Created
December 23, 2022 04:32
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Issue with excluded_model_types with AutoGluon
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import pandas as pd | |
from autogluon.timeseries import TimeSeriesPredictor, TimeSeriesDataFrame | |
# Load the data into a TimeSeriesDataFrame | |
df = pd.read_csv( | |
"m4_hourly.csv", | |
parse_dates=["Date"], | |
) | |
ts_dataframe = TimeSeriesDataFrame.from_data_frame( | |
df, | |
id_column="M4id", # name of the column with unique ID of each time series | |
timestamp_column="Date", # name of the column with timestamps of observations | |
) | |
# Create & fit the predictor | |
predictor = TimeSeriesPredictor( | |
path="autogluon-m4-hourly", # models will be saved in this folder | |
target="Value", # name of the column with time series values | |
prediction_length=48, # number of steps into the future to predict | |
eval_metric="MAPE", # other options: "MASE", "sMAPE", "mean_wQuantileLoss", "MSE", "RMSE" | |
).fit( | |
train_data=ts_dataframe, | |
presets="fast_training", # other options: "fast_training", "high_quality", "best_quality" | |
time_limit=30, # training time in seconds | |
excluded_model_types=["ETS"] | |
) | |
# Generate the forecasts | |
predictions = predictor.predict(ts_dataframe) | |
out = predictions.head | |
print(out) |
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