Spaces:
Running
Running
trying to add tabs to separate the validation and forecasts (also adding the actual forecasts)
Browse files
app.py
CHANGED
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@@ -34,7 +34,7 @@ def load_data(file):
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return None, f"Error loading data: {str(e)}"
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# Function to generate and return a plot
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def create_forecast_plot(forecast_df, original_df):
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plt.figure(figsize=(10, 6))
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unique_ids = forecast_df['unique_id'].unique()
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forecast_cols = [col for col in forecast_df.columns if col not in ['unique_id', 'ds', 'cutoff']]
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@@ -47,7 +47,32 @@ def create_forecast_plot(forecast_df, original_df):
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if col in forecast_data.columns:
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plt.plot(forecast_data['ds'], forecast_data[col], label=col)
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plt.title(
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plt.xlabel('Date')
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plt.ylabel('Value')
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plt.legend()
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@@ -72,11 +97,12 @@ def run_forecast(
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use_seasonal_window_avg,
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seasonal_window_size,
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use_autoets,
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use_autoarima
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):
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df, message = load_data(file)
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if df is None:
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return None, None, None, message
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models = []
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model_aliases = []
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model_aliases.append('autoarima')
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if not models:
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return None, None, None, "Please select at least one forecasting model"
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sf = StatsForecast(models=models, freq=frequency, n_jobs=-1)
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try:
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if eval_strategy == "Cross Validation":
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cv_results = sf.cross_validation(df=df, h=horizon, step_size=step_size, n_windows=num_windows)
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evaluation = evaluate(df=cv_results, metrics=[bias, mae, rmse, mape], models=model_aliases)
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eval_df = pd.DataFrame(evaluation).reset_index()
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return eval_df, cv_results, fig_forecast, "Cross validation completed successfully!"
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else: # Fixed window
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cv_results = sf.cross_validation(df=df, h=horizon, step_size=10, n_windows=1)
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evaluation = evaluate(df=cv_results, metrics=[bias, mae, rmse, mape], models=model_aliases)
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eval_df = pd.DataFrame(evaluation).reset_index()
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except Exception as e:
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return None, None, None, f"Error during forecasting: {str(e)}"
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# Sample CSV file generation
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def download_sample():
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@@ -163,32 +195,49 @@ with gr.Blocks(title="StatsForecast Demo") as app:
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download_output = gr.File(label="Click to download", visible=True)
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download_btn.click(fn=download_sample, outputs=download_output)
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with gr.Column(scale=3):
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submit_btn.click(
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fn=run_forecast,
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@@ -196,9 +245,9 @@ with gr.Blocks(title="StatsForecast Demo") as app:
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file_input, frequency, eval_strategy, horizon, step_size, num_windows,
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use_historical_avg, use_naive, use_seasonal_naive, seasonality,
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use_window_avg, window_size, use_seasonal_window_avg, seasonal_window_size,
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use_autoets, use_autoarima
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],
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outputs=[eval_output, forecast_output,
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)
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if __name__ == "__main__":
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return None, f"Error loading data: {str(e)}"
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# Function to generate and return a plot
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def create_forecast_plot(forecast_df, original_df, title="Forecasting Results"):
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plt.figure(figsize=(10, 6))
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unique_ids = forecast_df['unique_id'].unique()
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forecast_cols = [col for col in forecast_df.columns if col not in ['unique_id', 'ds', 'cutoff']]
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if col in forecast_data.columns:
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plt.plot(forecast_data['ds'], forecast_data[col], label=col)
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plt.title(title)
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plt.xlabel('Date')
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plt.ylabel('Value')
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plt.legend()
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plt.grid(True)
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fig = plt.gcf()
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return fig
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# Function to create a plot for future forecasts
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def create_future_forecast_plot(forecast_df, original_df):
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plt.figure(figsize=(10, 6))
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unique_ids = forecast_df['unique_id'].unique()
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forecast_cols = [col for col in forecast_df.columns if col not in ['unique_id', 'ds']]
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for unique_id in unique_ids:
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# Plot historical data
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original_data = original_df[original_df['unique_id'] == unique_id]
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plt.plot(original_data['ds'], original_data['y'], 'k-', label='Historical')
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# Plot forecast data
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forecast_data = forecast_df[forecast_df['unique_id'] == unique_id]
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for col in forecast_cols:
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if col in forecast_data.columns:
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plt.plot(forecast_data['ds'], forecast_data[col], label=col)
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plt.title('Future Forecast')
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plt.xlabel('Date')
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plt.ylabel('Value')
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plt.legend()
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use_seasonal_window_avg,
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seasonal_window_size,
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use_autoets,
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use_autoarima,
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future_horizon
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):
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df, message = load_data(file)
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if df is None:
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return None, None, None, None, None, message
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models = []
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model_aliases = []
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model_aliases.append('autoarima')
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if not models:
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return None, None, None, None, None, "Please select at least one forecasting model"
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sf = StatsForecast(models=models, freq=frequency, n_jobs=-1)
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try:
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# Run cross-validation
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if eval_strategy == "Cross Validation":
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cv_results = sf.cross_validation(df=df, h=horizon, step_size=step_size, n_windows=num_windows)
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evaluation = evaluate(df=cv_results, metrics=[bias, mae, rmse, mape], models=model_aliases)
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eval_df = pd.DataFrame(evaluation).reset_index()
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fig_validation = create_forecast_plot(cv_results, df, "Cross Validation Results")
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else: # Fixed window
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cv_results = sf.cross_validation(df=df, h=horizon, step_size=10, n_windows=1) # any step size for 1 window
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evaluation = evaluate(df=cv_results, metrics=[bias, mae, rmse, mape], models=model_aliases)
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eval_df = pd.DataFrame(evaluation).reset_index()
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fig_validation = create_forecast_plot(cv_results, df, "Fixed Window Validation Results")
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# Generate future forecasts
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fitted_sf = StatsForecast(models=models, freq=frequency, n_jobs=-1)
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fitted_sf.fit(df)
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future_forecasts = fitted_sf.forecast(h=future_horizon)
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fig_future = create_future_forecast_plot(future_forecasts, df)
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return eval_df, cv_results, fig_validation, future_forecasts, fig_future, "Analysis completed successfully!"
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except Exception as e:
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return None, None, None, None, None, f"Error during forecasting: {str(e)}"
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# Sample CSV file generation
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def download_sample():
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download_output = gr.File(label="Click to download", visible=True)
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download_btn.click(fn=download_sample, outputs=download_output)
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with gr.Accordion("Data & Validation Settings", open=True):
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frequency = gr.Dropdown(choices=["H", "D", "WS", "MS", "QS", "YS"], label="Frequency", value="D")
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eval_strategy = gr.Radio(choices=["Fixed Window", "Cross Validation"], label="Evaluation Strategy", value="Cross Validation")
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horizon = gr.Slider(1, 100, value=10, step=1, label="Validation Horizon")
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step_size = gr.Slider(1, 50, value=10, step=1, label="Step Size")
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num_windows = gr.Slider(1, 20, value=3, step=1, label="Number of Windows")
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with gr.Accordion("Forecast Settings", open=True):
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future_horizon = gr.Slider(1, 100, value=20, step=1, label="Future Forecast Horizon")
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with gr.Accordion("Model Configuration", open=True):
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use_historical_avg = gr.Checkbox(label="Use Historical Average", value=True)
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use_naive = gr.Checkbox(label="Use Naive", value=True)
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with gr.Row():
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use_seasonal_naive = gr.Checkbox(label="Use Seasonal Naive")
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seasonality = gr.Number(label="Seasonality", value=10)
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with gr.Row():
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use_window_avg = gr.Checkbox(label="Use Window Average")
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window_size = gr.Number(label="Window Size", value=3)
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with gr.Row():
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use_seasonal_window_avg = gr.Checkbox(label="Use Seasonal Window Average")
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seasonal_window_size = gr.Number(label="Seasonal Window Size", value=2)
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use_autoets = gr.Checkbox(label="Use AutoETS")
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use_autoarima = gr.Checkbox(label="Use AutoARIMA")
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submit_btn = gr.Button("Run Forecast", variant="primary")
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with gr.Column(scale=3):
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message_output = gr.Textbox(label="Status Message")
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with gr.Tabs() as tabs:
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with gr.TabItem("Validation Results"):
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eval_output = gr.Dataframe(label="Evaluation Metrics")
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validation_output = gr.Dataframe(label="Validation Data")
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validation_plot = gr.Plot(label="Validation Plot")
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with gr.TabItem("Future Forecast"):
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forecast_output = gr.Dataframe(label="Future Forecast Data")
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forecast_plot = gr.Plot(label="Future Forecast Plot")
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submit_btn.click(
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fn=run_forecast,
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file_input, frequency, eval_strategy, horizon, step_size, num_windows,
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use_historical_avg, use_naive, use_seasonal_naive, seasonality,
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use_window_avg, window_size, use_seasonal_window_avg, seasonal_window_size,
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use_autoets, use_autoarima, future_horizon
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],
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outputs=[eval_output, validation_output, validation_plot, forecast_output, forecast_plot, message_output]
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)
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if __name__ == "__main__":
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