Граф коммитов

1183 Коммитов

Автор SHA1 Сообщение Дата
vapaunic 2657c1c7bb Vapaunic/arimaint (#154)
* modified conftests to add arima

* added tests

* modified notebooks with parameters


Former-commit-id: e6d47ee770
2020-03-24 15:31:36 +00:00
Ubuntu 2866b95a25 Chenhui/add CI tests for notebooks
Former-commit-id: 47c6ac5f6f
2020-03-24 03:24:48 +00:00
Ubuntu 3eca65c20e Vapaunic/featutils (#137)
Former-commit-id: 0dff37913b
2020-03-24 03:08:38 +00:00
Ubuntu bac03209b7 Chenhui/windows setup (#131)
Former-commit-id: 57d0252a2b
2020-03-24 02:53:54 +00:00
Ubuntu c0e5ae5165 Readds R material (#116)
Former-commit-id: bb7f71f33d
2020-03-24 02:30:06 +00:00
Ubuntu e10955e5bc add ignored items
Former-commit-id: 4bf358d995
2020-03-24 00:30:52 +00:00
Ubuntu 1fbf16f203 Update component governance pipeline
Former-commit-id: 3a752ed9c2
2020-03-24 00:19:23 +00:00
Ubuntu 58ea7002e1 Update component governance pipeline
Former-commit-id: 21a3ddb148
2020-03-24 00:06:13 +00:00
Ubuntu 0f7bb429e2 Added CI tests for example notebooks
Former-commit-id: 30a69f52fa
2020-03-23 21:59:34 +00:00
Ubuntu ecac9d3f53 minor update
Former-commit-id: b3a8ac5243
2020-03-23 21:50:31 +00:00
Chenhui Hu 31ff4573ca Chenhui/Add CI tests for notebooks
This reverts commit 8a99549da8b9096b65130fd2f6634e2a217b2dd9 [formerly 89e986fe2c].


Former-commit-id: 3ca34e01f6
2020-03-23 21:43:28 +00:00
Chenhui Hu b9ca4743b4 Revert "Chenhui/add ci tests (#150)" (#151)
This reverts commit 357453234088f2ebb8453bd8cd77527a1c6c2130 [formerly 21846168a7].

Former-commit-id: ef317aa983
2020-03-23 21:20:40 +00:00
Chenhui Hu 82790caaf2 Chenhui/add ci tests (#150)
* Update conda env with versions (#99)

* 💥

* revert

* minor changes

Co-authored-by: Chenhui Hu <chenhhu@microsoft.com>

* Adding missing Jupyter Extension (#90)

* Update environment.yml

* specified version

Co-authored-by: Chenhui Hu <chenhhu@microsoft.com>

* fix links to examples/ (#104)

* Chenhui/rename notebooks and update automl notebook (#106)

* removed unused module

* added outputs in automl notebook

* fixed a notebook name

* Arima multi-round notebook (#91)

* working arima model

* final auto arima example

* added tqdm to requirements

* addressed review comments

* Revert "Chenhui/rename notebooks and update automl notebook (#106)" (#107)

This reverts commit 032c91d9bfa389f22ae1f1f2150913a4f063bd18 [formerly 15d25213dc].

Co-authored-by: Chenhui Hu <chenhhu@microsoft.com>

* Fixing data download issue (#109)

* removed dependency on __file__ from data download, doesn't work in jupyter

* changed aux to auxdata

* fixe data download function

* fixed path

* auxdata -> auxi

* adding tl;dr directions for setup to README.md (#88)

* adding tl;dr directions for setup to README.md

* added a bit more text

* Cleaned up obsolete (tsperf) code in fclib (#112)

* moved out tsperf files from evaluation module

* moved out tsperf tuning code

* removed more unused files

* Addressing documentation related issues (#111)

* Added conda activate to the setup readme

* added instructions for starting jupyter to setup

* minor

* deleted duplicate instructions

* addressed PR comments

* Chenhui/rename notebooks and updated AutoML example (#108)

* removed unused module

* added outputs in automl notebook

* fixed a notebook name

* updated pytest file

* address review comments

* reran notebook with blackcellmagic

* adding pylint  (#93)

* adding tl;dr directions for setup to README.md

* removing pylint hook and pylint_junit from the env file

* removed pylint config file

* Chenhui/update example folder (#115)

* restructure examples folder

* updated readme

* added readme

* minor update

* removed R folder

* minor change

* fixed a broken link

* another broken link

* fixing notebook tests

* Chenhui/fix aux file path (#118)

* fixed figure links

* changed to auxi_i.csv

* minor change

* [MINOR] Small changes to Arima notebooks (#121)

* fixed a broken link

* minor text changes

* Documentation (#120)

* added target audience section

* added intro on forecasting

* Added fclib documentation

* improved examples readme

* address comments

* added info about the dataset

* added items to be ignored (#123)

* added items to be ignored

* added *.log and score.py

* Chenhui/toplevel readme (#127)

* added content table

* added references

* added external repo links

* minor update

* Chenhui/tune deploy lgbm (#122)

* added notebook and utils

* updated readme links

* fix data path

* updated text

* group imports

* minor update

* using azureml utils to create workspace and compute (#126)

* using azureml utils to create workspace and compute

* group imports

* Download ojdata directly from github (#128)

* new function to download and load oj data directly from bayesm repo

* removed bayesm

* new R function to only load the data

* removed download R function

* minor fix

* added documentation to load_oj_data.R

* added requests to requirements

* fixed a syntax error (#130)

* fix setup.md link (#129)

* fix setup.md link

* mention related use cases

* Vapaunic/cgbuild (#133)

* added files to generate reqs.txt and the ci yml file

* Added notice generation task

* Checking if notice is there

* Update component_governance.yml for Azure Pipelines

* check in notice file

* Update component_governance.yml for Azure Pipelines

* fixed heading

* Chenhui/windows setup (#131)

* initial test

* added batch script and instructions

* align image to center

* adjust image size

* added text

* adjust image size

* address comments

* Readds R material (#116)

* redo R stuff in new dirs

* dirname fixup

* add Rproj file

* rebuild

* fixups

* roxygenise

* copyright notice

* dataprep

* updated yaml

* more updates

* more tweaks

* reg models

* update reg models

* more updates

* reword

* rendered prophet html

* name fix

* add lintr file

* move stuff

* renamed use case folder (#138)

* renamed use case folder

* dirname change

* updated readme

* added notebooks

* fix ci test

* Vapaunic/featutils (#137)

* moved feature engineering module to contrib

* removed lag submod

* cleaned up feature engineering

* rebuild R notebooks (#139)

* Chenhui/toplevel readme (#140)

* added content table

* added references

* added external repo links

* minor update

* updated setup instructions

* added text

* align text

* removed duplicated Content section

* address review comments

* Chenhui/hyperdrive example update (#142)

* removed blackcellmagic

* removed utils under aml_scripts and updated notebook

* added notebook path

* added ci test of lightgbm multi round example

* make forecast round as parameter

* Make -Agent Name

* resolve duplicated function name

* increased time limit and reduce number of rounds

* increase time limit

* added parameters tag to multiround lightgbm and dilatedcnn

* README change (#147)

* minor change

* hide tags

* hide tags

* added parameters tag
Former-commit-id: 8ea203c7fb
2020-03-23 21:20:40 +00:00
Chenhui Hu 61e9bd0a30 Revert "Chenhui/add ci tests (#146)" (#149)
This reverts commit de7a19cfa7637476b9ebfc92f5c18a26a8eca4da [formerly f8bd22733c].

Former-commit-id: 69b8bb3210
2020-03-23 21:20:40 +00:00
Chenhui Hu afb77418d2 Chenhui/add ci tests (#146)
* Update conda env with versions (#99)

* 💥

* revert

* minor changes

Co-authored-by: Chenhui Hu <chenhhu@microsoft.com>

* Adding missing Jupyter Extension (#90)

* Update environment.yml

* specified version

Co-authored-by: Chenhui Hu <chenhhu@microsoft.com>

* fix links to examples/ (#104)

* Chenhui/rename notebooks and update automl notebook (#106)

* removed unused module

* added outputs in automl notebook

* fixed a notebook name

* Arima multi-round notebook (#91)

* working arima model

* final auto arima example

* added tqdm to requirements

* addressed review comments

* Revert "Chenhui/rename notebooks and update automl notebook (#106)" (#107)

This reverts commit 032c91d9bfa389f22ae1f1f2150913a4f063bd18 [formerly 15d25213dc].

Co-authored-by: Chenhui Hu <chenhhu@microsoft.com>

* Fixing data download issue (#109)

* removed dependency on __file__ from data download, doesn't work in jupyter

* changed aux to auxdata

* fixe data download function

* fixed path

* auxdata -> auxi

* adding tl;dr directions for setup to README.md (#88)

* adding tl;dr directions for setup to README.md

* added a bit more text

* Cleaned up obsolete (tsperf) code in fclib (#112)

* moved out tsperf files from evaluation module

* moved out tsperf tuning code

* removed more unused files

* Addressing documentation related issues (#111)

* Added conda activate to the setup readme

* added instructions for starting jupyter to setup

* minor

* deleted duplicate instructions

* addressed PR comments

* Chenhui/rename notebooks and updated AutoML example (#108)

* removed unused module

* added outputs in automl notebook

* fixed a notebook name

* updated pytest file

* address review comments

* reran notebook with blackcellmagic

* adding pylint  (#93)

* adding tl;dr directions for setup to README.md

* removing pylint hook and pylint_junit from the env file

* removed pylint config file

* Chenhui/update example folder (#115)

* restructure examples folder

* updated readme

* added readme

* minor update

* removed R folder

* minor change

* fixed a broken link

* another broken link

* fixing notebook tests

* Chenhui/fix aux file path (#118)

* fixed figure links

* changed to auxi_i.csv

* minor change

* [MINOR] Small changes to Arima notebooks (#121)

* fixed a broken link

* minor text changes

* Documentation (#120)

* added target audience section

* added intro on forecasting

* Added fclib documentation

* improved examples readme

* address comments

* added info about the dataset

* added items to be ignored (#123)

* added items to be ignored

* added *.log and score.py

* Chenhui/toplevel readme (#127)

* added content table

* added references

* added external repo links

* minor update

* Chenhui/tune deploy lgbm (#122)

* added notebook and utils

* updated readme links

* fix data path

* updated text

* group imports

* minor update

* using azureml utils to create workspace and compute (#126)

* using azureml utils to create workspace and compute

* group imports

* Download ojdata directly from github (#128)

* new function to download and load oj data directly from bayesm repo

* removed bayesm

* new R function to only load the data

* removed download R function

* minor fix

* added documentation to load_oj_data.R

* added requests to requirements

* fixed a syntax error (#130)

* fix setup.md link (#129)

* fix setup.md link

* mention related use cases

* Vapaunic/cgbuild (#133)

* added files to generate reqs.txt and the ci yml file

* Added notice generation task

* Checking if notice is there

* Update component_governance.yml for Azure Pipelines

* check in notice file

* Update component_governance.yml for Azure Pipelines

* fixed heading

* Chenhui/windows setup (#131)

* initial test

* added batch script and instructions

* align image to center

* adjust image size

* added text

* adjust image size

* address comments

* Readds R material (#116)

* redo R stuff in new dirs

* dirname fixup

* add Rproj file

* rebuild

* fixups

* roxygenise

* copyright notice

* dataprep

* updated yaml

* more updates

* more tweaks

* reg models

* update reg models

* more updates

* reword

* rendered prophet html

* name fix

* add lintr file

* move stuff

* renamed use case folder (#138)

* renamed use case folder

* dirname change

* updated readme

* added notebooks

* fix ci test

* Vapaunic/featutils (#137)

* moved feature engineering module to contrib

* removed lag submod

* cleaned up feature engineering

* rebuild R notebooks (#139)

* Chenhui/toplevel readme (#140)

* added content table

* added references

* added external repo links

* minor update

* updated setup instructions

* added text

* align text

* removed duplicated Content section

* address review comments

* Chenhui/hyperdrive example update (#142)

* removed blackcellmagic

* removed utils under aml_scripts and updated notebook

* added notebook path

* added ci test of lightgbm multi round example

* make forecast round as parameter

* Make -Agent Name

* resolve duplicated function name

* increased time limit and reduce number of rounds

* increase time limit

* added parameters tag to multiround lightgbm and dilatedcnn

* README change (#147)

* minor change

* hide tags

* hide tags

* added parameters tag


Former-commit-id: e75be6bcea
2020-03-23 21:18:10 +00:00
Chenhui Hu df457d45e4 Chenhui/dilated cnn example and utils (#76)
* added initial model util file for DCNN

* initial notebook

* added feature utils for DCNN

* upadted evaluation and visualization

* removed plot function

* replaced PRED_HORIZON, PRED_STEPS by HORIZON, GAP

* removed log dir if it exists

* updated model utils

* generalized categorical features in dcnn model util

* generalized network definition

* update training code

* format with blackcellmagic

* address review comments and added README


Former-commit-id: 3e495501b7
2020-03-03 22:51:54 -05:00
vapaunic e338529f49 Cleaned up unused files and directories (#96)
* removed non-used files

* moved docs into a docs/ dir

* fixed broken links


Former-commit-id: b007364e70
2020-03-03 16:39:21 -05:00
vapaunic bfedec4f24 Update SETUP (#95)
minor fix

Former-commit-id: 2bd04b0acf
2020-03-03 16:17:08 -05:00
vapaunic 5535d1b384 clarified setup guide (#94)
Former-commit-id: c79c7c6a38
2020-03-03 16:05:18 -05:00
Hong Ooi c6e50e8138 Add regression-based models (#64)
* modelling updates

* code tweak

* rebuild

* update mape

* update mape 2

* new forecasting structure

* update eval

* rebuild dataprep

* rebuild with profit

* rm profit

* add plot

* typo

* tidy up

* expand readme

* oops


Former-commit-id: 681eede073
2020-03-04 04:46:35 +11:00
Daniel Ciborowski 907e4c8d2b Fixing AML Example Notebook (#84)
* Cleaning notebook output, adding get_or_create workspace call, and fixing get_or_create AmlCompute

Former-commit-id: f9c1b8b6e0
2020-03-03 12:26:33 -05:00
vapaunic 32ccfcbcbf Merge pull request #73 from microsoft/vapaunic/arima_notebook
Vapaunic/arima notebook

Former-commit-id: 21f05a3822
2020-02-28 10:38:08 +00:00
Vanja Paunic 8134779cd0 modeling arima on log scale
Former-commit-id: 6e98b423b6
2020-02-28 10:28:06 +00:00
Vanja Paunic e82917104e fixed a bug in predict
Former-commit-id: e91f5ffc90
2020-02-27 22:07:15 +00:00
Vanja Paunic 69a4818922 Merge branch 'staging' of github.com:microsoft/forecasting into vapaunic/arima_notebook
Former-commit-id: 15ea733a3a
2020-02-27 21:33:47 +00:00
Vanja Paunic 7af0972ce8 fixed a bug in MAPE calculation and added plotting
Former-commit-id: bdad1c39c1
2020-02-27 21:33:38 +00:00
Vanja Paunic dab48a460e fixed docstring in plot function
Former-commit-id: 70d8a9e657
2020-02-27 21:13:09 +00:00
vapaunic 1767c6bb45 Merge pull request #74 from microsoft/vapaunic/setup
added git clone to setup

Former-commit-id: 1b3ecf17e8
2020-02-27 20:22:43 +00:00
Vanja Paunic 2fb19f47ba Arima to ARIMA
Former-commit-id: 3a1c289908
2020-02-27 18:38:33 +00:00
Vanja Paunic 86bbf1307c typo
Former-commit-id: 73255e6395
2020-02-27 17:10:55 +00:00
Vanja Paunic ee058bcd36 addressed PR comments
Former-commit-id: 9c2cbb9c68
2020-02-27 16:58:36 +00:00
Vanja Paunic c374c285d6 added git clone to setup
Former-commit-id: 1f39b3bfb6
2020-02-27 15:31:19 +00:00
Vanja Paunic 29575a61bb renamed data preparation/exploration notebooks
Former-commit-id: e567142f34
2020-02-27 15:06:58 +00:00
Vanja Paunic a7a125bfc0 complete arima notebook
Former-commit-id: 71c2bda4bc
2020-02-27 15:05:03 +00:00
Vanja Paunic 3098ebd9cb forecasting across many stores/brands
Former-commit-id: 23e9ca902b
2020-02-26 11:42:19 +00:00
Vanja Paunic d6405f8860 Merge branch 'staging' of github.com:microsoft/forecasting into vapaunic/arima_notebook
Former-commit-id: f9ce6363c0
2020-02-26 10:35:52 +00:00
Vanja Paunic d5300973ca minor type
Former-commit-id: 7e50ecf0fa
2020-02-25 15:21:13 +00:00
Vanja Paunic 2892b67319 Added a complete function
Former-commit-id: d8b6b1ea6b
2020-02-25 15:20:29 +00:00
Vanja Paunic 3ca744c015 replace pyramid with pmdarima
Former-commit-id: 9e517057b6
2020-02-25 14:49:53 +00:00
Vanja Paunic 1274c63eaf first draft of arima notebook
Former-commit-id: 3ceeefb2ae
2020-02-25 14:10:45 +00:00
Vanja Paunic 05bcfcfca7 added pyramid-automl to conda file
Former-commit-id: b7f4bf8f67
2020-02-25 14:05:23 +00:00
Chenhui Hu f0477ce9ce Chenhui/multiround lightgbm (#68)
* added initial multiround notebook for lightgbm

* updated data splitting

* updated text

* updated week list

* addressed review comments


Former-commit-id: 47877bb254
2020-02-24 12:00:52 -05:00
vapaunic a0b94f95f3 Merge pull request #69 from microsoft/vapaunic/datasplit
Visuals for time series data splitting

Former-commit-id: a0a6f6b107
2020-02-21 16:57:12 +00:00
Vanja Paunic 08977e80d6 addressed review feedback and fixed the explore notebook
Former-commit-id: 68b4d5b459
2020-02-21 16:49:47 +00:00
Vanja Paunic 6e1f58ddfa modified data explore notebook, updated info about the data, and removed reference to TSPerf
Former-commit-id: 3fd70a3668
2020-02-21 11:59:08 +00:00
Vanja Paunic 7aeb9c02a9 moved r exploration notebook to contrib directory
Former-commit-id: f681206245
2020-02-21 11:49:52 +00:00
Vanja Paunic 055919a482 modified data preparation notebook with images
Former-commit-id: 4a3f194785
2020-02-21 11:47:13 +00:00
Vanja Paunic 57c02c7d53 Merge branch 'staging' of github.com:microsoft/forecasting into vapaunic/datasplit
Former-commit-id: f295657064
2020-02-21 10:20:03 +00:00
Chenhui Hu 93a7bc38ff Chenhui/env setup script (#67)
* added a shell script for setting up environment

* changed yaml to yml

* added comments and updated SETUP.md


Former-commit-id: bda63dc12c
2020-02-20 14:05:53 -05:00
Chenhui Hu d49b6cb593 updated evaluation periods (#66)
Former-commit-id: fd27788e36
2020-02-20 14:05:06 -05:00