autots.templates package¶
Submodules¶
autots.templates.general module¶
Starting templates for models.
- autots.templates.general.general_template = Model ... Ensemble 1 ARIMA ... 0 3 AverageValueNaive ... 0 4 AverageValueNaive ... 0 5 AverageValueNaive ... 0 6 DatepartRegression ... 0 .. ... ... ... 90 PreprocessingExperts ... 0 91 PreprocessingExperts ... 0 92 PreprocessingRegression ... 0 93 PreprocessingRegression ... 0 94 FBProphet ... 0 [93 rows x 4 columns]¶
# Basic Template Construction Code # transformer_max_depth = 6 and transformer_list = “fast” from autots.evaluator.auto_model import unpack_ensemble_models max_per_model_class = 1 export_template = model.validation_results.model_results export_template = export_template[
export_template[‘Runs’] >= (model.num_validations + 1)
] export_template = (
export_template.sort_values(‘Score’, ascending=True) .groupby(‘Model’) .head(max_per_model_class) .reset_index()
) import json export2 = unpack_ensemble_models(model.best_model, keep_ensemble=False, recursive=True) export_final = pd.concat([export_template, export2]) export_final = export_final[export_final[‘Ensemble’] < 1] export_final[[“Model”, “ModelParameters”, “TransformationParameters”, “Ensemble”]].reset_index(drop=True).to_json(orient=’index’)
import pprint import json
imported = pd.read_csv(“autots_forecast_template_gen.csv”) export = unpack_ensemble_models(imported, keep_ensemble=False, recursive=True) export[export[‘Ensemble’] < 1].to_json(“template.json”, orient=”records”) with open(“template.json”, “r”) as jsn:
json_temp = json.loads(jsn.read())
print(json_temp) with open(“template.txt”, “w”) as txt:
txt.write(json.dumps(json_temp, indent=4, sort_keys=False))
- autots.templates.general.general_template_dict = {'1': {'Ensemble': 0, 'Model': 'ARIMA', 'ModelParameters': '{"p": 4, "d": 0, "q": 12, "regression_type": null}', 'TransformationParameters': '{"fillna": "cubic", "transformations": {"0": "bkfilter"}, "transformation_params": {"0": {}}}'}, '10': {'Ensemble': 0, 'Model': 'ETS', 'ModelParameters': '{"damped_trend": false, "trend": "additive", "seasonal": null, "seasonal_periods": null}', 'TransformationParameters': '{"fillna": "mean", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}}}'}, '11': {'Ensemble': 0, 'Model': 'ETS', 'ModelParameters': '{"damped_trend": false, "trend": null, "seasonal": "additive", "seasonal_periods": 7}', 'TransformationParameters': '{"fillna": "rolling_mean", "transformations": {"0": "ClipOutliers", "1": "Round", "2": "Detrend"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3, "fillna": null}, "1": {"model": "middle", "decimals": 0, "on_transform": false, "on_inverse": true}, "2": {"model": "GLS"}}}'}, '12': {'Ensemble': 0, 'Model': 'GLM', 'ModelParameters': '{"family": "Binomial", "constant": false, "regression_type": "datepart"}', 'TransformationParameters': '{"fillna": "ffill_mean_biased", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 4, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}}}'}, '13': {'Ensemble': 0, 'Model': 'GLM', 'ModelParameters': '{"family": "Binomial", "constant": false, "regression_type": null}', 'TransformationParameters': '{"fillna": "mean", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer", "2": "QuantileTransformer"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {"output_distribution": "uniform", "n_quantiles": 1000}}}'}, '14': {'Ensemble': 0, 'Model': 'GLS', 'ModelParameters': '{}', 'TransformationParameters': '{"fillna": "rolling_mean", "transformations": {"0": "RollingMeanTransformer", "1": "DifferencedTransformer", "2": "Detrend", "3": "Slice"}, "transformation_params": {"0": {"fixed": true, "window": 3}, "1": {}, "2": {"model": "Linear"}, "3": {"method": 100}}}'}, '15': {'Ensemble': 0, 'Model': 'GLS', 'ModelParameters': '{}', 'TransformationParameters': '{"fillna": "median", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer", "2": "RobustScaler", "3": "Round", "4": "MaxAbsScaler"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3.5, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {}, "3": {"model": "middle", "decimals": 2, "on_transform": true, "on_inverse": true}, "4": {}}}'}, '16': {'Ensemble': 0, 'Model': 'GluonTS', 'ModelParameters': '{"gluon_model": "DeepAR", "epochs": 150, "learning_rate": 0.001, "context_length": 10}', 'TransformationParameters': '{"fillna": "ffill", "transformations": {"0": "PowerTransformer", "1": "DifferencedTransformer", "2": "bkfilter"}, "transformation_params": {"0": {}, "1": {}, "2": {}}}'}, '17': {'Ensemble': 0, 'Model': 'GluonTS', 'ModelParameters': '{"gluon_model": "NPTS", "epochs": 20, "learning_rate": 0.001, "context_length": 10}', 'TransformationParameters': '{"fillna": "ffill_mean_biased", "transformations": {"0": "Detrend", "1": "DifferencedTransformer"}, "transformation_params": {"0": {"model": "Linear"}, "1": {}}}'}, '18': {'Ensemble': 0, 'Model': 'GluonTS', 'ModelParameters': '{"gluon_model": "WaveNet", "epochs": 40, "learning_rate": 0.001, "context_length": 10}', 'TransformationParameters': '{"fillna": "mean", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}}}'}, '19': {'Ensemble': 0, 'Model': 'GluonTS', 'ModelParameters': '{"gluon_model": "Transformer", "epochs": 40, "learning_rate": 0.001, "context_length": 10}', 'TransformationParameters': '{"fillna": "ffill_mean_biased", "transformations": {"0": "QuantileTransformer", "1": "MaxAbsScaler"}, "transformation_params": {"0": {"output_distribution": "uniform", "n_quantiles": 1000}, "1": {}}}'}, '20': {'Ensemble': 0, 'Model': 'GluonTS', 'ModelParameters': '{"gluon_model": "SFF", "epochs": 40, "learning_rate": 0.01, "context_length": 10}', 'TransformationParameters': '{"fillna": "ffill_mean_biased", "transformations": {"0": "QuantileTransformer"}, "transformation_params": {"0": {"output_distribution": "uniform", "n_quantiles": 1000}}}'}, '21': {'Ensemble': 0, 'Model': 'LastValueNaive', 'ModelParameters': '{}', 'TransformationParameters': '{"fillna": "mean", "transformations": {"0": "bkfilter", "1": "SinTrend", "2": "Detrend", "3": "PowerTransformer"}, "transformation_params": {"0": {}, "1": {}, "2": {"model": "Linear"}, "3": {}}}'}, '22': {'Ensemble': 0, 'Model': 'LastValueNaive', 'ModelParameters': '{}', 'TransformationParameters': '{"fillna": "rolling_mean_24", "transformations": {"0": "PositiveShift", "1": "SinTrend", "2": "bkfilter"}, "transformation_params": {"0": {}, "1": {}, "2": {}}}'}, '23': {'Ensemble': 0, 'Model': 'LastValueNaive', 'ModelParameters': '{}', 'TransformationParameters': '{"fillna": "fake_date", "transformations": {"0": "SeasonalDifference", "1": "SinTrend"}, "transformation_params": {"0": {"lag_1": 7, "method": "LastValue"}, "1": {}}}'}, '24': {'Ensemble': 0, 'Model': 'LastValueNaive', 'ModelParameters': '{}', 'TransformationParameters': '{"fillna": "mean", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 1, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}}}'}, '25': {'Ensemble': 0, 'Model': 'SeasonalNaive', 'ModelParameters': '{"method": "LastValue", "lag_1": 2, "lag_2": 7}', 'TransformationParameters': '{"fillna": "rolling_mean_24", "transformations": {"0": "SinTrend", "1": "Round", "2": "PowerTransformer"}, "transformation_params": {"0": {}, "1": {"model": "middle", "decimals": 2, "on_transform": false, "on_inverse": true}, "2": {}}}'}, '26': {'Ensemble': 0, 'Model': 'SeasonalNaive', 'ModelParameters': '{"method": "LastValue", "lag_1": 2, "lag_2": 1}', 'TransformationParameters': '{"fillna": "rolling_mean_24", "transformations": {"0": "SeasonalDifference", "1": "QuantileTransformer", "2": "Detrend"}, "transformation_params": {"0": {"lag_1": 12, "method": "Median"}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {"model": "GLS"}}}'}, '27': {'Ensemble': 0, 'Model': 'SeasonalNaive', 'ModelParameters': '{"method": "LastValue", "lag_1": 7, "lag_2": 2}', 'TransformationParameters': '{"fillna": "mean", "transformations": {"0": "QuantileTransformer", "1": "ClipOutliers"}, "transformation_params": {"0": {"output_distribution": "uniform", "n_quantiles": 1000}, "1": {"method": "clip", "std_threshold": 2, "fillna": null}}}'}, '28': {'Ensemble': 0, 'Model': 'UnobservedComponents', 'ModelParameters': '{"level": true, "trend": false, "cycle": true, "damped_cycle": true, "irregular": true, "stochastic_trend": false, "stochastic_level": true, "stochastic_cycle": true, "regression_type": "Holiday"}', 'TransformationParameters': '{"fillna": "fake_date", "transformations": {"0": "PositiveShift", "1": "Detrend", "2": "bkfilter", "3": "DifferencedTransformer"}, "transformation_params": {"0": {}, "1": {"model": "Linear"}, "2": {}, "3": {}}}'}, '29': {'Ensemble': 0, 'Model': 'UnobservedComponents', 'ModelParameters': '{"level": false, "trend": false, "cycle": true, "damped_cycle": false, "irregular": false, "stochastic_trend": false, "stochastic_level": true, "stochastic_cycle": false, "regression_type": null}', 'TransformationParameters': '{"fillna": "mean", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer", "2": "RobustScaler"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {}}}'}, '3': {'Ensemble': 0, 'Model': 'AverageValueNaive', 'ModelParameters': '{"method": "Mean"}', 'TransformationParameters': '{"fillna": "fake_date", "transformations": {"0": "DifferencedTransformer", "1": "SinTrend"}, "transformation_params": {"0": {}, "1": {}}}'}, '30': {'Ensemble': 0, 'Model': 'UnobservedComponents', 'ModelParameters': '{"level": true, "trend": false, "cycle": false, "damped_cycle": false, "irregular": false, "stochastic_trend": false, "stochastic_level": true, "stochastic_cycle": true, "regression_type": null}', 'TransformationParameters': '{"fillna": "rolling_mean_24", "transformations": {"0": "ClipOutliers"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 5, "fillna": null}}}'}, '31': {'Ensemble': 0, 'Model': 'VAR', 'ModelParameters': '{"regression_type": null, "maxlags": 5, "ic": "fpe"}', 'TransformationParameters': '{"fillna": "mean", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}}}'}, '32': {'Ensemble': 0, 'Model': 'VAR', 'ModelParameters': '{"regression_type": null, "maxlags": 15, "ic": "aic"}', 'TransformationParameters': '{"fillna": "zero", "transformations": {"0": "RollingMeanTransformer", "1": "QuantileTransformer", "2": "RollingMeanTransformer"}, "transformation_params": {"0": {"fixed": true, "window": 10}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {"fixed": false, "window": 10}}}'}, '33': {'Ensemble': 0, 'Model': 'VECM', 'ModelParameters': '{"deterministic": "cili", "k_ar_diff": 2, "regression_type": null}', 'TransformationParameters': '{"fillna": "mean", "transformations": {"0": "ClipOutliers", "1": "Detrend", "2": "Detrend", "3": "PowerTransformer"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3, "fillna": null}, "1": {"model": "GLS"}, "2": {"model": "Linear"}, "3": {}}}'}, '34': {'Ensemble': 0, 'Model': 'VECM', 'ModelParameters': '{"deterministic": "li", "k_ar_diff": 3, "regression_type": null}', 'TransformationParameters': '{"fillna": "mean", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer", "2": "Detrend"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {"model": "Linear"}}}'}, '35': {'Ensemble': 0, 'Model': 'WindowRegression', 'ModelParameters': '{"window_size": 10, "regression_model": {"model": "MLP", "model_params": {"hidden_layer_sizes": [72, 36, 72], "max_iter": 250, "activation": "relu", "solver": "lbfgs", "early_stopping": false, "learning_rate_init": 0.001}}, "input_dim": "univariate", "output_dim": "forecast_length", "normalize_window": false, "shuffle": true, "max_windows": 5000}', 'TransformationParameters': '{"fillna": "mean", "transformations": {"0": "QuantileTransformer", "1": "MinMaxScaler", "2": "RobustScaler"}, "transformation_params": {"0": {"output_distribution": "uniform", "n_quantiles": 100}, "1": {}, "2": {}}}'}, '36': {'Ensemble': 0, 'Model': 'ConstantNaive', 'ModelParameters': '{}', 'TransformationParameters': '{"fillna": "ffill", "transformations": {"0": "PowerTransformer", "1": "QuantileTransformer", "2": "SeasonalDifference"}, "transformation_params": {"0": {}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {"lag_1": 7, "method": "LastValue"}}}'}, '37': {'Ensemble': 0, 'Model': 'FBProphet', 'ModelParameters': '{"holiday": true, "regression_type": null, "growth": "linear", "n_changepoints": 30, "changepoint_prior_scale": 0.05, "seasonality_mode": "additive", "changepoint_range": 0.98, "seasonality_prior_scale": 10.0, "holidays_prior_scale": 10.0}', 'TransformationParameters': '{"fillna": "quadratic", "transformations": {"0": "QuantileTransformer", "1": "Slice", "2": "SeasonalDifference", "3": "Round"}, "transformation_params": {"0": {"output_distribution": "normal", "n_quantiles": 1000}, "1": {"method": 0.5}, "2": {"lag_1": 7, "method": "LastValue"}, "3": {"decimals": -1, "on_transform": false, "on_inverse": true}}}'}, '38': {'Ensemble': 0, 'Model': 'GluonTS', 'ModelParameters': '{"gluon_model": "Transformer", "epochs": 80, "learning_rate": 0.01, "context_length": "1ForecastLength", "regression_type": null}', 'TransformationParameters': '{"fillna": "ffill", "transformations": {"0": "QuantileTransformer", "1": "MaxAbsScaler"}, "transformation_params": {"0": {"output_distribution": "normal", "n_quantiles": 20}, "1": {}}}'}, '39': {'Ensemble': 0, 'Model': 'MultivariateRegression', 'ModelParameters': '{"regression_model": {"model": "RandomForest", "model_params": {"n_estimators": 200, "min_samples_leaf": 1, "bootstrap": true}}, "mean_rolling_periods": 12, "macd_periods": 94, "std_rolling_periods": null, "max_rolling_periods": null, "min_rolling_periods": 7, "quantile90_rolling_periods": 10, "quantile10_rolling_periods": 30, "ewm_alpha": 0.1, "ewm_var_alpha": 0.2, "additional_lag_periods": null, "abs_energy": false, "rolling_autocorr_periods": null, "datepart_method": null, "polynomial_degree": null, "regression_type": null, "window": null, "holiday": true, "probabilistic": false}', 'TransformationParameters': '{"fillna": "ffill", "transformations": {"0": "QuantileTransformer", "1": "MaxAbsScaler", "2": "Detrend"}, "transformation_params": {"0": {"output_distribution": "normal", "n_quantiles": 20}, "1": {}, "2": {"model": "Linear", "phi": 1, "window": null}}}'}, '4': {'Ensemble': 0, 'Model': 'AverageValueNaive', 'ModelParameters': '{"method": "Mean"}', 'TransformationParameters': '{"fillna": "mean", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer", "2": "DifferencedTransformer"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {}}}'}, '40': {'Ensemble': 0, 'Model': 'MultivariateRegression', 'ModelParameters': '{"regression_model": {"model": "LightGBM", "model_params": {"objective": "regression", "learning_rate": 0.1, "num_leaves": 70, "max_depth": -1, "boosting_type": "gbdt", "n_estimators": 100}}, "mean_rolling_periods": 12, "macd_periods": null, "std_rolling_periods": 30, "max_rolling_periods": null, "min_rolling_periods": 28, "quantile90_rolling_periods": 10, "quantile10_rolling_periods": null, "ewm_alpha": null, "ewm_var_alpha": null, "additional_lag_periods": null, "abs_energy": false, "rolling_autocorr_periods": null, "datepart_method": null, "polynomial_degree": null, "regression_type": "User", "window": 3, "holiday": false, "probabilistic": false}', 'TransformationParameters': '{"fillna": "ffill", "transformations": {"0": "QuantileTransformer", "1": "MaxAbsScaler", "2": "Detrend"}, "transformation_params": {"0": {"output_distribution": "normal", "n_quantiles": 20}, "1": {}, "2": {"model": "Linear", "phi": 1, "window": null}}}'}, '41': {'Ensemble': 0, 'Model': 'DatepartRegression', 'ModelParameters': '{"regression_model": {"model": "ExtraTrees", "model_params": {"n_estimators": 500, "min_samples_leaf": 1, "max_depth": 10}}, "datepart_method": "expanded", "polynomial_degree": null, "regression_type": "User"}', 'TransformationParameters': '{"fillna": "zero", "transformations": {"0": "MaxAbsScaler", "1": "MinMaxScaler"}, "transformation_params": {"0": {}, "1": {}}}'}, '42': {'Ensemble': 0, 'Model': 'SeasonalNaive', 'ModelParameters': '{"method": "lastvalue", "lag_1": 364, "lag_2": 28}', 'TransformationParameters': '{"fillna": "ffill", "transformations": {"0": "SeasonalDifference", "1": "MaxAbsScaler", "2": "Round"}, "transformation_params": {"0": {"lag_1": 7, "method": "LastValue"}, "1": {}, "2": {"decimals": 0, "on_transform": false, "on_inverse": true}}}'}, '43': {'Ensemble': 0, 'Model': 'DatepartRegression', 'ModelParameters': '{"regression_model": {"model": "ExtraTrees", "model_params": {"n_estimators": 100, "min_samples_leaf": 1, "max_depth": null}}, "datepart_method": "recurring", "polynomial_degree": null, "regression_type": null}', 'TransformationParameters': '{"fillna": "zero", "transformations": {"0": "MaxAbsScaler"}, "transformation_params": {"0": {}}}'}, '44': {'Ensemble': 0, 'Model': 'UnobservedComponents', 'ModelParameters': '{"level": false, "maxiter": 100, "cov_type": "opg", "method": "lbfgs", "autoregressive": null, "regression_type": "Holiday"}', 'TransformationParameters': '{"fillna": "median", "transformations": {"0": "Slice", "1": "SeasonalDifference"}, "transformation_params": {"0": {"method": 0.2}, "1": {"lag_1": 7, "method": "LastValue"}}}'}, '45': {'Ensemble': 0, 'Model': 'UnobservedComponents', 'ModelParameters': '{"level": "random walk with drift", "maxiter": 50, "cov_type": "opg", "method": "lbfgs", "autoregressive": null, "regression_type": "Holiday"}', 'TransformationParameters': '{"fillna": "rolling_mean_24", "transformations": {"0": "QuantileTransformer", "1": "SeasonalDifference"}, "transformation_params": {"0": {"output_distribution": "normal", "n_quantiles": 20}, "1": {"lag_1": 7, "method": "LastValue"}}}'}, '46': {'Ensemble': 0, 'Model': 'ETS', 'ModelParameters': '{"damped_trend": false, "trend": null, "seasonal": "additive", "seasonal_periods": 28}', 'TransformationParameters': '{"fillna": "zero", "transformations": {"0": "MaxAbsScaler", "1": "Slice"}, "transformation_params": {"0": {}, "1": {"method": 100}}}'}, '47': {'Ensemble': 0, 'Model': 'VECM', 'ModelParameters': '{"deterministic": "n", "k_ar_diff": 2, "regression_type": null}', 'TransformationParameters': '{"fillna": "rolling_mean", "transformations": {"0": "PCA", "1": "Detrend", "2": "HPFilter"}, "transformation_params": {"0": {}, "1": {"model": "GLS", "phi": 1, "window": null}, "2": {"part": "trend", "lamb": 129600}}}'}, '48': {'Ensemble': 0, 'Model': 'ARDL', 'ModelParameters': '{"lags": 4, "trend": "n", "order": 1, "regression_type": "holiday"}', 'TransformationParameters': '{"fillna": "fake_date", "transformations": {"0": "IntermittentOccurrence"}, "transformation_params": {"0": {"center": "mean"}}}'}, '49': {'Ensemble': 0, 'Model': 'MultivariateMotif', 'ModelParameters': '{"window": 10, "point_method": "median", "distance_metric": "mahalanobis", "k": 20, "max_windows": null}', 'TransformationParameters': '{"fillna": "ffill", "transformations": {"0": "QuantileTransformer", "1": "QuantileTransformer", "2": "Detrend"}, "transformation_params": {"0": {"output_distribution": "normal", "n_quantiles": 20}, "1": {"output_distribution": "normal", "n_quantiles": 1000}, "2": {"model": "Linear", "phi": 1, "window": null}}}'}, '5': {'Ensemble': 0, 'Model': 'AverageValueNaive', 'ModelParameters': '{"method": "Mean"}', 'TransformationParameters': '{"fillna": "rolling_mean_24", "transformations": {"0": "SeasonalDifference", "1": "Round", "2": "Detrend"}, "transformation_params": {"0": {"lag_1": 7, "method": "Mean"}, "1": {"model": "middle", "decimals": 2, "on_transform": true, "on_inverse": false}, "2": {"model": "GLS"}}}'}, '50': {'Ensemble': 0, 'Model': 'MultivariateMotif', 'ModelParameters': '{"window": 10, "point_method": "median", "distance_metric": "sqeuclidean", "k": 10, "max_windows": 10000}', 'TransformationParameters': '{"fillna": "rolling_mean", "transformations": {"0": "Detrend", "1": "bkfilter", "2": "Detrend"}, "transformation_params": {"0": {"model": "GLS", "phi": 1, "window": null}, "1": {}, "2": {"model": "Linear", "phi": 1, "window": null}}}'}, '51': {'Ensemble': 0, 'Model': 'UnivariateMotif', 'ModelParameters': '{"window": 60, "point_method": "median", "distance_metric": "canberra", "k": 10, "max_windows": 10000}', 'TransformationParameters': '{"fillna": "KNNImputer", "transformations": {"0": "QuantileTransformer", "1": "SeasonalDifference", "2": "MaxAbsScaler"}, "transformation_params": {"0": {"output_distribution": "uniform", "n_quantiles": 100}, "1": {"lag_1": 7, "method": "Mean"}, "2": {}}}'}, '52': {'Ensemble': 0, 'Model': 'UnivariateMotif', 'ModelParameters': '{"window": 14, "point_method": "median", "distance_metric": "minkowski", "k": 5, "max_windows": 10000}', 'TransformationParameters': '{"fillna": "ffill", "transformations": {"0": "QuantileTransformer", "1": "SeasonalDifference"}, "transformation_params": {"0": {"output_distribution": "normal", "n_quantiles": 20}, "1": {"lag_1": 7, "method": "LastValue"}}}'}, '53': {'Ensemble': 0, 'Model': 'SectionalMotif', 'ModelParameters': '{"window": 10, "point_method": "weighted_mean", "distance_metric": "sokalmichener", "include_differenced": true, "k": 20, "stride_size": 1, "regression_type": null}', 'TransformationParameters': '{"fillna": "zero", "transformations": {"0": null}, "transformation_params": {"0": {}}}'}, '54': {'Ensemble': 0, 'Model': 'SectionalMotif', 'ModelParameters': '{"window": 5, "point_method": "midhinge", "distance_metric": "canberra", "include_differenced": false, "k": 10, "stride_size": 1, "regression_type": null}', 'TransformationParameters': '{"fillna": "rolling_mean_24", "transformations": {"0": "QuantileTransformer", "1": "QuantileTransformer", "2": "RobustScaler"}, "transformation_params": {"0": {"output_distribution": "uniform", "n_quantiles": 1000}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {}}}'}, '55': {'Ensemble': 0, 'Model': 'MultivariateRegression', 'ModelParameters': '{"regression_model": {"model": "DecisionTree", "model_params": {"max_depth": null, "min_samples_split": 2}}, "mean_rolling_periods": 30, "macd_periods": 7, "std_rolling_periods": 90, "max_rolling_periods": null, "min_rolling_periods": null, "quantile90_rolling_periods": 10, "quantile10_rolling_periods": 90, "ewm_alpha": null, "ewm_var_alpha": null, "additional_lag_periods": null, "abs_energy": false, "rolling_autocorr_periods": null, "datepart_method": "recurring", "polynomial_degree": null, "regression_type": null, "window": 10, "holiday": true, "probabilistic": false}', 'TransformationParameters': '{"fillna": "ffill", "transformations": {"0": "QuantileTransformer", "1": "SeasonalDifference", "2": "Detrend"}, "transformation_params": {"0": {"output_distribution": "normal", "n_quantiles": 20}, "1": {"lag_1": 7, "method": "LastValue"}, "2": {"model": "Linear", "phi": 1, "window": null}}}'}, '56': {'Ensemble': 0, 'Model': 'FBProphet', 'ModelParameters': '{"holiday": true, "regression_type": null, "growth": "linear", "n_changepoints": 25, "changepoint_prior_scale": 30, "seasonality_mode": "multiplicative", "changepoint_range": 0.9, "seasonality_prior_scale": 10.0, "holidays_prior_scale": 10.0}', 'TransformationParameters': '{"fillna": "zero", 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"QuantileTransformer", "2": "SeasonalDifference", "3": "Discretize"}, "transformation_params": {"0": {"lag": 1, "fill": "bfill"}, "1": {"output_distribution": "uniform", "n_quantiles": 268}, "2": {"lag_1": 2, "method": "LastValue"}, "3": {"discretization": "upper", "n_bins": 10}}}'}, '94': {'Ensemble': 0, 'Model': 'FBProphet', 'ModelParameters': '{"holiday": false, "regression_type": null, "growth": "linear", "n_changepoints": 20, "changepoint_prior_scale": 30, "seasonality_mode": "additive", "changepoint_range": 0.8, "seasonality_prior_scale": 0.01, "holidays_prior_scale": 10.0, "trend_phi": 1}', 'TransformationParameters': '{"fillna": "rolling_mean_24", "transformations": {"0": "Log", "1": "AlignLastValue", "2": "LevelShiftTransformer", "3": "SinTrend", "4": "AlignLastValue"}, "transformation_params": {"0": {}, "1": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 10, "threshold_method": "max"}, "2": {"window_size": 30, "alpha": 2.5, "grouping_forward_limit": 2, "max_level_shifts": 5, "alignment": "average"}, "3": {}, "4": {"rows": 4, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": null, "threshold_method": "max"}}}'}}¶
- { # load daily best on some
‘Model’: ‘PreprocessingRegression’, ‘ModelParameters’: ‘’, ‘TransformationParameters’: ‘’, ‘Ensemble’: 0,
},
- Type:
“95”
Module contents¶
Model Templates
