statsforecast / app.py
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trying to add tabs to separate the validation and forecasts (also adding the actual forecasts)
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import pandas as pd
import matplotlib.pyplot as plt
import gradio as gr
import tempfile
from statsforecast import StatsForecast
from statsforecast.models import (
HistoricAverage,
Naive,
SeasonalNaive,
WindowAverage,
SeasonalWindowAverage,
AutoETS,
AutoARIMA
)
from utilsforecast.evaluation import evaluate
from utilsforecast.losses import *
# Function to load and process uploaded CSV
def load_data(file):
if file is None:
return None, "Please upload a CSV file"
try:
df = pd.read_csv(file)
required_cols = ['unique_id', 'ds', 'y']
missing_cols = [col for col in required_cols if col not in df.columns]
if missing_cols:
return None, f"Missing required columns: {', '.join(missing_cols)}"
df['ds'] = pd.to_datetime(df['ds'])
df = df.sort_values(['unique_id', 'ds'])
return df, "Data loaded successfully!"
except Exception as e:
return None, f"Error loading data: {str(e)}"
# Function to generate and return a plot
def create_forecast_plot(forecast_df, original_df, title="Forecasting Results"):
plt.figure(figsize=(10, 6))
unique_ids = forecast_df['unique_id'].unique()
forecast_cols = [col for col in forecast_df.columns if col not in ['unique_id', 'ds', 'cutoff']]
for unique_id in unique_ids:
original_data = original_df[original_df['unique_id'] == unique_id]
plt.plot(original_data['ds'], original_data['y'], 'k-', label='Actual')
forecast_data = forecast_df[forecast_df['unique_id'] == unique_id]
for col in forecast_cols:
if col in forecast_data.columns:
plt.plot(forecast_data['ds'], forecast_data[col], label=col)
plt.title(title)
plt.xlabel('Date')
plt.ylabel('Value')
plt.legend()
plt.grid(True)
fig = plt.gcf()
return fig
# Function to create a plot for future forecasts
def create_future_forecast_plot(forecast_df, original_df):
plt.figure(figsize=(10, 6))
unique_ids = forecast_df['unique_id'].unique()
forecast_cols = [col for col in forecast_df.columns if col not in ['unique_id', 'ds']]
for unique_id in unique_ids:
# Plot historical data
original_data = original_df[original_df['unique_id'] == unique_id]
plt.plot(original_data['ds'], original_data['y'], 'k-', label='Historical')
# Plot forecast data
forecast_data = forecast_df[forecast_df['unique_id'] == unique_id]
for col in forecast_cols:
if col in forecast_data.columns:
plt.plot(forecast_data['ds'], forecast_data[col], label=col)
plt.title('Future Forecast')
plt.xlabel('Date')
plt.ylabel('Value')
plt.legend()
plt.grid(True)
fig = plt.gcf()
return fig
# Main forecasting logic
def run_forecast(
file,
frequency,
eval_strategy,
horizon,
step_size,
num_windows,
use_historical_avg,
use_naive,
use_seasonal_naive,
seasonality,
use_window_avg,
window_size,
use_seasonal_window_avg,
seasonal_window_size,
use_autoets,
use_autoarima,
future_horizon
):
df, message = load_data(file)
if df is None:
return None, None, None, None, None, message
models = []
model_aliases = []
if use_historical_avg:
models.append(HistoricAverage(alias='historical_average'))
model_aliases.append('historical_average')
if use_naive:
models.append(Naive(alias='naive'))
model_aliases.append('naive')
if use_seasonal_naive:
models.append(SeasonalNaive(season_length=seasonality, alias='seasonal_naive'))
model_aliases.append('seasonal_naive')
if use_window_avg:
models.append(WindowAverage(window_size=window_size, alias='window_average'))
model_aliases.append('window_average')
if use_seasonal_window_avg:
models.append(SeasonalWindowAverage(season_length=seasonality, window_size=seasonal_window_size, alias='seasonal_window_average'))
model_aliases.append('seasonal_window_average')
if use_autoets:
models.append(AutoETS(alias='autoets'))
model_aliases.append('autoets')
if use_autoarima:
models.append(AutoARIMA(alias='autoarima'))
model_aliases.append('autoarima')
if not models:
return None, None, None, None, None, "Please select at least one forecasting model"
sf = StatsForecast(models=models, freq=frequency, n_jobs=-1)
try:
# Run cross-validation
if eval_strategy == "Cross Validation":
cv_results = sf.cross_validation(df=df, h=horizon, step_size=step_size, n_windows=num_windows)
evaluation = evaluate(df=cv_results, metrics=[bias, mae, rmse, mape], models=model_aliases)
eval_df = pd.DataFrame(evaluation).reset_index()
fig_validation = create_forecast_plot(cv_results, df, "Cross Validation Results")
else: # Fixed window
cv_results = sf.cross_validation(df=df, h=horizon, step_size=10, n_windows=1) # any step size for 1 window
evaluation = evaluate(df=cv_results, metrics=[bias, mae, rmse, mape], models=model_aliases)
eval_df = pd.DataFrame(evaluation).reset_index()
fig_validation = create_forecast_plot(cv_results, df, "Fixed Window Validation Results")
# Generate future forecasts
fitted_sf = StatsForecast(models=models, freq=frequency, n_jobs=-1)
fitted_sf.fit(df)
future_forecasts = fitted_sf.forecast(h=future_horizon)
fig_future = create_future_forecast_plot(future_forecasts, df)
return eval_df, cv_results, fig_validation, future_forecasts, fig_future, "Analysis completed successfully!"
except Exception as e:
return None, None, None, None, None, f"Error during forecasting: {str(e)}"
# Sample CSV file generation
def download_sample():
sample_data = """unique_id,ds,y
series1,2023-01-01,100
series1,2023-01-02,105
series1,2023-01-03,102
series1,2023-01-04,107
series1,2023-01-05,104
series1,2023-01-06,110
series1,2023-01-07,108
series1,2023-01-08,112
series1,2023-01-09,115
series1,2023-01-10,118
series1,2023-01-11,120
series1,2023-01-12,123
series1,2023-01-13,126
series1,2023-01-14,129
series1,2023-01-15,131
"""
temp = tempfile.NamedTemporaryFile(delete=False, suffix=".csv", mode='w', newline='')
temp.write(sample_data)
temp.close()
return temp.name
# Gradio interface
with gr.Blocks(title="StatsForecast Demo") as app:
gr.Markdown("# 📈 StatsForecast Demo App")
gr.Markdown("Upload a CSV with `unique_id`, `ds`, and `y` columns to apply forecasting models.")
with gr.Row():
with gr.Column(scale=2):
file_input = gr.File(label="Upload CSV file", file_types=[".csv"])
download_btn = gr.Button("Download Sample Data")
download_output = gr.File(label="Click to download", visible=True)
download_btn.click(fn=download_sample, outputs=download_output)
with gr.Accordion("Data & Validation Settings", open=True):
frequency = gr.Dropdown(choices=["H", "D", "WS", "MS", "QS", "YS"], label="Frequency", value="D")
eval_strategy = gr.Radio(choices=["Fixed Window", "Cross Validation"], label="Evaluation Strategy", value="Cross Validation")
horizon = gr.Slider(1, 100, value=10, step=1, label="Validation Horizon")
step_size = gr.Slider(1, 50, value=10, step=1, label="Step Size")
num_windows = gr.Slider(1, 20, value=3, step=1, label="Number of Windows")
with gr.Accordion("Forecast Settings", open=True):
future_horizon = gr.Slider(1, 100, value=20, step=1, label="Future Forecast Horizon")
with gr.Accordion("Model Configuration", open=True):
use_historical_avg = gr.Checkbox(label="Use Historical Average", value=True)
use_naive = gr.Checkbox(label="Use Naive", value=True)
with gr.Row():
use_seasonal_naive = gr.Checkbox(label="Use Seasonal Naive")
seasonality = gr.Number(label="Seasonality", value=10)
with gr.Row():
use_window_avg = gr.Checkbox(label="Use Window Average")
window_size = gr.Number(label="Window Size", value=3)
with gr.Row():
use_seasonal_window_avg = gr.Checkbox(label="Use Seasonal Window Average")
seasonal_window_size = gr.Number(label="Seasonal Window Size", value=2)
use_autoets = gr.Checkbox(label="Use AutoETS")
use_autoarima = gr.Checkbox(label="Use AutoARIMA")
submit_btn = gr.Button("Run Forecast", variant="primary")
with gr.Column(scale=3):
message_output = gr.Textbox(label="Status Message")
with gr.Tabs() as tabs:
with gr.TabItem("Validation Results"):
eval_output = gr.Dataframe(label="Evaluation Metrics")
validation_output = gr.Dataframe(label="Validation Data")
validation_plot = gr.Plot(label="Validation Plot")
with gr.TabItem("Future Forecast"):
forecast_output = gr.Dataframe(label="Future Forecast Data")
forecast_plot = gr.Plot(label="Future Forecast Plot")
submit_btn.click(
fn=run_forecast,
inputs=[
file_input, frequency, eval_strategy, horizon, step_size, num_windows,
use_historical_avg, use_naive, use_seasonal_naive, seasonality,
use_window_avg, window_size, use_seasonal_window_avg, seasonal_window_size,
use_autoets, use_autoarima, future_horizon
],
outputs=[eval_output, validation_output, validation_plot, forecast_output, forecast_plot, message_output]
)
if __name__ == "__main__":
app.launch(share=False)