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@jmoralez
jmoralez committed Aug 1, 2023
1 parent 51a16df commit 9abc96c
Showing 1 changed file with 71 additions and 80 deletions.
151 changes: 71 additions & 80 deletions nbs/forecast.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -15,16 +15,7 @@
"execution_count": null,
"id": "20376798-3d26-4c74-9e52-d5b657b7768a",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"The autoreload extension is already loaded. To reload it, use:\n",
" %reload_ext autoreload\n"
]
}
],
"outputs": [],
"source": [
"#|hide\n",
"%load_ext autoreload\n",
Expand Down Expand Up @@ -1472,87 +1463,87 @@
" <th>0</th>\n",
" <td>H196</td>\n",
" <td>961</td>\n",
" <td>32.504091</td>\n",
" <td>16.848698</td>\n",
" <td>16.895439</td>\n",
" <td>17.019188</td>\n",
" <td>47.988994</td>\n",
" <td>48.112742</td>\n",
" <td>48.159483</td>\n",
" <td>16.071271</td>\n",
" <td>15.958042</td>\n",
" <td>15.971271</td>\n",
" <td>16.005091</td>\n",
" <td>16.137452</td>\n",
" <td>16.171271</td>\n",
" <td>16.184501</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>H196</td>\n",
" <td>962</td>\n",
" <td>31.746229</td>\n",
" <td>16.173912</td>\n",
" <td>16.272882</td>\n",
" <td>16.426720</td>\n",
" <td>47.065739</td>\n",
" <td>47.219577</td>\n",
" <td>47.318547</td>\n",
" <td>15.671271</td>\n",
" <td>15.553632</td>\n",
" <td>15.553632</td>\n",
" <td>15.578632</td>\n",
" <td>15.763911</td>\n",
" <td>15.788911</td>\n",
" <td>15.788911</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>H196</td>\n",
" <td>963</td>\n",
" <td>31.361374</td>\n",
" <td>15.593156</td>\n",
" <td>15.724448</td>\n",
" <td>16.002671</td>\n",
" <td>46.720077</td>\n",
" <td>46.998300</td>\n",
" <td>47.129592</td>\n",
" <td>15.271271</td>\n",
" <td>15.153632</td>\n",
" <td>15.153632</td>\n",
" <td>15.162452</td>\n",
" <td>15.380091</td>\n",
" <td>15.388911</td>\n",
" <td>15.388911</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>H196</td>\n",
" <td>964</td>\n",
" <td>30.609575</td>\n",
" <td>14.967681</td>\n",
" <td>15.018453</td>\n",
" <td>15.254355</td>\n",
" <td>45.964794</td>\n",
" <td>46.200696</td>\n",
" <td>46.251468</td>\n",
" <td>14.971271</td>\n",
" <td>14.858042</td>\n",
" <td>14.871271</td>\n",
" <td>14.905091</td>\n",
" <td>15.037452</td>\n",
" <td>15.071271</td>\n",
" <td>15.084501</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>H196</td>\n",
" <td>965</td>\n",
" <td>30.990159</td>\n",
" <td>15.533445</td>\n",
" <td>15.534860</td>\n",
" <td>15.792081</td>\n",
" <td>46.188237</td>\n",
" <td>46.445457</td>\n",
" <td>46.446872</td>\n",
" <td>14.671271</td>\n",
" <td>14.553632</td>\n",
" <td>14.553632</td>\n",
" <td>14.562452</td>\n",
" <td>14.780091</td>\n",
" <td>14.788911</td>\n",
" <td>14.788911</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" unique_id ds LGBMRegressor LGBMRegressor-lo-95 LGBMRegressor-lo-80 \\\n",
"0 H196 961 32.504091 16.848698 16.895439 \n",
"1 H196 962 31.746229 16.173912 16.272882 \n",
"2 H196 963 31.361374 15.593156 15.724448 \n",
"3 H196 964 30.609575 14.967681 15.018453 \n",
"4 H196 965 30.990159 15.533445 15.534860 \n",
"0 H196 961 16.071271 15.958042 15.971271 \n",
"1 H196 962 15.671271 15.553632 15.553632 \n",
"2 H196 963 15.271271 15.153632 15.153632 \n",
"3 H196 964 14.971271 14.858042 14.871271 \n",
"4 H196 965 14.671271 14.553632 14.553632 \n",
"\n",
" LGBMRegressor-lo-50 LGBMRegressor-hi-50 LGBMRegressor-hi-80 \\\n",
"0 17.019188 47.988994 48.112742 \n",
"1 16.426720 47.065739 47.219577 \n",
"2 16.002671 46.720077 46.998300 \n",
"3 15.254355 45.964794 46.200696 \n",
"4 15.792081 46.188237 46.445457 \n",
"0 16.005091 16.137452 16.171271 \n",
"1 15.578632 15.763911 15.788911 \n",
"2 15.162452 15.380091 15.388911 \n",
"3 14.905091 15.037452 15.071271 \n",
"4 14.562452 14.780091 14.788911 \n",
"\n",
" LGBMRegressor-hi-95 \n",
"0 48.159483 \n",
"1 47.318547 \n",
"2 47.129592 \n",
"3 46.251468 \n",
"4 46.446872 "
"0 16.184501 \n",
"1 15.788911 \n",
"2 15.388911 \n",
"3 15.084501 \n",
"4 14.788911 "
]
},
"execution_count": null,
Expand Down Expand Up @@ -1978,7 +1969,7 @@
" <th>86988</th>\n",
" <td>H196</td>\n",
" <td>193</td>\n",
" <td>12.7</td>\n",
" <td>0.1</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
Expand All @@ -1992,7 +1983,7 @@
" <th>86989</th>\n",
" <td>H196</td>\n",
" <td>194</td>\n",
" <td>12.3</td>\n",
" <td>0.1</td>\n",
" <td>-0.1</td>\n",
" <td>0.1</td>\n",
" <td>0.0</td>\n",
Expand All @@ -2006,7 +1997,7 @@
" <th>86990</th>\n",
" <td>H196</td>\n",
" <td>195</td>\n",
" <td>11.9</td>\n",
" <td>0.1</td>\n",
" <td>-0.1</td>\n",
" <td>0.1</td>\n",
" <td>0.0</td>\n",
Expand All @@ -2020,7 +2011,7 @@
" <th>86991</th>\n",
" <td>H196</td>\n",
" <td>196</td>\n",
" <td>11.7</td>\n",
" <td>0.1</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
Expand All @@ -2034,7 +2025,7 @@
" <th>86992</th>\n",
" <td>H196</td>\n",
" <td>197</td>\n",
" <td>11.4</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.1</td>\n",
Expand Down Expand Up @@ -2062,7 +2053,7 @@
" <th>325187</th>\n",
" <td>H413</td>\n",
" <td>956</td>\n",
" <td>59.0</td>\n",
" <td>0.0</td>\n",
" <td>10.0</td>\n",
" <td>1.0</td>\n",
" <td>6.0</td>\n",
Expand All @@ -2076,7 +2067,7 @@
" <th>325188</th>\n",
" <td>H413</td>\n",
" <td>957</td>\n",
" <td>58.0</td>\n",
" <td>9.0</td>\n",
" <td>10.0</td>\n",
" <td>10.0</td>\n",
" <td>-7.0</td>\n",
Expand All @@ -2090,7 +2081,7 @@
" <th>325189</th>\n",
" <td>H413</td>\n",
" <td>958</td>\n",
" <td>53.0</td>\n",
" <td>16.0</td>\n",
" <td>8.0</td>\n",
" <td>5.0</td>\n",
" <td>-9.0</td>\n",
Expand All @@ -2104,7 +2095,7 @@
" <th>325190</th>\n",
" <td>H413</td>\n",
" <td>959</td>\n",
" <td>38.0</td>\n",
" <td>-3.0</td>\n",
" <td>17.0</td>\n",
" <td>-7.0</td>\n",
" <td>2.0</td>\n",
Expand All @@ -2118,7 +2109,7 @@
" <th>325191</th>\n",
" <td>H413</td>\n",
" <td>960</td>\n",
" <td>46.0</td>\n",
" <td>15.0</td>\n",
" <td>11.0</td>\n",
" <td>-6.0</td>\n",
" <td>-5.0</td>\n",
Expand All @@ -2135,17 +2126,17 @@
],
"text/plain": [
" unique_id ds y lag24 lag48 lag72 lag96 lag120 lag144 \\\n",
"86988 H196 193 12.7 0.0 0.0 0.0 0.3 0.1 0.1 \n",
"86989 H196 194 12.3 -0.1 0.1 0.0 0.3 0.1 0.1 \n",
"86990 H196 195 11.9 -0.1 0.1 0.0 0.3 0.1 0.2 \n",
"86991 H196 196 11.7 0.0 0.0 0.0 0.3 0.2 0.1 \n",
"86992 H196 197 11.4 0.0 0.0 0.1 0.2 0.2 0.1 \n",
"86988 H196 193 0.1 0.0 0.0 0.0 0.3 0.1 0.1 \n",
"86989 H196 194 0.1 -0.1 0.1 0.0 0.3 0.1 0.1 \n",
"86990 H196 195 0.1 -0.1 0.1 0.0 0.3 0.1 0.2 \n",
"86991 H196 196 0.1 0.0 0.0 0.0 0.3 0.2 0.1 \n",
"86992 H196 197 0.0 0.0 0.0 0.1 0.2 0.2 0.1 \n",
"... ... ... ... ... ... ... ... ... ... \n",
"325187 H413 956 59.0 10.0 1.0 6.0 -53.0 44.0 -21.0 \n",
"325188 H413 957 58.0 10.0 10.0 -7.0 -46.0 27.0 -19.0 \n",
"325189 H413 958 53.0 8.0 5.0 -9.0 -36.0 32.0 -13.0 \n",
"325190 H413 959 38.0 17.0 -7.0 2.0 -31.0 22.0 5.0 \n",
"325191 H413 960 46.0 11.0 -6.0 -5.0 -17.0 22.0 -18.0 \n",
"325187 H413 956 0.0 10.0 1.0 6.0 -53.0 44.0 -21.0 \n",
"325188 H413 957 9.0 10.0 10.0 -7.0 -46.0 27.0 -19.0 \n",
"325189 H413 958 16.0 8.0 5.0 -9.0 -36.0 32.0 -13.0 \n",
"325190 H413 959 -3.0 17.0 -7.0 2.0 -31.0 22.0 5.0 \n",
"325191 H413 960 15.0 11.0 -6.0 -5.0 -17.0 22.0 -18.0 \n",
"\n",
" lag168 ewm_mean_lag48_alpha0.3 \n",
"86988 0.3 0.002810 \n",
Expand Down

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