This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| measure_mae(reconcilied_preds) |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| plot_forecast_sums(reconcilied_preds) |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| reconciliator = MinTReconciliator(method="wls_val") | |
| reconciliator.fit(train) | |
| reconcilied_preds = reconciliator.transform(pred) |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| def plot_forecast_sums(pred_series): | |
| plt.figure(figsize=(10, 5)) | |
| pred_series["Total"].plot(label="total", lw=6, alpha=0.3, color="grey") | |
| sum([pred_series[r] for r in regions]).plot(label="sum of regions") | |
| sum([pred_series[r] for r in reasons]).plot(label="sum of reasons") | |
| sum([pred_series[t] for t in regions_reasons_comps]).plot( | |
| label="sum of (region, reason) series" | |
| ) | |
| sum([pred_series[t] for t in regions_reasons_city_comps]).plot( |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| # we pre-generate some of the components' names | |
| regions_reasons_comps = list( | |
| map(lambda t: "{} - {}".format(t[0], t[1].lower()), product(regions, reasons)) | |
| ) | |
| regions_reasons_city_comps = list( | |
| map( | |
| lambda t: "{} - {} - {}".format(t[0], t[1].lower(), t[2]), | |
| product(regions, reasons, city_labels), | |
| ) |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| components_to_show = ["Total", "NSW", "NSW - bus", "NSW - hol", "NSW - bus - city"] | |
| plt.figure(figsize=(14, 8)) | |
| tourism_series[components_to_show].plot(lw=5) | |
| pred[components_to_show].plot(lw=2) |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| model = LinearRegressionModel(lags=12) | |
| model.fit(train) | |
| pred = model.predict(n=len(val)) |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| train, val = tourism_series[:-12], tourism_series[-12:] |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| tourism_series = tourism_series.with_hierarchy(hierarchy) |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| for component in ["Hol", "NSW - hol", "NSW - bus - city"]: | |
| print(f"{component} -> {hierarchy[component]}") |
NewerOlder