NixtlaClient
.
👍 Use an Azure AI endpoint To use an Azure AI endpoint, remember to set also theWe now read the dataset and plot it.base_url
argument:nixtla_client = NixtlaClient(base_url="you azure ai endpoint", api_key="your api_key")
unique_id | ds | y | sell_price | event_type_Cultural | event_type_National | event_type_Religious | event_type_Sporting | |
---|---|---|---|---|---|---|---|---|
0 | FOODS_1_001 | 2011-01-29 | 3 | 2.0 | 0 | 0 | 0 | 0 |
1 | FOODS_1_001 | 2011-01-30 | 0 | 2.0 | 0 | 0 | 0 | 0 |
2 | FOODS_1_001 | 2011-01-31 | 0 | 2.0 | 0 | 0 | 0 | 0 |
3 | FOODS_1_001 | 2011-02-01 | 1 | 2.0 | 0 | 0 | 0 | 0 |
4 | FOODS_1_001 | 2011-02-02 | 4 | 2.0 | 0 | 0 | 0 | 0 |
unique_id | ds | y | sell_price | event_type_Cultural | event_type_National | event_type_Religious | event_type_Sporting | |
---|---|---|---|---|---|---|---|---|
0 | FOODS_1_001 | 2011-01-29 | 1.386294 | 2.0 | 0 | 0 | 0 | 0 |
1 | FOODS_1_001 | 2011-01-30 | 0.000000 | 2.0 | 0 | 0 | 0 | 0 |
2 | FOODS_1_001 | 2011-01-31 | 0.000000 | 2.0 | 0 | 0 | 0 | 0 |
3 | FOODS_1_001 | 2011-02-01 | 0.693147 | 2.0 | 0 | 0 | 0 | 0 |
4 | FOODS_1_001 | 2011-02-02 | 1.609438 | 2.0 | 0 | 0 | 0 | 0 |
📘 Available models in Azure AI If you are using an Azure AI endpoint, please be sure to setGreat! TimeGPT was done in 5.8 seconds and we now have predictions. However, those predictions are transformed, so we need to inverse the transformation to get back to the orignal scale. Therefore, we take the exponential and subtract one from each data point.model="azureai"
:nixtla_client.forecast(..., model="azureai")
For the public API, we support two models:timegpt-1
andtimegpt-1-long-horizon
. By default,timegpt-1
is used. Please see this tutorial on how and when to usetimegpt-1-long-horizon
.
unique_id | ds | TimeGPT | TimeGPT-lo-80 | TimeGPT-hi-80 | |
---|---|---|---|---|---|
0 | FOODS_1_001 | 2016-05-23 | 0.286841 | -0.267101 | 1.259465 |
1 | FOODS_1_001 | 2016-05-24 | 0.320482 | -0.241236 | 1.298046 |
2 | FOODS_1_001 | 2016-05-25 | 0.287392 | -0.362250 | 1.598791 |
3 | FOODS_1_001 | 2016-05-26 | 0.295326 | -0.145489 | 0.963542 |
4 | FOODS_1_001 | 2016-05-27 | 0.315868 | -0.166516 | 1.077437 |
statsforecast
by Nixtla provides a suite of statistical
models specifically built for intermittent forecasting, such as Croston,
IMAPA and TSB. Let’s use these models and see how they perform against
TimeGPT.
ds | CrostonClassic | CrostonOptimized | IMAPA | TSB | |
---|---|---|---|---|---|
unique_id | |||||
FOODS_1_001 | 2016-05-23 | 0.599093 | 0.599093 | 0.445779 | 0.396258 |
FOODS_1_001 | 2016-05-24 | 0.599093 | 0.599093 | 0.445779 | 0.396258 |
FOODS_1_001 | 2016-05-25 | 0.599093 | 0.599093 | 0.445779 | 0.396258 |
FOODS_1_001 | 2016-05-26 | 0.599093 | 0.599093 | 0.445779 | 0.396258 |
FOODS_1_001 | 2016-05-27 | 0.599093 | 0.599093 | 0.445779 | 0.396258 |
unique_id | ds | y | sell_price | event_type_Cultural | event_type_National | event_type_Religious | event_type_Sporting | TimeGPT | TimeGPT-lo-80 | TimeGPT-hi-80 | CrostonClassic | CrostonOptimized | IMAPA | TSB | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0 | FOODS_1_001 | 2016-05-23 | 1.386294 | 2.24 | 0 | 0 | 0 | 0 | 0.286841 | -0.267101 | 1.259465 | 0.599093 | 0.599093 | 0.445779 | 0.396258 |
1 | FOODS_1_001 | 2016-05-24 | 0.000000 | 2.24 | 0 | 0 | 0 | 0 | 0.320482 | -0.241236 | 1.298046 | 0.599093 | 0.599093 | 0.445779 | 0.396258 |
2 | FOODS_1_001 | 2016-05-25 | 0.000000 | 2.24 | 0 | 0 | 0 | 0 | 0.287392 | -0.362250 | 1.598791 | 0.599093 | 0.599093 | 0.445779 | 0.396258 |
3 | FOODS_1_001 | 2016-05-26 | 0.000000 | 2.24 | 0 | 0 | 0 | 0 | 0.295326 | -0.145489 | 0.963542 | 0.599093 | 0.599093 | 0.445779 | 0.396258 |
4 | FOODS_1_001 | 2016-05-27 | 1.945910 | 2.24 | 0 | 0 | 0 | 0 | 0.315868 | -0.166516 | 1.077437 | 0.599093 | 0.599093 | 0.445779 | 0.396258 |
TimeGPT | CrostonClassic | CrostonOptimized | IMAPA | TSB | |
---|---|---|---|---|---|
metric | |||||
mae | 0.492559 | 0.564563 | 0.580922 | 0.571943 | 0.567178 |
unique_id | ds | event_type_Cultural | event_type_National | event_type_Religious | event_type_Sporting | |
---|---|---|---|---|---|---|
0 | FOODS_1_001 | 2016-05-23 | 0 | 0 | 0 | 0 |
1 | FOODS_1_001 | 2016-05-24 | 0 | 0 | 0 | 0 |
2 | FOODS_1_001 | 2016-05-25 | 0 | 0 | 0 | 0 |
3 | FOODS_1_001 | 2016-05-26 | 0 | 0 | 0 | 0 |
4 | FOODS_1_001 | 2016-05-27 | 0 | 0 | 0 | 0 |
forecast
method and pass the futr_exog_df
in the X_df
parameter.
📘 Available models in Azure AI If you are using an Azure AI endpoint, please be sure to setGreat! Remember that the predictions are transformed, so we have to inverse the transformation again.model="azureai"
:nixtla_client.forecast(..., model="azureai")
For the public API, we support two models:timegpt-1
andtimegpt-1-long-horizon
. By default,timegpt-1
is used. Please see this tutorial on how and when to usetimegpt-1-long-horizon
.
unique_id | ds | TimeGPT_ex | TimeGPT-lo-80 | TimeGPT-hi-80 | |
---|---|---|---|---|---|
0 | FOODS_1_001 | 2016-05-23 | 0.281922 | -0.269902 | 1.250828 |
1 | FOODS_1_001 | 2016-05-24 | 0.313774 | -0.245091 | 1.286372 |
2 | FOODS_1_001 | 2016-05-25 | 0.285639 | -0.363119 | 1.595252 |
3 | FOODS_1_001 | 2016-05-26 | 0.295037 | -0.145679 | 0.963104 |
4 | FOODS_1_001 | 2016-05-27 | 0.315484 | -0.166760 | 1.076830 |
unique_id | ds | y | sell_price | event_type_Cultural | event_type_National | event_type_Religious | event_type_Sporting | TimeGPT | TimeGPT-lo-80 | TimeGPT-hi-80 | CrostonClassic | CrostonOptimized | IMAPA | TSB | TimeGPT_ex | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0 | FOODS_1_001 | 2016-05-23 | 1.386294 | 2.24 | 0 | 0 | 0 | 0 | 0.286841 | -0.267101 | 1.259465 | 0.599093 | 0.599093 | 0.445779 | 0.396258 | 0.281922 |
1 | FOODS_1_001 | 2016-05-24 | 0.000000 | 2.24 | 0 | 0 | 0 | 0 | 0.320482 | -0.241236 | 1.298046 | 0.599093 | 0.599093 | 0.445779 | 0.396258 | 0.313774 |
2 | FOODS_1_001 | 2016-05-25 | 0.000000 | 2.24 | 0 | 0 | 0 | 0 | 0.287392 | -0.362250 | 1.598791 | 0.599093 | 0.599093 | 0.445779 | 0.396258 | 0.285639 |
3 | FOODS_1_001 | 2016-05-26 | 0.000000 | 2.24 | 0 | 0 | 0 | 0 | 0.295326 | -0.145489 | 0.963542 | 0.599093 | 0.599093 | 0.445779 | 0.396258 | 0.295037 |
4 | FOODS_1_001 | 2016-05-27 | 1.945910 | 2.24 | 0 | 0 | 0 | 0 | 0.315868 | -0.166516 | 1.077437 | 0.599093 | 0.599093 | 0.445779 | 0.396258 | 0.315484 |
TimeGPT | CrostonClassic | CrostonOptimized | IMAPA | TSB | TimeGPT_ex | |
---|---|---|---|---|---|---|
metric | ||||||
mae | 0.492559 | 0.564563 | 0.580922 | 0.571943 | 0.567178 | 0.485352 |