Create forecasting prediction engine and conform time series forecasting API to estimator standards. - #3910

Merged
codemzs merged 21 commits into
dotnet:masterfrom
codemzs:forecastingapi
Jul 1, 2019
Merged

Create forecasting prediction engine and conform time series forecasting API to estimator standards.#3910
codemzs merged 21 commits into
dotnet:masterfrom
codemzs:forecastingapi

Conversation

@codemzs

@codemzscodemzs commented Jun 26, 2019•
edited
Loading

Copy link
Copy Markdown
Member

fixes#3862

@codemzscodemzs changed the title [WIP] New forecasting API [WIP] Updated estimator based forecasting API Jun 26, 2019
@codemzscodemzs changed the title [WIP] Updated estimator based forecasting API Create forecasting prediction engine and conform time series forecasting API to estimator standards.Jun 28, 2019
@codemzs

codemzs commented Jun 28, 2019•
edited
Loading

Copy link
Copy Markdown
MemberAuthor
 /// Creates a clone of the transfomer. Used for taking the snapshot of the state.

update the comment to explain creation of multiple time series. #Resolved

Refers to: src/Microsoft.ML.TimeSeries/PredictionFunction.cs:33 in d54ec3d. [](commit_id = d54ec3d, deletion_comment = False)

codemzs
codemzs commented Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs Outdated
codemzs
codemzs commented Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs Outdated
codemzs
codemzs commented Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs Outdated
codemzs
codemzs commented Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs Outdated
codemzs
codemzs commented Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
codemzs
codemzs commented Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs Outdated
codemzs
codemzs commented Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs Outdated
codemzs
codemzs commented Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs Outdated
codemzs
codemzs commented Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs Outdated
codemzs
codemzs commented Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialTransformBase.cs
codemzs
codemzs commented Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SSaForecasting.cs
codemzs
codemzs commented Jun 28, 2019
View reviewed changes
Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs Outdated
codemzs
codemzs commented Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SSaForecasting.cs Outdated
codemzs
codemzs commented Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs Outdated
codemzs
codemzs commented Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs Outdated
codemzs
codemzs commented Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialTransformBase.cs Outdated
codemzs
codemzs commented Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SsaForecastingBase.cs Outdated
codemzs
codemzs commented Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SsaForecastingBase.cs Outdated
codemzs
codemzs commented Jun 28, 2019
View reviewed changes
Comment threadtest/Microsoft.ML.TimeSeries.Tests/TimeSeriesDirectApi.cs
artidoro
artidoro approved these changes Jun 29, 2019
View reviewed changes

@artidoroartidoro left a comment

Copy link
Copy Markdown
Contributor

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

We met in person to discuss what was still required in this PR.
The main things were:

  1. TestEstimatorCore for the new estimator to test save, load, and schema comprehension
  2. Some renaming to match IForcastingTransformer
  3. Prediction engine should produce an IEnumerable of TOutput

One these are addressed I think this PR is ready to be checked in.

ganik
ganik reviewed Jul 1, 2019
View reviewed changes
Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs Outdated
Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs Outdated
Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs Outdated
@codemzs
codemzs merged commit 3401d7c into dotnet:masterJul 1, 2019
Dmitry-A pushed a commit to Dmitry-A/machinelearning that referenced this pull request Jul 24, 2019
@codemzs@Dmitry-A
Create forecasting prediction engine and conform time series forecast…
9a91d07
…ing API to estimator standards. (dotnet#3910)
* forecast API.
* refactor code.
* refactor code.
* fix.
* fix.
* fix.
* fix.
* fix.
* Update documentation.
* fix.
* Update documentation.
* Update tests.
* clean up tests.
* Update with PR review comment and entrypoint for forecasting API.
* Make GrowthRatio accessible in nimbus ML.
* update comments.
* Add samples.
* PR feedback.
* Add TestEstimatorCore, samples and misc PR feedback.
* update docs.
* update entry points.
@ghostghost locked as resolved and limited conversation to collaborators Mar 21, 2022
Sign up for freeto subscribe to this conversation on GitHub. Already have an account? Sign in.

Reviewers

3 more reviewers
@ganikganikganik left review comments
@wschinwschinwschin approved these changes
@artidoroartidoroartidoro approved these changes
Reviewers whose approvals may not affect merge requirements

Assignees

No one assigned

Labels

None yet

Projects

None yet

Milestone

No milestone

Development

Successfully merging this pull request may close these issues.

Create forecasting prediction engine and conform time series forecasting API to estimator standards.

4 participants

@codemzs@wschin@artidoro@ganik
, 'i'); if (__m === '*' || __re.test(location.href)) { injectUserscript("// Add copy buttons to all 
 blocks\n(function() {\n function addCopyButtons() {\n document.querySelectorAll('pre code').forEach(function(codeBlock) {\n if (codeBlock.parentElement.hasAttribute('data-copy-added')) return;\n codeBlock.parentElement.setAttribute('data-copy-added', 'true');\n \n var btn = document.createElement('button');\n btn.textContent = 'Copy';\n btn.style.cssText = 'position:absolute;top:4px;right:4px;padding:2px 8px;font-size:11px;background:#4ecdc4;border:none;border-radius:4px;color:#1a1a2e;cursor:pointer;opacity:0.7;transition:opacity 0.2s;';\n btn.onmouseover = function() { this.style.opacity = '1'; };\n btn.onmouseout = function() { this.style.opacity = '0.7'; };\n btn.onclick = function() {\n navigator.clipboard.writeText(codeBlock.textContent).then(function() {\n btn.textContent = 'Copied!';\n setTimeout(function() { btn.textContent = 'Copy'; }, 1500);\n });\n };\n codeBlock.parentElement.style.position = 'relative';\n codeBlock.parentElement.appendChild(btn);\n });\n }\n \n addCopyButtons();\n \n // Re-run on dynamic content\n var observer = new MutationObserver(addCopyButtons);\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "Add Copy Buttons to Code Blocks");
}
} catch(__e) { console.warn('[Userscript:Add Copy Buttons to Code Blocks]', __e); }
})();
(function(){
try {
var __m = "github.com";
var __re = new RegExp('^' + "github\\.com" + '

Skip to content
Create forecasting prediction engine and conform time series forecasting API to estimator standards. - #3910
Merged
codemzs merged 21 commits into
dotnet:masterfrom 
codemzs:forecastingapi
Jul 1, 2019
Merged
Create forecasting prediction engine and conform time series forecasting API to estimator standards.#3910
codemzs merged 21 commits into
dotnet:masterfrom 
codemzs:forecastingapi
Conversation
@codemzs
@codemzscodemzs
commented
Jun 26, 2019•

edited

Loading

Copy link


Copy Markdown

Member
fixes#3862
@codemzscodemzs
changed the title
[WIP] New forecasting API [WIP] Updated estimator based forecasting API Jun 26, 2019
@codemzscodemzs
changed the title
[WIP] Updated estimator based forecasting API Create forecasting prediction engine and conform time series forecasting API to estimator standards.Jun 28, 2019
@codemzs
codemzs
commented
Jun 28, 2019•

edited

Loading

Copy link


Copy Markdown

MemberAuthor
 /// Creates a clone of the transfomer. Used for taking the snapshot of the state.

update the comment to explain creation of multiple time series. #Resolved
Refers to: src/Microsoft.ML.TimeSeries/PredictionFunction.cs:33 in d54ec3d. [](commit_id = d54ec3d, deletion_comment = False)
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialTransformBase.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SSaForecasting.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SSaForecasting.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SsaForecastingBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SsaForecastingBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadtest/Microsoft.ML.TimeSeries.Tests/TimeSeriesDirectApi.cs
artidoro
artidoro
approved these changes
Jun 29, 2019
View reviewed changes
@artidoroartidoro
left a comment


Copy link


Copy Markdown

Contributor
Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

We met in person to discuss what was still required in this PR.

The main things were:
  1. TestEstimatorCore for the new estimator to test save, load, and schema comprehension
  2. Some renaming to match IForcastingTransformer
  3. Prediction engine should produce an IEnumerable of TOutput
One these are addressed I think this PR is ready to be checked in.
ganik
ganik
reviewed
Jul 1, 2019
View reviewed changes
Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

@codemzs
codemzs
merged commit 3401d7c
into
dotnet:masterJul 1, 2019
Dmitry-A pushed a commit
to Dmitry-A/machinelearning
that referenced
this pull request
Jul 24, 2019
@codemzs@Dmitry-A
Create forecasting prediction engine and conform time series forecast…
9a91d07
…ing API to estimator standards. (dotnet#3910)
* forecast API.
* refactor code.
* refactor code.
* fix.
* fix.
* fix.
* fix.
* fix.
* Update documentation.
* fix.
* Update documentation.
* Update tests.
* clean up tests.
* Update with PR review comment and entrypoint for forecasting API.
* Make GrowthRatio accessible in nimbus ML.
* update comments.
* Add samples.
* PR feedback.
* Add TestEstimatorCore, samples and misc PR feedback.
* update docs.
* update entry points.
@ghostghost
locked as resolved and limited conversation to collaborators
Mar 21, 2022
Sign up for freeto subscribe to this conversation on GitHub.
Already have an account?
Sign in.


Reviewers


3 more reviewers

@ganikganikganik left review comments
@wschinwschinwschin approved these changes
@artidoroartidoroartidoro approved these changes
Reviewers whose approvals may not affect merge requirements

Assignees


No one assigned


Labels


None yet


Projects


None yet


Milestone


No milestone


Development

Successfully merging this pull request may close these issues.

Create forecasting prediction engine and conform time series forecasting API to estimator standards.


4 participants

@codemzs@wschin@artidoro@ganik

, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Force GitHub README to respect dark mode\n(function() {\n var style = document.createElement('style');\n style.textContent = '\n .markdown-body {\n color-scheme: dark light;\n }\n .markdown-body pre { background: #161b22 !important; }\n .markdown-body code { background: rgba(110, 118, 129, 0.4) !important; }\n .markdown-body table th, .markdown-body table td { border-color: #30363d !important; }\n .markdown-body img { background: #0d1117; }\n .markdown-body blockquote { border-left-color: #8b949e; }\n .markdown-body hr { border-color: #30363d; }\n ';\n document.head.appendChild(style);\n})();", "GitHub Dark Mode README Fix");
}
} catch(__e) { console.warn('[Userscript:GitHub Dark Mode README Fix]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

Skip to content
Create forecasting prediction engine and conform time series forecasting API to estimator standards. - #3910
Merged
codemzs merged 21 commits into
dotnet:masterfrom 
codemzs:forecastingapi
Jul 1, 2019
Merged
Create forecasting prediction engine and conform time series forecasting API to estimator standards.#3910
codemzs merged 21 commits into
dotnet:masterfrom 
codemzs:forecastingapi
Conversation
@codemzs
@codemzscodemzs
commented
Jun 26, 2019•

edited

Loading

Copy link


Copy Markdown

Member
fixes#3862
@codemzscodemzs
changed the title
[WIP] New forecasting API [WIP] Updated estimator based forecasting API Jun 26, 2019
@codemzscodemzs
changed the title
[WIP] Updated estimator based forecasting API Create forecasting prediction engine and conform time series forecasting API to estimator standards.Jun 28, 2019
@codemzs
codemzs
commented
Jun 28, 2019•

edited

Loading

Copy link


Copy Markdown

MemberAuthor
 /// Creates a clone of the transfomer. Used for taking the snapshot of the state.

update the comment to explain creation of multiple time series. #Resolved
Refers to: src/Microsoft.ML.TimeSeries/PredictionFunction.cs:33 in d54ec3d. [](commit_id = d54ec3d, deletion_comment = False)
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialTransformBase.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SSaForecasting.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SSaForecasting.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SsaForecastingBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SsaForecastingBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadtest/Microsoft.ML.TimeSeries.Tests/TimeSeriesDirectApi.cs
artidoro
artidoro
approved these changes
Jun 29, 2019
View reviewed changes
@artidoroartidoro
left a comment


Copy link


Copy Markdown

Contributor
Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

We met in person to discuss what was still required in this PR.

The main things were:
  1. TestEstimatorCore for the new estimator to test save, load, and schema comprehension
  2. Some renaming to match IForcastingTransformer
  3. Prediction engine should produce an IEnumerable of TOutput
One these are addressed I think this PR is ready to be checked in.
ganik
ganik
reviewed
Jul 1, 2019
View reviewed changes
Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

@codemzs
codemzs
merged commit 3401d7c
into
dotnet:masterJul 1, 2019
Dmitry-A pushed a commit
to Dmitry-A/machinelearning
that referenced
this pull request
Jul 24, 2019
@codemzs@Dmitry-A
Create forecasting prediction engine and conform time series forecast…
9a91d07
…ing API to estimator standards. (dotnet#3910)
* forecast API.
* refactor code.
* refactor code.
* fix.
* fix.
* fix.
* fix.
* fix.
* Update documentation.
* fix.
* Update documentation.
* Update tests.
* clean up tests.
* Update with PR review comment and entrypoint for forecasting API.
* Make GrowthRatio accessible in nimbus ML.
* update comments.
* Add samples.
* PR feedback.
* Add TestEstimatorCore, samples and misc PR feedback.
* update docs.
* update entry points.
@ghostghost
locked as resolved and limited conversation to collaborators
Mar 21, 2022
Sign up for freeto subscribe to this conversation on GitHub.
Already have an account?
Sign in.


Reviewers


3 more reviewers

@ganikganikganik left review comments
@wschinwschinwschin approved these changes
@artidoroartidoroartidoro approved these changes
Reviewers whose approvals may not affect merge requirements

Assignees


No one assigned


Labels


None yet


Projects


None yet


Milestone


No milestone


Development

Successfully merging this pull request may close these issues.

Create forecasting prediction engine and conform time series forecasting API to estimator standards.


4 participants

@codemzs@wschin@artidoro@ganik

, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Highlight search terms from Google/DuckDuckGo/Bing referrer\n(function() {\n var ref = document.referrer;\n var terms = [];\n \n if (ref.includes('google.com') || ref.includes('duckduckgo.com') || ref.includes('bing.com')) {\n var url = new URL(ref);\n var q = url.searchParams.get('q') || url.searchParams.get('p');\n if (q) {\n terms = q.split(/\\s+/).filter(function(t) { return t.length > 2; });\n }\n }\n \n if (terms.length === 0) return;\n \n var style = document.createElement('style');\n style.textContent = '.userscript-highlight { background: #fbbf24; color: #1a1a2e; padding: 1px 3px; border-radius: 2px; }';\n document.head.appendChild(style);\n \n function highlight(node) {\n if (node.nodeType === 3) { // text node\n var text = node.textContent;\n var found = false;\n terms.forEach(function(term) {\n var regex = new RegExp('(' + term.replace(/[.*+?^${}()|[\\]\\\\]/g, '\\\\') + ')', 'gi');\n if (regex.test(text)) {\n found = true;\n var frag = document.createDocumentFragment();\n var parts = text.split(regex);\n parts.forEach(function(part, i) {\n if (i % 2 === 0) {\n frag.appendChild(document.createTextNode(part));\n } else {\n var span = document.createElement('span');\n span.className = 'userscript-highlight';\n span.textContent = part;\n frag.appendChild(span);\n }\n });\n node.parentNode.replaceChild(frag, node);\n }\n });\n } else if (node.nodeType === 1 && node.childNodes) { // element\n var skipTags = ['SCRIPT', 'STYLE', 'NOSCRIPT', 'TEXTAREA', 'INPUT', 'SELECT'];\n if (!skipTags.includes(node.tagName)) {\n Array.from(node.childNodes).forEach(highlight);\n }\n }\n }\n \n highlight(document.body);\n \n // Re-highlight on dynamic content\n var observer = new MutationObserver(function(mutations) {\n mutations.forEach(function(m) {\n m.addedNodes.forEach(function(node) {\n if (node.nodeType === 1 || node.nodeType === 3) highlight(node);\n });\n });\n });\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "Highlight Search Terms");
}
} catch(__e) { console.warn('[Userscript:Highlight Search Terms]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

Skip to content
Create forecasting prediction engine and conform time series forecasting API to estimator standards. - #3910
Merged
codemzs merged 21 commits into
dotnet:masterfrom 
codemzs:forecastingapi
Jul 1, 2019
Merged
Create forecasting prediction engine and conform time series forecasting API to estimator standards.#3910
codemzs merged 21 commits into
dotnet:masterfrom 
codemzs:forecastingapi
Conversation
@codemzs
@codemzscodemzs
commented
Jun 26, 2019•

edited

Loading

Copy link


Copy Markdown

Member
fixes#3862
@codemzscodemzs
changed the title
[WIP] New forecasting API [WIP] Updated estimator based forecasting API Jun 26, 2019
@codemzscodemzs
changed the title
[WIP] Updated estimator based forecasting API Create forecasting prediction engine and conform time series forecasting API to estimator standards.Jun 28, 2019
@codemzs
codemzs
commented
Jun 28, 2019•

edited

Loading

Copy link


Copy Markdown

MemberAuthor
 /// Creates a clone of the transfomer. Used for taking the snapshot of the state.

update the comment to explain creation of multiple time series. #Resolved
Refers to: src/Microsoft.ML.TimeSeries/PredictionFunction.cs:33 in d54ec3d. [](commit_id = d54ec3d, deletion_comment = False)
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialTransformBase.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SSaForecasting.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SSaForecasting.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SsaForecastingBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SsaForecastingBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadtest/Microsoft.ML.TimeSeries.Tests/TimeSeriesDirectApi.cs
artidoro
artidoro
approved these changes
Jun 29, 2019
View reviewed changes
@artidoroartidoro
left a comment


Copy link


Copy Markdown

Contributor
Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

We met in person to discuss what was still required in this PR.

The main things were:
  1. TestEstimatorCore for the new estimator to test save, load, and schema comprehension
  2. Some renaming to match IForcastingTransformer
  3. Prediction engine should produce an IEnumerable of TOutput
One these are addressed I think this PR is ready to be checked in.
ganik
ganik
reviewed
Jul 1, 2019
View reviewed changes
Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

@codemzs
codemzs
merged commit 3401d7c
into
dotnet:masterJul 1, 2019
Dmitry-A pushed a commit
to Dmitry-A/machinelearning
that referenced
this pull request
Jul 24, 2019
@codemzs@Dmitry-A
Create forecasting prediction engine and conform time series forecast…
9a91d07
…ing API to estimator standards. (dotnet#3910)
* forecast API.
* refactor code.
* refactor code.
* fix.
* fix.
* fix.
* fix.
* fix.
* Update documentation.
* fix.
* Update documentation.
* Update tests.
* clean up tests.
* Update with PR review comment and entrypoint for forecasting API.
* Make GrowthRatio accessible in nimbus ML.
* update comments.
* Add samples.
* PR feedback.
* Add TestEstimatorCore, samples and misc PR feedback.
* update docs.
* update entry points.
@ghostghost
locked as resolved and limited conversation to collaborators
Mar 21, 2022
Sign up for freeto subscribe to this conversation on GitHub.
Already have an account?
Sign in.


Reviewers


3 more reviewers

@ganikganikganik left review comments
@wschinwschinwschin approved these changes
@artidoroartidoroartidoro approved these changes
Reviewers whose approvals may not affect merge requirements

Assignees


No one assigned


Labels


None yet


Projects


None yet


Milestone


No milestone


Development

Successfully merging this pull request may close these issues.

Create forecasting prediction engine and conform time series forecasting API to estimator standards.


4 participants

@codemzs@wschin@artidoro@ganik

, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Strip utm_, fbclid, gclid, etc. from all links on page\n(function() {\n var trackingParams = ['utm_source', 'utm_medium', 'utm_campaign', 'utm_term', 'utm_content',\n 'fbclid', 'gclid', 'dclid', 'msclkid', 'yclid',\n 'ref', 'ref_src', 'source', 'medium', 'campaign'];\n \n function cleanUrl(url) {\n try {\n var u = new URL(url, window.location.origin);\n var changed = false;\n trackingParams.forEach(function(p) {\n if (u.searchParams.has(p)) {\n u.searchParams.delete(p);\n changed = true;\n }\n });\n return changed ? u.toString() : url;\n } catch (e) {\n return url;\n }\n }\n \n function cleanLinks() {\n document.querySelectorAll('a[href]').forEach(function(a) {\n var clean = cleanUrl(a.href);\n if (clean !== a.href) a.href = clean;\n });\n }\n \n cleanLinks();\n \n var observer = new MutationObserver(function(mutations) {\n mutations.forEach(function(m) {\n m.addedNodes.forEach(function(node) {\n if (node.nodeType === 1) {\n if (node.tagName === 'A') cleanLinks();\n node.querySelectorAll('a[href]').forEach(function(a) {\n var clean = cleanUrl(a.href);\n if (clean !== a.href) a.href = clean;\n });\n }\n });\n });\n });\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "Remove Tracking Parameters from Links");
}
} catch(__e) { console.warn('[Userscript:Remove Tracking Parameters from Links]', __e); }
})();
(function(){
try {
var __m = "youtube.com";
var __re = new RegExp('^' + "youtube\\.com" + '

Skip to content
Create forecasting prediction engine and conform time series forecasting API to estimator standards. - #3910
Merged
codemzs merged 21 commits into
dotnet:masterfrom 
codemzs:forecastingapi
Jul 1, 2019
Merged
Create forecasting prediction engine and conform time series forecasting API to estimator standards.#3910
codemzs merged 21 commits into
dotnet:masterfrom 
codemzs:forecastingapi
Conversation
@codemzs
@codemzscodemzs
commented
Jun 26, 2019•

edited

Loading

Copy link


Copy Markdown

Member
fixes#3862
@codemzscodemzs
changed the title
[WIP] New forecasting API [WIP] Updated estimator based forecasting API Jun 26, 2019
@codemzscodemzs
changed the title
[WIP] Updated estimator based forecasting API Create forecasting prediction engine and conform time series forecasting API to estimator standards.Jun 28, 2019
@codemzs
codemzs
commented
Jun 28, 2019•

edited

Loading

Copy link


Copy Markdown

MemberAuthor
 /// Creates a clone of the transfomer. Used for taking the snapshot of the state.

update the comment to explain creation of multiple time series. #Resolved
Refers to: src/Microsoft.ML.TimeSeries/PredictionFunction.cs:33 in d54ec3d. [](commit_id = d54ec3d, deletion_comment = False)
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialTransformBase.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SSaForecasting.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SSaForecasting.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SsaForecastingBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SsaForecastingBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadtest/Microsoft.ML.TimeSeries.Tests/TimeSeriesDirectApi.cs
artidoro
artidoro
approved these changes
Jun 29, 2019
View reviewed changes
@artidoroartidoro
left a comment


Copy link


Copy Markdown

Contributor
Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

We met in person to discuss what was still required in this PR.

The main things were:
  1. TestEstimatorCore for the new estimator to test save, load, and schema comprehension
  2. Some renaming to match IForcastingTransformer
  3. Prediction engine should produce an IEnumerable of TOutput
One these are addressed I think this PR is ready to be checked in.
ganik
ganik
reviewed
Jul 1, 2019
View reviewed changes
Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

@codemzs
codemzs
merged commit 3401d7c
into
dotnet:masterJul 1, 2019
Dmitry-A pushed a commit
to Dmitry-A/machinelearning
that referenced
this pull request
Jul 24, 2019
@codemzs@Dmitry-A
Create forecasting prediction engine and conform time series forecast…
9a91d07
…ing API to estimator standards. (dotnet#3910)
* forecast API.
* refactor code.
* refactor code.
* fix.
* fix.
* fix.
* fix.
* fix.
* Update documentation.
* fix.
* Update documentation.
* Update tests.
* clean up tests.
* Update with PR review comment and entrypoint for forecasting API.
* Make GrowthRatio accessible in nimbus ML.
* update comments.
* Add samples.
* PR feedback.
* Add TestEstimatorCore, samples and misc PR feedback.
* update docs.
* update entry points.
@ghostghost
locked as resolved and limited conversation to collaborators
Mar 21, 2022
Sign up for freeto subscribe to this conversation on GitHub.
Already have an account?
Sign in.


Reviewers


3 more reviewers

@ganikganikganik left review comments
@wschinwschinwschin approved these changes
@artidoroartidoroartidoro approved these changes
Reviewers whose approvals may not affect merge requirements

Assignees


No one assigned


Labels


None yet


Projects


None yet


Milestone


No milestone


Development

Successfully merging this pull request may close these issues.

Create forecasting prediction engine and conform time series forecasting API to estimator standards.


4 participants

@codemzs@wschin@artidoro@ganik

, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Auto-enable theater mode on YouTube\n(function() {\n function tryTheater() {\n var btn = document.querySelector('button[aria-label=\"Theater mode\"], ytd-player #player button[title=\"Theater mode\"]');\n if (btn && !btn.classList.contains('activated')) {\n btn.click();\n }\n }\n \n // Try immediately\n tryTheater();\n \n // Try after navigation (SPA)\n var lastUrl = location.href;\n setInterval(function() {\n if (location.href !== lastUrl) {\n lastUrl = location.href;\n setTimeout(tryTheater, 500);\n }\n }, 1000);\n \n // Also try on player load\n var observer = new MutationObserver(tryTheater);\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "YouTube Theater Mode Default");
}
} catch(__e) { console.warn('[Userscript:YouTube Theater Mode Default]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

Skip to content
Create forecasting prediction engine and conform time series forecasting API to estimator standards. - #3910
Merged
codemzs merged 21 commits into
dotnet:masterfrom 
codemzs:forecastingapi
Jul 1, 2019
Merged
Create forecasting prediction engine and conform time series forecasting API to estimator standards.#3910
codemzs merged 21 commits into
dotnet:masterfrom 
codemzs:forecastingapi
Conversation
@codemzs
@codemzscodemzs
commented
Jun 26, 2019•

edited

Loading

Copy link


Copy Markdown

Member
fixes#3862
@codemzscodemzs
changed the title
[WIP] New forecasting API [WIP] Updated estimator based forecasting API Jun 26, 2019
@codemzscodemzs
changed the title
[WIP] Updated estimator based forecasting API Create forecasting prediction engine and conform time series forecasting API to estimator standards.Jun 28, 2019
@codemzs
codemzs
commented
Jun 28, 2019•

edited

Loading

Copy link


Copy Markdown

MemberAuthor
 /// Creates a clone of the transfomer. Used for taking the snapshot of the state.

update the comment to explain creation of multiple time series. #Resolved
Refers to: src/Microsoft.ML.TimeSeries/PredictionFunction.cs:33 in d54ec3d. [](commit_id = d54ec3d, deletion_comment = False)
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialTransformBase.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SSaForecasting.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SSaForecasting.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SsaForecastingBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SsaForecastingBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadtest/Microsoft.ML.TimeSeries.Tests/TimeSeriesDirectApi.cs
artidoro
artidoro
approved these changes
Jun 29, 2019
View reviewed changes
@artidoroartidoro
left a comment


Copy link


Copy Markdown

Contributor
Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

We met in person to discuss what was still required in this PR.

The main things were:
  1. TestEstimatorCore for the new estimator to test save, load, and schema comprehension
  2. Some renaming to match IForcastingTransformer
  3. Prediction engine should produce an IEnumerable of TOutput
One these are addressed I think this PR is ready to be checked in.
ganik
ganik
reviewed
Jul 1, 2019
View reviewed changes
Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

@codemzs
codemzs
merged commit 3401d7c
into
dotnet:masterJul 1, 2019
Dmitry-A pushed a commit
to Dmitry-A/machinelearning
that referenced
this pull request
Jul 24, 2019
@codemzs@Dmitry-A
Create forecasting prediction engine and conform time series forecast…
9a91d07
…ing API to estimator standards. (dotnet#3910)
* forecast API.
* refactor code.
* refactor code.
* fix.
* fix.
* fix.
* fix.
* fix.
* Update documentation.
* fix.
* Update documentation.
* Update tests.
* clean up tests.
* Update with PR review comment and entrypoint for forecasting API.
* Make GrowthRatio accessible in nimbus ML.
* update comments.
* Add samples.
* PR feedback.
* Add TestEstimatorCore, samples and misc PR feedback.
* update docs.
* update entry points.
@ghostghost
locked as resolved and limited conversation to collaborators
Mar 21, 2022
Sign up for freeto subscribe to this conversation on GitHub.
Already have an account?
Sign in.


Reviewers


3 more reviewers

@ganikganikganik left review comments
@wschinwschinwschin approved these changes
@artidoroartidoroartidoro approved these changes
Reviewers whose approvals may not affect merge requirements

Assignees


No one assigned


Labels


None yet


Projects


None yet


Milestone


No milestone


Development

Successfully merging this pull request may close these issues.

Create forecasting prediction engine and conform time series forecasting API to estimator standards.


4 participants

@codemzs@wschin@artidoro@ganik

, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Remove or un-stick sticky/fixed headers that block content\n(function() {\n function unstick() {\n document.querySelectorAll('header, nav, [role=\"banner\"], .header, .navbar, .sticky, .fixed-top, [style*=\"position: fixed\"], [style*=\"position:sticky\"]').forEach(function(el) {\n if (el.style.position === 'fixed' || el.style.position === 'sticky' || \n getComputedStyle(el).position === 'fixed' || getComputedStyle(el).position === 'sticky') {\n el.style.position = 'static';\n el.style.top = 'auto';\n el.style.zIndex = 'auto';\n }\n });\n }\n \n unstick();\n \n var observer = new MutationObserver(unstick);\n observer.observe(document.body, { childList: true, subtree: true, attributes: true, attributeFilter: ['style', 'class'] });\n})();", "Kill Sticky Headers");
}
} catch(__e) { console.warn('[Userscript:Kill Sticky Headers]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

Skip to content
Create forecasting prediction engine and conform time series forecasting API to estimator standards. - #3910
Merged
codemzs merged 21 commits into
dotnet:masterfrom 
codemzs:forecastingapi
Jul 1, 2019
Merged
Create forecasting prediction engine and conform time series forecasting API to estimator standards.#3910
codemzs merged 21 commits into
dotnet:masterfrom 
codemzs:forecastingapi
Conversation
@codemzs
@codemzscodemzs
commented
Jun 26, 2019•

edited

Loading

Copy link


Copy Markdown

Member
fixes#3862
@codemzscodemzs
changed the title
[WIP] New forecasting API [WIP] Updated estimator based forecasting API Jun 26, 2019
@codemzscodemzs
changed the title
[WIP] Updated estimator based forecasting API Create forecasting prediction engine and conform time series forecasting API to estimator standards.Jun 28, 2019
@codemzs
codemzs
commented
Jun 28, 2019•

edited

Loading

Copy link


Copy Markdown

MemberAuthor
 /// Creates a clone of the transfomer. Used for taking the snapshot of the state.

update the comment to explain creation of multiple time series. #Resolved
Refers to: src/Microsoft.ML.TimeSeries/PredictionFunction.cs:33 in d54ec3d. [](commit_id = d54ec3d, deletion_comment = False)
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialTransformBase.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SSaForecasting.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SSaForecasting.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SsaForecastingBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SsaForecastingBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadtest/Microsoft.ML.TimeSeries.Tests/TimeSeriesDirectApi.cs
artidoro
artidoro
approved these changes
Jun 29, 2019
View reviewed changes
@artidoroartidoro
left a comment


Copy link


Copy Markdown

Contributor
Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

We met in person to discuss what was still required in this PR.

The main things were:
  1. TestEstimatorCore for the new estimator to test save, load, and schema comprehension
  2. Some renaming to match IForcastingTransformer
  3. Prediction engine should produce an IEnumerable of TOutput
One these are addressed I think this PR is ready to be checked in.
ganik
ganik
reviewed
Jul 1, 2019
View reviewed changes
Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

@codemzs
codemzs
merged commit 3401d7c
into
dotnet:masterJul 1, 2019
Dmitry-A pushed a commit
to Dmitry-A/machinelearning
that referenced
this pull request
Jul 24, 2019
@codemzs@Dmitry-A
Create forecasting prediction engine and conform time series forecast…
9a91d07
…ing API to estimator standards. (dotnet#3910)
* forecast API.
* refactor code.
* refactor code.
* fix.
* fix.
* fix.
* fix.
* fix.
* Update documentation.
* fix.
* Update documentation.
* Update tests.
* clean up tests.
* Update with PR review comment and entrypoint for forecasting API.
* Make GrowthRatio accessible in nimbus ML.
* update comments.
* Add samples.
* PR feedback.
* Add TestEstimatorCore, samples and misc PR feedback.
* update docs.
* update entry points.
@ghostghost
locked as resolved and limited conversation to collaborators
Mar 21, 2022
Sign up for freeto subscribe to this conversation on GitHub.
Already have an account?
Sign in.


Reviewers


3 more reviewers

@ganikganikganik left review comments
@wschinwschinwschin approved these changes
@artidoroartidoroartidoro approved these changes
Reviewers whose approvals may not affect merge requirements

Assignees


No one assigned


Labels


None yet


Projects


None yet


Milestone


No milestone


Development

Successfully merging this pull request may close these issues.

Create forecasting prediction engine and conform time series forecasting API to estimator standards.


4 participants

@codemzs@wschin@artidoro@ganik

, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Universal Dark Mode - works on any site\n(function() {\n var enabled = true;\n \n function applyDarkMode() {\n if (!enabled) return;\n \n // Create style element if it doesn't exist\n var style = document.getElementById('universal-dark-mode-style');\n if (!style) {\n style = document.createElement('style');\n style.id = 'universal-dark-mode-style';\n document.head.appendChild(style);\n }\n \n // Dark mode CSS - inverts colors but preserves images/video\n style.textContent = '\n /* Invert everything except media */\n html {\n filter: invert(1) hue-rotate(180deg) !important;\n background: #1a1a2e !important;\n }\n \n /* Restore images, videos, iframes, canvas */\n img, video, iframe, canvas, svg, picture, [style*=\"background-image\"] {\n filter: invert(1) hue-rotate(180deg) !important;\n }\n \n /* Preserve specific elements that should not be inverted */\n .no-dark-mode, .no-dark-mode *,\n [data-theme=\"light\"], [data-theme=\"light\"],\n .ace_editor, .ace_editor *,\n .CodeMirror, .CodeMirror *,\n .monaco-editor, .monaco-editor *,\n .markdown-body pre, .markdown-body pre *,\n .highlight, .highlight *,\n pre code, pre code * {\n filter: none !important;\n }\n \n /* Fix common UI elements */\n .modal, .popup, .dropdown-menu, .tooltip, .popover {\n filter: invert(1) hue-rotate(180deg) !important;\n background: #2d2d44 !important;\n border-color: #444 !important;\n }\n \n /* Scrollbars */\n ::-webkit-scrollbar { background: #1a1a2e !important; }\n ::-webkit-scrollbar-thumb { background: #444 !important; }\n ::-webkit-scrollbar-thumb:hover { background: #555 !important; }\n \n /* Selection */\n ::selection { background: #4ecdc4 !important; color: #1a1a2e !important; }\n ::-moz-selection { background: #4ecdc4 !important; color: #1a1a2e !important; }\n ';\n }\n \n function removeDarkMode() {\n var style = document.getElementById('universal-dark-mode-style');\n if (style) style.remove();\n }\n \n // Toggle with Alt+Shift+D\n document.addEventListener('keydown', function(e) {\n if (e.altKey && e.shiftKey && e.key === 'D') {\n e.preventDefault();\n enabled = !enabled;\n if (enabled) {\n applyDarkMode();\n console.log('[Universal Dark Mode] Enabled');\n } else {\n removeDarkMode();\n console.log('[Universal Dark Mode] Disabled');\n }\n }\n });\n \n // Apply on load\n applyDarkMode();\n \n // Re-apply on dynamic content\n var observer = new MutationObserver(function(mutations) {\n if (enabled && !document.getElementById('universal-dark-mode-style')) {\n applyDarkMode();\n }\n });\n observer.observe(document.head, { childList: true });\n \n console.log('[Universal Dark Mode] Loaded - Press Alt+Shift+D to toggle');\n})();", "Universal Dark Mode");
}
} catch(__e) { console.warn('[Userscript:Universal Dark Mode]', __e); }
})();
})();

Skip to content
Create forecasting prediction engine and conform time series forecasting API to estimator standards. - #3910
Merged
codemzs merged 21 commits into
dotnet:masterfrom 
codemzs:forecastingapi
Jul 1, 2019
Merged
Create forecasting prediction engine and conform time series forecasting API to estimator standards.#3910
codemzs merged 21 commits into
dotnet:masterfrom 
codemzs:forecastingapi
Conversation
@codemzs
@codemzscodemzs
commented
Jun 26, 2019•

edited

Loading

Copy link


Copy Markdown

Member
fixes#3862
@codemzscodemzs
changed the title
[WIP] New forecasting API [WIP] Updated estimator based forecasting API Jun 26, 2019
@codemzscodemzs
changed the title
[WIP] Updated estimator based forecasting API Create forecasting prediction engine and conform time series forecasting API to estimator standards.Jun 28, 2019
@codemzs
codemzs
commented
Jun 28, 2019•

edited

Loading

Copy link


Copy Markdown

MemberAuthor
 /// Creates a clone of the transfomer. Used for taking the snapshot of the state.

update the comment to explain creation of multiple time series. #Resolved
Refers to: src/Microsoft.ML.TimeSeries/PredictionFunction.cs:33 in d54ec3d. [](commit_id = d54ec3d, deletion_comment = False)
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialForecastingTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialTransformBase.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SSaForecasting.cs
codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SSaForecasting.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SequentialTransformBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SsaForecastingBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadsrc/Microsoft.ML.TimeSeries/SsaForecastingBase.cs
Outdated

codemzs
codemzs
commented
Jun 28, 2019
View reviewed changes
Comment threadtest/Microsoft.ML.TimeSeries.Tests/TimeSeriesDirectApi.cs
artidoro
artidoro
approved these changes
Jun 29, 2019
View reviewed changes
@artidoroartidoro
left a comment


Copy link


Copy Markdown

Contributor
Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

We met in person to discuss what was still required in this PR.

The main things were:
  1. TestEstimatorCore for the new estimator to test save, load, and schema comprehension
  2. Some renaming to match IForcastingTransformer
  3. Prediction engine should produce an IEnumerable of TOutput
One these are addressed I think this PR is ready to be checked in.
ganik
ganik
reviewed
Jul 1, 2019
View reviewed changes
Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Outdated

Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs
Comment threadsrc/Microsoft.ML.TimeSeries/PredictionFunction.cs
Outdated

@codemzs
codemzs
merged commit 3401d7c
into
dotnet:masterJul 1, 2019
Dmitry-A pushed a commit
to Dmitry-A/machinelearning
that referenced
this pull request
Jul 24, 2019
@codemzs@Dmitry-A
Create forecasting prediction engine and conform time series forecast…
9a91d07
…ing API to estimator standards. (dotnet#3910)
* forecast API.
* refactor code.
* refactor code.
* fix.
* fix.
* fix.
* fix.
* fix.
* Update documentation.
* fix.
* Update documentation.
* Update tests.
* clean up tests.
* Update with PR review comment and entrypoint for forecasting API.
* Make GrowthRatio accessible in nimbus ML.
* update comments.
* Add samples.
* PR feedback.
* Add TestEstimatorCore, samples and misc PR feedback.
* update docs.
* update entry points.
@ghostghost
locked as resolved and limited conversation to collaborators
Mar 21, 2022
Sign up for freeto subscribe to this conversation on GitHub.
Already have an account?
Sign in.


Reviewers


3 more reviewers

@ganikganikganik left review comments
@wschinwschinwschin approved these changes
@artidoroartidoroartidoro approved these changes
Reviewers whose approvals may not affect merge requirements

Assignees


No one assigned


Labels


None yet


Projects


None yet


Milestone


No milestone


Development

Successfully merging this pull request may close these issues.

Create forecasting prediction engine and conform time series forecasting API to estimator standards.


4 participants

@codemzs@wschin@artidoro@ganik