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Merged
bdiptesh merged 1 commit into from
Jan 4, 2022
Merged

bug_24_testing #25

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Binary file modified data/input/test_time_series.xlsx
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4 changes: 2 additions & 2 deletions logs/cov.out
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Original file line number Diff line number Diff line change
Expand Up @@ -6,7 +6,7 @@ Name Stmts Miss Co
/media/ph33r/Data/Project/CodeLib/Git/mllib/lib/knn.py 70 0 100%
/media/ph33r/Data/Project/CodeLib/Git/mllib/lib/model.py 44 0 100%
/media/ph33r/Data/Project/CodeLib/Git/mllib/lib/opt.py 157 0 100%
/media/ph33r/Data/Project/CodeLib/Git/mllib/lib/timeseries.py 61 0 100%
/media/ph33r/Data/Project/CodeLib/Git/mllib/lib/timeseries.py 62 0 100%
/media/ph33r/Data/Project/CodeLib/Git/mllib/lib/tree.py 79 0 100%
---------------------------------------------------------------------------------------------
TOTAL 528 0 100%
TOTAL 529 0 100%
8 changes: 4 additions & 4 deletions logs/pylint/lib-timeseries-py.out
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@@ -1,8 +1,8 @@
************* Module mllib.lib.timeseries
timeseries.py:208:41: I1101: Module 'metrics' has no 'rsq' member, but source is unavailable. Consider adding this module to extension-pkg-whitelist if you want to perform analysis based on run-time introspection of living objects. (c-extension-no-member)
timeseries.py:209:41: I1101: Module 'metrics' has no 'mae' member, but source is unavailable. Consider adding this module to extension-pkg-whitelist if you want to perform analysis based on run-time introspection of living objects. (c-extension-no-member)
timeseries.py:210:42: I1101: Module 'metrics' has no 'mape' member, but source is unavailable. Consider adding this module to extension-pkg-whitelist if you want to perform analysis based on run-time introspection of living objects. (c-extension-no-member)
timeseries.py:211:42: I1101: Module 'metrics' has no 'rmse' member, but source is unavailable. Consider adding this module to extension-pkg-whitelist if you want to perform analysis based on run-time introspection of living objects. (c-extension-no-member)
timeseries.py:209:41: I1101: Module 'metrics' has no 'rsq' member, but source is unavailable. Consider adding this module to extension-pkg-whitelist if you want to perform analysis based on run-time introspection of living objects. (c-extension-no-member)
timeseries.py:210:41: I1101: Module 'metrics' has no 'mae' member, but source is unavailable. Consider adding this module to extension-pkg-whitelist if you want to perform analysis based on run-time introspection of living objects. (c-extension-no-member)
timeseries.py:211:42: I1101: Module 'metrics' has no 'mape' member, but source is unavailable. Consider adding this module to extension-pkg-whitelist if you want to perform analysis based on run-time introspection of living objects. (c-extension-no-member)
timeseries.py:212:42: I1101: Module 'metrics' has no 'rmse' member, but source is unavailable. Consider adding this module to extension-pkg-whitelist if you want to perform analysis based on run-time introspection of living objects. (c-extension-no-member)

--------------------------------------------------------------------
Your code has been rated at 10.00/10 (previous run: 10.00/10, +0.00)
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5 changes: 3 additions & 2 deletions mllib/lib/timeseries.py
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Expand Up @@ -204,7 +204,8 @@ def _compute_metrics(self) -> Dict[str, float]:
y_hat = list(self.model.predict_in_sample(start=d,
end=len(self.df)))
else:
y_hat = list(self.predict(self.df[self.x_var])[self.y_var].values)
exog = self.df[self.x_var]
y_hat = list(self.model.predict(n_periods=len(exog), X=exog))
model_summary = {"rsq": np.round(metrics.rsq(y, y_hat), 3),
"mae": np.round(metrics.mae(y, y_hat), 3),
"mape": np.round(metrics.mape(y, y_hat), 3),
Expand Down Expand Up @@ -251,5 +252,5 @@ def predict(self,
df_pred = pd.concat([df_pred, x_predict.reset_index(drop=True)],
axis=1,
ignore_index=True)
df_pred.columns = list(self.y_var) + self.x_var
df_pred.columns = [self.y_var] + self.x_var
return df_pred
8 changes: 4 additions & 4 deletions requirements.txt
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@@ -1,9 +1,9 @@
pandas==1.0.1
statsmodels==0.11.0
xlrd==1.2.0
numpy==1.18.1
PuLP==1.6.8
pmdarima==1.8.0
xgboost==1.5.0
numpy==1.18.1
Cython==0.29.15
PuLP==1.6.8
statsmodels==0.11.0
xgboost==1.5.0
scikit_learn==1.0.2
14 changes: 10 additions & 4 deletions tests/test_timeseries.py
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Expand Up @@ -69,11 +69,17 @@ def test_multivariate(self):
df_ip = pd.read_excel(path + "test_time_series.xlsx",
sheet_name="exog")
df_ip = df_ip.set_index("ts")
mod = AutoArima(df=df_ip, y_var="y", x_var=["cost"])
op = mod.metrics
y_var = "y"
x_var = ["cost"]
mod = AutoArima(df=df_ip, y_var=y_var, x_var=x_var)
metrics = mod.metrics
X = pd.DataFrame(df_ip.iloc[-1]).T
op = mod.predict(x_predict=X[x_var])[y_var][0]
exp_op = X[y_var][0]
self.assertEqual(mod.opt_params["order"], (0, 1, 1))
self.assertAlmostEqual(1.0, op["rsq"], places=1)
self.assertLessEqual(op["mape"], 0.1)
self.assertAlmostEqual(1.0, metrics["rsq"], places=1)
self.assertLessEqual(metrics["mape"], 0.1)
self.assertAlmostEqual(op, exp_op, places=0)

def test_univariate(self):
"""TimeSeries: Test for univariate"""
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