├── .gitignore ├── .pre-commit-config.yaml ├── DATA └── ILINet.csv ├── LICENSE ├── Makefile ├── README.md ├── R_example ├── fable_demo.R └── region_forecasts_R.pdf ├── dsf_utils ├── __init__.py ├── data_validation │ ├── __init__.py │ ├── _missing_dates.py │ └── _utils.py ├── evaluation.py ├── models │ ├── __init__.py │ ├── _constant_value_forecaster.py │ ├── _global_forecaster.py │ ├── _panel_ensemble.py │ └── _sktime_univariate_to_panel.py ├── plotting.py ├── preprocessing.py └── tests │ └── __init__.py ├── notebooks ├── 01-eda.ipynb ├── 02-forecasting-metrics.ipynb ├── 03-single-ts-forecasting.ipynb ├── 04-panel-forecasting.ipynb └── images │ ├── 01_iso_weeks.png │ ├── 02_kfold_split.png │ ├── 02_rmsse.png │ ├── 02_time_series_split.png │ ├── 03_arima_vs_ets.png │ ├── 03_ets_models.png │ └── 03_sktime_reduction.png ├── requirements.dev.txt ├── setup.cfg └── setup.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/.gitignore -------------------------------------------------------------------------------- /.pre-commit-config.yaml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/.pre-commit-config.yaml -------------------------------------------------------------------------------- /DATA/ILINet.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/DATA/ILINet.csv -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/LICENSE -------------------------------------------------------------------------------- /Makefile: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/Makefile -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/README.md -------------------------------------------------------------------------------- /R_example/fable_demo.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/R_example/fable_demo.R -------------------------------------------------------------------------------- /R_example/region_forecasts_R.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/R_example/region_forecasts_R.pdf -------------------------------------------------------------------------------- /dsf_utils/__init__.py: -------------------------------------------------------------------------------- 1 | """Test various features for a python template""" 2 | -------------------------------------------------------------------------------- /dsf_utils/data_validation/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/dsf_utils/data_validation/__init__.py -------------------------------------------------------------------------------- /dsf_utils/data_validation/_missing_dates.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/dsf_utils/data_validation/_missing_dates.py -------------------------------------------------------------------------------- /dsf_utils/data_validation/_utils.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/dsf_utils/data_validation/_utils.py -------------------------------------------------------------------------------- /dsf_utils/evaluation.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/dsf_utils/evaluation.py -------------------------------------------------------------------------------- /dsf_utils/models/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/dsf_utils/models/__init__.py -------------------------------------------------------------------------------- /dsf_utils/models/_constant_value_forecaster.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/dsf_utils/models/_constant_value_forecaster.py -------------------------------------------------------------------------------- /dsf_utils/models/_global_forecaster.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/dsf_utils/models/_global_forecaster.py -------------------------------------------------------------------------------- /dsf_utils/models/_panel_ensemble.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/dsf_utils/models/_panel_ensemble.py -------------------------------------------------------------------------------- /dsf_utils/models/_sktime_univariate_to_panel.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/dsf_utils/models/_sktime_univariate_to_panel.py -------------------------------------------------------------------------------- /dsf_utils/plotting.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/dsf_utils/plotting.py -------------------------------------------------------------------------------- /dsf_utils/preprocessing.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/dsf_utils/preprocessing.py -------------------------------------------------------------------------------- /dsf_utils/tests/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /notebooks/01-eda.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/notebooks/01-eda.ipynb -------------------------------------------------------------------------------- /notebooks/02-forecasting-metrics.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/notebooks/02-forecasting-metrics.ipynb -------------------------------------------------------------------------------- /notebooks/03-single-ts-forecasting.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/notebooks/03-single-ts-forecasting.ipynb -------------------------------------------------------------------------------- /notebooks/04-panel-forecasting.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/notebooks/04-panel-forecasting.ipynb -------------------------------------------------------------------------------- /notebooks/images/01_iso_weeks.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/notebooks/images/01_iso_weeks.png -------------------------------------------------------------------------------- /notebooks/images/02_kfold_split.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/notebooks/images/02_kfold_split.png -------------------------------------------------------------------------------- /notebooks/images/02_rmsse.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/notebooks/images/02_rmsse.png -------------------------------------------------------------------------------- /notebooks/images/02_time_series_split.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/notebooks/images/02_time_series_split.png -------------------------------------------------------------------------------- /notebooks/images/03_arima_vs_ets.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/notebooks/images/03_arima_vs_ets.png -------------------------------------------------------------------------------- /notebooks/images/03_ets_models.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/notebooks/images/03_ets_models.png -------------------------------------------------------------------------------- /notebooks/images/03_sktime_reduction.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/notebooks/images/03_sktime_reduction.png -------------------------------------------------------------------------------- /requirements.dev.txt: -------------------------------------------------------------------------------- 1 | flake8 2 | black 3 | pytest 4 | pydocstyle 5 | pre-commit 6 | ipykernel -------------------------------------------------------------------------------- /setup.cfg: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/setup.cfg -------------------------------------------------------------------------------- /setup.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ltsaprounis/dsf-ts-forecasting/HEAD/setup.py --------------------------------------------------------------------------------