In [3]:
import pandas as pd
import numpy as np
import pyaf.ForecastEngine as autof
import pyaf.Bench.TS_datasets as tsds
import pyaf.Bench.MComp as mcomp
%matplotlib inline
In [4]:
tester1 = mcomp.cMComp_Tester(tsds.load_M1_comp() , "M1_COMP");
tester1.testSignals('MNI21 YAD5')
BENCH_TYPE M1_COMP OneDataFrameForAllSignals
BENCH_DATA M1_COMP <pyaf.Bench.TS_datasets.cTimeSeriesDatasetSpec object at 0x7f1dc6238cc0>
TIME : Date N= 145 H= 2 HEAD= [0 1 2 3 4] TAIL= [140 141 142 143 144]
SIGNAL : MNI21 N= 145 H= 2 HEAD= [ 625. 615. 559. 660. 708.] TAIL= [ 1360. 1323. 1069. 972. 1104.]
Index MNI21 Date
1 625.0 0
2 615.0 1
3 559.0 2
4 660.0 3
5 708.0 4
<class 'pandas.core.frame.DataFrame'>
Index: 145 entries, 1 to 145
Data columns (total 2 columns):
MNI21 145 non-null float64
Date 145 non-null int64
dtypes: float64(1), int64(1)
memory usage: 3.4+ KB
None
Transformation Model \
0 _MNI21 _MNI21_Lag1Trend_residue_zeroCycle_residue_AR(36)
1 _MNI21 _MNI21_LinearTrend_residue_zeroCycle_residue_A...
2 _MNI21 _MNI21_ConstantTrend_residue_zeroCycle_residue...
3 Diff_MNI21 Diff_MNI21_Lag1Trend_residue_zeroCycle_residue...
4 _MNI21 _MNI21_LinearTrend_residue_bestCycle_byL2_resi...
5 _MNI21 _MNI21_ConstantTrend_residue_bestCycle_byL2_re...
6 Diff_MNI21 Diff_MNI21_Lag1Trend_residue_bestCycle_byL2_re...
7 _MNI21 _MNI21_Lag1Trend_residue_bestCycle_byL2_residu...
8 CumSum_MNI21 CumSum_MNI21_Lag1Trend_residue_bestCycle_byL2_...
9 _MNI21 _MNI21_Lag1Trend_residue_bestCycle_byL2_residu...
10 CumSum_MNI21 CumSum_MNI21_Lag1Trend_residue_bestCycle_byL2_...
11 CumSum_MNI21 CumSum_MNI21_PolyTrend_residue_zeroCycle_resid...
12 CumSum_MNI21 CumSum_MNI21_ConstantTrend_residue_zeroCycle_r...
13 RelDiff_MNI21 RelDiff_MNI21_Lag1Trend_residue_zeroCycle_resi...
14 RelDiff_MNI21 RelDiff_MNI21_Lag1Trend_residue_bestCycle_byL2...
15 _MNI21 _MNI21_PolyTrend_residue_zeroCycle_residue_AR(36)
16 _MNI21 _MNI21_LinearTrend_residue_bestCycle_byL2_resi...
17 CumSum_MNI21 CumSum_MNI21_Lag1Trend_residue_zeroCycle_resid...
18 Diff_MNI21 Diff_MNI21_Lag1Trend_residue_bestCycle_byL2_re...
19 _MNI21 _MNI21_PolyTrend_residue_bestCycle_byL2_residu...
20 Diff_MNI21 Diff_MNI21_ConstantTrend_residue_zeroCycle_res...
21 CumSum_MNI21 CumSum_MNI21_LinearTrend_residue_zeroCycle_res...
22 CumSum_MNI21 CumSum_MNI21_LinearTrend_residue_bestCycle_byL...
23 RelDiff_MNI21 RelDiff_MNI21_Lag1Trend_residue_bestCycle_byL2...
24 Diff_MNI21 Diff_MNI21_LinearTrend_residue_zeroCycle_resid...
25 CumSum_MNI21 CumSum_MNI21_PolyTrend_residue_bestCycle_byL2_...
26 Diff_MNI21 Diff_MNI21_ConstantTrend_residue_bestCycle_byL...
27 _MNI21 _MNI21_LinearTrend_residue_zeroCycle_residue_NoAR
28 CumSum_MNI21 CumSum_MNI21_ConstantTrend_residue_bestCycle_b...
29 _MNI21 _MNI21_Lag1Trend_residue_zeroCycle_residue_NoAR
.. ... ...
34 Diff_MNI21 Diff_MNI21_PolyTrend_residue_zeroCycle_residue...
35 Diff_MNI21 Diff_MNI21_LinearTrend_residue_bestCycle_byL2_...
36 Diff_MNI21 Diff_MNI21_ConstantTrend_residue_zeroCycle_res...
37 RelDiff_MNI21 RelDiff_MNI21_ConstantTrend_residue_bestCycle_...
38 _MNI21 _MNI21_PolyTrend_residue_bestCycle_byL2_residu...
39 RelDiff_MNI21 RelDiff_MNI21_ConstantTrend_residue_bestCycle_...
40 Diff_MNI21 Diff_MNI21_PolyTrend_residue_bestCycle_byL2_re...
41 RelDiff_MNI21 RelDiff_MNI21_LinearTrend_residue_bestCycle_by...
42 RelDiff_MNI21 RelDiff_MNI21_PolyTrend_residue_bestCycle_byL2...
43 RelDiff_MNI21 RelDiff_MNI21_LinearTrend_residue_bestCycle_by...
44 RelDiff_MNI21 RelDiff_MNI21_PolyTrend_residue_bestCycle_byL2...
45 _MNI21 _MNI21_ConstantTrend_residue_zeroCycle_residue...
46 RelDiff_MNI21 RelDiff_MNI21_ConstantTrend_residue_zeroCycle_...
47 RelDiff_MNI21 RelDiff_MNI21_LinearTrend_residue_zeroCycle_re...
48 RelDiff_MNI21 RelDiff_MNI21_PolyTrend_residue_zeroCycle_resi...
49 RelDiff_MNI21 RelDiff_MNI21_ConstantTrend_residue_zeroCycle_...
50 RelDiff_MNI21 RelDiff_MNI21_LinearTrend_residue_zeroCycle_re...
51 RelDiff_MNI21 RelDiff_MNI21_PolyTrend_residue_zeroCycle_resi...
52 _MNI21 _MNI21_PolyTrend_residue_zeroCycle_residue_NoAR
53 Diff_MNI21 Diff_MNI21_LinearTrend_residue_zeroCycle_resid...
54 CumSum_MNI21 CumSum_MNI21_LinearTrend_residue_bestCycle_byL...
55 CumSum_MNI21 CumSum_MNI21_LinearTrend_residue_zeroCycle_res...
56 Diff_MNI21 Diff_MNI21_PolyTrend_residue_zeroCycle_residue...
57 Diff_MNI21 Diff_MNI21_ConstantTrend_residue_bestCycle_byL...
58 CumSum_MNI21 CumSum_MNI21_PolyTrend_residue_zeroCycle_resid...
59 CumSum_MNI21 CumSum_MNI21_PolyTrend_residue_bestCycle_byL2_...
60 Diff_MNI21 Diff_MNI21_LinearTrend_residue_bestCycle_byL2_...
61 Diff_MNI21 Diff_MNI21_PolyTrend_residue_bestCycle_byL2_re...
62 CumSum_MNI21 CumSum_MNI21_ConstantTrend_residue_zeroCycle_r...
63 CumSum_MNI21 CumSum_MNI21_ConstantTrend_residue_bestCycle_b...
Complexity FitCount FitL2 FitMAPE ForecastCount ForecastL2 \
0 68 114 97.490343 0.0851 29 169.085787
1 52 114 96.801413 0.0840 29 173.722184
2 36 114 91.898414 0.0808 29 189.349733
3 100 114 121.008454 0.1009 29 204.789525
4 60 114 81.540066 0.0740 29 164.310589
5 44 114 86.953273 0.0779 29 189.211187
6 72 114 119.625637 0.1075 29 196.556748
7 76 114 81.467447 0.0753 29 191.683278
8 72 114 161.150047 0.1352 29 199.593516
9 40 114 118.272288 0.1091 29 198.553420
10 108 114 144.721829 0.1277 29 233.236619
11 84 114 140.444694 0.1237 29 232.360236
12 68 114 162.299315 0.1423 29 233.519361
13 100 114 274.235888 0.2342 29 242.128144
14 72 114 319.896991 0.2671 29 250.670480
15 52 114 89.093464 0.0775 29 258.097672
16 24 114 112.412630 0.1005 29 239.248180
17 100 114 167.336462 0.1492 29 251.278178
18 108 114 118.165063 0.1069 29 244.203859
19 60 114 79.328824 0.0702 29 255.197416
20 68 114 232.914614 0.1640 29 303.077525
21 84 114 154.071333 0.1350 29 295.801592
22 92 114 224.568779 0.1999 29 312.331598
23 108 114 228.350297 0.1994 29 281.935265
24 84 114 261.300315 0.1851 29 333.537532
25 92 114 182.515865 0.1583 29 304.904618
26 40 114 126.500541 0.1171 29 322.489048
27 16 114 196.031355 0.1682 29 337.765569
28 76 114 436.813364 0.3122 29 462.136789
29 32 114 254.166578 0.1940 29 398.444302
.. ... ... ... ... ... ...
34 84 114 303.338410 0.2219 29 436.153486
35 56 114 107.588117 0.0928 29 397.475152
36 32 114 211.838814 0.1859 29 425.032706
37 76 114 319.482691 0.2783 29 400.213928
38 24 114 106.683929 0.0922 29 432.318472
39 40 114 256.240971 0.2156 29 405.363943
40 56 114 110.314090 0.0916 29 465.527461
41 56 114 184.213122 0.1538 29 449.574227
42 56 114 187.166114 0.1564 29 449.581377
43 92 114 169.718183 0.1395 29 450.105518
44 92 114 171.898988 0.1413 29 450.117788
45 0 114 322.504786 0.3213 29 507.510345
46 68 114 536.816246 0.5301 29 464.625731
47 84 114 363.354030 0.3284 29 469.351546
48 84 114 356.285655 0.3214 29 469.377580
49 32 114 626.384098 0.6436 29 475.657367
50 48 114 525.821374 0.4993 29 475.657367
51 48 114 523.594420 0.4968 29 475.657367
52 16 114 192.102266 0.1596 29 493.140940
53 48 114 192.125991 0.1589 29 490.417405
54 56 114 476.358948 0.4043 29 645.487517
55 48 114 391.899708 0.3098 29 593.945885
56 48 114 192.245403 0.1593 29 550.827368
57 76 114 197.679661 0.1962 29 703.803856
58 48 114 603.459966 0.2934 29 675.636834
59 56 114 603.216407 0.3119 29 701.550993
60 92 114 212.983909 0.1915 29 867.302410
61 92 114 222.428940 0.1900 29 1046.512885
62 32 114 4716.796506 1.6800 29 1444.267575
63 40 114 4748.360668 1.8902 29 1920.684725
ForecastMAPE TestCount TestL2 TestMAPE
0 0.1030 2 180.321172 0.1705
1 0.1066 2 366.439361 0.3552
2 0.1203 2 235.133325 0.2202
3 0.1219 2 302.198469 0.2839
4 0.1238 2 213.465692 0.2043
5 0.1417 2 204.342689 0.1732
6 0.1429 2 145.612074 0.0958
7 0.1470 2 83.775351 0.0748
8 0.1487 2 189.442173 0.1392
9 0.1507 2 114.676523 0.0905
10 0.1579 2 221.922640 0.1440
11 0.1582 2 152.933952 0.1441
12 0.1632 2 165.864425 0.1556
13 0.1645 2 407.208584 0.3907
14 0.1690 2 359.603582 0.3377
15 0.1715 2 514.591685 0.4986
16 0.1723 2 622.491385 0.6021
17 0.1724 2 180.804348 0.1732
18 0.1730 2 79.566955 0.0770
19 0.1946 2 457.748104 0.4437
20 0.1988 2 1176.265431 1.1325
21 0.1997 2 203.909785 0.1584
22 0.2040 2 149.471102 0.1037
23 0.2056 2 703.374165 0.6798
24 0.2215 2 1245.643254 1.1997
25 0.2234 2 236.911549 0.2111
26 0.2384 2 770.273382 0.7460
27 0.2443 2 593.109042 0.5744
28 0.2569 2 283.783334 0.2292
29 0.2730 2 115.829616 0.1097
.. ... ... ... ...
34 0.2950 2 1484.351000 1.4304
35 0.2990 2 940.576670 0.9115
36 0.3249 2 780.253575 0.7562
37 0.3249 2 730.985636 0.7083
38 0.3265 2 1014.763124 0.9835
39 0.3288 2 730.985636 0.7083
40 0.3506 2 1102.857640 1.0689
41 0.3616 2 730.985636 0.7083
42 0.3616 2 730.985636 0.7083
43 0.3621 2 730.985636 0.7083
44 0.3621 2 730.985636 0.7083
45 0.3639 2 71.111574 0.0622
46 0.3742 2 730.985636 0.7083
47 0.3775 2 730.985636 0.7083
48 0.3775 2 730.985636 0.7083
49 0.3816 2 730.985636 0.7083
50 0.3816 2 730.985636 0.7083
51 0.3816 2 730.985636 0.7083
52 0.3842 2 985.641541 0.9553
53 0.3858 2 951.017955 0.9218
54 0.4003 2 524.199043 0.3577
55 0.4087 2 147.644548 0.1237
56 0.4370 2 1112.721802 1.0784
57 0.5196 2 1776.204503 1.7192
58 0.5584 2 1246.297733 1.2078
59 0.5721 2 1296.545690 1.2566
60 0.6466 2 2119.230712 2.0508
61 0.7763 2 2508.525187 2.4267
62 1.0000 2 1040.096149 1.0000
63 1.1505 2 2124.978449 1.3834
[64 rows x 12 columns]
Transformation Model \
0 _MNI21 _MNI21_Lag1Trend_residue_zeroCycle_residue_AR(36)
1 _MNI21 _MNI21_LinearTrend_residue_zeroCycle_residue_A...
2 _MNI21 _MNI21_ConstantTrend_residue_zeroCycle_residue...
3 Diff_MNI21 Diff_MNI21_Lag1Trend_residue_zeroCycle_residue...
4 _MNI21 _MNI21_LinearTrend_residue_bestCycle_byL2_resi...
Complexity FitCount FitL2 FitMAPE ForecastCount ForecastL2 \
0 68 114 97.490343 0.0851 29 169.085787
1 52 114 96.801413 0.0840 29 173.722184
2 36 114 91.898414 0.0808 29 189.349733
3 100 114 121.008454 0.1009 29 204.789525
4 60 114 81.540066 0.0740 29 164.310589
ForecastMAPE TestCount TestL2 TestMAPE
0 0.1030 2 180.321172 0.1705
1 0.1066 2 366.439361 0.3552
2 0.1203 2 235.133325 0.2202
3 0.1219 2 302.198469 0.2839
4 0.1238 2 213.465692 0.2043
2 0 1169.0
1 1126.0
Name: MNI21, dtype: float64
2 0 1463.477096
1 1557.164203
Name: MNI21_Forecast, dtype: float64
FORECAST_DETAIL_ACTUAL M1_COMP MNI21 [ 1169. 1126.]
FORECAST_DETAIL_PREDICTED M1_COMP MNI21 [ 1463.47709634 1557.16420327]
BENCHMARK_PERF_DETAIL M1_COMP MNI21 145 2 2.5740981101989746 LinearTrend + NoCycle + AR(36) 2 0.3174 0.1363
BENCH_DATA M1_COMP <pyaf.Bench.TS_datasets.cTimeSeriesDatasetSpec object at 0x7f1dc6238cc0>
TIME : Date N= 43 H= 2 HEAD= [0 1 2 3 4] TAIL= [38 39 40 41 42]
SIGNAL : YAD5 N= 43 H= 2 HEAD= [ 498. 501. 496. 508. 503.] TAIL= [ 522. 490. 515. 510. 519.]
Index YAD5 Date
1 498.0 0
2 501.0 1
3 496.0 2
4 508.0 3
5 503.0 4
<class 'pandas.core.frame.DataFrame'>
Index: 43 entries, 1 to 43
Data columns (total 2 columns):
YAD5 43 non-null float64
Date 43 non-null int64
dtypes: float64(1), int64(1)
memory usage: 1.0+ KB
None
Transformation Model \
0 RelDiff_YAD5 RelDiff_YAD5_Lag1Trend_residue_zeroCycle_resid...
1 RelDiff_YAD5 RelDiff_YAD5_Lag1Trend_residue_bestCycle_byL2_...
2 _YAD5 _YAD5_ConstantTrend_residue_zeroCycle_residue_...
3 _YAD5 _YAD5_ConstantTrend_residue_bestCycle_byL2_res...
4 _YAD5 _YAD5_PolyTrend_residue_zeroCycle_residue_AR(10)
5 _YAD5 _YAD5_PolyTrend_residue_bestCycle_byL2_residue...
6 _YAD5 _YAD5_LinearTrend_residue_zeroCycle_residue_AR...
7 _YAD5 _YAD5_LinearTrend_residue_bestCycle_byL2_resid...
8 _YAD5 _YAD5_LinearTrend_residue_zeroCycle_residue_NoAR
9 _YAD5 _YAD5_LinearTrend_residue_bestCycle_byL2_resid...
10 _YAD5 _YAD5_PolyTrend_residue_zeroCycle_residue_NoAR
11 _YAD5 _YAD5_PolyTrend_residue_bestCycle_byL2_residue...
12 Diff_YAD5 Diff_YAD5_LinearTrend_residue_zeroCycle_residu...
13 Diff_YAD5 Diff_YAD5_LinearTrend_residue_bestCycle_byL2_r...
14 Diff_YAD5 Diff_YAD5_ConstantTrend_residue_zeroCycle_resi...
15 Diff_YAD5 Diff_YAD5_ConstantTrend_residue_bestCycle_byL2...
16 Diff_YAD5 Diff_YAD5_PolyTrend_residue_zeroCycle_residue_...
17 Diff_YAD5 Diff_YAD5_PolyTrend_residue_bestCycle_byL2_res...
18 _YAD5 _YAD5_Lag1Trend_residue_zeroCycle_residue_AR(10)
19 _YAD5 _YAD5_Lag1Trend_residue_bestCycle_byL2_residue...
20 Diff_YAD5 Diff_YAD5_Lag1Trend_residue_zeroCycle_residue_...
21 Diff_YAD5 Diff_YAD5_Lag1Trend_residue_bestCycle_byL2_res...
22 _YAD5 _YAD5_ConstantTrend_residue_zeroCycle_residue_...
23 _YAD5 _YAD5_ConstantTrend_residue_bestCycle_byL2_res...
24 _YAD5 _YAD5_Lag1Trend_residue_zeroCycle_residue_NoAR
25 _YAD5 _YAD5_Lag1Trend_residue_bestCycle_byL2_residue...
26 CumSum_YAD5 CumSum_YAD5_Lag1Trend_residue_zeroCycle_residu...
27 Diff_YAD5 Diff_YAD5_Lag1Trend_residue_zeroCycle_residue_...
28 RelDiff_YAD5 RelDiff_YAD5_Lag1Trend_residue_zeroCycle_resid...
29 CumSum_YAD5 CumSum_YAD5_Lag1Trend_residue_bestCycle_byL2_r...
.. ... ...
34 Diff_YAD5 Diff_YAD5_ConstantTrend_residue_zeroCycle_resi...
35 Diff_YAD5 Diff_YAD5_ConstantTrend_residue_bestCycle_byL2...
36 Diff_YAD5 Diff_YAD5_LinearTrend_residue_zeroCycle_residu...
37 Diff_YAD5 Diff_YAD5_LinearTrend_residue_bestCycle_byL2_r...
38 CumSum_YAD5 CumSum_YAD5_LinearTrend_residue_zeroCycle_resi...
39 CumSum_YAD5 CumSum_YAD5_LinearTrend_residue_bestCycle_byL2...
40 CumSum_YAD5 CumSum_YAD5_ConstantTrend_residue_zeroCycle_re...
41 CumSum_YAD5 CumSum_YAD5_ConstantTrend_residue_bestCycle_by...
42 CumSum_YAD5 CumSum_YAD5_Lag1Trend_residue_zeroCycle_residu...
43 CumSum_YAD5 CumSum_YAD5_Lag1Trend_residue_bestCycle_byL2_r...
44 CumSum_YAD5 CumSum_YAD5_PolyTrend_residue_zeroCycle_residu...
45 CumSum_YAD5 CumSum_YAD5_PolyTrend_residue_bestCycle_byL2_r...
46 RelDiff_YAD5 RelDiff_YAD5_ConstantTrend_residue_zeroCycle_r...
47 RelDiff_YAD5 RelDiff_YAD5_ConstantTrend_residue_bestCycle_b...
48 RelDiff_YAD5 RelDiff_YAD5_ConstantTrend_residue_zeroCycle_r...
49 RelDiff_YAD5 RelDiff_YAD5_ConstantTrend_residue_bestCycle_b...
50 RelDiff_YAD5 RelDiff_YAD5_LinearTrend_residue_zeroCycle_res...
51 RelDiff_YAD5 RelDiff_YAD5_PolyTrend_residue_zeroCycle_resid...
52 RelDiff_YAD5 RelDiff_YAD5_LinearTrend_residue_bestCycle_byL...
53 RelDiff_YAD5 RelDiff_YAD5_PolyTrend_residue_bestCycle_byL2_...
54 RelDiff_YAD5 RelDiff_YAD5_LinearTrend_residue_zeroCycle_res...
55 RelDiff_YAD5 RelDiff_YAD5_PolyTrend_residue_zeroCycle_resid...
56 RelDiff_YAD5 RelDiff_YAD5_LinearTrend_residue_bestCycle_byL...
57 RelDiff_YAD5 RelDiff_YAD5_PolyTrend_residue_bestCycle_byL2_...
58 CumSum_YAD5 CumSum_YAD5_LinearTrend_residue_zeroCycle_resi...
59 CumSum_YAD5 CumSum_YAD5_LinearTrend_residue_bestCycle_byL2...
60 CumSum_YAD5 CumSum_YAD5_PolyTrend_residue_zeroCycle_residu...
61 CumSum_YAD5 CumSum_YAD5_PolyTrend_residue_bestCycle_byL2_r...
62 CumSum_YAD5 CumSum_YAD5_ConstantTrend_residue_zeroCycle_re...
63 CumSum_YAD5 CumSum_YAD5_ConstantTrend_residue_bestCycle_by...
Complexity FitCount FitL2 FitMAPE ForecastCount ForecastL2 \
0 74 32 10.657485 0.0171 9 17.197344
1 82 32 10.657485 0.0171 9 17.197344
2 10 32 8.074752 0.0132 9 17.397858
3 18 32 8.074752 0.0132 9 17.397858
4 26 32 6.979462 0.0120 9 17.589532
5 34 32 6.979462 0.0120 9 17.589532
6 26 32 7.462316 0.0126 9 16.678115
7 34 32 7.462316 0.0126 9 16.678115
8 16 32 9.550998 0.0146 9 18.297785
9 24 32 9.550998 0.0146 9 18.297785
10 16 32 9.479325 0.0146 9 19.675319
11 24 32 9.479325 0.0146 9 19.675319
12 48 32 9.870970 0.0148 9 18.606105
13 56 32 9.870970 0.0148 9 18.606105
14 32 32 10.009834 0.0150 9 18.360338
15 40 32 10.009834 0.0150 9 18.360338
16 48 32 9.799375 0.0148 9 17.786149
17 56 32 9.799375 0.0148 9 17.786149
18 42 32 8.963223 0.0146 9 17.324609
19 50 32 8.963223 0.0146 9 17.324609
20 74 32 10.624070 0.0167 9 19.309360
21 82 32 10.624070 0.0167 9 19.309360
22 0 32 10.187260 0.0154 9 19.268955
23 8 32 10.187260 0.0154 9 19.268955
24 32 32 12.773263 0.0200 9 19.821425
25 40 32 12.773263 0.0200 9 19.821425
26 64 32 89.479921 0.0510 9 19.821425
27 64 32 12.773263 0.0200 9 19.821425
28 64 32 12.773263 0.0200 9 19.821425
29 72 32 89.479921 0.0510 9 19.821425
.. ... ... ... ... ... ...
34 42 32 13.644719 0.0224 9 22.263960
35 50 32 13.644719 0.0224 9 22.263960
36 58 32 11.817950 0.0189 9 23.296392
37 66 32 11.817950 0.0189 9 23.296392
38 58 32 32.360198 0.0395 9 24.530168
39 66 32 32.360198 0.0395 9 24.530168
40 42 32 109.536455 0.0849 9 25.494141
41 50 32 109.536455 0.0849 9 25.494141
42 74 32 109.529945 0.0847 9 25.521661
43 82 32 109.529945 0.0847 9 25.521661
44 58 32 68.117512 0.0643 9 31.210112
45 66 32 68.117512 0.0643 9 31.210112
46 42 32 20.011934 0.0312 9 36.306668
47 50 32 20.011934 0.0312 9 36.306668
48 32 32 20.962352 0.0324 9 36.347092
49 40 32 20.962352 0.0324 9 36.347092
50 48 32 19.423510 0.0293 9 36.347092
51 48 32 17.825966 0.0262 9 36.347092
52 56 32 19.423510 0.0293 9 36.347092
53 56 32 17.825966 0.0262 9 36.347092
54 58 32 18.120066 0.0277 9 36.347092
55 58 32 16.454099 0.0245 9 36.347092
56 66 32 18.120066 0.0277 9 36.347092
57 66 32 16.454099 0.0245 9 36.347092
58 48 32 383.012285 0.3799 9 123.094978
59 56 32 383.012285 0.3799 9 123.094978
60 48 32 460.506999 0.4550 9 410.716696
61 56 32 460.506999 0.4550 9 410.716696
62 32 32 1455.482814 1.4552 9 490.539612
63 40 32 1455.482814 1.4552 9 490.539612
ForecastMAPE TestCount TestL2 TestMAPE
0 0.0268 2 8.746428 0.0147
1 0.0268 2 8.746428 0.0147
2 0.0270 2 41.240397 0.0799
3 0.0270 2 41.240397 0.0799
4 0.0276 2 53.701533 0.1018
5 0.0276 2 53.701533 0.1018
6 0.0295 2 36.373423 0.0689
7 0.0295 2 36.373423 0.0689
8 0.0303 2 24.617367 0.0469
9 0.0303 2 24.617367 0.0469
10 0.0311 2 33.211837 0.0637
11 0.0311 2 33.211837 0.0637
12 0.0314 2 23.998474 0.0457
13 0.0314 2 23.998474 0.0457
14 0.0316 2 20.891426 0.0396
15 0.0316 2 20.891426 0.0396
16 0.0318 2 12.729470 0.0235
17 0.0318 2 12.729470 0.0235
18 0.0323 2 15.546485 0.0295
19 0.0323 2 15.546485 0.0295
20 0.0325 2 15.872196 0.0307
21 0.0325 2 15.872196 0.0307
22 0.0347 2 17.132782 0.0321
23 0.0347 2 17.132782 0.0321
24 0.0359 2 7.280110 0.0136
25 0.0359 2 7.280110 0.0136
26 0.0359 2 7.280110 0.0136
27 0.0359 2 7.280110 0.0136
28 0.0359 2 7.280110 0.0136
29 0.0359 2 7.280110 0.0136
.. ... ... ... ...
34 0.0387 2 56.282835 0.1078
35 0.0387 2 56.282835 0.1078
36 0.0404 2 64.211044 0.1232
37 0.0404 2 64.211044 0.1232
38 0.0417 2 11.259321 0.0214
39 0.0417 2 11.259321 0.0214
40 0.0427 2 13.452124 0.0256
41 0.0427 2 13.452124 0.0256
42 0.0428 2 13.605102 0.0258
43 0.0428 2 13.605102 0.0258
44 0.0484 2 35.909249 0.0670
45 0.0484 2 35.909249 0.0670
46 0.0661 2 8.746428 0.0147
47 0.0661 2 8.746428 0.0147
48 0.0662 2 8.746428 0.0147
49 0.0662 2 8.746428 0.0147
50 0.0662 2 8.746428 0.0147
51 0.0662 2 8.746428 0.0147
52 0.0662 2 8.746428 0.0147
53 0.0662 2 8.746428 0.0147
54 0.0662 2 8.746428 0.0147
55 0.0662 2 8.746428 0.0147
56 0.0662 2 8.746428 0.0147
57 0.0662 2 8.746428 0.0147
58 0.2475 2 146.171074 0.2839
59 0.2475 2 146.171074 0.2839
60 0.8254 2 552.761878 1.0740
61 0.8254 2 552.761878 1.0740
62 1.0000 2 514.519679 1.0000
63 1.0000 2 514.519679 1.0000
[64 rows x 12 columns]
Transformation Model \
0 RelDiff_YAD5 RelDiff_YAD5_Lag1Trend_residue_zeroCycle_resid...
1 RelDiff_YAD5 RelDiff_YAD5_Lag1Trend_residue_bestCycle_byL2_...
2 _YAD5 _YAD5_ConstantTrend_residue_zeroCycle_residue_...
3 _YAD5 _YAD5_ConstantTrend_residue_bestCycle_byL2_res...
4 _YAD5 _YAD5_PolyTrend_residue_zeroCycle_residue_AR(10)
Complexity FitCount FitL2 FitMAPE ForecastCount ForecastL2 \
0 74 32 10.657485 0.0171 9 17.197344
1 82 32 10.657485 0.0171 9 17.197344
2 10 32 8.074752 0.0132 9 17.397858
3 18 32 8.074752 0.0132 9 17.397858
4 26 32 6.979462 0.0120 9 17.589532
ForecastMAPE TestCount TestL2 TestMAPE
0 0.0268 2 8.746428 0.0147
1 0.0268 2 8.746428 0.0147
2 0.0270 2 41.240397 0.0799
3 0.0270 2 41.240397 0.0799
4 0.0276 2 53.701533 0.1018
2 0 516.0
1 515.0
Name: YAD5, dtype: float64
2 0 497.96875
1 497.96875
Name: YAD5_Forecast, dtype: float64
FORECAST_DETAIL_ACTUAL M1_COMP YAD5 [ 516. 515.]
FORECAST_DETAIL_PREDICTED M1_COMP YAD5 [ 497.96875 497.96875]
BENCHMARK_PERF_DETAIL M1_COMP YAD5 43 2 1.76922607421875 ConstantTrend + NoCycle + NoAR 2 0.034 0.0173
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Content source: antoinecarme/pyaf
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