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baniasbaabe committed Nov 27, 2023
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49 changes: 49 additions & 0 deletions _sources/book/machinelearning/timeseries.ipynb
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Expand Up @@ -154,6 +154,55 @@
"for train, test in cv.split(range(10)):\n",
" print(\"train:\", train, \"test:\", test)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Time Series Forecasting with Machine Learning with `mlforecast`"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Do you want to perform powerful time series forecasting?\n",
"\n",
"Try `mlforecast` by Nixtla.\n",
"\n",
"`mlforecast` lets you run Machine Learning models for time series forecasting, even on remote clusters like Ray or Spark.\n",
"\n",
"Feature Engineering, support for exogenous variables, and probabilistic forecasting are also included."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"!pip install mlforecast"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import lightgbm as lgb\n",
"\n",
"from mlforecast import MLForecast\n",
"from sklearn.linear_model import LinearRegression\n",
"\n",
"mlf = MLForecast(\n",
" models = [LinearRegression(), lgb.LGBMRegressor()],\n",
" lags=[1, 12],\n",
" freq = 'M'\n",
")\n",
"mlf.fit(df)\n",
"mlf.predict(12)"
]
}
],
"metadata": {
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34 changes: 34 additions & 0 deletions book/machinelearning/timeseries.html
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Expand Up @@ -410,6 +410,7 @@ <h2> Contents </h2>
<li class="toc-h2 nav-item toc-entry"><a class="reference internal nav-link" href="#check-seasonality-automatically-with-darts">5.7.1. Check Seasonality automatically with <code class="docutils literal notranslate"><span class="pre">darts</span></code></a></li>
<li class="toc-h2 nav-item toc-entry"><a class="reference internal nav-link" href="#cross-validation-for-time-series-data-with-timeseriessplit">5.7.2. Cross-validation for Time Series Data with <code class="docutils literal notranslate"><span class="pre">TimeSeriesSplit</span></code></a></li>
<li class="toc-h2 nav-item toc-entry"><a class="reference internal nav-link" href="#more-cross-validation-with-tscv">5.7.3. More Cross-Validation with <code class="docutils literal notranslate"><span class="pre">tscv</span></code></a></li>
<li class="toc-h2 nav-item toc-entry"><a class="reference internal nav-link" href="#time-series-forecasting-with-machine-learning-with-mlforecast">5.7.4. Time Series Forecasting with Machine Learning with <code class="docutils literal notranslate"><span class="pre">mlforecast</span></code></a></li>
</ul>
</nav>
</div>
Expand Down Expand Up @@ -510,6 +511,38 @@ <h2><span class="section-number">5.7.3. </span>More Cross-Validation with <code
</div>
</div>
</section>
<section id="time-series-forecasting-with-machine-learning-with-mlforecast">
<h2><span class="section-number">5.7.4. </span>Time Series Forecasting with Machine Learning with <code class="docutils literal notranslate"><span class="pre">mlforecast</span></code><a class="headerlink" href="#time-series-forecasting-with-machine-learning-with-mlforecast" title="Permalink to this heading">#</a></h2>
<p>Do you want to perform powerful time series forecasting?</p>
<p>Try <code class="docutils literal notranslate"><span class="pre">mlforecast</span></code> by Nixtla.</p>
<p><code class="docutils literal notranslate"><span class="pre">mlforecast</span></code> lets you run Machine Learning models for time series forecasting, even on remote clusters like Ray or Spark.</p>
<p>Feature Engineering, support for exogenous variables, and probabilistic forecasting are also included.</p>
<div class="cell docutils container">
<div class="cell_input docutils container">
<div class="highlight-python notranslate"><div class="highlight"><pre><span></span>!pip install mlforecast
</pre></div>
</div>
</div>
</div>
<div class="cell docutils container">
<div class="cell_input docutils container">
<div class="highlight-python notranslate"><div class="highlight"><pre><span></span><span class="kn">import</span> <span class="nn">lightgbm</span> <span class="k">as</span> <span class="nn">lgb</span>

<span class="kn">from</span> <span class="nn">mlforecast</span> <span class="kn">import</span> <span class="n">MLForecast</span>
<span class="kn">from</span> <span class="nn">sklearn.linear_model</span> <span class="kn">import</span> <span class="n">LinearRegression</span>

<span class="n">mlf</span> <span class="o">=</span> <span class="n">MLForecast</span><span class="p">(</span>
<span class="n">models</span> <span class="o">=</span> <span class="p">[</span><span class="n">LinearRegression</span><span class="p">(),</span> <span class="n">lgb</span><span class="o">.</span><span class="n">LGBMRegressor</span><span class="p">()],</span>
<span class="n">lags</span><span class="o">=</span><span class="p">[</span><span class="mi">1</span><span class="p">,</span> <span class="mi">12</span><span class="p">],</span>
<span class="n">freq</span> <span class="o">=</span> <span class="s1">&#39;M&#39;</span>
<span class="p">)</span>
<span class="n">mlf</span><span class="o">.</span><span class="n">fit</span><span class="p">(</span><span class="n">df</span><span class="p">)</span>
<span class="n">mlf</span><span class="o">.</span><span class="n">predict</span><span class="p">(</span><span class="mi">12</span><span class="p">)</span>
</pre></div>
</div>
</div>
</div>
</section>
</section>

<script type="text/x-thebe-config">
Expand Down Expand Up @@ -582,6 +615,7 @@ <h2><span class="section-number">5.7.3. </span>More Cross-Validation with <code
<li class="toc-h2 nav-item toc-entry"><a class="reference internal nav-link" href="#check-seasonality-automatically-with-darts">5.7.1. Check Seasonality automatically with <code class="docutils literal notranslate"><span class="pre">darts</span></code></a></li>
<li class="toc-h2 nav-item toc-entry"><a class="reference internal nav-link" href="#cross-validation-for-time-series-data-with-timeseriessplit">5.7.2. Cross-validation for Time Series Data with <code class="docutils literal notranslate"><span class="pre">TimeSeriesSplit</span></code></a></li>
<li class="toc-h2 nav-item toc-entry"><a class="reference internal nav-link" href="#more-cross-validation-with-tscv">5.7.3. More Cross-Validation with <code class="docutils literal notranslate"><span class="pre">tscv</span></code></a></li>
<li class="toc-h2 nav-item toc-entry"><a class="reference internal nav-link" href="#time-series-forecasting-with-machine-learning-with-mlforecast">5.7.4. Time Series Forecasting with Machine Learning with <code class="docutils literal notranslate"><span class="pre">mlforecast</span></code></a></li>
</ul>
</nav></div>

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2 changes: 1 addition & 1 deletion searchindex.js
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