| \n", + " | Description | \n", + "Value | \n", + "
|---|---|---|
| 0 | \n", + "session_id | \n", + "123 | \n", + "
| 1 | \n", + "Target | \n", + "Number of airline passengers | \n", + "
| 2 | \n", + "Approach | \n", + "Univariate | \n", + "
| 3 | \n", + "Exogenous Variables | \n", + "Not Present | \n", + "
| 4 | \n", + "Original data shape | \n", + "(144, 1) | \n", + "
| 5 | \n", + "Transformed data shape | \n", + "(144, 1) | \n", + "
| 6 | \n", + "Transformed train set shape | \n", + "(141, 1) | \n", + "
| 7 | \n", + "Transformed test set shape | \n", + "(3, 1) | \n", + "
| 8 | \n", + "Rows with missing values | \n", + "0.0% | \n", + "
| 9 | \n", + "Fold Generator | \n", + "ExpandingWindowSplitter | \n", + "
| 10 | \n", + "Fold Number | \n", + "3 | \n", + "
| 11 | \n", + "Enforce Prediction Interval | \n", + "False | \n", + "
| 12 | \n", + "Splits used for hyperparameters | \n", + "all | \n", + "
| 13 | \n", + "User Defined Seasonal Period(s) | \n", + "None | \n", + "
| 14 | \n", + "Ignore Seasonality Test | \n", + "False | \n", + "
| 15 | \n", + "Seasonality Detection Algo | \n", + "auto | \n", + "
| 16 | \n", + "Max Period to Consider | \n", + "60 | \n", + "
| 17 | \n", + "Seasonal Period(s) Tested | \n", + "[12, 24, 36, 11, 48] | \n", + "
| 18 | \n", + "Significant Seasonal Period(s) | \n", + "[12, 24, 36, 11, 48] | \n", + "
| 19 | \n", + "Significant Seasonal Period(s) without Harmonics | \n", + "[48, 36, 11] | \n", + "
| 20 | \n", + "Remove Harmonics | \n", + "False | \n", + "
| 21 | \n", + "Harmonics Order Method | \n", + "harmonic_max | \n", + "
| 22 | \n", + "Num Seasonalities to Use | \n", + "1 | \n", + "
| 23 | \n", + "All Seasonalities to Use | \n", + "[12] | \n", + "
| 24 | \n", + "Primary Seasonality | \n", + "12 | \n", + "
| 25 | \n", + "Seasonality Present | \n", + "True | \n", + "
| 26 | \n", + "Target Strictly Positive | \n", + "True | \n", + "
| 27 | \n", + "Target White Noise | \n", + "No | \n", + "
| 28 | \n", + "Recommended d | \n", + "1 | \n", + "
| 29 | \n", + "Recommended Seasonal D | \n", + "1 | \n", + "
| 30 | \n", + "Preprocess | \n", + "False | \n", + "
| 31 | \n", + "CPU Jobs | \n", + "-1 | \n", + "
| 32 | \n", + "Use GPU | \n", + "False | \n", + "
| 33 | \n", + "Log Experiment | \n", + "False | \n", + "
| 34 | \n", + "Experiment Name | \n", + "ts-default-name | \n", + "
| 35 | \n", + "USI | \n", + "6b18 | \n", + "
| \n", + " | Description | \n", + "Value | \n", + "
|---|---|---|
| 0 | \n", + "session_id | \n", + "123 | \n", + "
| 1 | \n", + "Target | \n", + "Number of airline passengers | \n", + "
| 2 | \n", + "Approach | \n", + "Univariate | \n", + "
| 3 | \n", + "Exogenous Variables | \n", + "Not Present | \n", + "
| 4 | \n", + "Original data shape | \n", + "(144, 1) | \n", + "
| 5 | \n", + "Transformed data shape | \n", + "(144, 1) | \n", + "
| 6 | \n", + "Transformed train set shape | \n", + "(141, 1) | \n", + "
| 7 | \n", + "Transformed test set shape | \n", + "(3, 1) | \n", + "
| 8 | \n", + "Rows with missing values | \n", + "0.0% | \n", + "
| 9 | \n", + "Fold Generator | \n", + "ExpandingWindowSplitter | \n", + "
| 10 | \n", + "Fold Number | \n", + "3 | \n", + "
| 11 | \n", + "Enforce Prediction Interval | \n", + "False | \n", + "
| 12 | \n", + "Splits used for hyperparameters | \n", + "all | \n", + "
| 13 | \n", + "User Defined Seasonal Period(s) | \n", + "None | \n", + "
| 14 | \n", + "Ignore Seasonality Test | \n", + "False | \n", + "
| 15 | \n", + "Seasonality Detection Algo | \n", + "auto | \n", + "
| 16 | \n", + "Max Period to Consider | \n", + "60 | \n", + "
| 17 | \n", + "Seasonal Period(s) Tested | \n", + "[12, 24, 36, 11, 48] | \n", + "
| 18 | \n", + "Significant Seasonal Period(s) | \n", + "[12, 24, 36, 11, 48] | \n", + "
| 19 | \n", + "Significant Seasonal Period(s) without Harmonics | \n", + "[48, 36, 11] | \n", + "
| 20 | \n", + "Remove Harmonics | \n", + "False | \n", + "
| 21 | \n", + "Harmonics Order Method | \n", + "harmonic_max | \n", + "
| 22 | \n", + "Num Seasonalities to Use | \n", + "1 | \n", + "
| 23 | \n", + "All Seasonalities to Use | \n", + "[12] | \n", + "
| 24 | \n", + "Primary Seasonality | \n", + "12 | \n", + "
| 25 | \n", + "Seasonality Present | \n", + "True | \n", + "
| 26 | \n", + "Target Strictly Positive | \n", + "True | \n", + "
| 27 | \n", + "Target White Noise | \n", + "No | \n", + "
| 28 | \n", + "Recommended d | \n", + "1 | \n", + "
| 29 | \n", + "Recommended Seasonal D | \n", + "1 | \n", + "
| 30 | \n", + "Preprocess | \n", + "False | \n", + "
| 31 | \n", + "CPU Jobs | \n", + "-1 | \n", + "
| 32 | \n", + "Use GPU | \n", + "False | \n", + "
| 33 | \n", + "Log Experiment | \n", + "False | \n", + "
| 34 | \n", + "Experiment Name | \n", + "ts-default-name | \n", + "
| 35 | \n", + "USI | \n", + "a9da | \n", + "
| \n", + " | Test | \n", + "Test Name | \n", + "Data | \n", + "Property | \n", + "Setting | \n", + "Value | \n", + "
|---|---|---|---|---|---|---|
| 0 | \n", + "Summary | \n", + "Statistics | \n", + "Transformed | \n", + "Length | \n", + "\n", + " | 144.0 | \n", + "
| 1 | \n", + "Summary | \n", + "Statistics | \n", + "Transformed | \n", + "# Missing Values | \n", + "\n", + " | 0.0 | \n", + "
| 2 | \n", + "Summary | \n", + "Statistics | \n", + "Transformed | \n", + "Mean | \n", + "\n", + " | 280.298611 | \n", + "
| 3 | \n", + "Summary | \n", + "Statistics | \n", + "Transformed | \n", + "Median | \n", + "\n", + " | 265.5 | \n", + "
| 4 | \n", + "Summary | \n", + "Statistics | \n", + "Transformed | \n", + "Standard Deviation | \n", + "\n", + " | 119.966317 | \n", + "
| 5 | \n", + "Summary | \n", + "Statistics | \n", + "Transformed | \n", + "Variance | \n", + "\n", + " | 14391.917201 | \n", + "
| 6 | \n", + "Summary | \n", + "Statistics | \n", + "Transformed | \n", + "Kurtosis | \n", + "\n", + " | -0.364942 | \n", + "
| 7 | \n", + "Summary | \n", + "Statistics | \n", + "Transformed | \n", + "Skewness | \n", + "\n", + " | 0.58316 | \n", + "
| 8 | \n", + "Summary | \n", + "Statistics | \n", + "Transformed | \n", + "# Distinct Values | \n", + "\n", + " | 118.0 | \n", + "
| 9 | \n", + "White Noise | \n", + "Ljung-Box | \n", + "Transformed | \n", + "Test Statictic | \n", + "{'alpha': 0.05, 'K': 24} | \n", + "1606.083817 | \n", + "
| 10 | \n", + "White Noise | \n", + "Ljung-Box | \n", + "Transformed | \n", + "Test Statictic | \n", + "{'alpha': 0.05, 'K': 48} | \n", + "1933.155822 | \n", + "
| 11 | \n", + "White Noise | \n", + "Ljung-Box | \n", + "Transformed | \n", + "p-value | \n", + "{'alpha': 0.05, 'K': 24} | \n", + "0.0 | \n", + "
| 12 | \n", + "White Noise | \n", + "Ljung-Box | \n", + "Transformed | \n", + "p-value | \n", + "{'alpha': 0.05, 'K': 48} | \n", + "0.0 | \n", + "
| 13 | \n", + "White Noise | \n", + "Ljung-Box | \n", + "Transformed | \n", + "White Noise | \n", + "{'alpha': 0.05, 'K': 24} | \n", + "False | \n", + "
| 14 | \n", + "White Noise | \n", + "Ljung-Box | \n", + "Transformed | \n", + "White Noise | \n", + "{'alpha': 0.05, 'K': 48} | \n", + "False | \n", + "
| 15 | \n", + "Stationarity | \n", + "ADF | \n", + "Transformed | \n", + "Stationarity | \n", + "{'alpha': 0.05} | \n", + "False | \n", + "
| 16 | \n", + "Stationarity | \n", + "ADF | \n", + "Transformed | \n", + "p-value | \n", + "{'alpha': 0.05} | \n", + "0.99188 | \n", + "
| 17 | \n", + "Stationarity | \n", + "ADF | \n", + "Transformed | \n", + "Test Statistic | \n", + "{'alpha': 0.05} | \n", + "0.815369 | \n", + "
| 18 | \n", + "Stationarity | \n", + "ADF | \n", + "Transformed | \n", + "Critical Value 1% | \n", + "{'alpha': 0.05} | \n", + "-3.481682 | \n", + "
| 19 | \n", + "Stationarity | \n", + "ADF | \n", + "Transformed | \n", + "Critical Value 5% | \n", + "{'alpha': 0.05} | \n", + "-2.884042 | \n", + "
| 20 | \n", + "Stationarity | \n", + "ADF | \n", + "Transformed | \n", + "Critical Value 10% | \n", + "{'alpha': 0.05} | \n", + "-2.57877 | \n", + "
| 21 | \n", + "Stationarity | \n", + "KPSS | \n", + "Transformed | \n", + "Trend Stationarity | \n", + "{'alpha': 0.05} | \n", + "True | \n", + "
| 22 | \n", + "Stationarity | \n", + "KPSS | \n", + "Transformed | \n", + "p-value | \n", + "{'alpha': 0.05} | \n", + "0.1 | \n", + "
| 23 | \n", + "Stationarity | \n", + "KPSS | \n", + "Transformed | \n", + "Test Statistic | \n", + "{'alpha': 0.05} | \n", + "0.09615 | \n", + "
| 24 | \n", + "Stationarity | \n", + "KPSS | \n", + "Transformed | \n", + "Critical Value 10% | \n", + "{'alpha': 0.05} | \n", + "0.119 | \n", + "
| 25 | \n", + "Stationarity | \n", + "KPSS | \n", + "Transformed | \n", + "Critical Value 5% | \n", + "{'alpha': 0.05} | \n", + "0.146 | \n", + "
| 26 | \n", + "Stationarity | \n", + "KPSS | \n", + "Transformed | \n", + "Critical Value 2.5% | \n", + "{'alpha': 0.05} | \n", + "0.176 | \n", + "
| 27 | \n", + "Stationarity | \n", + "KPSS | \n", + "Transformed | \n", + "Critical Value 1% | \n", + "{'alpha': 0.05} | \n", + "0.216 | \n", + "
| 28 | \n", + "Normality | \n", + "Shapiro | \n", + "Transformed | \n", + "Normality | \n", + "{'alpha': 0.05} | \n", + "False | \n", + "
| 29 | \n", + "Normality | \n", + "Shapiro | \n", + "Transformed | \n", + "p-value | \n", + "{'alpha': 0.05} | \n", + "0.000068 | \n", + "
| \n", + " | Model | \n", + "MASE | \n", + "RMSSE | \n", + "MAE | \n", + "RMSE | \n", + "MAPE | \n", + "SMAPE | \n", + "R2 | \n", + "TT (Sec) | \n", + "
|---|---|---|---|---|---|---|---|---|---|
| ets | \n", + "ETS | \n", + "0.4912 | \n", + "0.5541 | \n", + "15.0943 | \n", + "19.3105 | \n", + "0.0318 | \n", + "0.0316 | \n", + "-0.4464 | \n", + "0.5433 | \n", + "
| exp_smooth | \n", + "Exponential Smoothing | \n", + "0.4929 | \n", + "0.5561 | \n", + "15.1477 | \n", + "19.3792 | \n", + "0.0320 | \n", + "0.0317 | \n", + "-0.4604 | \n", + "0.6000 | \n", + "
| arima | \n", + "ARIMA | \n", + "0.6964 | \n", + "0.7110 | \n", + "21.3757 | \n", + "24.7774 | \n", + "0.0447 | \n", + "0.0456 | \n", + "-0.5495 | \n", + "0.5467 | \n", + "
| auto_arima | \n", + "Auto ARIMA | \n", + "0.7136 | \n", + "0.6945 | \n", + "21.9389 | \n", + "24.2137 | \n", + "0.0459 | \n", + "0.0464 | \n", + "-0.5454 | \n", + "11.7333 | \n", + "
| par_cds_dt | \n", + "Passive Aggressive w/ Cond. Deseasonalize & Detrending | \n", + "0.7212 | \n", + "0.6696 | \n", + "22.1794 | \n", + "23.3673 | \n", + "0.0453 | \n", + "0.0468 | \n", + "0.0261 | \n", + "0.1200 | \n", + "
| lar_cds_dt | \n", + "Least Angular Regressor w/ Cond. Deseasonalize & Detrending | \n", + "0.8502 | \n", + "0.8264 | \n", + "26.2646 | \n", + "28.9923 | \n", + "0.0513 | \n", + "0.0534 | \n", + "0.0365 | \n", + "0.1100 | \n", + "
| huber_cds_dt | \n", + "Huber w/ Cond. Deseasonalize & Detrending | \n", + "0.8658 | \n", + "0.8362 | \n", + "26.7826 | \n", + "29.3947 | \n", + "0.0516 | \n", + "0.0536 | \n", + "0.1501 | \n", + "0.1233 | \n", + "
| lr_cds_dt | \n", + "Linear w/ Cond. Deseasonalize & Detrending | \n", + "0.8904 | \n", + "0.8722 | \n", + "27.5266 | \n", + "30.6243 | \n", + "0.0534 | \n", + "0.0555 | \n", + "-0.0092 | \n", + "0.5633 | \n", + "
| ridge_cds_dt | \n", + "Ridge w/ Cond. Deseasonalize & Detrending | \n", + "0.8905 | \n", + "0.8722 | \n", + "27.5270 | \n", + "30.6246 | \n", + "0.0534 | \n", + "0.0555 | \n", + "-0.0092 | \n", + "0.1200 | \n", + "
| en_cds_dt | \n", + "Elastic Net w/ Cond. Deseasonalize & Detrending | \n", + "0.8944 | \n", + "0.8746 | \n", + "27.6535 | \n", + "30.7127 | \n", + "0.0535 | \n", + "0.0557 | \n", + "-0.0063 | \n", + "0.1033 | \n", + "
| llar_cds_dt | \n", + "Lasso Least Angular Regressor w/ Cond. Deseasonalize & Detrending | \n", + "0.8966 | \n", + "0.8758 | \n", + "27.7224 | \n", + "30.7580 | \n", + "0.0536 | \n", + "0.0558 | \n", + "-0.0042 | \n", + "0.1233 | \n", + "
| lasso_cds_dt | \n", + "Lasso w/ Cond. Deseasonalize & Detrending | \n", + "0.8966 | \n", + "0.8759 | \n", + "27.7231 | \n", + "30.7594 | \n", + "0.0536 | \n", + "0.0558 | \n", + "-0.0040 | \n", + "0.1333 | \n", + "
| br_cds_dt | \n", + "Bayesian Ridge w/ Cond. Deseasonalize & Detrending | \n", + "0.9156 | \n", + "0.8878 | \n", + "28.3188 | \n", + "31.1821 | \n", + "0.0547 | \n", + "0.0569 | \n", + "-0.0209 | \n", + "0.1267 | \n", + "
| knn_cds_dt | \n", + "K Neighbors w/ Cond. Deseasonalize & Detrending | \n", + "1.0695 | \n", + "0.9924 | \n", + "33.1500 | \n", + "34.9277 | \n", + "0.0631 | \n", + "0.0656 | \n", + "-0.1682 | \n", + "0.1333 | \n", + "
| theta | \n", + "Theta Forecaster | \n", + "1.0839 | \n", + "1.0393 | \n", + "33.3223 | \n", + "36.2555 | \n", + "0.0686 | \n", + "0.0710 | \n", + "-1.7926 | \n", + "0.5200 | \n", + "
| et_cds_dt | \n", + "Extra Trees w/ Cond. Deseasonalize & Detrending | \n", + "1.1694 | \n", + "1.0884 | \n", + "36.2160 | \n", + "38.2729 | \n", + "0.0694 | \n", + "0.0727 | \n", + "-0.4352 | \n", + "0.1633 | \n", + "
| dt_cds_dt | \n", + "Decision Tree w/ Cond. Deseasonalize & Detrending | \n", + "1.1930 | \n", + "1.1346 | \n", + "36.9106 | \n", + "39.8518 | \n", + "0.0733 | \n", + "0.0769 | \n", + "-0.8135 | \n", + "0.0800 | \n", + "
| lightgbm_cds_dt | \n", + "Light Gradient Boosting w/ Cond. Deseasonalize & Detrending | \n", + "1.2019 | \n", + "1.1362 | \n", + "37.2359 | \n", + "39.9827 | \n", + "0.0713 | \n", + "0.0746 | \n", + "-0.6051 | \n", + "0.0867 | \n", + "
| omp_cds_dt | \n", + "Orthogonal Matching Pursuit w/ Cond. Deseasonalize & Detrending | \n", + "1.2171 | \n", + "1.1475 | \n", + "37.6457 | \n", + "40.3070 | \n", + "0.0724 | \n", + "0.0757 | \n", + "-0.7057 | \n", + "0.1233 | \n", + "
| ada_cds_dt | \n", + "AdaBoost w/ Cond. Deseasonalize & Detrending | \n", + "1.2415 | \n", + "1.1745 | \n", + "38.4873 | \n", + "41.3466 | \n", + "0.0728 | \n", + "0.0765 | \n", + "-0.5711 | \n", + "0.1267 | \n", + "
| rf_cds_dt | \n", + "Random Forest w/ Cond. Deseasonalize & Detrending | \n", + "1.2574 | \n", + "1.1837 | \n", + "38.8736 | \n", + "41.5480 | \n", + "0.0753 | \n", + "0.0789 | \n", + "-0.9458 | \n", + "0.1767 | \n", + "
| gbr_cds_dt | \n", + "Gradient Boosting w/ Cond. Deseasonalize & Detrending | \n", + "1.2702 | \n", + "1.1820 | \n", + "39.3004 | \n", + "41.5355 | \n", + "0.0760 | \n", + "0.0797 | \n", + "-0.8344 | \n", + "0.0967 | \n", + "
| xgboost_cds_dt | \n", + "Extreme Gradient Boosting w/ Cond. Deseasonalize & Detrending | \n", + "1.3198 | \n", + "1.2045 | \n", + "40.8342 | \n", + "42.3045 | \n", + "0.0792 | \n", + "0.0831 | \n", + "-0.9192 | \n", + "0.1100 | \n", + "
| naive | \n", + "Naive Forecaster | \n", + "1.5654 | \n", + "1.4951 | \n", + "48.4444 | \n", + "52.5232 | \n", + "0.0920 | \n", + "0.0981 | \n", + "-1.8344 | \n", + "0.7000 | \n", + "
| snaive | \n", + "Seasonal Naive Forecaster | \n", + "1.6741 | \n", + "1.5343 | \n", + "51.6667 | \n", + "53.7350 | \n", + "0.1052 | \n", + "0.1117 | \n", + "-4.5388 | \n", + "0.4767 | \n", + "
| polytrend | \n", + "Polynomial Trend Forecaster | \n", + "2.1553 | \n", + "2.1096 | \n", + "66.9817 | \n", + "74.4048 | \n", + "0.1241 | \n", + "0.1350 | \n", + "-4.2525 | \n", + "0.5067 | \n", + "
| croston | \n", + "Croston | \n", + "2.4565 | \n", + "2.3513 | \n", + "76.3953 | \n", + "82.9794 | \n", + "0.1394 | \n", + "0.1562 | \n", + "-4.5895 | \n", + "0.5100 | \n", + "
| grand_means | \n", + "Grand Means Forecaster | \n", + "7.3065 | \n", + "6.5029 | \n", + "226.0502 | \n", + "228.3880 | \n", + "0.4469 | \n", + "0.5821 | \n", + "-72.1183 | \n", + "0.4767 | \n", + "
| \n", + " | Model | \n", + "MASE | \n", + "RMSSE | \n", + "MAE | \n", + "RMSE | \n", + "MAPE | \n", + "SMAPE | \n", + "R2 | \n", + "TT (Sec) | \n", + "
|---|---|---|---|---|---|---|---|---|---|
| ets | \n", + "ETS | \n", + "0.4912 | \n", + "0.5541 | \n", + "15.0943 | \n", + "19.3105 | \n", + "0.0318 | \n", + "0.0316 | \n", + "-0.4464 | \n", + "0.0933 | \n", + "
| exp_smooth | \n", + "Exponential Smoothing | \n", + "0.4929 | \n", + "0.5561 | \n", + "15.1477 | \n", + "19.3792 | \n", + "0.0320 | \n", + "0.0317 | \n", + "-0.4604 | \n", + "0.1033 | \n", + "
| arima | \n", + "ARIMA | \n", + "0.6964 | \n", + "0.7110 | \n", + "21.3757 | \n", + "24.7774 | \n", + "0.0447 | \n", + "0.0456 | \n", + "-0.5495 | \n", + "0.0800 | \n", + "
| auto_arima | \n", + "Auto ARIMA | \n", + "0.7136 | \n", + "0.6945 | \n", + "21.9389 | \n", + "24.2137 | \n", + "0.0459 | \n", + "0.0464 | \n", + "-0.5454 | \n", + "11.5600 | \n", + "
| par_cds_dt | \n", + "Passive Aggressive w/ Cond. Deseasonalize & Detrending | \n", + "0.7212 | \n", + "0.6696 | \n", + "22.1794 | \n", + "23.3673 | \n", + "0.0453 | \n", + "0.0468 | \n", + "0.0261 | \n", + "0.0933 | \n", + "
| lar_cds_dt | \n", + "Least Angular Regressor w/ Cond. Deseasonalize & Detrending | \n", + "0.8502 | \n", + "0.8264 | \n", + "26.2646 | \n", + "28.9923 | \n", + "0.0513 | \n", + "0.0534 | \n", + "0.0365 | \n", + "0.0900 | \n", + "
| huber_cds_dt | \n", + "Huber w/ Cond. Deseasonalize & Detrending | \n", + "0.8658 | \n", + "0.8362 | \n", + "26.7826 | \n", + "29.3947 | \n", + "0.0516 | \n", + "0.0536 | \n", + "0.1501 | \n", + "0.0800 | \n", + "
| lr_cds_dt | \n", + "Linear w/ Cond. Deseasonalize & Detrending | \n", + "0.8904 | \n", + "0.8722 | \n", + "27.5266 | \n", + "30.6243 | \n", + "0.0534 | \n", + "0.0555 | \n", + "-0.0092 | \n", + "0.0800 | \n", + "
| ridge_cds_dt | \n", + "Ridge w/ Cond. Deseasonalize & Detrending | \n", + "0.8905 | \n", + "0.8722 | \n", + "27.5270 | \n", + "30.6246 | \n", + "0.0534 | \n", + "0.0555 | \n", + "-0.0092 | \n", + "0.0867 | \n", + "
| en_cds_dt | \n", + "Elastic Net w/ Cond. Deseasonalize & Detrending | \n", + "0.8944 | \n", + "0.8746 | \n", + "27.6535 | \n", + "30.7127 | \n", + "0.0535 | \n", + "0.0557 | \n", + "-0.0063 | \n", + "0.0967 | \n", + "
| llar_cds_dt | \n", + "Lasso Least Angular Regressor w/ Cond. Deseasonalize & Detrending | \n", + "0.8966 | \n", + "0.8758 | \n", + "27.7224 | \n", + "30.7580 | \n", + "0.0536 | \n", + "0.0558 | \n", + "-0.0042 | \n", + "0.0933 | \n", + "
| lasso_cds_dt | \n", + "Lasso w/ Cond. Deseasonalize & Detrending | \n", + "0.8966 | \n", + "0.8759 | \n", + "27.7231 | \n", + "30.7594 | \n", + "0.0536 | \n", + "0.0558 | \n", + "-0.0040 | \n", + "0.0767 | \n", + "
| br_cds_dt | \n", + "Bayesian Ridge w/ Cond. Deseasonalize & Detrending | \n", + "0.9156 | \n", + "0.8878 | \n", + "28.3188 | \n", + "31.1821 | \n", + "0.0547 | \n", + "0.0569 | \n", + "-0.0209 | \n", + "0.0900 | \n", + "
| knn_cds_dt | \n", + "K Neighbors w/ Cond. Deseasonalize & Detrending | \n", + "1.0695 | \n", + "0.9924 | \n", + "33.1500 | \n", + "34.9277 | \n", + "0.0631 | \n", + "0.0656 | \n", + "-0.1682 | \n", + "0.1000 | \n", + "
| theta | \n", + "Theta Forecaster | \n", + "1.0839 | \n", + "1.0393 | \n", + "33.3223 | \n", + "36.2555 | \n", + "0.0686 | \n", + "0.0710 | \n", + "-1.7926 | \n", + "0.0300 | \n", + "
| et_cds_dt | \n", + "Extra Trees w/ Cond. Deseasonalize & Detrending | \n", + "1.1694 | \n", + "1.0884 | \n", + "36.2160 | \n", + "38.2729 | \n", + "0.0694 | \n", + "0.0727 | \n", + "-0.4352 | \n", + "0.1633 | \n", + "
| dt_cds_dt | \n", + "Decision Tree w/ Cond. Deseasonalize & Detrending | \n", + "1.1930 | \n", + "1.1346 | \n", + "36.9106 | \n", + "39.8518 | \n", + "0.0733 | \n", + "0.0769 | \n", + "-0.8135 | \n", + "0.0933 | \n", + "
| lightgbm_cds_dt | \n", + "Light Gradient Boosting w/ Cond. Deseasonalize & Detrending | \n", + "1.2019 | \n", + "1.1362 | \n", + "37.2359 | \n", + "39.9827 | \n", + "0.0713 | \n", + "0.0746 | \n", + "-0.6051 | \n", + "0.0767 | \n", + "
| omp_cds_dt | \n", + "Orthogonal Matching Pursuit w/ Cond. Deseasonalize & Detrending | \n", + "1.2171 | \n", + "1.1475 | \n", + "37.6457 | \n", + "40.3070 | \n", + "0.0724 | \n", + "0.0757 | \n", + "-0.7057 | \n", + "0.0900 | \n", + "
| ada_cds_dt | \n", + "AdaBoost w/ Cond. Deseasonalize & Detrending | \n", + "1.2415 | \n", + "1.1745 | \n", + "38.4873 | \n", + "41.3466 | \n", + "0.0728 | \n", + "0.0765 | \n", + "-0.5711 | \n", + "0.1167 | \n", + "
| rf_cds_dt | \n", + "Random Forest w/ Cond. Deseasonalize & Detrending | \n", + "1.2574 | \n", + "1.1837 | \n", + "38.8736 | \n", + "41.5480 | \n", + "0.0753 | \n", + "0.0789 | \n", + "-0.9458 | \n", + "0.1700 | \n", + "
| gbr_cds_dt | \n", + "Gradient Boosting w/ Cond. Deseasonalize & Detrending | \n", + "1.2702 | \n", + "1.1820 | \n", + "39.3004 | \n", + "41.5355 | \n", + "0.0760 | \n", + "0.0797 | \n", + "-0.8344 | \n", + "0.1167 | \n", + "
| xgboost_cds_dt | \n", + "Extreme Gradient Boosting w/ Cond. Deseasonalize & Detrending | \n", + "1.3198 | \n", + "1.2045 | \n", + "40.8342 | \n", + "42.3045 | \n", + "0.0792 | \n", + "0.0831 | \n", + "-0.9192 | \n", + "0.1100 | \n", + "
| naive | \n", + "Naive Forecaster | \n", + "1.5654 | \n", + "1.4951 | \n", + "48.4444 | \n", + "52.5232 | \n", + "0.0920 | \n", + "0.0981 | \n", + "-1.8344 | \n", + "0.0267 | \n", + "
| snaive | \n", + "Seasonal Naive Forecaster | \n", + "1.6741 | \n", + "1.5343 | \n", + "51.6667 | \n", + "53.7350 | \n", + "0.1052 | \n", + "0.1117 | \n", + "-4.5388 | \n", + "0.0267 | \n", + "
| polytrend | \n", + "Polynomial Trend Forecaster | \n", + "2.1553 | \n", + "2.1096 | \n", + "66.9817 | \n", + "74.4048 | \n", + "0.1241 | \n", + "0.1350 | \n", + "-4.2525 | \n", + "0.0233 | \n", + "
| croston | \n", + "Croston | \n", + "2.4565 | \n", + "2.3513 | \n", + "76.3953 | \n", + "82.9794 | \n", + "0.1394 | \n", + "0.1562 | \n", + "-4.5895 | \n", + "0.0200 | \n", + "
| grand_means | \n", + "Grand Means Forecaster | \n", + "7.3065 | \n", + "6.5029 | \n", + "226.0502 | \n", + "228.3880 | \n", + "0.4469 | \n", + "0.5821 | \n", + "-72.1183 | \n", + "0.0167 | \n", + "
AutoETS(seasonal='mul', sp=12, trend='add')In a Jupyter environment, please rerun this cell to show the HTML representation or trust the notebook.
AutoETS(seasonal='mul', sp=12, trend='add')
| \n", + " | Model | \n", + "MASE | \n", + "RMSSE | \n", + "MAE | \n", + "RMSE | \n", + "MAPE | \n", + "SMAPE | \n", + "R2 | \n", + "
|---|---|---|---|---|---|---|---|---|
| 0 | \n", + "ETS | \n", + "0.2516 | \n", + "0.2962 | \n", + "8.0346 | \n", + "10.7422 | \n", + "0.0179 | \n", + "0.0182 | \n", + "0.8642 | \n", + "
| \n", + " | y_pred | \n", + "
|---|---|
| 1960-10 | \n", + "442.9862 | \n", + "
| 1960-11 | \n", + "388.2091 | \n", + "
| 1960-12 | \n", + "427.7009 | \n", + "
| \n", + " | y_pred | \n", + "
|---|---|
| 1960-10 | \n", + "442.9862 | \n", + "
| 1960-11 | \n", + "388.2091 | \n", + "
| 1960-12 | \n", + "427.7009 | \n", + "
| 1961-01 | \n", + "440.8288 | \n", + "
| 1961-02 | \n", + "414.1672 | \n", + "
| 1961-03 | \n", + "460.3095 | \n", + "
| 1961-04 | \n", + "489.8045 | \n", + "
| 1961-05 | \n", + "500.6160 | \n", + "
| 1961-06 | \n", + "567.9572 | \n", + "
| 1961-07 | \n", + "657.4233 | \n", + "
| 1961-08 | \n", + "648.7133 | \n", + "
| 1961-09 | \n", + "541.5307 | \n", + "
| 1961-10 | \n", + "472.1916 | \n", + "
| 1961-11 | \n", + "413.6633 | \n", + "
| 1961-12 | \n", + "455.5921 | \n", + "
| 1962-01 | \n", + "469.4208 | \n", + "
| 1962-02 | \n", + "440.8854 | \n", + "
| 1962-03 | \n", + "489.8456 | \n", + "
| 1962-04 | \n", + "521.0661 | \n", + "
| 1962-05 | \n", + "532.3985 | \n", + "
| 1962-06 | \n", + "603.8253 | \n", + "
| 1962-07 | \n", + "698.7240 | \n", + "
| 1962-08 | \n", + "689.2546 | \n", + "
| 1962-09 | \n", + "575.1983 | \n", + "
| 1962-10 | \n", + "501.3970 | \n", + "
| 1962-11 | \n", + "439.1175 | \n", + "
| 1962-12 | \n", + "483.4833 | \n", + "
| 1963-01 | \n", + "498.0127 | \n", + "
| 1963-02 | \n", + "467.6037 | \n", + "
| 1963-03 | \n", + "519.3818 | \n", + "
| 1963-04 | \n", + "552.3276 | \n", + "
| 1963-05 | \n", + "564.1811 | \n", + "
| 1963-06 | \n", + "639.6934 | \n", + "
| 1963-07 | \n", + "740.0248 | \n", + "
| 1963-08 | \n", + "729.7959 | \n", + "
| 1963-09 | \n", + "608.8659 | \n", + "
ForecastingPipeline(steps=[('forecaster',\n",
+ " TransformedTargetForecaster(steps=[('model',\n",
+ " AutoETS(seasonal='mul',\n",
+ " sp=12,\n",
+ " trend='add'))]))])In a Jupyter environment, please rerun this cell to show the HTML representation or trust the notebook. ForecastingPipeline(steps=[('forecaster',\n",
+ " TransformedTargetForecaster(steps=[('model',\n",
+ " AutoETS(seasonal='mul',\n",
+ " sp=12,\n",
+ " trend='add'))]))])| \n", + " | Description | \n", + "Value | \n", + "
|---|---|---|
| 0 | \n", + "session_id | \n", + "123 | \n", + "
| 1 | \n", + "Target | \n", + "Number of airline passengers | \n", + "
| 2 | \n", + "Approach | \n", + "Univariate | \n", + "
| 3 | \n", + "Exogenous Variables | \n", + "Not Present | \n", + "
| 4 | \n", + "Original data shape | \n", + "(144, 1) | \n", + "
| 5 | \n", + "Transformed data shape | \n", + "(144, 1) | \n", + "
| 6 | \n", + "Transformed train set shape | \n", + "(141, 1) | \n", + "
| 7 | \n", + "Transformed test set shape | \n", + "(3, 1) | \n", + "
| 8 | \n", + "Rows with missing values | \n", + "0.0% | \n", + "
| 9 | \n", + "Fold Generator | \n", + "ExpandingWindowSplitter | \n", + "
| 10 | \n", + "Fold Number | \n", + "3 | \n", + "
| 11 | \n", + "Enforce Prediction Interval | \n", + "False | \n", + "
| 12 | \n", + "Splits used for hyperparameters | \n", + "all | \n", + "
| 13 | \n", + "User Defined Seasonal Period(s) | \n", + "None | \n", + "
| 14 | \n", + "Ignore Seasonality Test | \n", + "False | \n", + "
| 15 | \n", + "Seasonality Detection Algo | \n", + "auto | \n", + "
| 16 | \n", + "Max Period to Consider | \n", + "60 | \n", + "
| 17 | \n", + "Seasonal Period(s) Tested | \n", + "[12, 24, 36, 11, 48] | \n", + "
| 18 | \n", + "Significant Seasonal Period(s) | \n", + "[12, 24, 36, 11, 48] | \n", + "
| 19 | \n", + "Significant Seasonal Period(s) without Harmonics | \n", + "[48, 36, 11] | \n", + "
| 20 | \n", + "Remove Harmonics | \n", + "False | \n", + "
| 21 | \n", + "Harmonics Order Method | \n", + "harmonic_max | \n", + "
| 22 | \n", + "Num Seasonalities to Use | \n", + "1 | \n", + "
| 23 | \n", + "All Seasonalities to Use | \n", + "[12] | \n", + "
| 24 | \n", + "Primary Seasonality | \n", + "12 | \n", + "
| 25 | \n", + "Seasonality Present | \n", + "True | \n", + "
| 26 | \n", + "Target Strictly Positive | \n", + "True | \n", + "
| 27 | \n", + "Target White Noise | \n", + "No | \n", + "
| 28 | \n", + "Recommended d | \n", + "1 | \n", + "
| 29 | \n", + "Recommended Seasonal D | \n", + "1 | \n", + "
| 30 | \n", + "Preprocess | \n", + "False | \n", + "
| 31 | \n", + "CPU Jobs | \n", + "-1 | \n", + "
| 32 | \n", + "Use GPU | \n", + "False | \n", + "
| 33 | \n", + "Log Experiment | \n", + "False | \n", + "
| 34 | \n", + "Experiment Name | \n", + "ts-default-name | \n", + "
| 35 | \n", + "USI | \n", + "d85f | \n", + "
| \n", + " | Description | \n", + "Value | \n", + "
|---|---|---|
| 0 | \n", + "session_id | \n", + "123 | \n", + "
| 1 | \n", + "Target | \n", + "Number of airline passengers | \n", + "
| 2 | \n", + "Approach | \n", + "Univariate | \n", + "
| 3 | \n", + "Exogenous Variables | \n", + "Not Present | \n", + "
| 4 | \n", + "Original data shape | \n", + "(144, 1) | \n", + "
| 5 | \n", + "Transformed data shape | \n", + "(144, 1) | \n", + "
| 6 | \n", + "Transformed train set shape | \n", + "(141, 1) | \n", + "
| 7 | \n", + "Transformed test set shape | \n", + "(3, 1) | \n", + "
| 8 | \n", + "Rows with missing values | \n", + "0.0% | \n", + "
| 9 | \n", + "Fold Generator | \n", + "ExpandingWindowSplitter | \n", + "
| 10 | \n", + "Fold Number | \n", + "3 | \n", + "
| 11 | \n", + "Enforce Prediction Interval | \n", + "False | \n", + "
| 12 | \n", + "Splits used for hyperparameters | \n", + "all | \n", + "
| 13 | \n", + "User Defined Seasonal Period(s) | \n", + "None | \n", + "
| 14 | \n", + "Ignore Seasonality Test | \n", + "False | \n", + "
| 15 | \n", + "Seasonality Detection Algo | \n", + "auto | \n", + "
| 16 | \n", + "Max Period to Consider | \n", + "60 | \n", + "
| 17 | \n", + "Seasonal Period(s) Tested | \n", + "[12, 24, 36, 11, 48] | \n", + "
| 18 | \n", + "Significant Seasonal Period(s) | \n", + "[12, 24, 36, 11, 48] | \n", + "
| 19 | \n", + "Significant Seasonal Period(s) without Harmonics | \n", + "[48, 36, 11] | \n", + "
| 20 | \n", + "Remove Harmonics | \n", + "False | \n", + "
| 21 | \n", + "Harmonics Order Method | \n", + "harmonic_max | \n", + "
| 22 | \n", + "Num Seasonalities to Use | \n", + "1 | \n", + "
| 23 | \n", + "All Seasonalities to Use | \n", + "[12] | \n", + "
| 24 | \n", + "Primary Seasonality | \n", + "12 | \n", + "
| 25 | \n", + "Seasonality Present | \n", + "True | \n", + "
| 26 | \n", + "Target Strictly Positive | \n", + "True | \n", + "
| 27 | \n", + "Target White Noise | \n", + "No | \n", + "
| 28 | \n", + "Recommended d | \n", + "1 | \n", + "
| 29 | \n", + "Recommended Seasonal D | \n", + "1 | \n", + "
| 30 | \n", + "Preprocess | \n", + "True | \n", + "
| 31 | \n", + "Numerical Imputation (Target) | \n", + "drift | \n", + "
| 32 | \n", + "Transformation (Target) | \n", + "None | \n", + "
| 33 | \n", + "Scaling (Target) | \n", + "None | \n", + "
| 34 | \n", + "Feature Engineering (Target) - Reduced Regression | \n", + "False | \n", + "
| 35 | \n", + "CPU Jobs | \n", + "-1 | \n", + "
| 36 | \n", + "Use GPU | \n", + "False | \n", + "
| 37 | \n", + "Log Experiment | \n", + "False | \n", + "
| 38 | \n", + "Experiment Name | \n", + "ts-default-name | \n", + "
| 39 | \n", + "USI | \n", + "7a02 | \n", + "
| \n", + " | Model | \n", + "MASE | \n", + "RMSSE | \n", + "MAE | \n", + "RMSE | \n", + "MAPE | \n", + "SMAPE | \n", + "R2 | \n", + "TT (Sec) | \n", + "
|---|---|---|---|---|---|---|---|---|---|
| ets | \n", + "ETS | \n", + "0.4912 | \n", + "0.5541 | \n", + "15.0943 | \n", + "19.3105 | \n", + "0.0318 | \n", + "0.0316 | \n", + "-0.4464 | \n", + "0.1100 | \n", + "
| exp_smooth | \n", + "Exponential Smoothing | \n", + "0.4929 | \n", + "0.5561 | \n", + "15.1477 | \n", + "19.3792 | \n", + "0.0320 | \n", + "0.0317 | \n", + "-0.4604 | \n", + "0.1133 | \n", + "
| arima | \n", + "ARIMA | \n", + "0.6964 | \n", + "0.7110 | \n", + "21.3757 | \n", + "24.7774 | \n", + "0.0447 | \n", + "0.0456 | \n", + "-0.5495 | \n", + "0.0967 | \n", + "
| auto_arima | \n", + "Auto ARIMA | \n", + "0.7136 | \n", + "0.6945 | \n", + "21.9389 | \n", + "24.2137 | \n", + "0.0459 | \n", + "0.0464 | \n", + "-0.5454 | \n", + "11.5833 | \n", + "
| par_cds_dt | \n", + "Passive Aggressive w/ Cond. Deseasonalize & Detrending | \n", + "0.7212 | \n", + "0.6696 | \n", + "22.1794 | \n", + "23.3673 | \n", + "0.0453 | \n", + "0.0468 | \n", + "0.0261 | \n", + "0.0833 | \n", + "
| lar_cds_dt | \n", + "Least Angular Regressor w/ Cond. Deseasonalize & Detrending | \n", + "0.8502 | \n", + "0.8264 | \n", + "26.2646 | \n", + "28.9923 | \n", + "0.0513 | \n", + "0.0534 | \n", + "0.0365 | \n", + "0.0833 | \n", + "
| huber_cds_dt | \n", + "Huber w/ Cond. Deseasonalize & Detrending | \n", + "0.8658 | \n", + "0.8362 | \n", + "26.7826 | \n", + "29.3947 | \n", + "0.0516 | \n", + "0.0536 | \n", + "0.1501 | \n", + "0.0867 | \n", + "
| lr_cds_dt | \n", + "Linear w/ Cond. Deseasonalize & Detrending | \n", + "0.8904 | \n", + "0.8722 | \n", + "27.5266 | \n", + "30.6243 | \n", + "0.0534 | \n", + "0.0555 | \n", + "-0.0092 | \n", + "0.1033 | \n", + "
| ridge_cds_dt | \n", + "Ridge w/ Cond. Deseasonalize & Detrending | \n", + "0.8905 | \n", + "0.8722 | \n", + "27.5270 | \n", + "30.6246 | \n", + "0.0534 | \n", + "0.0555 | \n", + "-0.0092 | \n", + "0.1000 | \n", + "
| en_cds_dt | \n", + "Elastic Net w/ Cond. Deseasonalize & Detrending | \n", + "0.8944 | \n", + "0.8746 | \n", + "27.6535 | \n", + "30.7127 | \n", + "0.0535 | \n", + "0.0557 | \n", + "-0.0063 | \n", + "0.1033 | \n", + "
| llar_cds_dt | \n", + "Lasso Least Angular Regressor w/ Cond. Deseasonalize & Detrending | \n", + "0.8966 | \n", + "0.8758 | \n", + "27.7224 | \n", + "30.7580 | \n", + "0.0536 | \n", + "0.0558 | \n", + "-0.0042 | \n", + "0.0867 | \n", + "
| lasso_cds_dt | \n", + "Lasso w/ Cond. Deseasonalize & Detrending | \n", + "0.8966 | \n", + "0.8759 | \n", + "27.7231 | \n", + "30.7594 | \n", + "0.0536 | \n", + "0.0558 | \n", + "-0.0040 | \n", + "0.1067 | \n", + "
| br_cds_dt | \n", + "Bayesian Ridge w/ Cond. Deseasonalize & Detrending | \n", + "0.9156 | \n", + "0.8878 | \n", + "28.3188 | \n", + "31.1821 | \n", + "0.0547 | \n", + "0.0569 | \n", + "-0.0209 | \n", + "0.0767 | \n", + "
| knn_cds_dt | \n", + "K Neighbors w/ Cond. Deseasonalize & Detrending | \n", + "1.0695 | \n", + "0.9924 | \n", + "33.1500 | \n", + "34.9277 | \n", + "0.0631 | \n", + "0.0656 | \n", + "-0.1682 | \n", + "0.0967 | \n", + "
| theta | \n", + "Theta Forecaster | \n", + "1.0839 | \n", + "1.0393 | \n", + "33.3223 | \n", + "36.2555 | \n", + "0.0686 | \n", + "0.0710 | \n", + "-1.7926 | \n", + "0.0533 | \n", + "
| et_cds_dt | \n", + "Extra Trees w/ Cond. Deseasonalize & Detrending | \n", + "1.1694 | \n", + "1.0884 | \n", + "36.2160 | \n", + "38.2729 | \n", + "0.0694 | \n", + "0.0727 | \n", + "-0.4352 | \n", + "0.1567 | \n", + "
| dt_cds_dt | \n", + "Decision Tree w/ Cond. Deseasonalize & Detrending | \n", + "1.1930 | \n", + "1.1346 | \n", + "36.9106 | \n", + "39.8518 | \n", + "0.0733 | \n", + "0.0769 | \n", + "-0.8135 | \n", + "0.0833 | \n", + "
| lightgbm_cds_dt | \n", + "Light Gradient Boosting w/ Cond. Deseasonalize & Detrending | \n", + "1.2019 | \n", + "1.1362 | \n", + "37.2359 | \n", + "39.9827 | \n", + "0.0713 | \n", + "0.0746 | \n", + "-0.6051 | \n", + "0.0867 | \n", + "
| omp_cds_dt | \n", + "Orthogonal Matching Pursuit w/ Cond. Deseasonalize & Detrending | \n", + "1.2171 | \n", + "1.1475 | \n", + "37.6457 | \n", + "40.3070 | \n", + "0.0724 | \n", + "0.0757 | \n", + "-0.7057 | \n", + "0.0800 | \n", + "
| ada_cds_dt | \n", + "AdaBoost w/ Cond. Deseasonalize & Detrending | \n", + "1.2415 | \n", + "1.1745 | \n", + "38.4873 | \n", + "41.3466 | \n", + "0.0728 | \n", + "0.0765 | \n", + "-0.5711 | \n", + "0.1133 | \n", + "
| rf_cds_dt | \n", + "Random Forest w/ Cond. Deseasonalize & Detrending | \n", + "1.2574 | \n", + "1.1837 | \n", + "38.8736 | \n", + "41.5480 | \n", + "0.0753 | \n", + "0.0789 | \n", + "-0.9458 | \n", + "0.1667 | \n", + "
| gbr_cds_dt | \n", + "Gradient Boosting w/ Cond. Deseasonalize & Detrending | \n", + "1.2702 | \n", + "1.1820 | \n", + "39.3004 | \n", + "41.5355 | \n", + "0.0760 | \n", + "0.0797 | \n", + "-0.8344 | \n", + "0.1033 | \n", + "
| xgboost_cds_dt | \n", + "Extreme Gradient Boosting w/ Cond. Deseasonalize & Detrending | \n", + "1.3198 | \n", + "1.2045 | \n", + "40.8342 | \n", + "42.3045 | \n", + "0.0792 | \n", + "0.0831 | \n", + "-0.9192 | \n", + "0.1133 | \n", + "
| naive | \n", + "Naive Forecaster | \n", + "1.5654 | \n", + "1.4951 | \n", + "48.4444 | \n", + "52.5232 | \n", + "0.0920 | \n", + "0.0981 | \n", + "-1.8344 | \n", + "0.0433 | \n", + "
| snaive | \n", + "Seasonal Naive Forecaster | \n", + "1.6741 | \n", + "1.5343 | \n", + "51.6667 | \n", + "53.7350 | \n", + "0.1052 | \n", + "0.1117 | \n", + "-4.5388 | \n", + "0.0467 | \n", + "
| polytrend | \n", + "Polynomial Trend Forecaster | \n", + "2.1553 | \n", + "2.1096 | \n", + "66.9817 | \n", + "74.4048 | \n", + "0.1241 | \n", + "0.1350 | \n", + "-4.2525 | \n", + "0.0367 | \n", + "
| croston | \n", + "Croston | \n", + "2.4565 | \n", + "2.3513 | \n", + "76.3953 | \n", + "82.9794 | \n", + "0.1394 | \n", + "0.1562 | \n", + "-4.5895 | \n", + "0.0400 | \n", + "
| grand_means | \n", + "Grand Means Forecaster | \n", + "7.3065 | \n", + "6.5029 | \n", + "226.0502 | \n", + "228.3880 | \n", + "0.4469 | \n", + "0.5821 | \n", + "-72.1183 | \n", + "0.0467 | \n", + "
| \n", + " | Name | \n", + "Reference | \n", + "Turbo | \n", + "
|---|---|---|---|
| ID | \n", + "\n", + " | \n", + " | \n", + " |
| naive | \n", + "Naive Forecaster | \n", + "sktime.forecasting.naive.NaiveForecaster | \n", + "True | \n", + "
| grand_means | \n", + "Grand Means Forecaster | \n", + "sktime.forecasting.naive.NaiveForecaster | \n", + "True | \n", + "
| snaive | \n", + "Seasonal Naive Forecaster | \n", + "sktime.forecasting.naive.NaiveForecaster | \n", + "True | \n", + "
| polytrend | \n", + "Polynomial Trend Forecaster | \n", + "sktime.forecasting.trend.PolynomialTrendForeca... | \n", + "True | \n", + "
| arima | \n", + "ARIMA | \n", + "sktime.forecasting.arima.ARIMA | \n", + "True | \n", + "
| auto_arima | \n", + "Auto ARIMA | \n", + "sktime.forecasting.arima.AutoARIMA | \n", + "True | \n", + "
| exp_smooth | \n", + "Exponential Smoothing | \n", + "sktime.forecasting.exp_smoothing.ExponentialSm... | \n", + "True | \n", + "
| croston | \n", + "Croston | \n", + "sktime.forecasting.croston.Croston | \n", + "True | \n", + "
| ets | \n", + "ETS | \n", + "sktime.forecasting.ets.AutoETS | \n", + "True | \n", + "
| theta | \n", + "Theta Forecaster | \n", + "sktime.forecasting.theta.ThetaForecaster | \n", + "True | \n", + "
| tbats | \n", + "TBATS | \n", + "sktime.forecasting.tbats.TBATS | \n", + "False | \n", + "
| bats | \n", + "BATS | \n", + "sktime.forecasting.bats.BATS | \n", + "False | \n", + "
| lr_cds_dt | \n", + "Linear w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| en_cds_dt | \n", + "Elastic Net w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| ridge_cds_dt | \n", + "Ridge w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| lasso_cds_dt | \n", + "Lasso w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| lar_cds_dt | \n", + "Least Angular Regressor w/ Cond. Deseasonalize... | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| llar_cds_dt | \n", + "Lasso Least Angular Regressor w/ Cond. Deseaso... | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| br_cds_dt | \n", + "Bayesian Ridge w/ Cond. Deseasonalize & Detren... | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| huber_cds_dt | \n", + "Huber w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| par_cds_dt | \n", + "Passive Aggressive w/ Cond. Deseasonalize & De... | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| omp_cds_dt | \n", + "Orthogonal Matching Pursuit w/ Cond. Deseasona... | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| knn_cds_dt | \n", + "K Neighbors w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| dt_cds_dt | \n", + "Decision Tree w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| rf_cds_dt | \n", + "Random Forest w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| et_cds_dt | \n", + "Extra Trees w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| gbr_cds_dt | \n", + "Gradient Boosting w/ Cond. Deseasonalize & Det... | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| ada_cds_dt | \n", + "AdaBoost w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| xgboost_cds_dt | \n", + "Extreme Gradient Boosting w/ Cond. Deseasonali... | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| lightgbm_cds_dt | \n", + "Light Gradient Boosting w/ Cond. Deseasonalize... | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| \n", + " | Model | \n", + "MASE | \n", + "RMSSE | \n", + "MAE | \n", + "RMSE | \n", + "MAPE | \n", + "SMAPE | \n", + "R2 | \n", + "TT (Sec) | \n", + "
|---|---|---|---|---|---|---|---|---|---|
| ets | \n", + "ETS | \n", + "0.4912 | \n", + "0.5541 | \n", + "15.0943 | \n", + "19.3105 | \n", + "0.0318 | \n", + "0.0316 | \n", + "-0.4464 | \n", + "0.0900 | \n", + "
| arima | \n", + "ARIMA | \n", + "0.6964 | \n", + "0.7110 | \n", + "21.3757 | \n", + "24.7774 | \n", + "0.0447 | \n", + "0.0456 | \n", + "-0.5495 | \n", + "0.0700 | \n", + "
| theta | \n", + "Theta Forecaster | \n", + "1.0839 | \n", + "1.0393 | \n", + "33.3223 | \n", + "36.2555 | \n", + "0.0686 | \n", + "0.0710 | \n", + "-1.7926 | \n", + "0.0333 | \n", + "
| naive | \n", + "Naive Forecaster | \n", + "1.5654 | \n", + "1.4951 | \n", + "48.4444 | \n", + "52.5232 | \n", + "0.0920 | \n", + "0.0981 | \n", + "-1.8344 | \n", + "0.0267 | \n", + "
| snaive | \n", + "Seasonal Naive Forecaster | \n", + "1.6741 | \n", + "1.5343 | \n", + "51.6667 | \n", + "53.7350 | \n", + "0.1052 | \n", + "0.1117 | \n", + "-4.5388 | \n", + "0.0267 | \n", + "
| polytrend | \n", + "Polynomial Trend Forecaster | \n", + "2.1553 | \n", + "2.1096 | \n", + "66.9817 | \n", + "74.4048 | \n", + "0.1241 | \n", + "0.1350 | \n", + "-4.2525 | \n", + "0.0267 | \n", + "
| grand_means | \n", + "Grand Means Forecaster | \n", + "7.3065 | \n", + "6.5029 | \n", + "226.0502 | \n", + "228.3880 | \n", + "0.4469 | \n", + "0.5821 | \n", + "-72.1183 | \n", + "0.0300 | \n", + "
AutoETS(seasonal='mul', sp=12, trend='add')In a Jupyter environment, please rerun this cell to show the HTML representation or trust the notebook.
AutoETS(seasonal='mul', sp=12, trend='add')
| \n", + " | Model | \n", + "MASE | \n", + "RMSSE | \n", + "MAE | \n", + "RMSE | \n", + "MAPE | \n", + "SMAPE | \n", + "R2 | \n", + "TT (Sec) | \n", + "
|---|---|---|---|---|---|---|---|---|---|
| ets | \n", + "ETS | \n", + "0.4912 | \n", + "0.5541 | \n", + "15.0943 | \n", + "19.3105 | \n", + "0.0318 | \n", + "0.0316 | \n", + "-0.4464 | \n", + "0.0900 | \n", + "
| arima | \n", + "ARIMA | \n", + "0.6964 | \n", + "0.711 | \n", + "21.3757 | \n", + "24.7774 | \n", + "0.0447 | \n", + "0.0456 | \n", + "-0.5495 | \n", + "0.0700 | \n", + "
| theta | \n", + "Theta Forecaster | \n", + "1.0839 | \n", + "1.0393 | \n", + "33.3223 | \n", + "36.2555 | \n", + "0.0686 | \n", + "0.071 | \n", + "-1.7926 | \n", + "0.0333 | \n", + "
| naive | \n", + "Naive Forecaster | \n", + "1.5654 | \n", + "1.4951 | \n", + "48.4444 | \n", + "52.5232 | \n", + "0.092 | \n", + "0.0981 | \n", + "-1.8344 | \n", + "0.0267 | \n", + "
| snaive | \n", + "Seasonal Naive Forecaster | \n", + "1.6741 | \n", + "1.5343 | \n", + "51.6667 | \n", + "53.735 | \n", + "0.1052 | \n", + "0.1117 | \n", + "-4.5388 | \n", + "0.0267 | \n", + "
| polytrend | \n", + "Polynomial Trend Forecaster | \n", + "2.1553 | \n", + "2.1096 | \n", + "66.9817 | \n", + "74.4048 | \n", + "0.1241 | \n", + "0.135 | \n", + "-4.2525 | \n", + "0.0267 | \n", + "
| grand_means | \n", + "Grand Means Forecaster | \n", + "7.3065 | \n", + "6.5029 | \n", + "226.0502 | \n", + "228.388 | \n", + "0.4469 | \n", + "0.5821 | \n", + "-72.1183 | \n", + "0.0300 | \n", + "
| \n", + " | Model | \n", + "MASE | \n", + "RMSSE | \n", + "MAE | \n", + "RMSE | \n", + "MAPE | \n", + "SMAPE | \n", + "R2 | \n", + "TT (Sec) | \n", + "
|---|---|---|---|---|---|---|---|---|---|
| ets | \n", + "ETS | \n", + "0.4912 | \n", + "0.5541 | \n", + "15.0943 | \n", + "19.3105 | \n", + "0.0318 | \n", + "0.0316 | \n", + "-0.4464 | \n", + "0.1100 | \n", + "
| exp_smooth | \n", + "Exponential Smoothing | \n", + "0.4929 | \n", + "0.5561 | \n", + "15.1477 | \n", + "19.3792 | \n", + "0.0320 | \n", + "0.0317 | \n", + "-0.4604 | \n", + "0.0867 | \n", + "
| arima | \n", + "ARIMA | \n", + "0.6964 | \n", + "0.7110 | \n", + "21.3757 | \n", + "24.7774 | \n", + "0.0447 | \n", + "0.0456 | \n", + "-0.5495 | \n", + "0.0767 | \n", + "
| auto_arima | \n", + "Auto ARIMA | \n", + "0.7136 | \n", + "0.6945 | \n", + "21.9389 | \n", + "24.2137 | \n", + "0.0459 | \n", + "0.0464 | \n", + "-0.5454 | \n", + "11.3167 | \n", + "
| par_cds_dt | \n", + "Passive Aggressive w/ Cond. Deseasonalize & Detrending | \n", + "0.7212 | \n", + "0.6696 | \n", + "22.1794 | \n", + "23.3673 | \n", + "0.0453 | \n", + "0.0468 | \n", + "0.0261 | \n", + "0.1033 | \n", + "
| lar_cds_dt | \n", + "Least Angular Regressor w/ Cond. Deseasonalize & Detrending | \n", + "0.8502 | \n", + "0.8264 | \n", + "26.2646 | \n", + "28.9923 | \n", + "0.0513 | \n", + "0.0534 | \n", + "0.0365 | \n", + "0.1000 | \n", + "
| huber_cds_dt | \n", + "Huber w/ Cond. Deseasonalize & Detrending | \n", + "0.8658 | \n", + "0.8362 | \n", + "26.7826 | \n", + "29.3947 | \n", + "0.0516 | \n", + "0.0536 | \n", + "0.1501 | \n", + "0.1067 | \n", + "
| lr_cds_dt | \n", + "Linear w/ Cond. Deseasonalize & Detrending | \n", + "0.8904 | \n", + "0.8722 | \n", + "27.5266 | \n", + "30.6243 | \n", + "0.0534 | \n", + "0.0555 | \n", + "-0.0092 | \n", + "0.0967 | \n", + "
| ridge_cds_dt | \n", + "Ridge w/ Cond. Deseasonalize & Detrending | \n", + "0.8905 | \n", + "0.8722 | \n", + "27.5270 | \n", + "30.6246 | \n", + "0.0534 | \n", + "0.0555 | \n", + "-0.0092 | \n", + "0.0967 | \n", + "
| en_cds_dt | \n", + "Elastic Net w/ Cond. Deseasonalize & Detrending | \n", + "0.8944 | \n", + "0.8746 | \n", + "27.6535 | \n", + "30.7127 | \n", + "0.0535 | \n", + "0.0557 | \n", + "-0.0063 | \n", + "0.1033 | \n", + "
| llar_cds_dt | \n", + "Lasso Least Angular Regressor w/ Cond. Deseasonalize & Detrending | \n", + "0.8966 | \n", + "0.8758 | \n", + "27.7224 | \n", + "30.7580 | \n", + "0.0536 | \n", + "0.0558 | \n", + "-0.0042 | \n", + "0.1033 | \n", + "
| lasso_cds_dt | \n", + "Lasso w/ Cond. Deseasonalize & Detrending | \n", + "0.8966 | \n", + "0.8759 | \n", + "27.7231 | \n", + "30.7594 | \n", + "0.0536 | \n", + "0.0558 | \n", + "-0.0040 | \n", + "0.1100 | \n", + "
| br_cds_dt | \n", + "Bayesian Ridge w/ Cond. Deseasonalize & Detrending | \n", + "0.9156 | \n", + "0.8878 | \n", + "28.3188 | \n", + "31.1821 | \n", + "0.0547 | \n", + "0.0569 | \n", + "-0.0209 | \n", + "0.1033 | \n", + "
| knn_cds_dt | \n", + "K Neighbors w/ Cond. Deseasonalize & Detrending | \n", + "1.0695 | \n", + "0.9924 | \n", + "33.1500 | \n", + "34.9277 | \n", + "0.0631 | \n", + "0.0656 | \n", + "-0.1682 | \n", + "0.1133 | \n", + "
| theta | \n", + "Theta Forecaster | \n", + "1.0839 | \n", + "1.0393 | \n", + "33.3223 | \n", + "36.2555 | \n", + "0.0686 | \n", + "0.0710 | \n", + "-1.7926 | \n", + "0.0533 | \n", + "
| et_cds_dt | \n", + "Extra Trees w/ Cond. Deseasonalize & Detrending | \n", + "1.1694 | \n", + "1.0884 | \n", + "36.2160 | \n", + "38.2729 | \n", + "0.0694 | \n", + "0.0727 | \n", + "-0.4352 | \n", + "0.1667 | \n", + "
| dt_cds_dt | \n", + "Decision Tree w/ Cond. Deseasonalize & Detrending | \n", + "1.1930 | \n", + "1.1346 | \n", + "36.9106 | \n", + "39.8518 | \n", + "0.0733 | \n", + "0.0769 | \n", + "-0.8135 | \n", + "0.1000 | \n", + "
| lightgbm_cds_dt | \n", + "Light Gradient Boosting w/ Cond. Deseasonalize & Detrending | \n", + "1.2019 | \n", + "1.1362 | \n", + "37.2359 | \n", + "39.9827 | \n", + "0.0713 | \n", + "0.0746 | \n", + "-0.6051 | \n", + "0.1100 | \n", + "
| omp_cds_dt | \n", + "Orthogonal Matching Pursuit w/ Cond. Deseasonalize & Detrending | \n", + "1.2171 | \n", + "1.1475 | \n", + "37.6457 | \n", + "40.3070 | \n", + "0.0724 | \n", + "0.0757 | \n", + "-0.7057 | \n", + "0.1000 | \n", + "
| ada_cds_dt | \n", + "AdaBoost w/ Cond. Deseasonalize & Detrending | \n", + "1.2415 | \n", + "1.1745 | \n", + "38.4873 | \n", + "41.3466 | \n", + "0.0728 | \n", + "0.0765 | \n", + "-0.5711 | \n", + "0.1300 | \n", + "
| rf_cds_dt | \n", + "Random Forest w/ Cond. Deseasonalize & Detrending | \n", + "1.2574 | \n", + "1.1837 | \n", + "38.8736 | \n", + "41.5480 | \n", + "0.0753 | \n", + "0.0789 | \n", + "-0.9458 | \n", + "0.1933 | \n", + "
| gbr_cds_dt | \n", + "Gradient Boosting w/ Cond. Deseasonalize & Detrending | \n", + "1.2702 | \n", + "1.1820 | \n", + "39.3004 | \n", + "41.5355 | \n", + "0.0760 | \n", + "0.0797 | \n", + "-0.8344 | \n", + "0.1233 | \n", + "
| xgboost_cds_dt | \n", + "Extreme Gradient Boosting w/ Cond. Deseasonalize & Detrending | \n", + "1.3198 | \n", + "1.2045 | \n", + "40.8342 | \n", + "42.3045 | \n", + "0.0792 | \n", + "0.0831 | \n", + "-0.9192 | \n", + "0.1267 | \n", + "
| naive | \n", + "Naive Forecaster | \n", + "1.5654 | \n", + "1.4951 | \n", + "48.4444 | \n", + "52.5232 | \n", + "0.0920 | \n", + "0.0981 | \n", + "-1.8344 | \n", + "0.0267 | \n", + "
| snaive | \n", + "Seasonal Naive Forecaster | \n", + "1.6741 | \n", + "1.5343 | \n", + "51.6667 | \n", + "53.7350 | \n", + "0.1052 | \n", + "0.1117 | \n", + "-4.5388 | \n", + "0.0300 | \n", + "
| polytrend | \n", + "Polynomial Trend Forecaster | \n", + "2.1553 | \n", + "2.1096 | \n", + "66.9817 | \n", + "74.4048 | \n", + "0.1241 | \n", + "0.1350 | \n", + "-4.2525 | \n", + "0.0300 | \n", + "
| croston | \n", + "Croston | \n", + "2.4565 | \n", + "2.3513 | \n", + "76.3953 | \n", + "82.9794 | \n", + "0.1394 | \n", + "0.1562 | \n", + "-4.5895 | \n", + "0.0400 | \n", + "
| grand_means | \n", + "Grand Means Forecaster | \n", + "7.3065 | \n", + "6.5029 | \n", + "226.0502 | \n", + "228.3880 | \n", + "0.4469 | \n", + "0.5821 | \n", + "-72.1183 | \n", + "0.0300 | \n", + "
| \n", + " | Test | \n", + "Test Name | \n", + "Data | \n", + "Property | \n", + "Setting | \n", + "Value | \n", + "
|---|---|---|---|---|---|---|
| 0 | \n", + "Summary | \n", + "Statistics | \n", + "Transformed | \n", + "Length | \n", + "\n", + " | 144.0 | \n", + "
| 1 | \n", + "Summary | \n", + "Statistics | \n", + "Transformed | \n", + "# Missing Values | \n", + "\n", + " | 0.0 | \n", + "
| 2 | \n", + "Summary | \n", + "Statistics | \n", + "Transformed | \n", + "Mean | \n", + "\n", + " | 280.298611 | \n", + "
| 3 | \n", + "Summary | \n", + "Statistics | \n", + "Transformed | \n", + "Median | \n", + "\n", + " | 265.5 | \n", + "
| 4 | \n", + "Summary | \n", + "Statistics | \n", + "Transformed | \n", + "Standard Deviation | \n", + "\n", + " | 119.966317 | \n", + "
| 5 | \n", + "Summary | \n", + "Statistics | \n", + "Transformed | \n", + "Variance | \n", + "\n", + " | 14391.917201 | \n", + "
| 6 | \n", + "Summary | \n", + "Statistics | \n", + "Transformed | \n", + "Kurtosis | \n", + "\n", + " | -0.364942 | \n", + "
| 7 | \n", + "Summary | \n", + "Statistics | \n", + "Transformed | \n", + "Skewness | \n", + "\n", + " | 0.58316 | \n", + "
| 8 | \n", + "Summary | \n", + "Statistics | \n", + "Transformed | \n", + "# Distinct Values | \n", + "\n", + " | 118.0 | \n", + "
| 9 | \n", + "White Noise | \n", + "Ljung-Box | \n", + "Transformed | \n", + "Test Statictic | \n", + "{'alpha': 0.05, 'K': 24} | \n", + "1606.083817 | \n", + "
| 10 | \n", + "White Noise | \n", + "Ljung-Box | \n", + "Transformed | \n", + "Test Statictic | \n", + "{'alpha': 0.05, 'K': 48} | \n", + "1933.155822 | \n", + "
| 11 | \n", + "White Noise | \n", + "Ljung-Box | \n", + "Transformed | \n", + "p-value | \n", + "{'alpha': 0.05, 'K': 24} | \n", + "0.0 | \n", + "
| 12 | \n", + "White Noise | \n", + "Ljung-Box | \n", + "Transformed | \n", + "p-value | \n", + "{'alpha': 0.05, 'K': 48} | \n", + "0.0 | \n", + "
| 13 | \n", + "White Noise | \n", + "Ljung-Box | \n", + "Transformed | \n", + "White Noise | \n", + "{'alpha': 0.05, 'K': 24} | \n", + "False | \n", + "
| 14 | \n", + "White Noise | \n", + "Ljung-Box | \n", + "Transformed | \n", + "White Noise | \n", + "{'alpha': 0.05, 'K': 48} | \n", + "False | \n", + "
| 15 | \n", + "Stationarity | \n", + "ADF | \n", + "Transformed | \n", + "Stationarity | \n", + "{'alpha': 0.05} | \n", + "False | \n", + "
| 16 | \n", + "Stationarity | \n", + "ADF | \n", + "Transformed | \n", + "p-value | \n", + "{'alpha': 0.05} | \n", + "0.99188 | \n", + "
| 17 | \n", + "Stationarity | \n", + "ADF | \n", + "Transformed | \n", + "Test Statistic | \n", + "{'alpha': 0.05} | \n", + "0.815369 | \n", + "
| 18 | \n", + "Stationarity | \n", + "ADF | \n", + "Transformed | \n", + "Critical Value 1% | \n", + "{'alpha': 0.05} | \n", + "-3.481682 | \n", + "
| 19 | \n", + "Stationarity | \n", + "ADF | \n", + "Transformed | \n", + "Critical Value 5% | \n", + "{'alpha': 0.05} | \n", + "-2.884042 | \n", + "
| 20 | \n", + "Stationarity | \n", + "ADF | \n", + "Transformed | \n", + "Critical Value 10% | \n", + "{'alpha': 0.05} | \n", + "-2.57877 | \n", + "
| 21 | \n", + "Stationarity | \n", + "KPSS | \n", + "Transformed | \n", + "Trend Stationarity | \n", + "{'alpha': 0.05} | \n", + "True | \n", + "
| 22 | \n", + "Stationarity | \n", + "KPSS | \n", + "Transformed | \n", + "p-value | \n", + "{'alpha': 0.05} | \n", + "0.1 | \n", + "
| 23 | \n", + "Stationarity | \n", + "KPSS | \n", + "Transformed | \n", + "Test Statistic | \n", + "{'alpha': 0.05} | \n", + "0.09615 | \n", + "
| 24 | \n", + "Stationarity | \n", + "KPSS | \n", + "Transformed | \n", + "Critical Value 10% | \n", + "{'alpha': 0.05} | \n", + "0.119 | \n", + "
| 25 | \n", + "Stationarity | \n", + "KPSS | \n", + "Transformed | \n", + "Critical Value 5% | \n", + "{'alpha': 0.05} | \n", + "0.146 | \n", + "
| 26 | \n", + "Stationarity | \n", + "KPSS | \n", + "Transformed | \n", + "Critical Value 2.5% | \n", + "{'alpha': 0.05} | \n", + "0.176 | \n", + "
| 27 | \n", + "Stationarity | \n", + "KPSS | \n", + "Transformed | \n", + "Critical Value 1% | \n", + "{'alpha': 0.05} | \n", + "0.216 | \n", + "
| 28 | \n", + "Normality | \n", + "Shapiro | \n", + "Transformed | \n", + "Normality | \n", + "{'alpha': 0.05} | \n", + "False | \n", + "
| 29 | \n", + "Normality | \n", + "Shapiro | \n", + "Transformed | \n", + "p-value | \n", + "{'alpha': 0.05} | \n", + "0.000068 | \n", + "
| \n", + " | Test | \n", + "Test Name | \n", + "Data | \n", + "Property | \n", + "Setting | \n", + "Value | \n", + "
|---|---|---|---|---|---|---|
| 0 | \n", + "Summary | \n", + "Statistics | \n", + "Residual | \n", + "Length | \n", + "\n", + " | 141.0 | \n", + "
| 1 | \n", + "Summary | \n", + "Statistics | \n", + "Residual | \n", + "# Missing Values | \n", + "\n", + " | 0.0 | \n", + "
| 2 | \n", + "Summary | \n", + "Statistics | \n", + "Residual | \n", + "Mean | \n", + "\n", + " | -0.040882 | \n", + "
| 3 | \n", + "Summary | \n", + "Statistics | \n", + "Residual | \n", + "Median | \n", + "\n", + " | -0.9737 | \n", + "
| 4 | \n", + "Summary | \n", + "Statistics | \n", + "Residual | \n", + "Standard Deviation | \n", + "\n", + " | 10.584861 | \n", + "
| 5 | \n", + "Summary | \n", + "Statistics | \n", + "Residual | \n", + "Variance | \n", + "\n", + " | 112.039282 | \n", + "
| 6 | \n", + "Summary | \n", + "Statistics | \n", + "Residual | \n", + "Kurtosis | \n", + "\n", + " | 1.564369 | \n", + "
| 7 | \n", + "Summary | \n", + "Statistics | \n", + "Residual | \n", + "Skewness | \n", + "\n", + " | -0.180448 | \n", + "
| 8 | \n", + "Summary | \n", + "Statistics | \n", + "Residual | \n", + "# Distinct Values | \n", + "\n", + " | 141.0 | \n", + "
| 9 | \n", + "White Noise | \n", + "Ljung-Box | \n", + "Residual | \n", + "Test Statictic | \n", + "{'alpha': 0.05, 'K': 24} | \n", + "41.375602 | \n", + "
| 10 | \n", + "White Noise | \n", + "Ljung-Box | \n", + "Residual | \n", + "Test Statictic | \n", + "{'alpha': 0.05, 'K': 48} | \n", + "62.2296 | \n", + "
| 11 | \n", + "White Noise | \n", + "Ljung-Box | \n", + "Residual | \n", + "p-value | \n", + "{'alpha': 0.05, 'K': 24} | \n", + "0.015143 | \n", + "
| 12 | \n", + "White Noise | \n", + "Ljung-Box | \n", + "Residual | \n", + "p-value | \n", + "{'alpha': 0.05, 'K': 48} | \n", + "0.081358 | \n", + "
| 13 | \n", + "White Noise | \n", + "Ljung-Box | \n", + "Residual | \n", + "White Noise | \n", + "{'alpha': 0.05, 'K': 24} | \n", + "False | \n", + "
| 14 | \n", + "White Noise | \n", + "Ljung-Box | \n", + "Residual | \n", + "White Noise | \n", + "{'alpha': 0.05, 'K': 48} | \n", + "True | \n", + "
| 15 | \n", + "Stationarity | \n", + "ADF | \n", + "Residual | \n", + "Stationarity | \n", + "{'alpha': 0.05} | \n", + "True | \n", + "
| 16 | \n", + "Stationarity | \n", + "ADF | \n", + "Residual | \n", + "p-value | \n", + "{'alpha': 0.05} | \n", + "0.000377 | \n", + "
| 17 | \n", + "Stationarity | \n", + "ADF | \n", + "Residual | \n", + "Test Statistic | \n", + "{'alpha': 0.05} | \n", + "-4.341133 | \n", + "
| 18 | \n", + "Stationarity | \n", + "ADF | \n", + "Residual | \n", + "Critical Value 1% | \n", + "{'alpha': 0.05} | \n", + "-3.481282 | \n", + "
| 19 | \n", + "Stationarity | \n", + "ADF | \n", + "Residual | \n", + "Critical Value 5% | \n", + "{'alpha': 0.05} | \n", + "-2.883868 | \n", + "
| 20 | \n", + "Stationarity | \n", + "ADF | \n", + "Residual | \n", + "Critical Value 10% | \n", + "{'alpha': 0.05} | \n", + "-2.578677 | \n", + "
| 21 | \n", + "Stationarity | \n", + "KPSS | \n", + "Residual | \n", + "Trend Stationarity | \n", + "{'alpha': 0.05} | \n", + "True | \n", + "
| 22 | \n", + "Stationarity | \n", + "KPSS | \n", + "Residual | \n", + "p-value | \n", + "{'alpha': 0.05} | \n", + "0.1 | \n", + "
| 23 | \n", + "Stationarity | \n", + "KPSS | \n", + "Residual | \n", + "Test Statistic | \n", + "{'alpha': 0.05} | \n", + "0.036132 | \n", + "
| 24 | \n", + "Stationarity | \n", + "KPSS | \n", + "Residual | \n", + "Critical Value 10% | \n", + "{'alpha': 0.05} | \n", + "0.119 | \n", + "
| 25 | \n", + "Stationarity | \n", + "KPSS | \n", + "Residual | \n", + "Critical Value 5% | \n", + "{'alpha': 0.05} | \n", + "0.146 | \n", + "
| 26 | \n", + "Stationarity | \n", + "KPSS | \n", + "Residual | \n", + "Critical Value 2.5% | \n", + "{'alpha': 0.05} | \n", + "0.176 | \n", + "
| 27 | \n", + "Stationarity | \n", + "KPSS | \n", + "Residual | \n", + "Critical Value 1% | \n", + "{'alpha': 0.05} | \n", + "0.216 | \n", + "
| 28 | \n", + "Normality | \n", + "Shapiro | \n", + "Residual | \n", + "Normality | \n", + "{'alpha': 0.05} | \n", + "False | \n", + "
| 29 | \n", + "Normality | \n", + "Shapiro | \n", + "Residual | \n", + "p-value | \n", + "{'alpha': 0.05} | \n", + "0.026096 | \n", + "
| \n", + " | Name | \n", + "Reference | \n", + "Turbo | \n", + "
|---|---|---|---|
| ID | \n", + "\n", + " | \n", + " | \n", + " |
| naive | \n", + "Naive Forecaster | \n", + "sktime.forecasting.naive.NaiveForecaster | \n", + "True | \n", + "
| grand_means | \n", + "Grand Means Forecaster | \n", + "sktime.forecasting.naive.NaiveForecaster | \n", + "True | \n", + "
| snaive | \n", + "Seasonal Naive Forecaster | \n", + "sktime.forecasting.naive.NaiveForecaster | \n", + "True | \n", + "
| polytrend | \n", + "Polynomial Trend Forecaster | \n", + "sktime.forecasting.trend.PolynomialTrendForeca... | \n", + "True | \n", + "
| arima | \n", + "ARIMA | \n", + "sktime.forecasting.arima.ARIMA | \n", + "True | \n", + "
| auto_arima | \n", + "Auto ARIMA | \n", + "sktime.forecasting.arima.AutoARIMA | \n", + "True | \n", + "
| exp_smooth | \n", + "Exponential Smoothing | \n", + "sktime.forecasting.exp_smoothing.ExponentialSm... | \n", + "True | \n", + "
| croston | \n", + "Croston | \n", + "sktime.forecasting.croston.Croston | \n", + "True | \n", + "
| ets | \n", + "ETS | \n", + "sktime.forecasting.ets.AutoETS | \n", + "True | \n", + "
| theta | \n", + "Theta Forecaster | \n", + "sktime.forecasting.theta.ThetaForecaster | \n", + "True | \n", + "
| tbats | \n", + "TBATS | \n", + "sktime.forecasting.tbats.TBATS | \n", + "False | \n", + "
| bats | \n", + "BATS | \n", + "sktime.forecasting.bats.BATS | \n", + "False | \n", + "
| lr_cds_dt | \n", + "Linear w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| en_cds_dt | \n", + "Elastic Net w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| ridge_cds_dt | \n", + "Ridge w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| lasso_cds_dt | \n", + "Lasso w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| lar_cds_dt | \n", + "Least Angular Regressor w/ Cond. Deseasonalize... | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| llar_cds_dt | \n", + "Lasso Least Angular Regressor w/ Cond. Deseaso... | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| br_cds_dt | \n", + "Bayesian Ridge w/ Cond. Deseasonalize & Detren... | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| huber_cds_dt | \n", + "Huber w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| par_cds_dt | \n", + "Passive Aggressive w/ Cond. Deseasonalize & De... | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| omp_cds_dt | \n", + "Orthogonal Matching Pursuit w/ Cond. Deseasona... | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| knn_cds_dt | \n", + "K Neighbors w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| dt_cds_dt | \n", + "Decision Tree w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| rf_cds_dt | \n", + "Random Forest w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| et_cds_dt | \n", + "Extra Trees w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| gbr_cds_dt | \n", + "Gradient Boosting w/ Cond. Deseasonalize & Det... | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| ada_cds_dt | \n", + "AdaBoost w/ Cond. Deseasonalize & Detrending | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| xgboost_cds_dt | \n", + "Extreme Gradient Boosting w/ Cond. Deseasonali... | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| lightgbm_cds_dt | \n", + "Light Gradient Boosting w/ Cond. Deseasonalize... | \n", + "pycaret.containers.models.time_series.BaseCdsD... | \n", + "True | \n", + "
| \n", + " | cutoff | \n", + "MASE | \n", + "RMSSE | \n", + "MAE | \n", + "RMSE | \n", + "MAPE | \n", + "SMAPE | \n", + "R2 | \n", + "
|---|---|---|---|---|---|---|---|---|
| 0 | \n", + "1959-12 | \n", + "0.5083 | \n", + "0.7237 | \n", + "15.4766 | \n", + "25.0040 | \n", + "0.0371 | \n", + "0.0354 | \n", + "-2.8434 | \n", + "
| 1 | \n", + "1960-03 | \n", + "0.6856 | \n", + "0.6262 | \n", + "21.0319 | \n", + "21.7988 | \n", + "0.0437 | \n", + "0.0448 | \n", + "0.5529 | \n", + "
| 2 | \n", + "1960-06 | \n", + "0.2797 | \n", + "0.3123 | \n", + "8.7743 | \n", + "11.1286 | \n", + "0.0147 | \n", + "0.0146 | \n", + "0.9512 | \n", + "
| Mean | \n", + "NaT | \n", + "0.4912 | \n", + "0.5541 | \n", + "15.0943 | \n", + "19.3105 | \n", + "0.0318 | \n", + "0.0316 | \n", + "-0.4464 | \n", + "
| SD | \n", + "NaT | \n", + "0.1662 | \n", + "0.1755 | \n", + "5.0115 | \n", + "5.9316 | \n", + "0.0124 | \n", + "0.0126 | \n", + "1.7027 | \n", + "
| \n", + " | cutoff | \n", + "MASE | \n", + "RMSSE | \n", + "MAE | \n", + "RMSE | \n", + "MAPE | \n", + "SMAPE | \n", + "R2 | \n", + "
|---|---|---|---|---|---|---|---|---|
| 0 | \n", + "1959-12 | \n", + "0.5083 | \n", + "0.7237 | \n", + "15.4766 | \n", + "25.0040 | \n", + "0.0371 | \n", + "0.0354 | \n", + "-2.8434 | \n", + "
| 1 | \n", + "1960-03 | \n", + "0.6856 | \n", + "0.6262 | \n", + "21.0319 | \n", + "21.7988 | \n", + "0.0437 | \n", + "0.0448 | \n", + "0.5529 | \n", + "
| 2 | \n", + "1960-06 | \n", + "0.2797 | \n", + "0.3123 | \n", + "8.7743 | \n", + "11.1286 | \n", + "0.0147 | \n", + "0.0146 | \n", + "0.9512 | \n", + "
| Mean | \n", + "NaT | \n", + "0.4912 | \n", + "0.5541 | \n", + "15.0943 | \n", + "19.3105 | \n", + "0.0318 | \n", + "0.0316 | \n", + "-0.4464 | \n", + "
| SD | \n", + "NaT | \n", + "0.1662 | \n", + "0.1755 | \n", + "5.0115 | \n", + "5.9316 | \n", + "0.0124 | \n", + "0.0126 | \n", + "1.7027 | \n", + "
| \n", + " | cutoff | \n", + "MASE | \n", + "RMSSE | \n", + "MAE | \n", + "RMSE | \n", + "MAPE | \n", + "SMAPE | \n", + "R2 | \n", + "
|---|---|---|---|---|---|---|---|---|
| 0 | \n", + "1959-06 | \n", + "0.8152 | \n", + "0.8212 | \n", + "23.7114 | \n", + "27.0777 | \n", + "0.0436 | \n", + "0.0448 | \n", + "0.6016 | \n", + "
| 1 | \n", + "1959-09 | \n", + "0.1622 | \n", + "0.1723 | \n", + "4.8339 | \n", + "5.8216 | \n", + "0.0127 | \n", + "0.0128 | \n", + "0.9213 | \n", + "
| 2 | \n", + "1959-12 | \n", + "0.6788 | \n", + "0.7857 | \n", + "20.6700 | \n", + "27.1432 | \n", + "0.0501 | \n", + "0.0481 | \n", + "-3.5292 | \n", + "
| 3 | \n", + "1960-03 | \n", + "2.0377 | \n", + "1.8037 | \n", + "62.5075 | \n", + "62.7874 | \n", + "0.1276 | \n", + "0.1363 | \n", + "-2.7090 | \n", + "
| 4 | \n", + "1960-06 | \n", + "0.5352 | \n", + "0.5287 | \n", + "16.7895 | \n", + "18.8359 | \n", + "0.0282 | \n", + "0.0286 | \n", + "0.8603 | \n", + "
| Mean | \n", + "NaT | \n", + "0.8458 | \n", + "0.8223 | \n", + "25.7024 | \n", + "28.3332 | \n", + "0.0524 | \n", + "0.0541 | \n", + "-0.7710 | \n", + "
| SD | \n", + "NaT | \n", + "0.6346 | \n", + "0.5428 | \n", + "19.4876 | \n", + "18.9053 | \n", + "0.0397 | \n", + "0.0430 | \n", + "1.9377 | \n", + "
| \n", + " | cutoff | \n", + "MASE | \n", + "RMSSE | \n", + "MAE | \n", + "RMSE | \n", + "MAPE | \n", + "SMAPE | \n", + "R2 | \n", + "
|---|---|---|---|---|---|---|---|---|
| 0 | \n", + "1959-06 | \n", + "1.9597 | \n", + "1.9658 | \n", + "57.0033 | \n", + "64.8214 | \n", + "0.1046 | \n", + "0.1117 | \n", + "-1.2833 | \n", + "
| 1 | \n", + "1959-09 | \n", + "2.5528 | \n", + "2.3337 | \n", + "76.0592 | \n", + "78.8591 | \n", + "0.1979 | \n", + "0.1784 | \n", + "-13.4324 | \n", + "
| 2 | \n", + "1959-12 | \n", + "0.3980 | \n", + "0.3686 | \n", + "12.1206 | \n", + "12.7351 | \n", + "0.0300 | \n", + "0.0298 | \n", + "0.0030 | \n", + "
| 3 | \n", + "1960-03 | \n", + "2.1688 | \n", + "2.1163 | \n", + "66.5262 | \n", + "73.6688 | \n", + "0.1324 | \n", + "0.1436 | \n", + "-4.1060 | \n", + "
| 4 | \n", + "1960-06 | \n", + "1.9552 | \n", + "1.8291 | \n", + "61.3391 | \n", + "65.1682 | \n", + "0.1034 | \n", + "0.1083 | \n", + "-0.6723 | \n", + "
| Mean | \n", + "NaT | \n", + "1.8069 | \n", + "1.7227 | \n", + "54.6097 | \n", + "59.0505 | \n", + "0.1136 | \n", + "0.1143 | \n", + "-3.8982 | \n", + "
| SD | \n", + "NaT | \n", + "0.7372 | \n", + "0.6974 | \n", + "22.1739 | \n", + "23.7568 | \n", + "0.0541 | \n", + "0.0493 | \n", + "4.9680 | \n", + "
ThetaForecaster(deseasonalize=False, sp=12)In a Jupyter environment, please rerun this cell to show the HTML representation or trust the notebook.
ThetaForecaster(deseasonalize=False, sp=12)
| \n", + " | cutoff | \n", + "MASE | \n", + "RMSSE | \n", + "MAE | \n", + "RMSE | \n", + "MAPE | \n", + "SMAPE | \n", + "R2 | \n", + "
|---|---|---|---|---|---|---|---|---|
| 0 | \n", + "1959-12 | \n", + "0.5039 | \n", + "0.5459 | \n", + "15.3434 | \n", + "18.8593 | \n", + "0.0377 | \n", + "0.0388 | \n", + "-1.1865 | \n", + "
| 1 | \n", + "1960-03 | \n", + "1.5566 | \n", + "1.3747 | \n", + "47.7489 | \n", + "47.8526 | \n", + "0.0984 | \n", + "0.1036 | \n", + "-1.1544 | \n", + "
| 2 | \n", + "1960-06 | \n", + "1.5185 | \n", + "1.4832 | \n", + "47.6395 | \n", + "52.8433 | \n", + "0.0838 | \n", + "0.0884 | \n", + "-0.0996 | \n", + "
| Mean | \n", + "NaT | \n", + "1.1930 | \n", + "1.1346 | \n", + "36.9106 | \n", + "39.8518 | \n", + "0.0733 | \n", + "0.0769 | \n", + "-0.8135 | \n", + "
| SD | \n", + "NaT | \n", + "0.4875 | \n", + "0.4186 | \n", + "15.2504 | \n", + "14.9831 | \n", + "0.0259 | \n", + "0.0277 | \n", + "0.5050 | \n", + "
| \n", + " | cutoff | \n", + "MASE | \n", + "RMSSE | \n", + "MAE | \n", + "RMSE | \n", + "MAPE | \n", + "SMAPE | \n", + "R2 | \n", + "
|---|---|---|---|---|---|---|---|---|
| 0 | \n", + "1959-12 | \n", + "0.6369 | \n", + "0.7822 | \n", + "19.3938 | \n", + "27.0225 | \n", + "0.0470 | \n", + "0.0450 | \n", + "-3.4890 | \n", + "
| 1 | \n", + "1960-03 | \n", + "1.3005 | \n", + "1.1639 | \n", + "39.8938 | \n", + "40.5155 | \n", + "0.0819 | \n", + "0.0856 | \n", + "-0.5444 | \n", + "
| 2 | \n", + "1960-06 | \n", + "0.9561 | \n", + "0.9788 | \n", + "29.9971 | \n", + "34.8742 | \n", + "0.0495 | \n", + "0.0512 | \n", + "0.5211 | \n", + "
| Mean | \n", + "NaT | \n", + "0.9645 | \n", + "0.9750 | \n", + "29.7616 | \n", + "34.1374 | \n", + "0.0595 | \n", + "0.0606 | \n", + "-1.1708 | \n", + "
| SD | \n", + "NaT | \n", + "0.2710 | \n", + "0.1559 | \n", + "8.3707 | \n", + "5.5331 | \n", + "0.0159 | \n", + "0.0178 | \n", + "1.6960 | \n", + "
BaseCdsDtForecaster(fe_target_rr=[WindowSummarizer(lag_feature={'lag': [12, 11,\n",
+ " 10, 9,\n",
+ " 8, 7, 6,\n",
+ " 5, 4, 3,\n",
+ " 2, 1]},\n",
+ " n_jobs=1)],\n",
+ " regressor=DecisionTreeRegressor(random_state=123), sp=12,\n",
+ " window_length=12)In a Jupyter environment, please rerun this cell to show the HTML representation or trust the notebook. BaseCdsDtForecaster(fe_target_rr=[WindowSummarizer(lag_feature={'lag': [12, 11,\n",
+ " 10, 9,\n",
+ " 8, 7, 6,\n",
+ " 5, 4, 3,\n",
+ " 2, 1]},\n",
+ " n_jobs=1)],\n",
+ " regressor=DecisionTreeRegressor(random_state=123), sp=12,\n",
+ " window_length=12)DecisionTreeRegressor(random_state=123)
DecisionTreeRegressor(random_state=123)
| \n", + " | cutoff | \n", + "MASE | \n", + "RMSSE | \n", + "MAE | \n", + "RMSE | \n", + "MAPE | \n", + "SMAPE | \n", + "R2 | \n", + "
|---|---|---|---|---|---|---|---|---|
| 0 | \n", + "1959-12 | \n", + "0.5466 | \n", + "0.5815 | \n", + "16.6450 | \n", + "20.0910 | \n", + "0.0409 | \n", + "0.0421 | \n", + "-1.4814 | \n", + "
| 1 | \n", + "1960-03 | \n", + "1.2777 | \n", + "1.1388 | \n", + "39.1945 | \n", + "39.6419 | \n", + "0.0799 | \n", + "0.0833 | \n", + "-0.4785 | \n", + "
| 2 | \n", + "1960-06 | \n", + "1.6742 | \n", + "1.5262 | \n", + "52.5234 | \n", + "54.3772 | \n", + "0.0906 | \n", + "0.0952 | \n", + "-0.1643 | \n", + "
| Mean | \n", + "NaT | \n", + "1.1662 | \n", + "1.0822 | \n", + "36.1210 | \n", + "38.0367 | \n", + "0.0705 | \n", + "0.0735 | \n", + "-0.7081 | \n", + "
| SD | \n", + "NaT | \n", + "0.4670 | \n", + "0.3877 | \n", + "14.8077 | \n", + "14.0432 | \n", + "0.0214 | \n", + "0.0227 | \n", + "0.5617 | \n", + "
BaseCdsDtForecaster(fe_target_rr=[WindowSummarizer(lag_feature={'lag': [12, 11,\n",
+ " 10, 9,\n",
+ " 8, 7, 6,\n",
+ " 5, 4, 3,\n",
+ " 2, 1]},\n",
+ " n_jobs=1)],\n",
+ " regressor=DecisionTreeRegressor(max_depth=4,\n",
+ " random_state=123),\n",
+ " sp=12, window_length=12)In a Jupyter environment, please rerun this cell to show the HTML representation or trust the notebook. BaseCdsDtForecaster(fe_target_rr=[WindowSummarizer(lag_feature={'lag': [12, 11,\n",
+ " 10, 9,\n",
+ " 8, 7, 6,\n",
+ " 5, 4, 3,\n",
+ " 2, 1]},\n",
+ " n_jobs=1)],\n",
+ " regressor=DecisionTreeRegressor(max_depth=4,\n",
+ " random_state=123),\n",
+ " sp=12, window_length=12)DecisionTreeRegressor(max_depth=4, random_state=123)
DecisionTreeRegressor(max_depth=4, random_state=123)
| \n", + " | cutoff | \n", + "MASE | \n", + "RMSSE | \n", + "MAE | \n", + "RMSE | \n", + "MAPE | \n", + "SMAPE | \n", + "R2 | \n", + "
|---|---|---|---|---|---|---|---|---|
| 0 | \n", + "1959-12 | \n", + "0.6369 | \n", + "0.7822 | \n", + "19.3938 | \n", + "27.0225 | \n", + "0.0470 | \n", + "0.0450 | \n", + "-3.4890 | \n", + "
| 1 | \n", + "1960-03 | \n", + "1.3005 | \n", + "1.1639 | \n", + "39.8938 | \n", + "40.5155 | \n", + "0.0819 | \n", + "0.0856 | \n", + "-0.5444 | \n", + "
| 2 | \n", + "1960-06 | \n", + "0.9561 | \n", + "0.9788 | \n", + "29.9971 | \n", + "34.8742 | \n", + "0.0495 | \n", + "0.0512 | \n", + "0.5211 | \n", + "
| Mean | \n", + "NaT | \n", + "0.9645 | \n", + "0.9750 | \n", + "29.7616 | \n", + "34.1374 | \n", + "0.0595 | \n", + "0.0606 | \n", + "-1.1708 | \n", + "
| SD | \n", + "NaT | \n", + "0.2710 | \n", + "0.1559 | \n", + "8.3707 | \n", + "5.5331 | \n", + "0.0159 | \n", + "0.0178 | \n", + "1.6960 | \n", + "
BaseCdsDtForecaster(degree=3, deseasonal_model='multiplicative',\n",
+ " fe_target_rr=[WindowSummarizer(lag_feature={'lag': [12, 11,\n",
+ " 10, 9,\n",
+ " 8, 7, 6,\n",
+ " 5, 4, 3,\n",
+ " 2, 1]},\n",
+ " n_jobs=1)],\n",
+ " regressor=DecisionTreeRegressor(max_depth=9,\n",
+ " max_features='log2',\n",
+ " min_impurity_decrease=0.005742993267225779,\n",
+ " min_samples_leaf=5,\n",
+ " min_samples_split=4,\n",
+ " random_state=123),\n",
+ " sp=12, window_length=22)In a Jupyter environment, please rerun this cell to show the HTML representation or trust the notebook. BaseCdsDtForecaster(degree=3, deseasonal_model='multiplicative',\n",
+ " fe_target_rr=[WindowSummarizer(lag_feature={'lag': [12, 11,\n",
+ " 10, 9,\n",
+ " 8, 7, 6,\n",
+ " 5, 4, 3,\n",
+ " 2, 1]},\n",
+ " n_jobs=1)],\n",
+ " regressor=DecisionTreeRegressor(max_depth=9,\n",
+ " max_features='log2',\n",
+ " min_impurity_decrease=0.005742993267225779,\n",
+ " min_samples_leaf=5,\n",
+ " min_samples_split=4,\n",
+ " random_state=123),\n",
+ " sp=12, window_length=22)DecisionTreeRegressor(max_depth=9, max_features='log2',\n", + " min_impurity_decrease=0.005742993267225779,\n", + " min_samples_leaf=5, min_samples_split=4,\n", + " random_state=123)
DecisionTreeRegressor(max_depth=9, max_features='log2',\n", + " min_impurity_decrease=0.005742993267225779,\n", + " min_samples_leaf=5, min_samples_split=4,\n", + " random_state=123)
| \n", + " | cutoff | \n", + "MASE | \n", + "RMSSE | \n", + "MAE | \n", + "RMSE | \n", + "MAPE | \n", + "SMAPE | \n", + "R2 | \n", + "
|---|---|---|---|---|---|---|---|---|
| 0 | \n", + "1959-12 | \n", + "0.5132 | \n", + "0.6949 | \n", + "15.6264 | \n", + "24.0088 | \n", + "0.0375 | \n", + "0.0360 | \n", + "-2.5436 | \n", + "
| 1 | \n", + "1960-03 | \n", + "0.9023 | \n", + "0.8114 | \n", + "27.6769 | \n", + "28.2448 | \n", + "0.0572 | \n", + "0.0590 | \n", + "0.2494 | \n", + "
| 2 | \n", + "1960-06 | \n", + "0.2650 | \n", + "0.2674 | \n", + "8.3144 | \n", + "9.5256 | \n", + "0.0138 | \n", + "0.0138 | \n", + "0.9643 | \n", + "
| Mean | \n", + "NaT | \n", + "0.5602 | \n", + "0.5912 | \n", + "17.2059 | \n", + "20.5931 | \n", + "0.0362 | \n", + "0.0362 | \n", + "-0.4433 | \n", + "
| SD | \n", + "NaT | \n", + "0.2623 | \n", + "0.2339 | \n", + "7.9832 | \n", + "8.0147 | \n", + "0.0177 | \n", + "0.0185 | \n", + "1.5135 | \n", + "
_EnsembleForecasterWithVoting(forecasters=[('ETS',\n",
+ " AutoETS(seasonal='mul', sp=12,\n",
+ " trend='add')),\n",
+ " ('Exponential Smoothing',\n",
+ " ExponentialSmoothing(seasonal='mul',\n",
+ " sp=12,\n",
+ " trend='add')),\n",
+ " ('ARIMA',\n",
+ " ARIMA(seasonal_order=(0, 1, 0,\n",
+ " 12)))],\n",
+ " n_jobs=-1)In a Jupyter environment, please rerun this cell to show the HTML representation or trust the notebook. _EnsembleForecasterWithVoting(forecasters=[('ETS',\n",
+ " AutoETS(seasonal='mul', sp=12,\n",
+ " trend='add')),\n",
+ " ('Exponential Smoothing',\n",
+ " ExponentialSmoothing(seasonal='mul',\n",
+ " sp=12,\n",
+ " trend='add')),\n",
+ " ('ARIMA',\n",
+ " ARIMA(seasonal_order=(0, 1, 0,\n",
+ " 12)))],\n",
+ " n_jobs=-1)