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aicoe-aiops / time-series

A repository showing example analysis of time series data.
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Add forecasting notebook #20

Closed Shreyanand closed 3 years ago

Shreyanand commented 3 years ago

Related Issues and Dependencies

9

This introduces a breaking change

Description

In this notebook, I compare several forecasting techniques for an example dataset of a cluster metric.

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sesheta commented 3 years ago
Pre-Commit Test failed! Click here ``` [INFO] Initializing environment for git://github.com/Lucas-C/pre-commit-hooks. [INFO] Initializing environment for git://github.com/pre-commit/pre-commit-hooks. [INFO] Initializing environment for git://github.com/pycqa/pydocstyle.git. [INFO] Initializing environment for https://github.com/pre-commit/pre-commit-hooks. [INFO] Initializing environment for https://github.com/pre-commit/mirrors-mypy. [INFO] Initializing environment for https://github.com/psf/black. [INFO] Initializing environment for https://github.com/tomcatling/black-nb. [INFO] Initializing environment for https://github.com/s-weigand/flake8-nb. [INFO] Initializing environment for https://github.com/s-weigand/flake8-nb:pep8-naming. [INFO] Installing environment for git://github.com/Lucas-C/pre-commit-hooks. [INFO] Once installed this environment will be reused. [INFO] This may take a few minutes... [INFO] Installing environment for git://github.com/pre-commit/pre-commit-hooks. [INFO] Once installed this environment will be reused. [INFO] This may take a few minutes... [INFO] Installing environment for git://github.com/pycqa/pydocstyle.git. [INFO] Once installed this environment will be reused. [INFO] This may take a few minutes... [INFO] Installing environment for https://github.com/pre-commit/pre-commit-hooks. [INFO] Once installed this environment will be reused. [INFO] This may take a few minutes... [INFO] Installing environment for https://github.com/pre-commit/mirrors-mypy. [INFO] Once installed this environment will be reused. [INFO] This may take a few minutes... [INFO] Installing environment for https://github.com/psf/black. [INFO] Once installed this environment will be reused. [INFO] This may take a few minutes... [INFO] Installing environment for https://github.com/tomcatling/black-nb. [INFO] Once installed this environment will be reused. [INFO] This may take a few minutes... [INFO] Installing environment for https://github.com/s-weigand/flake8-nb. [INFO] Once installed this environment will be reused. [INFO] This may take a few minutes... Tabs remover.............................................................Passed Trim Trailing Whitespace.................................................Passed Check for merge conflicts................................................Passed Fix End of Files.........................................................Passed Tests should end in _test.py.........................(no files to check)Skipped Check for added large files..............................................Passed check BOM - deprecated: use fix-byte-order-marker........................Passed Check for case conflicts.................................................Passed Check docstring is first.................................................Passed Check JSON...............................................................Passed Check for broken symlinks............................(no files to check)Skipped Detect Private Key.......................................................Passed Check python ast.........................................................Passed Debug Statements (Python)................................................Passed pydocstyle...............................................................Passed Check Toml...............................................................Passed Check Yaml...............................................................Passed Fix End of Files.........................................................Passed Trim Trailing Whitespace.................................................Passed mypy.....................................................................Passed black....................................................................Passed black-nb.................................................................Failed - hook id: black-nb - files were modified by this hook 11 cells left unchanged. 59 cells left unchanged. 17 cells left unchanged. reformatted notebooks/ts-4-forecasting.ipynb 12 cells reformatted, 13 cells left unchanged. All done! 1 file reformatted, 3 files left unchanged. flake8-nb................................................................Failed - hook id: flake8-nb - exit code: 1 notebooks/ts-4-forecasting.ipynb#In[2]:10:1: F401 'statsmodels.tsa.stattools.adfuller' imported but unused notebooks/ts-4-forecasting.ipynb#In[2]:11:1: F401 'statsmodels.tsa.seasonal.seasonal_decompose' imported but unused notebooks/ts-4-forecasting.ipynb#In[2]:12:1: F401 'statsmodels.graphics.tsaplots as sgt' imported but unused notebooks/ts-4-forecasting.ipynb#In[2]:13:1: F401 'statsmodels.tsa.arima_model.ARMA' imported but unused notebooks/ts-4-forecasting.ipynb#In[2]:17:1: F401 'scipy.stats.distributions.chi2' imported but unused notebooks/ts-4-forecasting.ipynb#In[2]:18:1: F401 'numpy as np' imported but unused notebooks/ts-4-forecasting.ipynb#In[2]:21:1: F401 'itertools' imported but unused notebooks/ts-4-forecasting.ipynb#In[133]:2:20: F821 undefined name 'auto_arima_model' notebooks/ts-4-forecasting.ipynb#In[156]:2:2: N816 variable 'pred_ARIMA_312' in global scope should not be mixedCase notebooks/ts-4-forecasting.ipynb#In[156]:3:2: N816 variable 'pred_train_ARIMA_312' in global scope should not be mixedCase notebooks/ts-4-forecasting.ipynb#In[159]:2:2: N816 variable 'pred_ARIMA_313' in global scope should not be mixedCase notebooks/ts-4-forecasting.ipynb#In[159]:3:2: N816 variable 'pred_train_ARIMA_313' in global scope should not be mixedCase notebooks/ts-4-forecasting.ipynb#In[161]:4:2: N816 variable 'pred_SARIMA_3133134' in global scope should not be mixedCase notebooks/ts-4-forecasting.ipynb#In[161]:5:2: N816 variable 'pred_train_SARIMA_3133134' in global scope should not be mixedCase ```
MichaelClifford commented 3 years ago

/approve

sesheta commented 3 years ago

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review-notebook-app[bot] commented 3 years ago

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chauhankaranraj commented on 2021-04-07T14:27:27Z ----------------------------------------------------------------

Is there a particular reason for using these set of params i.e. (3, 1, 2) and (3, 1, 3) for this particular dataset, or is it more like trial and error? In either case, should we mention somewhere why these were chosen?


Shreyanand commented on 2021-04-07T14:49:07Z ----------------------------------------------------------------

Yup, so in the last notebook, we looked at how to find these parameters and we found these ones to have better AICs than the rest. Maybe I could add that in the markdown somewhere.

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chauhankaranraj commented on 2021-04-07T14:27:28Z ----------------------------------------------------------------

Should this cell have been a markdown-type cell?


Shreyanand commented on 2021-04-07T14:50:21Z ----------------------------------------------------------------

Yes, sloppy :D

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chauhankaranraj commented on 2021-04-07T14:27:28Z ----------------------------------------------------------------

Same thing here, should the reasoning for selecting (3, 1, 3) and (3, 1, 3, 4) be mentioned here?


chauhankaranraj commented 3 years ago

@Shreyanand looks like the PR got merged before I could submit review :cry:

aakankshaduggal commented 3 years ago

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chauhankaranraj commented on 2021-04-07T14:27:28Z

Same thing here, should the reasoning for selecting (3, 1, 3) and (3, 1, 3, 4) be mentioned here?

+1 I think it will be valuable to add reasoning since these parameters might change once we change the dataset, say next month.

Shreyanand commented 3 years ago

Yup, so in the last notebook, we looked at how to find these parameters and we found these ones to have better AICs than the rest.

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Shreyanand commented 3 years ago

Yes, sloppy :D

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