Metadata-Version: 2.1
Name: timetomodel
Version: 0.6.8
Summary: Sane handling of time series data for forecast modelling - with production usage in mind.
Home-page: https://github.com/seitabv/timetomodel
Author: Seita BV
Author-email: nicolas@seita.nl
License: UNKNOWN
Description: # timetomodel
        
        Time series forecasting is a modern data science & engineering challenge.
        
        We noticed that these two worlds, data science and engineering of time series forecasting, are not very compatible.
        Often, work from the data scientist has to be re-implemented by engineers to be used in production.
        
        `timetomodel` was created to change that. It describes the data treatment of a model, and also automates common data treatment tasks like building data for training and testing.
        
        As a *data scientist*, experiment with a model in your notebook.
        Load data from static files (e.g. CSV) and try out lags, regressors and so on.
        Compare plots and mean square errors of the models you developed.
        
        As an *engineer*, take over the model description and use it in your production code.
        Often, this would entail not much more than changing the data source (e.g from CSV to a column in the database).
        
        `timetomodel` is supposed to wrap around any fit/predict type model, e.g. from statsmodels or scikit-learn (some work needed here to ensure support).
        
        
        ## Features
        
        Here are some features for both data scientists and engineers to enjoy:
        
        * Describe how to load data for outcome and regressor variables. Load from Pandas objects, CSV files, Pandas pickles or databases via SQLAlchemy.
        * Create train & test data, including lags.
        * Timezone awareness support.
        * Custom data transformations, after loading (e.g. to remove duplicate) or only for forecasting (e.g. to apply a BoxCox transformation).
        * Evaluate a model by RMSE, and plot the cumulative error.
        * Support for creating rolling forecasts.
        
        
        ## Installation
        
        ``pip install timetomodel``
        
        ## Example
        
        Here is an example where we describe a solar time series problem, and use ``statsmodels.OLS``, a linear regression model, to forecast one hour ahead:
        
            import pandas as pd
            import pytz
            from datetime import datetime, timedelta
            from statsmodels.api import OLS
            from timetomodel import speccing, ModelState, create_fitted_model, evaluate_models
            from timetomodel.transforming import BoxCoxTransformation
            from timetomodel.forecasting import make_rolling_forecasts
        
            data_start = datetime(2015, 3, 1, tzinfo=pytz.utc)
            data_end = datetime(2015, 10, 31, tzinfo=pytz.utc)
        
            #### Solar model - 1h ahead  ####
        
            # spec outcome variable
            solar_outcome_var_spec = speccing.CSVFileSeriesSpecs(
                file_path="data.csv",
                time_column="datetime",
                value_column="solar_power",
                name="solar power",
                feature_transformation=BoxCoxTransformation(lambda2=0.1)
            )
            # spec regressor variable
            regressor_spec_1h = speccing.CSVFileSeriesSpecs(
                file_path="data.csv",
                time_column="datetime",
                value_column="irradiation_forecast1h",
                name="irradiation forecast",
                feature_transformation=BoxCoxTransformation(lambda2=0.1)
            )
            # spec whole model treatment
            solar_model1h_specs = speccing.ModelSpecs(
                outcome_var=solar_outcome_var_spec,
                model=OLS,
                frequency=timedelta(minutes=15),
                horizon=timedelta(hours=1),
                lags=[lag * 96 for lag in range(1, 8)],  # 7 days (data has daily seasonality)
                regressors=[regressor_spec_1h],
                start_of_training=data_start + timedelta(days=30),
                end_of_testing=data_end,
                ratio_training_testing_data=2/3,
                remodel_frequency=timedelta(days=14)  # re-train model every two weeks
            )
        
            solar_model1h = create_fitted_model(solar_model1h_specs, "Linear Regression Solar Horizon 1h")
            # solar_model_1h is now an OLS model object which can be pickled and re-used.
            # With the solar_model1h_specs in hand, your production code could always re-train a new one,
            # if the model has become outdated.
        
            # For data scientists: evaluate model
            evaluate_models(m1=ModelState(solar_model1h, solar_model1h_specs))
        
        ![Evaluation result](https://raw.githubusercontent.com/SeitaBV/timetomodel/master/img/solar-forecast-evaluation.png)
        
            # For engineers a): Change data sources to use database (hinted)
            solar_model1h_specs.outcome_var = speccing.DBSeriesSpecs(db_engine=..., query=...)
            solar_model1h_specs.regressors[0] = speccing.DBSeriesSpecs(db_engine=..., query=...)
        
            # For engineers b): Use model to make forecasts for an hour
            forecasts, model_state = make_rolling_forecasts(
                start=datetime(2015, 11, 1, tzinfo=pytz.utc),
                end=datetime(2015, 11, 1, 1, tzinfo=pytz.utc),
                model_specs=solar_model1h_specs
            )
            # model_state might have re-trained a new model automatically, by honoring the remodel_frequency
        
            
Keywords: time series,forecasting
Platform: UNKNOWN
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 3
Classifier: Development Status :: 3 - Alpha
Classifier: Intended Audience :: Developers
Classifier: License :: OSI Approved :: Apache Software License
Classifier: Operating System :: OS Independent
Classifier: Topic :: Software Development :: Libraries :: Python Modules
Classifier: Topic :: Scientific/Engineering :: Information Analysis
Description-Content-Type: text/markdown
