Python TS_CodeGenerator.cTimeSeriesCodeGenerator Examples

Example #1

import pandas as pd
import numpy as np

import pyaf.ForecastEngine as autof
import pyaf.Bench.TS_datasets as tsds

import pyaf.CodeGen.TS_CodeGenerator as tscodegen

#get_ipython().magic('matplotlib inline')

b1 = tsds.generate_random_TS(N = 3200 , FREQ = 'D', seed = 0, trendtype = "constant", cycle_length = 12, transform = "", sigma = 0.0, exog_count = 200);
df = b1.mPastData

H = b1.mHorizon;

N = df.shape[0];
for n in [N // 8 , N // 4 , N // 2 , N]:
    df1 = df.head(n).copy();
    lEngine = autof.cForecastEngine()
    lEngine.mOptions.mEnableSeasonals = False;
    # lEngine.mOptions.mDebugCycles = False;
    lEngine
    lEngine.train(df1 , b1.mTimeVar , b1.mSignalVar, H, None);
    lEngine.getModelInfo();
    # lEngine.standardPlots(name = "my_cycle_" + str(n));
    lEngine.mSignalDecomposition.mBestModel.mTimeInfo.mResolution
    lCodeGenerator = tscodegen.cTimeSeriesCodeGenerator();
    lSQL = lCodeGenerator.testGeneration(lEngine);

Example #2

 def generateCode(self, iSignal, iHorizon):
     lAutoF = self.mAutoForecastBySignal[iSignal  + "_" + str(iHorizon)]
     lCodeGenerator = tscodegen.cTimeSeriesCodeGenerator();
     lSQL = lCodeGenerator.testGeneration(lAutoF);
     del lCodeGenerator;