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TimeSeriesInternal Classe

Définit des constantes TimeSeries non accessibles par l’utilisateur.

Héritage
builtins.object
TimeSeriesInternal

Constructeur

TimeSeriesInternal()

Attributs

ADJUSTMENT

ADJUSTMENT = 'adjustment'

ARIMAX_RAW_COLUMNS

ARIMAX_RAW_COLUMNS = 'arimax_raw_columns'

ARIMA_TRIGGER_CSS_TRAINING_LENGTH

ARIMA_TRIGGER_CSS_TRAINING_LENGTH = 101

CROSS_VALIDATIONS

CROSS_VALIDATIONS = 'n_cross_validations'

CROSS_VALIDATIONS_DEFAULT_NON_AUTO

CROSS_VALIDATIONS_DEFAULT_NON_AUTO = 2

CV_STEP_SIZE_DEFAULT

CV_STEP_SIZE_DEFAULT = 'auto'

CV_STEP_SIZE_DEFAULT_NON_AUTO

CV_STEP_SIZE_DEFAULT_NON_AUTO = 1

DIFFERENCING_ORDER

DIFFERENCING_ORDER = 1

DIFFERENCING_Y_TRANSFORMER_NAME

DIFFERENCING_Y_TRANSFORMER_NAME = 'DifferencingYTransformer'

DROP_IRRELEVANT_COLUMNS

DROP_IRRELEVANT_COLUMNS = 'drop_irrelevant_columns'

DROP_NA

DROP_NA = 'dropna'

DROP_NA_DEFAULT

DROP_NA_DEFAULT = False

DUMMY_GRAIN_COLUMN

DUMMY_GRAIN_COLUMN = '_automl_dummy_grain_col'

DUMMY_GROUP_COLUMN

DUMMY_GROUP_COLUMN = '_automl_dummy_group_col'

DUMMY_LOG_TARGET_COLUMN

DUMMY_LOG_TARGET_COLUMN = '_automl_log_target_col'

DUMMY_ORDER_COLUMN

DUMMY_ORDER_COLUMN = '_automl_original_order_col'

DUMMY_PREDICT_COLUMN

DUMMY_PREDICT_COLUMN = '_automl_predict_col'

DUMMY_TARGET_COLUMN

DUMMY_TARGET_COLUMN = '_automl_target_col'

FEATURES_UNKNOWN_AT_FORECAST_TIME_DEFAULT

FEATURES_UNKNOWN_AT_FORECAST_TIME_DEFAULT = None

FEATURE_LAGS_DEFAULT

FEATURE_LAGS_DEFAULT = None

FORCE_TIME_INDEX_FEATURES_DEFAULT

FORCE_TIME_INDEX_FEATURES_DEFAULT = None

FORCE_TIME_INDEX_FEATURES_NAME

FORCE_TIME_INDEX_FEATURES_NAME = 'force_time_index_features'

FORECASTER_ESTIMATOR_TYPE

FORECASTER_ESTIMATOR_TYPE = 'regressor'

FREQUENCY_DEFAULT

FREQUENCY_DEFAULT = None

FUTURE_REGRESSORS_DEFAULT

FUTURE_REGRESSORS_DEFAULT = False

GAP

GAP = 'gap'

GAP_CV_BIAS

GAP_CV_BIAS = 'cv_bias_percent'

GAP_CV_BIAS_CUTOFF

GAP_CV_BIAS_CUTOFF = 0.9

GAP_CV_METRIC

GAP_CV_METRIC = 'gap_cv_metrics'

GAP_CV_NRMSE

GAP_CV_NRMSE = 'cv_nrmse'

GAP_CV_NRMSE_CUTOFF

GAP_CV_NRMSE_CUTOFF = 0.08

GAP_INSAMPLE_NRMSE_CUTOFF

GAP_INSAMPLE_NRMSE_CUTOFF = 0.08

GRAIN_COL_NAME

GRAIN_COL_NAME = 'grain_column_name'

GRAIN_DATA

GRAIN_DATA = 'grains_data'

GRAIN_NAME

GRAIN_NAME = 'grain_names'

GRAIN_VALUE

GRAIN_VALUE = 'grain_value'

GRAIN_VALUE_LIST

GRAIN_VALUE_LIST = 'grain_value_list'

GRANGER_CRITICAL_PVAL

GRANGER_CRITICAL_PVAL = 0.05

GRANGER_DEFAULT_TEST

GRANGER_DEFAULT_TEST = 'ssr_ftest'

HOLIDAY_COLUMN_NAME

HOLIDAY_COLUMN_NAME = '_automl_Holiday'

HOLIDAY_COLUMN_NAME_DEPRECATED

HOLIDAY_COLUMN_NAME_DEPRECATED = '_Holiday'

HORIZON_NAME

HORIZON_NAME = 'horizon_origin'

HORIZON_ONE_END_DATE

HORIZON_ONE_END_DATE = 'horizon_one_end_date'

IMPUTE_NA_NUMERIC_DATETIME

IMPUTE_NA_NUMERIC_DATETIME = 'impute_na_numeric_datetime'

LAGGING_COLUMNS

LAGGING_COLUMNS = 'lagging_columns'

LAGS_TO_CONSTRUCT

LAGS_TO_CONSTRUCT = 'lags'

LAG_LEAD_OPERATOR

LAG_LEAD_OPERATOR = 'lag_lead_operator'

LAST_CV_NUM

LAST_CV_NUM = 'last_CV_num'

LOG_TRANSFORM_LENGTH_THRESHOLD

LOG_TRANSFORM_LENGTH_THRESHOLD = 50

LOG_TRANSFORM_MAX_VALUE_THRESHOLD

LOG_TRANSFORM_MAX_VALUE_THRESHOLD = 50.0

LOG_TRANSFORM_SKEWNESS_SIG_LEVEL

LOG_TRANSFORM_SKEWNESS_SIG_LEVEL = 0.05

MAKE_CATEGORICALS_NUMERIC

MAKE_CATEGORICALS_NUMERIC = 'make_categoricals_numeric'

MAKE_CATEGORICALS_ONEHOT

MAKE_CATEGORICALS_ONEHOT = 'make_categoricals_onehot'

MAKE_DATETIME_COLUMN_FEATURES

MAKE_DATETIME_COLUMN_FEATURES = 'make_datetime_column_features'

MAKE_GRAIN_FEATURES

MAKE_GRAIN_FEATURES = 'make_grain_features'

MAKE_NUMERIC_NA_DUMMIES

MAKE_NUMERIC_NA_DUMMIES = 'make_numeric_na_dummies'

MAKE_SEASONALITY_AND_TREND

MAKE_SEASONALITY_AND_TREND = 'make_seasonality_and_trend'

MAKE_STATIONARY_FEATURES

MAKE_STATIONARY_FEATURES = 'make_stationary_features'

MAKE_TIME_INDEX_FEATURES

MAKE_TIME_INDEX_FEATURES = 'make_time_index_featuers'

MAX_HORIZON_DEFAULT

MAX_HORIZON_DEFAULT = 1

MAX_HORIZON_FEATURIZER

MAX_HORIZON_FEATURIZER = 'max_horizon_featurizer'

MAX_TIME

MAX_TIME = 'max_time'

MAX_TIME_SERIES_ID_COLUMN_NUMBER

MAX_TIME_SERIES_ID_COLUMN_NUMBER = 10

MEMORY_FRACTION_FOR_DF

MEMORY_FRACTION_FOR_DF = 0.7

ORIGIN_TIME_COLNAME

ORIGIN_TIME_COLNAME = 'origin_time_column_name'

ORIGIN_TIME_COLNAME_DEFAULT

ORIGIN_TIME_COLNAME_DEFAULT = 'origin'

ORIGIN_TIME_COLUMN_NAME

ORIGIN_TIME_COLUMN_NAME = 'origin_time_colname'

ORIGIN_TIME_OCCURRENCE_COLUMN_NAME

ORIGIN_TIME_OCCURRENCE_COLUMN_NAME = '_automl_origin_by_occurrence'

OVERWRITE_COLUMNS

OVERWRITE_COLUMNS = 'overwrite_columns'

OVERWRITE_COLUMNS_DEFAULT

OVERWRITE_COLUMNS_DEFAULT = True

PAID_TIMEOFF_COLUMN_NAME

PAID_TIMEOFF_COLUMN_NAME = '_automl_IsPaidTimeOff'

PAID_TIMEOFF_COLUMN_NAME_DEPRECATED

PAID_TIMEOFF_COLUMN_NAME_DEPRECATED = '_IsPaidTimeOff'

PERTURBATION_NOISE_CV

PERTURBATION_NOISE_CV = 1e-06

PREFIX_FOR_GRAIN_FEATURIZATION

PREFIX_FOR_GRAIN_FEATURIZATION = 'grain'

PREFIX_SEPERATOR_FOR_GRAIN_FEATURIZATION

PREFIX_SEPERATOR_FOR_GRAIN_FEATURIZATION = '_'

PROPHET_PARAM_DICT

PROPHET_PARAM_DICT = 'prophet_param_dict'

QUANTILE_LOWER_COLUMN_NAME

QUANTILE_LOWER_COLUMN_NAME = '_lower_quantile'

QUANTILE_LOWER_FORECAST_COLUMN_NAME

QUANTILE_LOWER_FORECAST_COLUMN_NAME = '_lower_quantile_forecast_value'

QUANTILE_MID_FORECAST_COLUMN_NAME

QUANTILE_MID_FORECAST_COLUMN_NAME = '_forecast_value'

QUANTILE_UPPER_COLUMN_NAME

QUANTILE_UPPER_COLUMN_NAME = '_upper_quantile'

QUANTILE_UPPER_FORECAST_COLUMN_NAME

QUANTILE_UPPER_FORECAST_COLUMN_NAME = '_upper_quantile_forecast_value'

RECURSIVE

RECURSIVE = 'recursive'

RESERVED_COLUMN_NAMES

RESERVED_COLUMN_NAMES = {'_automl_dummy_grain_col', '_automl_dummy_group_col', '_automl_original_order_col', '_automl_target_col', '_forecast_value', '_lower_quantile', '_lower_quantile_forecast_value', '_upper_quantile', '_upper_quantile_forecast_value'}

RESTORE_DTYPES

RESTORE_DTYPES = 'restore_dtypes_transform'

ROLLING

ROLLING = 'rolling'

ROLLING_WINDOW_COLUMNS

ROLLING_WINDOW_COLUMNS = 'rolling_window_columns'

ROLLING_WINDOW_OPERATOR

ROLLING_WINDOW_OPERATOR = 'rolling_window_operator'

ROW_IMPUTED_COLUMN_NAME

ROW_IMPUTED_COLUMN_NAME = '_automl_row_imputed'

RUN_FREQUENCY

RUN_FREQUENCY = 'forecasting_freq'

RUN_MAX_HORIZON

RUN_MAX_HORIZON = 'forecasting_max_horizon'

RUN_TARGET_LAGS

RUN_TARGET_LAGS = 'forecasting_target_lags'

RUN_WINDOW_SIZE

RUN_WINDOW_SIZE = 'forecasting_target_rolling_window_size'

SEASONALITY_VALUE_DEFAULT

SEASONALITY_VALUE_DEFAULT = 'auto'

SEASONALITY_VALUE_DETECT

SEASONALITY_VALUE_DETECT = 'auto'

SEASONALITY_VALUE_NONSEASONAL

SEASONALITY_VALUE_NONSEASONAL = 1

SHORT_SERIES_DROPPEER

SHORT_SERIES_DROPPEER = 'grain_dropper'

SHORT_SERIES_HANDLING_CONFIG_DEFAULT

SHORT_SERIES_HANDLING_CONFIG_DEFAULT = 'auto'

SHORT_SERIES_HANDLING_DEFAULT

SHORT_SERIES_HANDLING_DEFAULT = True

STATIONARY_THRESHOLD

STATIONARY_THRESHOLD = 0.1

STATIONARY_TRANSFORM_LENGTH_THRESHOLD

STATIONARY_TRANSFORM_LENGTH_THRESHOLD = 30

STL_SEASON_SUFFIX

STL_SEASON_SUFFIX = '_season'

STL_TREND_SUFFIX

STL_TREND_SUFFIX = '_trend'

STL_VALID_OPTIONS

STL_VALID_OPTIONS = {'season', 'season_trend'}

TARGET_AGG_FUN_DEFAULT

TARGET_AGG_FUN_DEFAULT = None

TARGET_LAGS_DEFAULT

TARGET_LAGS_DEFAULT = None

TARGET_TYPE_TRANSFORMER_NAME

TARGET_TYPE_TRANSFORMER_NAME = 'TargetTypeTransformer'

TCN_MULTI_SERIES_MIN_POINTS

TCN_MULTI_SERIES_MIN_POINTS = 1000

TCN_SINGLE_SERIES_MIN_POINTS

TCN_SINGLE_SERIES_MIN_POINTS = 500

TIMESERIES_PARAM_DICT

TIMESERIES_PARAM_DICT = 'timeseries_param_dict'

TIME_INDEX_FEATURE_IDS

TIME_INDEX_FEATURE_IDS = [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17]

TIME_INDEX_FEATURE_ID_AM_PM

TIME_INDEX_FEATURE_ID_AM_PM = 10

TIME_INDEX_FEATURE_ID_AM_PM_LBL

TIME_INDEX_FEATURE_ID_AM_PM_LBL = 11

TIME_INDEX_FEATURE_ID_DAY

TIME_INDEX_FEATURE_ID_DAY = 6

TIME_INDEX_FEATURE_ID_HALF

TIME_INDEX_FEATURE_ID_HALF = 2

TIME_INDEX_FEATURE_ID_HOUR

TIME_INDEX_FEATURE_ID_HOUR = 7

TIME_INDEX_FEATURE_ID_HOUR12

TIME_INDEX_FEATURE_ID_HOUR12 = 12

TIME_INDEX_FEATURE_ID_MINUTE

TIME_INDEX_FEATURE_ID_MINUTE = 8

TIME_INDEX_FEATURE_ID_MONTH

TIME_INDEX_FEATURE_ID_MONTH = 4

TIME_INDEX_FEATURE_ID_MONTH_LBL

TIME_INDEX_FEATURE_ID_MONTH_LBL = 5

TIME_INDEX_FEATURE_ID_QDAY

TIME_INDEX_FEATURE_ID_QDAY = 15

TIME_INDEX_FEATURE_ID_QUARTER

TIME_INDEX_FEATURE_ID_QUARTER = 3

TIME_INDEX_FEATURE_ID_SECOND

TIME_INDEX_FEATURE_ID_SECOND = 9

TIME_INDEX_FEATURE_ID_WDAY

TIME_INDEX_FEATURE_ID_WDAY = 13

TIME_INDEX_FEATURE_ID_WDAY_LBL

TIME_INDEX_FEATURE_ID_WDAY_LBL = 14

TIME_INDEX_FEATURE_ID_WEEK

TIME_INDEX_FEATURE_ID_WEEK = 17

TIME_INDEX_FEATURE_ID_YDAY

TIME_INDEX_FEATURE_ID_YDAY = 16

TIME_INDEX_FEATURE_ID_YEAR

TIME_INDEX_FEATURE_ID_YEAR = 0

TIME_INDEX_FEATURE_ID_YEAR_ISO

TIME_INDEX_FEATURE_ID_YEAR_ISO = 1

TIME_INDEX_FEATURE_NAMES

TIME_INDEX_FEATURE_NAMES = ['_automl_year', '_automl_year_iso', '_automl_half', '_automl_quarter', '_automl_month', '_automl_month_lbl', '_automl_day', '_automl_hour', '_automl_minute', '_automl_second', '_automl_am_pm', '_automl_am_pm_lbl', '_automl_hour12', '_automl_wday', '_automl_wday_lbl', '_automl_qday', '_automl_yday', '_automl_week']

TIME_INDEX_FEATURE_NAMES_DEPRECATED

TIME_INDEX_FEATURE_NAMES_DEPRECATED = ['year', 'year_iso', 'half', 'quarter', 'month', 'month_lbl', 'day', 'hour', 'minute', 'second', 'am_pm', 'am_pm_lbl', 'hour12', 'wday', 'wday_lbl', 'qday', 'yday', 'week']

TIME_INDEX_FEATURE_NAME_MAP

TIME_INDEX_FEATURE_NAME_MAP = {0: '_automl_year', 1: '_automl_year_iso', 2: '_automl_half', 3: '_automl_quarter', 4: '_automl_month', 5: '_automl_month_lbl', 6: '_automl_day', 7: '_automl_hour', 8: '_automl_minute', 9: '_automl_second', 10: '_automl_am_pm', 11: '_automl_am_pm_lbl', 12: '_automl_hour12', 13: '_automl_wday', 14: '_automl_wday_lbl', 15: '_automl_qday', 16: '_automl_yday', 17: '_automl_week'}

TIME_INDEX_FEATURE_NAME_MAP_DEPRECATED

TIME_INDEX_FEATURE_NAME_MAP_DEPRECATED = {0: 'year', 1: 'year_iso', 2: 'half', 3: 'quarter', 4: 'month', 5: 'month_lbl', 6: 'day', 7: 'hour', 8: 'minute', 9: 'second', 10: 'am_pm', 11: 'am_pm_lbl', 12: 'hour12', 13: 'wday', 14: 'wday_lbl', 15: 'qday', 16: 'yday', 17: 'week'}

TRANSFORM_DICT

TRANSFORM_DICT = 'transform_dictionary'

TRANSFORM_DICT_DEFAULT

TRANSFORM_DICT_DEFAULT = {'max': '_automl_target_col', 'mean': '_automl_target_col', 'min': '_automl_target_col'}

TRANSFORM_OPTS

TRANSFORM_OPTS = 'transform_options'

UNIQUE_TARGET_GRAIN_DROPPER

UNIQUE_TARGET_GRAIN_DROPPER = 'unique_target_grain_dropper'

USER_FRIENDLY_DEFAULT_GRAIN

USER_FRIENDLY_DEFAULT_GRAIN = 'default'

USE_STL_DEFAULT

USE_STL_DEFAULT = None

WINDOW_OPTS

WINDOW_OPTS = 'window_options'

WINDOW_SIZE

WINDOW_SIZE = 'window_size'

WINDOW_SIZE_DEFAULT

WINDOW_SIZE_DEFAULT = None

WINDOW_SIZE_DEFDAULT

WINDOW_SIZE_DEFDAULT = None

Y_PIPELINE_TRANSFORMER_NAME

Y_PIPELINE_TRANSFORMER_NAME = 'YPipelineTransformer'