class ModelConfigAccount38(BaseModelConfig):
"""Model config for Account 38."""
MODEL_NAME = AccountID("Account 38")
CONTRACTS = [
ContractID("Contract_222"),
ContractID("Contract_579"),
ContractID("Contract_27"),
]
TRAINING_START = pd.Timestamp(2018, 4, 1)
DEFAULT_FEATURES = default_features(lag=[1, 2, 3], moving_window=[3, 5])
WEIGHTING = 10
POSTPROCESS_DEPTH = 4
def calculate_weights(self) -> Weights:
if self._runtime_config.forecast_start >= pd.Timestamp(2020, 6, 1):
last_train_month = self._runtime_config.forecast_start - pd.DateOffset(months=1)
return calculate_weights_shock(
self.TRAINING_START, self._runtime_config.forecast_end, pd.Timestamp(2020, 4, 1), last_train_month,
)
return super().calculate_weights()
def configure_features(self, cleaned_data_run_id: int) -> Tuple[InternalFeatures, ExogenousFeatures]:
# Market shock feature: COVID
market_shock = generate_market_shock_feature(
train_start=self.TRAINING_START, first_shock_month=pd.Timestamp(2020, 4, 1)
)
return {}, {"Shock_Feature": (market_shock, "None")}
class ModelConfigAccount8(BaseModelConfig):
"""Model config for Account 8."""
MODEL_NAME = AccountID("Account 8")
CONTRACTS = [ContractID("Contract_102"), ContractID("Contract_28"), ContractID("Contract_61")]
TRAINING_START = pd.Timestamp(2018, 4, 1)
DEFAULT_FEATURES = default_features(lag=[1, 2, 3], moving_window=[3])
WEIGHTING = 10
POSTPROCESS_DEPTH = 4
def preprocess_account_data(
self, sales_raw: pd.DataFrame, grouping: List[str], internal_features: InternalFeatures
) -> pd.DataFrame:
sales_raw = self._replace_replenishment_project_ids(sales_raw)
return super().preprocess_account_data(sales_raw, grouping, internal_features)
@staticmethod
def _replace_replenishment_project_ids(sales_raw: pd.DataFrame) -> pd.DataFrame:
sales_raw = sales_raw.copy()
replace_ids = {
ProjectID("Project_365"): ProjectID("Project_364"),
}
for old, new in replace_ids.items():
sales_raw.loc[sales_raw["Project_ID"] == old, "Project_ID"] = new
return sales_raw
class ModelConfigAccount11(BaseModelConfig):
"""Model config for Account 11."""
MODEL_NAME = AccountID("Account 11")
CONTRACTS = [ContractID("Contract_284")]
TRAINING_START = pd.Timestamp(year=2018, month=1, day=1)
POSTPROCESS_DEPTH = 4
DEFAULT_FEATURES = default_features(
lag=[1, 2, 3],
moving_window=[3, 5],
)
WEIGHTING = 10
def configure_features(
self, cleaned_data_run_id: int
) -> Tuple[InternalFeatures, ExogenousFeatures]:
airframes = self._data_loader.load_exogenous_feature(
feature_name="Airframe Map", run_id=cleaned_data_run_id)
return generate_airframe_feature(airframes), {}
def postprocess_forecast(self, ts: TimeSeries, ts_pred: TimeSeries,
sales: pd.DataFrame,
grouping: List[str]) -> pd.DataFrame:
# Do not apply any post-processing for this account
return ts_pred.result_data
def _setup_test_files(tmp_path: Path) -> Tuple[Path, Path]:
expected_results_csv = tmp_path / f"Forecast {AccountID('Account 10')}" / "expected.csv"
expected_results_csv.parent.mkdir(exist_ok=True)
actual_results_csv = tmp_path / AccountID("Account 10") / "actual.csv"
actual_results_csv.parent.mkdir(exist_ok=True)
return expected_results_csv, actual_results_csv
class ModelConfigAccount16(BaseModelConfig):
"""Model config for Account 16."""
MODEL_NAME = AccountID("Account 16")
CONTRACTS = [ContractID("Contract_361"), ContractID("Contract_360")]
TRAINING_START = pd.Timestamp(year=2018, month=1, day=1)
POSTPROCESS_DEPTH = 6
DEFAULT_FEATURES = default_features(
lag=[1, 3, 5],
moving_window=[3],
moving_avg=[3],
)
WEIGHTING = 40 # Only used for backward forecasts before COVID-19
def calculate_weights(self) -> Weights:
if self._runtime_config.forecast_start >= pd.Timestamp(2020, 6, 1):
last_train_month = self._runtime_config.forecast_start - pd.DateOffset(
months=1)
return calculate_weights_shock(
self.TRAINING_START,
self._runtime_config.forecast_end,
pd.Timestamp(2020, 4, 1),
last_train_month,
)
return super().calculate_weights()
def configure_features(
self, cleaned_data_run_id: int
) -> Tuple[InternalFeatures, ExogenousFeatures]:
# Build Rates
build_rates = self._data_loader.load_exogenous_feature(
feature_name="Build Rate", run_id=cleaned_data_run_id)
internal_features, exogenous_features = generate_build_rates_features(
build_rates)
# Market shock feature: COVID
market_shock = generate_market_shock_feature(
train_start=self.TRAINING_START,
first_shock_month=pd.Timestamp(2020, 4, 1))
exogenous_features["Shock_Feature"] = (market_shock, "None")
return internal_features, exogenous_features
def postprocess_forecast(self, ts: TimeSeries, ts_pred: TimeSeries,
sales: pd.DataFrame,
grouping: List[str]) -> pd.DataFrame:
# Do not apply any post-processing for this account
return ts_pred.result_data
class ModelConfigAccount3(BaseModelConfig):
"""Model config for Account 3 and Account 4."""
MODEL_NAME = AccountID("Account 3")
CONTRACTS = [
ContractID("Contract_225"),
ContractID("Contract_227"),
ContractID("Contract_623"),
ContractID("Contract_629"),
ContractID("Contract_630"),
ContractID("Contract_632"),
ContractID("Contract_633"),
ContractID("Contract_635"),
]
TRAINING_START = pd.Timestamp(2018, 1, 1)
DEFAULT_FEATURES = default_features(lag=[1, 2, 3, 4, 5], moving_window=[3])
POSTPROCESS_DEPTH = 7
WEIGHTING = 10 # Only used for backward forecasts before COVID-19
def calculate_weights(self) -> Weights:
if self._runtime_config.forecast_start >= pd.Timestamp(2020, 6, 1):
last_train_month = self._runtime_config.forecast_start - pd.DateOffset(
months=1)
return calculate_weights_shock(
self.TRAINING_START,
self._runtime_config.forecast_end,
pd.Timestamp(2020, 4, 1),
last_train_month,
)
return super().calculate_weights()
def configure_features(
self, cleaned_data_run_id: int
) -> Tuple[InternalFeatures, ExogenousFeatures]:
# Market shock feature: COVID
market_shock = generate_market_shock_feature(
train_start=self.TRAINING_START,
first_shock_month=pd.Timestamp(2020, 4, 1))
airframes = self._data_loader.load_exogenous_feature(
feature_name="Airframe Map", run_id=cleaned_data_run_id)
return generate_airframe_feature(airframes), {
"Shock_Feature": (market_shock, "None")
}
class ModelConfigAccount5(BaseModelConfig):
"""Model config for Account 5."""
MODEL_NAME = AccountID("Account 5")
TRAINING_START = pd.Timestamp(2018, 1, 1)
DEFAULT_FEATURES = default_features(lag=[1, 2, 3],
moving_window=[2],
moving_avg=[2, 3, 4],
moving_std_dev=[3])
WEIGHTING = 10 # Only used for backward forecasts before COVID-19
POSTPROCESS_DEPTH = 4
CONTRACTS = [
ContractID("Contract_377"),
ContractID("Contract_376"),
ContractID("Contract_378"),
ContractID("Contract_375"),
]
def calculate_weights(self) -> Weights:
if self._runtime_config.forecast_start >= pd.Timestamp(2020, 6, 1):
last_train_month = self._runtime_config.forecast_start - pd.DateOffset(
months=1)
return calculate_weights_shock(
self.TRAINING_START,
self._runtime_config.forecast_end,
pd.Timestamp(2020, 4, 1),
last_train_month,
)
return super().calculate_weights()
def configure_features(
self, cleaned_data_run_id: int
) -> Tuple[InternalFeatures, ExogenousFeatures]:
# Market shock feature: COVID
market_shock = generate_market_shock_feature(
train_start=self.TRAINING_START,
first_shock_month=pd.Timestamp(2020, 4, 1))
return {}, {"Shock_Feature": (market_shock, "None")}
def postprocess_forecast(self, ts: TimeSeries, ts_pred: TimeSeries,
sales: pd.DataFrame,
grouping: List[str]) -> pd.DataFrame:
# Do not apply any post-processing for this account
return ts_pred.result_data
class ModelConfigAccount10(BaseModelConfig):
"""Model config for Account 10."""
MODEL_NAME = AccountID("Account 10")
CONTRACTS = [ContractID("Contract_242")]
TRAINING_START = pd.Timestamp(2018, 1, 1)
DEFAULT_FEATURES = default_features(lag=[1, 2, 3], moving_window=[3])
WEIGHTING = 10
POSTPROCESS_DEPTH = 8
class ModelConfigAccount29(BaseModelConfig):
"""Model config for Account 29."""
MODEL_NAME = AccountID("Account 29")
CONTRACTS = [ContractID("Contract_601"), ContractID("Contract_546")]
TRAINING_START = pd.Timestamp(year=2018, month=1, day=1)
POSTPROCESS_DEPTH = 4
DEFAULT_FEATURES = default_features(
lag=[1, 2, 3],
moving_window=[3, 5],
)
EXCLUDE_ITEMS = [21160]
WEIGHTING = 10 # Only used for backward forecasts before COVID-19
def calculate_weights(self) -> Weights:
if self._runtime_config.forecast_start >= pd.Timestamp(2020, 6, 1):
last_train_month = self._runtime_config.forecast_start - pd.DateOffset(
months=1)
return calculate_weights_shock(
self.TRAINING_START,
self._runtime_config.forecast_end,
pd.Timestamp(2020, 4, 1),
last_train_month,
)
return super().calculate_weights()
def configure_features(
self, cleaned_data_run_id: int
) -> Tuple[InternalFeatures, ExogenousFeatures]:
# Build Rates
build_rates = self._data_loader.load_exogenous_feature(
feature_name="Build Rate", run_id=cleaned_data_run_id)
internal_features, exogenous_features = generate_build_rates_features(
build_rates)
# Market shock feature: COVID
market_shock = generate_market_shock_feature(
train_start=self.TRAINING_START,
first_shock_month=pd.Timestamp(2020, 4, 1))
exogenous_features["Shock_Feature"] = (market_shock, "None")
return internal_features, exogenous_features
class ModelConfigAccount44(BaseModelConfig):
"""Model config for Account 44."""
MODEL_NAME = AccountID("Account 44")
CONTRACTS = [
ContractID("Contract_153"),
ContractID("Contract_148"),
ContractID("Contract_162"),
ContractID("Contract_160"),
ContractID("Contract_150"),
ContractID("Contract_108"),
]
TRAINING_START = pd.Timestamp(year=2018, month=1, day=1)
POSTPROCESS_DEPTH = 4
DEFAULT_FEATURES = default_features(lag=[1, 2, 3],
moving_window=[],
moving_avg=[3],
moving_std_dev=[3],
moving_non_zero=[])
WEIGHTING = 30 # Only used for backward forecasts before COVID-19
def calculate_weights(self) -> Weights:
if self._runtime_config.forecast_start >= pd.Timestamp(2020, 6, 1):
last_train_month = self._runtime_config.forecast_start - pd.DateOffset(
months=1)
return calculate_weights_shock(
self.TRAINING_START,
self._runtime_config.forecast_end,
pd.Timestamp(2020, 4, 1),
last_train_month,
)
return super().calculate_weights()
def configure_features(
self, cleaned_data_run_id: int
) -> Tuple[InternalFeatures, ExogenousFeatures]:
# Market shock feature: COVID
market_shock = generate_market_shock_feature(
train_start=self.TRAINING_START,
first_shock_month=pd.Timestamp(2020, 4, 1))
return {}, {"Shock_Feature": (market_shock, "None")}
class ModelConfigAccount466(BaseModelConfig):
"""Model config for Account 466."""
MODEL_NAME = AccountID("Account 466")
CONTRACTS = [ContractID("Contract_714")]
TRAINING_START = pd.Timestamp(year=2018, month=4, day=1)
POSTPROCESS_DEPTH = 4
DEFAULT_FEATURES = default_features(
lag=[1, 2, 3],
moving_window=[3, 5],
)
EXCLUDE_ITEMS = [1061862, 1212899]
PREPROCESS_UNIT_COST_AGGREGATION = "max"
WEIGHTING = 10 # Only used for backward forecasts before COVID-19
def calculate_weights(self) -> Weights:
if self._runtime_config.forecast_start >= pd.Timestamp(2020, 6, 1):
last_train_month = self._runtime_config.forecast_start - pd.DateOffset(
months=1)
return calculate_weights_shock(
self.TRAINING_START,
self._runtime_config.forecast_end,
pd.Timestamp(2020, 4, 1),
last_train_month,
)
return super().calculate_weights()
def configure_features(
self, cleaned_data_run_id: int
) -> Tuple[InternalFeatures, ExogenousFeatures]:
# Market shock feature: COVID
market_shock = generate_market_shock_feature(
train_start=self.TRAINING_START,
first_shock_month=pd.Timestamp(2020, 4, 1))
return {}, {"Shock_Feature": (market_shock, "None")}
class ModelConfigAccount7(BaseModelConfig):
"""Model config for Account 7."""
MODEL_NAME = AccountID("Account 7")
CONTRACTS = [
ContractID("Contract_48"),
ContractID("Contract_386"),
ContractID("Contract_385"),
ContractID("Contract_383"),
ContractID("Contract_391"),
ContractID("Contract_395"),
ContractID("Contract_394"),
ContractID("Contract_387"),
ContractID("Contract_392"),
ContractID("Contract_393"),
ContractID("Contract_390"),
ContractID("Contract_384"),
ContractID("Contract_389"),
ContractID("Contract_396"),
]
TRAINING_START = pd.Timestamp(2018, 1, 1)
DEFAULT_FEATURES = default_features(lag=[1, 2, 3],
moving_window=[2],
moving_std_dev=[3],
moving_avg=[2, 3, 4])
WEIGHTING = 10 # Only used for backward forecasts before COVID-19
POSTPROCESS_DEPTH = 8
HYPER_SPACE = [
Integer(5, 50, name="max_depth"),
Real(1e-4, 1e-1, name="learn_rate", prior="log-uniform"),
Real(0.9, 0.9999, name="learn_rate_annealing"),
Integer(10, 25, name="min_rows"),
Integer(50, 200, name="ntrees"),
Real(1e-4, 1e-2, name="stopping_tolerance"),
Integer(2, 10, name="stopping_rounds"),
Real(1e-1, 1, name="sample_rate"),
Real(0.99, 1, name="col_sample_rate"),
Integer(100, 500, name="nbins"),
Real(1e-10, 1e-3, name="min_split_improvement"),
Integer(10, 11, name="nfolds"),
]
def calculate_weights(self) -> Weights:
if self._runtime_config.forecast_start >= pd.Timestamp(2020, 6, 1):
last_train_month = self._runtime_config.forecast_start - pd.DateOffset(
months=1)
return calculate_weights_shock(
self.TRAINING_START,
self._runtime_config.forecast_end,
pd.Timestamp(2020, 4, 1),
last_train_month,
)
return super().calculate_weights()
def configure_features(
self, cleaned_data_run_id: int
) -> Tuple[InternalFeatures, ExogenousFeatures]:
# Market shock feature: COVID
market_shock = generate_market_shock_feature(
train_start=self.TRAINING_START,
first_shock_month=pd.Timestamp(2020, 4, 1))
return {}, {"Shock_Feature": (market_shock, "None")}
class ModelConfigAccount6(BaseModelConfig):
"""Model config for Account 6."""
MODEL_NAME = AccountID("Account 6")
CONTRACTS = [ContractID("Contract_730")]
TRAINING_START = pd.Timestamp(2018, 1, 1)
_LAGS = [1, 2, 3, 4, 6, 8, 10]
DEFAULT_FEATURES = default_features(lag=_LAGS,
moving_window=[3, 4, 6, 8, 10])
WEIGHTING = 1000 # Only used for backward forecasts before COVID-19
POSTPROCESS_DEPTH = 6
OVERRIDE_HYPER_PARAMS = {
"nfolds": 5,
"min_split_improvement": 1e-5,
}
OPTIMIZE_HYPER_PARAMETERS_N_CALLS = 10
HYPER_SPACE = [
Integer(5, 30, name="max_depth"),
Real(1e-4, 1, name="learn_rate", prior="log-uniform"),
Real(0.9, 0.9999, name="learn_rate_annealing"),
Integer(10, 25, name="min_rows"),
Integer(50, 200, name="ntrees"),
Real(1e-4, 1e-2, name="stopping_tolerance"),
Integer(2, 10, name="stopping_rounds"),
Real(1e-1, 1, name="sample_rate"),
Real(0.99, 1, name="col_sample_rate"),
Integer(100, 500, name="nbins"),
Real(1e-10, 1e-3, name="min_split_improvement"),
Integer(5, 6, name="nfolds"),
]
SALES_MIN_PERIOD = max(_LAGS)
PREPROCESS_OUTLIERS = True
PREPROCESS_UNIT_COST_AGGREGATION = "max"
_runner_flag: pd.DataFrame
def preprocess_account_data(
self, sales_raw: pd.DataFrame, grouping: List[str],
internal_features: InternalFeatures) -> pd.DataFrame:
ltm_end = pd.to_datetime(self._runtime_config.prediction_month,
format="%Y%m")
ltm_start = ltm_end - pd.DateOffset(months=11)
self._runner_flag = RR_NR_Flag(sales_raw, ltm_start, ltm_end)
return super().preprocess_account_data(sales_raw, grouping,
internal_features)
def calculate_weights(self) -> Weights:
if self._runtime_config.forecast_start >= pd.Timestamp(2020, 6, 1):
last_train_month = self._runtime_config.forecast_start - pd.DateOffset(
months=1)
return calculate_weights_shock(
self.TRAINING_START,
self._runtime_config.forecast_end,
pd.Timestamp(2020, 4, 1),
last_train_month,
)
return super().calculate_weights()
def configure_features(
self, cleaned_data_run_id: int
) -> Tuple[InternalFeatures, ExogenousFeatures]:
# Market shock feature: COVID
market_shock = generate_market_shock_feature(
train_start=self.TRAINING_START,
first_shock_month=pd.Timestamp(2020, 4, 1))
return {}, {"Shock_Feature": (market_shock, "None")}
def prepare_training_data(self, sales: pd.DataFrame, grouping: List[str],
exo_features: ExogenousFeatures) -> TimeSeries:
ts = super().prepare_training_data(sales, grouping, exo_features)
ts.add_exogenous_feature("W_UC", extract_cost_info(sales))
ts.add_exogenous_feature("RR", self._runner_flag, default=False)
return ts
def postprocess_forecast(self, ts: TimeSeries, ts_pred: TimeSeries,
sales: pd.DataFrame,
grouping: List[str]) -> pd.DataFrame:
results = postprocess_forecast_results(
ts_pred.result_data,
grouping,
self._runtime_config.forecast_start,
self.POSTPROCESS_DEPTH,
is_adhoc_forecast=True,
)
return reduce_hits(results, self._runner_flag, grouping,
self._runtime_config.forecast_start)
class ModelConfigAccount15(BaseModelConfig):
"""Model config for Account 15."""
MODEL_NAME = AccountID("Account 15")
CONTRACTS = [
ContractID("Contract_254"),
ContractID("Contract_545"),
ContractID("Contract_548"),
ContractID("Contract_547"),
]
EXCLUDE_PROJECTS = [
ProjectID("Project_2199"),
ProjectID("Project_2196"),
ProjectID("Project_2188"),
ProjectID("Project_864"),
]
TRAINING_START = pd.Timestamp(year=2018, month=4, day=1)
POSTPROCESS_DEPTH = 3
DEFAULT_FEATURES = default_features(lag=[1, 2, 3], moving_window=[3, 5],)
WEIGHTING = 10 # Only used for backward forecasts before COVID-19
def preprocess_account_data(
self, sales_raw: pd.DataFrame, grouping: List[str], internal_features: InternalFeatures,
) -> pd.DataFrame:
sales_raw = self._additional_scope_filters(sales_raw)
return super().preprocess_account_data(sales_raw, grouping, internal_features)
@staticmethod
def _additional_scope_filters(sales_raw: pd.DataFrame) -> pd.DataFrame:
sales_raw = sales_raw.copy()
exclusion_parts = [362698, 21102, 1033556, 226282, 20754, 21297, 14518]
mask = sales_raw["Contract_ID"].isin([ContractID("Contract_236")])
mask &= sales_raw["Item_ID"].isin(exclusion_parts)
return sales_raw.loc[~mask]
def calculate_weights(self) -> Weights:
if self._runtime_config.forecast_start >= pd.Timestamp(2020, 6, 1):
last_train_month = self._runtime_config.forecast_start - pd.DateOffset(months=1)
return calculate_weights_shock(
self.TRAINING_START, self._runtime_config.forecast_end, pd.Timestamp(2020, 4, 1), last_train_month,
)
return super().calculate_weights()
def configure_features(self, cleaned_data_run_id: int) -> Tuple[InternalFeatures, ExogenousFeatures]:
# Market shock feature: COVID
market_shock = generate_market_shock_feature(
train_start=self.TRAINING_START, first_shock_month=pd.Timestamp(2020, 4, 1)
)
return {}, {"Shock_Feature": (market_shock, "None")}
def postprocess_forecast(
self, ts: TimeSeries, ts_pred: TimeSeries, sales: pd.DataFrame, grouping: List[str]
) -> pd.DataFrame:
# Do not apply any post-processing for this account
return ts_pred.result_data
class ModelConfigAccount14(BaseModelConfig):
"""Model config for Account 14."""
MODEL_NAME = AccountID("Account 14")
CONTRACTS = [
ContractID("Contract_206"),
ContractID("Contract_142"),
ContractID("Contract_194"),
ContractID("Contract_138"),
ContractID("Contract_196"),
ContractID("Contract_141"),
ContractID("Contract_189"),
ContractID("Contract_139"),
ContractID("Contract_140"),
ContractID("Contract_132"),
ContractID("Contract_205"),
ContractID("Contract_192"),
ContractID("Contract_186"),
ContractID("Contract_188"),
]
TRAINING_START = pd.Timestamp(year=2018, month=1, day=1)
POSTPROCESS_DEPTH = 4
DEFAULT_FEATURES = default_features(
lag=[1, 2],
moving_window=[2],
)
PREPROCESS_UNIT_COST_AGGREGATION = "max"
SALES_MIN_PERIOD = 2
WEIGHTING = 10 # Only used for backward forecasts before COVID-19
def calculate_weights(self) -> Weights:
if self._runtime_config.forecast_start >= pd.Timestamp(2020, 6, 1):
last_train_month = self._runtime_config.forecast_start - pd.DateOffset(
months=1)
return calculate_weights_shock(
self.TRAINING_START,
self._runtime_config.forecast_end,
pd.Timestamp(2020, 4, 1),
last_train_month,
)
return super().calculate_weights()
def _add_project_feature(self, sales: pd.DataFrame,
name: str) -> pd.DataFrame:
"""Add project feature to input data.
Args:
sales: Sales to add feature to.
name: Name of the feature column.
Returns:
:class:`~pandas.DataFrame` with added project feature.
"""
sales[name] = sales["Project_ID"]
return sales
def configure_features(
self, cleaned_data_run_id: int
) -> Tuple[InternalFeatures, ExogenousFeatures]:
# Market shock feature: COVID
market_shock = generate_market_shock_feature(
train_start=self.TRAINING_START,
first_shock_month=pd.Timestamp(2020, 4, 1))
return {
"Project_Feature": self._add_project_feature
}, {
"Shock_Feature": (market_shock, "None")
}