uploaded_file
|
| 476 |
-
else:
|
| 477 |
-
df = st.session_state.df
|
| 478 |
-
else:
|
| 479 |
-
df = st.session_state.df
|
| 480 |
-
|
| 481 |
-
columns = df.columns.tolist()
|
| 482 |
-
ds_col = st.selectbox("Select Date/Time column", options=columns, index=columns.index('ds') if 'ds' in columns else 0)
|
| 483 |
-
target_columns = [col for col in columns if (col != ds_col) and (col != 'unique_id')]
|
| 484 |
-
y_col = st.selectbox("Select Target column", options=target_columns, index=0)
|
| 485 |
-
h = st.number_input("Forecast horizon", value=14)
|
| 486 |
-
|
| 487 |
-
df = df.rename(columns={ds_col: 'ds', y_col: 'y'})
|
| 488 |
-
|
| 489 |
-
|
| 490 |
-
id_col = 'ts_test'
|
| 491 |
-
df['unique_id']=id_col
|
| 492 |
-
df = df[['unique_id','ds','y']]
|
| 493 |
-
|
| 494 |
-
|
| 495 |
-
freq = determine_frequency(df)
|
| 496 |
-
|
| 497 |
-
df = df.drop_duplicates(subset=['ds']).reset_index(drop=True)
|
| 498 |
-
|
| 499 |
-
plot_type = st.sidebar.selectbox("Select Visualization", ["Matplotlib", "Plotly"])
|
| 500 |
-
if st.sidebar.button("Submit"):
|
| 501 |
-
start_time = time.time()
|
| 502 |
-
forecast_df = nixtla_client.forecast(
|
| 503 |
-
df=df,
|
| 504 |
-
h=h,
|
| 505 |
-
freq=freq,
|
| 506 |
-
level=[90]
|
| 507 |
-
)
|
| 508 |
-
st.session_state.forecast_df = forecast_df
|
| 509 |
-
|
| 510 |
-
|
| 511 |
-
if 'forecast_df' in st.session_state:
|
| 512 |
-
forecast_df = st.session_state.forecast_df
|
| 513 |
-
|
| 514 |
-
if plot_type == "Matplotlib":
|
| 515 |
-
# Convert the Plotly figure to a Matplotlib figure if needed
|
| 516 |
-
# Note: You may need to handle this conversion depending on your specific use case
|
| 517 |
-
# For now, this example assumes that you are using a Matplotlib figure
|
| 518 |
-
fig = nixtla_client.plot(df, forecast_df, level=[90], engine='matplotlib')
|
| 519 |
-
st.pyplot(fig)
|
| 520 |
-
elif plot_type == "Plotly":
|
| 521 |
-
# Plotly figure directly
|
| 522 |
-
fig = nixtla_client.plot(df, forecast_df, level=[90], engine='plotly')
|
| 523 |
-
st.plotly_chart(fig)
|
| 524 |
-
|
| 525 |
-
end_time = time.time() # End timing
|
| 526 |
-
time_taken = end_time - start_time
|
| 527 |
-
st.success(f"Time taken for TimeGPT forecast: {time_taken:.2f} seconds")
|
| 528 |
-
|
| 529 |
-
if 'forecast_df' in st.session_state:
|
| 530 |
-
forecast_df = st.session_state.forecast_df
|
| 531 |
-
|
| 532 |
-
st.markdown('You can download Input and Forecast Data below')
|
| 533 |
-
tab_insample, tab_forecast = st.tabs(
|
| 534 |
-
["Input data", "Forecast"]
|
| 535 |
-
)
|
| 536 |
-
|
| 537 |
-
with tab_insample:
|
| 538 |
-
df_grid = df.drop(columns="unique_id")
|
| 539 |
-
st.write(df_grid)
|
| 540 |
-
# grid_table = AgGrid(
|
| 541 |
-
# df_grid,
|
| 542 |
-
# theme="alpine",
|
| 543 |
-
# )
|
| 544 |
-
|
| 545 |
-
with tab_forecast:
|
| 546 |
-
df_grid = forecast_df
|
| 547 |
-
st.write(df_grid)
|
| 548 |
-
# grid_table = AgGrid(
|
| 549 |
-
# df_grid,
|
| 550 |
-
# theme="alpine",
|
| 551 |
-
# )
|
| 552 |
-
|
| 553 |
-
|
| 554 |
-
|
| 555 |
-
def timegpt_anom():
|
| 556 |
-
nixtla_token = os.environ.get("NIXTLA_API_KEY")
|
| 557 |
-
nixtla_client = NixtlaClient(
|
| 558 |
-
api_key = nixtla_token
|
| 559 |
-
)
|
| 560 |
-
|
| 561 |
-
|
| 562 |
-
st.title("TimeGPT Anomaly Detection")
|
| 563 |
-
st.markdown("""
|
| 564 |
-
Instant time series anomaly detection and visualization by using the TimeGPT API provided by Nixtla.
|
| 565 |
-
""")
|
| 566 |
-
with st.sidebar.expander("Upload and Configure Dataset", expanded=True):
|
| 567 |
-
if 'uploaded_file' not in st.session_state:
|
| 568 |
-
uploaded_file = st.file_uploader("Upload your time series data (CSV)", type=["csv"])
|
| 569 |
-
if uploaded_file:
|
| 570 |
-
df = pd.read_csv(uploaded_file)
|
| 571 |
-
st.session_state.df = df
|
| 572 |
-
st.session_state.uploaded_file = uploaded_file
|
| 573 |
-
else:
|
| 574 |
-
df = load_default()
|
| 575 |
-
st.session_state.df = df
|
| 576 |
-
else:
|
| 577 |
-
if st.checkbox("Upload a new file (CSV)"):
|
| 578 |
-
uploaded_file = st.file_uploader("Upload your time series data (CSV)", type=["csv"])
|
| 579 |
-
if uploaded_file:
|
| 580 |
-
df = pd.read_csv(uploaded_file)
|
| 581 |
-
st.session_state.df = df
|
| 582 |
-
st.session_state.uploaded_file = uploaded_file
|
| 583 |
-
else:
|
| 584 |
-
df = st.session_state.df
|
| 585 |
-
else:
|
| 586 |
-
df = st.session_state.df
|
| 587 |
-
|
| 588 |
-
columns = df.columns.tolist()
|
| 589 |
-
ds_col = st.selectbox("Select Date/Time column", options=columns, index=columns.index('ds') if 'ds' in columns else 0)
|
| 590 |
-
target_columns = [col for col in columns if (col != ds_col) and (col != 'unique_id')]
|
| 591 |
-
y_col = st.selectbox("Select Target column", options=target_columns, index=0)
|
| 592 |
-
|
| 593 |
-
df = df.rename(columns={ds_col: 'ds', y_col: 'y'})
|
| 594 |
-
|
| 595 |
-
id_col = 'ts_test'
|
| 596 |
-
df['unique_id']=id_col
|
| 597 |
-
df = df[['unique_id','ds','y']]
|
| 598 |
-
|
| 599 |
-
freq = determine_frequency(df)
|
| 600 |
-
|
| 601 |
-
df = df.drop_duplicates(subset=['ds']).reset_index(drop=True)
|
| 602 |
-
|
| 603 |
-
plot_type = st.sidebar.selectbox("Select Visualization", ["Matplotlib", "Plotly"])
|
| 604 |
-
if st.sidebar.button("Submit"):
|
| 605 |
-
start_time=time.time()
|
| 606 |
-
anom_df = nixtla_client.detect_anomalies(
|
| 607 |
-
df=df,
|
| 608 |
-
freq=freq,
|
| 609 |
-
level=90
|
| 610 |
-
)
|
| 611 |
-
st.session_state.anom_df = anom_df
|
| 612 |
-
|
| 613 |
-
if 'anom_df' in st.session_state:
|
| 614 |
-
anom_df = st.session_state.anom_df
|
| 615 |
-
|
| 616 |
-
if plot_type == "Matplotlib":
|
| 617 |
-
# Convert the Plotly figure to a Matplotlib figure if needed
|
| 618 |
-
# Note: You may need to handle this conversion depending on your specific use case
|
| 619 |
-
# For now, this example assumes that you are using a Matplotlib figure
|
| 620 |
-
fig = nixtla_client.plot(df, anom_df, level=[90], engine='matplotlib')
|
| 621 |
-
st.pyplot(fig)
|
| 622 |
-
elif plot_type == "Plotly":
|
| 623 |
-
# Plotly figure directly
|
| 624 |
-
fig = nixtla_client.plot(df, anom_df, level=[90], engine='plotly')
|
| 625 |
-
st.plotly_chart(fig)
|
| 626 |
-
|
| 627 |
-
end_time = time.time() # End timing
|
| 628 |
-
time_taken = end_time - start_time
|
| 629 |
-
st.success(f"Time taken for TimeGPT forecast: {time_taken:.2f} seconds")
|
| 630 |
-
|
| 631 |
-
|
| 632 |
-
st.markdown('You can download Input and Forecast Data below')
|
| 633 |
-
tab_insample, tab_forecast = st.tabs(
|
| 634 |
-
["Input data", "Forecast"]
|
| 635 |
-
)
|
| 636 |
-
|
| 637 |
-
with tab_insample:
|
| 638 |
-
df_grid = df.drop(columns="unique_id")
|
| 639 |
-
st.write(df_grid)
|
| 640 |
-
# grid_table = AgGrid(
|
| 641 |
-
# df_grid,
|
| 642 |
-
# theme="alpine",
|
| 643 |
-
# )
|
| 644 |
-
|
| 645 |
-
with tab_forecast:
|
| 646 |
-
df_grid = anom_df
|
| 647 |
-
st.write(df_grid)
|
| 648 |
-
# grid_table = AgGrid(
|
| 649 |
-
# df_grid,
|
| 650 |
-
# theme="alpine",
|
| 651 |
-
# )
|
| 652 |
-
|
| 653 |
-
|
| 654 |
-
|
| 655 |
|
| 656 |
pg = st.navigation({
|
| 657 |
"Neuralforecast": [
|
| 658 |
-
|
| 659 |
-
st.Page(transfer_learning_forecasting, title="Zero-shot Forecasting", default=True, icon=":material/query_stats:"),
|
| 660 |
-
st.Page(dynamic_forecasting, title="Personalized Neural Forecasting", icon=":material/monitoring:"),
|
| 661 |
],
|
| 662 |
-
"TimeGPT": [
|
| 663 |
-
# Load pages from functions
|
| 664 |
-
st.Page(timegpt_fcst, title="TimeGPT Forecast", icon=":material/smart_toy:"),
|
| 665 |
-
st.Page(timegpt_anom, title="TimeGPT Anomalies Detection", icon=":material/detector_offline:")
|
| 666 |
-
]
|
| 667 |
})
|
| 668 |
|
| 669 |
pg.run()
|
| 670 |
-
|
|
|
|
| 1 |
import streamlit as st
|
| 2 |
import pandas as pd
|
| 3 |
import matplotlib.pyplot as plt
|
| 4 |
+
import time
|
| 5 |
from neuralforecast.core import NeuralForecast
|
| 6 |
from neuralforecast.models import NHITS, TimesNet, LSTM, TFT
|
| 7 |
from neuralforecast.losses.pytorch import HuberMQLoss
|
| 8 |
from neuralforecast.utils import AirPassengersDF
|
| 9 |
+
import plotly.graph_objects as go
|
|
|
|
|
|
|
|
|
|
| 10 |
|
| 11 |
st.set_page_config(layout='wide')
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
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|
|
|
|
|
|
|
|
| 12 |
|
| 13 |
+
def generate_forecast(model, df, tag=False):
|
|
|
|
|
|
|
| 14 |
if tag == 'retrain':
|
| 15 |
+
return model.predict()
|
| 16 |
+
return model.predict(df=df)
|
|
|
|
|
|
|
| 17 |
|
| 18 |
def determine_frequency(df):
|
| 19 |
df['ds'] = pd.to_datetime(df['ds'])
|
| 20 |
+
df = df.drop_duplicates(subset='ds').set_index('ds')
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 21 |
freq = pd.infer_freq(df.index)
|
| 22 |
if not freq:
|
| 23 |
+
st.warning('Defaulting to Daily frequency due to date inconsistencies. Please check your data.', icon="⚠️")
|
| 24 |
freq = 'D'
|
|
|
|
| 25 |
return freq
|
| 26 |
|
|
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|
|
|
|
|
| 27 |
def plot_forecasts(forecast_df, train_df, title):
|
|
|
|
| 28 |
plot_df = pd.concat([train_df, forecast_df]).set_index('ds')
|
|
|
|
|
|
|
| 29 |
historical_col = 'y'
|
| 30 |
forecast_col = next((col for col in plot_df.columns if 'median' in col), None)
|
| 31 |
lo_col = next((col for col in plot_df.columns if 'lo-90' in col), None)
|
| 32 |
hi_col = next((col for col in plot_df.columns if 'hi-90' in col), None)
|
| 33 |
+
|
| 34 |
if forecast_col is None:
|
| 35 |
raise KeyError("No forecast column found in the data.")
|
| 36 |
+
|
|
|
|
| 37 |
fig = go.Figure()
|
|
|
|
|
|
|
| 38 |
fig.add_trace(go.Scatter(x=plot_df.index, y=plot_df[historical_col], mode='lines', name='Historical'))
|
|
|
|
|
|
|
| 39 |
fig.add_trace(go.Scatter(x=plot_df.index, y=plot_df[forecast_col], mode='lines', name='Forecast'))
|
|
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| 40 |
|
| 41 |
+
if lo_col and hi_col:
|
| 42 |
+
fig.add_trace(go.Scatter(x=plot_df.index, y=plot_df[hi_col], mode='lines', line=dict(color='rgba(0,100,80,0.2)'), showlegend=False))
|
| 43 |
+
fig.add_trace(go.Scatter(x=plot_df.index, y=plot_df[lo_col], mode='lines', line=dict(color='rgba(0,100,80,0.2)'), fill='tonexty', fillcolor='rgba(0,100,80,0.2)', name='90% Confidence Interval'))
|
| 44 |
|
| 45 |
+
fig.update_layout(title=title, xaxis_title='Timestamp [t]', yaxis_title='Value', template='plotly_white')
|
| 46 |
+
st.plotly_chart(fig)
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| 47 |
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| 48 |
def select_model(horizon, model_type, max_steps=50):
|
| 49 |
if model_type == 'NHITS':
|
| 50 |
+
return NHITS(input_size=5 * horizon, h=horizon, max_steps=max_steps, stack_types=3*['identity'], n_blocks=3*[1], mlp_units=[[256, 256] for _ in range(3)], batch_size=32, scaler_type='standard', loss=HuberMQLoss(level=[90]))
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| 51 |
elif model_type == 'TimesNet':
|
| 52 |
+
return TimesNet(h=horizon, input_size=horizon * 5, hidden_size=32, conv_hidden_size=64, loss=HuberMQLoss(level=[90]), scaler_type='standard', learning_rate=1e-3, max_steps=max_steps)
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| 53 |
elif model_type == 'LSTM':
|
| 54 |
+
return LSTM(h=horizon, input_size=horizon * 5, loss=HuberMQLoss(level=[90]), scaler_type='standard', encoder_n_layers=3, encoder_hidden_size=256, context_size=10, decoder_hidden_size=256, decoder_layers=3, max_steps=max_steps)
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| 55 |
elif model_type == 'TFT':
|
| 56 |
+
return TFT(h=horizon, input_size=horizon*5, hidden_size=96, loss=HuberMQLoss(level=[90]), learning_rate=0.005, scaler_type='standard', windows_batch_size=128, max_steps=max_steps)
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| 57 |
else:
|
| 58 |
raise ValueError(f"Unsupported model type: {model_type}")
|
| 59 |
|
| 60 |
+
def model_train(df, model, freq):
|
| 61 |
nf = NeuralForecast(models=[model], freq=freq)
|
| 62 |
df['ds'] = pd.to_datetime(df['ds'])
|
| 63 |
nf.fit(df)
|
| 64 |
return nf
|
| 65 |
|
| 66 |
+
def forecast_time_series(df, model_type, horizon, max_steps, y_col):
|
| 67 |
+
start_time = time.time()
|
| 68 |
freq = determine_frequency(df)
|
| 69 |
st.sidebar.write(f"Data frequency: {freq}")
|
| 70 |
|
| 71 |
selected_model = select_model(horizon, model_type, max_steps)
|
| 72 |
+
model = model_train(df, selected_model, freq)
|
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|
| 73 |
|
| 74 |
+
forecast_results = {model_type: generate_forecast(model, df, tag='retrain')}
|
|
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|
| 75 |
st.session_state.forecast_results = forecast_results
|
| 76 |
+
|
| 77 |
for model_name, forecast_df in forecast_results.items():
|
| 78 |
plot_forecasts(forecast_df, df, f'{model_name} Forecast for {y_col}')
|
| 79 |
+
|
| 80 |
+
time_taken = time.time() - start_time
|
|
|
|
| 81 |
st.success(f"Time taken for {model_type} forecast: {time_taken:.2f} seconds")
|
| 82 |
+
|
| 83 |
if 'forecast_results' in st.session_state:
|
| 84 |
+
st.markdown('Download Input and Forecast Data below')
|
| 85 |
+
tab_insample, tab_forecast = st.tabs(["Input data", "Forecast"])
|
| 86 |
+
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|
| 87 |
with tab_insample:
|
| 88 |
df_grid = df.drop(columns="unique_id")
|
| 89 |
st.write(df_grid)
|
| 90 |
+
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|
| 91 |
with tab_forecast:
|
| 92 |
if model_type in forecast_results:
|
| 93 |
df_grid = forecast_results[model_type]
|
| 94 |
st.write(df_grid)
|
|
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|
| 95 |
|
| 96 |
@st.cache_data
|
| 97 |
def load_default():
|
| 98 |
+
return AirPassengersDF.copy()
|
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|
| 99 |
|
| 100 |
+
def personalized_forecasting():
|
|
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|
| 101 |
st.title("Personalized Neural Forecasting")
|
| 102 |
+
st.markdown("Train a time series forecasting model from scratch using various deep neural network models.")
|
| 103 |
+
|
|
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|
| 104 |
with st.sidebar.expander("Upload and Configure Dataset", expanded=True):
|
| 105 |
+
uploaded_file = st.file_uploader("Upload your time series data (CSV)", type=["csv"])
|
| 106 |
+
df = pd.read_csv(uploaded_file) if uploaded_file else load_default()
|
|
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|
| 107 |
|
| 108 |
columns = df.columns.tolist()
|
| 109 |
ds_col = st.selectbox("Select Date/Time column", options=columns, index=columns.index('ds') if 'ds' in columns else 0)
|
| 110 |
+
target_columns = [col for col in columns if col != ds_col]
|
| 111 |
y_col = st.selectbox("Select Target column", options=target_columns, index=0)
|
| 112 |
|
| 113 |
+
df = df.rename(columns={ds_col: 'ds', y_col: 'y'}).assign(unique_id=1)[['unique_id', 'ds', 'y']]
|
|
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|
| 114 |
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|
| 115 |
st.sidebar.subheader("Dynamic Model Selection and Forecasting")
|
| 116 |
+
dynamic_model_choice = st.sidebar.selectbox("Select model", ["NHITS", "TimesNet", "LSTM", "TFT"], key="dynamic_model_choice")
|
| 117 |
dynamic_horizon = st.sidebar.number_input("Forecast horizon", value=12)
|
| 118 |
dynamic_max_steps = st.sidebar.number_input('Max steps', value=20)
|
| 119 |
|
| 120 |
if st.sidebar.button("Submit"):
|
| 121 |
+
with st.spinner('Training model...'):
|
| 122 |
+
forecast_time_series(df, dynamic_model_choice, dynamic_horizon, dynamic_max_steps, y_col)
|
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|
| 123 |
|
| 124 |
pg = st.navigation({
|
| 125 |
"Neuralforecast": [
|
| 126 |
+
st.Page(personalized_forecasting, title="Personalized Forecasting", icon=":star:")
|
|
|
|
|
|
|
| 127 |
],
|
|
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|
|
| 128 |
})
|
| 129 |
|
| 130 |
pg.run()
|
|
|