def test_check_soft_dependencies_raises_error():
"""Test the _check_soft_dependencies() function."""
with pytest.raises(ModuleNotFoundError, match=r".* soft dependency .*"):
_check_soft_dependencies("unavailable_module")
with pytest.raises(ModuleNotFoundError, match=r".* soft dependency .*"):
_check_soft_dependencies("unavailable_module_1",
"unavailable_module_2")
__author__ = ["Viktor Kazakov", "Markus Löning", "Aaron Bostrom"]
__all__ = ["Evaluator"]
import itertools
import numpy as np
import pandas as pd
from scipy import stats
from scipy.stats import ranksums
from scipy.stats import ttest_ind
from sktime.benchmarking.base import BaseResults
from sktime.exceptions import NotEvaluatedError
from sktime.utils.check_imports import _check_soft_dependencies
_check_soft_dependencies("matplotlib", "scikit_posthocs")
import matplotlib.pyplot as plt # noqa: E402
plt.style.use("seaborn-ticks")
class Evaluator:
"""
Analyze results of machine learning experiments.
"""
def __init__(self, results):
if not isinstance(results, BaseResults):
raise ValueError("`results` must inherit from BaseResults")
self.results = results
self._metric_dicts = []
#!/usr/bin/env python3 -u
# -*- coding: utf-8 -*-
# copyright: sktime developers, BSD-3-Clause License (see LICENSE file)
__author__ = ["Martin Walter"]
__all__ = ["BATS"]
from sktime.utils.check_imports import _check_soft_dependencies
from sktime.forecasting.base._adapters import _TbatsAdapter
_check_soft_dependencies("tbats")
class BATS(_TbatsAdapter):
"""BATS estimator used to fit and select best performing model.
BATS (Exponential smoothing state space model with Box-Cox
transformation, ARMA errors, Trend and Seasonal components.)
Model has been described in De Livera, Hyndman & Snyder (2011).
Parameters
----------
use_box_cox: bool or None, optional (default=None)
If Box-Cox transformation of original series should be applied.
When None both cases shall be considered and better is selected by AIC.
box_cox_bounds: tuple, shape=(2,), optional (default=(0, 1))
Minimal and maximal Box-Cox parameter values.
use_trend: bool or None, optional (default=None)
Indicates whether to include a trend or not.
When None both cases shall be considered and better is selected by AIC.
use_damped_trend: bool or None, optional (default=None)
Indicates whether to include a damping parameter in the trend or not.
def plot_series(*series, labels=None):
"""Plot one or more time series
Parameters
----------
series : pd.Series
One or more time series
labels : list, optional (default=None)
Names of series, will be displayed in figure legend
Returns
-------
fig : plt.Figure
ax : plt.Axis
"""
_check_soft_dependencies("matplotlib", "seaborn")
import matplotlib.pyplot as plt
import seaborn as sns
n_series = len(series)
if labels is not None:
if n_series != len(labels):
raise ValueError("There must be one label for each time series, "
"but found inconsistent numbers of series and "
"labels.")
legend = True
else:
labels = ["" for _ in range(n_series)]
legend = False
for y in series:
check_y(y)
# create combined index
index = series[0].index
for y in series[1:]:
# check types, note that isinstance() does not work here because index
# types inherit from each other, hence we check for type equality
if not type(index) is type(y.index): # noqa
raise TypeError("Found series with different index types.")
index = index.union(y.index)
# generate integer x-values
xs = [np.argwhere(index.isin(y.index)).ravel() for y in series]
# create figure
fig, ax = plt.subplots(1, figsize=plt.figaspect(0.25))
colors = sns.color_palette("colorblind", n_colors=n_series)
# plot series
for x, y, color, label in zip(xs, series, colors, labels):
# scatter if little data is available or index is not complete
if len(x) <= 3 or not np.array_equal(np.arange(x[0], x[-1] + 1), x):
plot_func = sns.scatterplot
else:
plot_func = sns.lineplot
plot_func(x=x, y=y, ax=ax, marker="o", label=label, color=color)
# set combined index as xticklabels, suppress matplotlib warning
with warnings.catch_warnings():
warnings.filterwarnings("ignore")
ax.set(xticklabels=index)
if legend:
ax.legend()
return fig, ax
#!/usr/bin/env python3 -u
# -*- coding: utf-8 -*-
# copyright: sktime developers, BSD-3-Clause License (see LICENSE file)
__author__ = ["Markus Löning"]
__all__ = ["AutoARIMA"]
import pandas as pd
from sktime.forecasting.base._base import DEFAULT_ALPHA
from sktime.forecasting.base._sktime import BaseSktimeForecaster
from sktime.forecasting.base._sktime import OptionalForecastingHorizonMixin
from sktime.utils.check_imports import _check_soft_dependencies
_check_soft_dependencies("pmdarima")
class AutoARIMA(OptionalForecastingHorizonMixin, BaseSktimeForecaster):
"""Automatically discover the optimal order for an ARIMA model.
The auto-ARIMA process seeks to identify the most optimal parameters
for an ARIMA model, settling on a single fitted ARIMA model. This
process is based on the commonly-used R function,
forecast::auto.arima [3].
Auto-ARIMA works by conducting differencing tests (i.e.,
Kwiatkowski–Phillips–Schmidt–Shin, Augmented Dickey-Fuller or
Phillips–Perron) to determine the order of differencing, d, and then
fitting models within ranges of defined start_p, max_p, start_q, max_q
ranges. If the seasonal optional is enabled, auto-ARIMA also seeks to
identify the optimal P and Q hyper-parameters after conducting the
# -*- coding: utf-8 -*-
# copyright: sktime developers, BSD-3-Clause License (see LICENSE file)
__author__ = ["Ayushmaan Seth", "Markus Löning", "Alwin Wang"]
__all__ = ["TSFreshFeatureExtractor", "TSFreshRelevantFeatureExtractor"]
from warnings import warn
from sktime.transformers.series_as_features.base import BaseSeriesAsFeaturesTransformer
from sktime.utils.check_imports import _check_soft_dependencies
from sktime.utils.data_container import from_nested_to_long
from sktime.utils.validation import check_n_jobs
from sktime.utils.validation.series_as_features import check_X
from sktime.utils.validation.series_as_features import check_X_y
_check_soft_dependencies("tsfresh")
class BaseTSFreshFeatureExtractor(BaseSeriesAsFeaturesTransformer):
"""Base adapter class for tsfresh transformers"""
def __init__(
self,
default_fc_parameters="efficient",
kind_to_fc_parameters=None,
chunksize=None,
n_jobs=1,
show_warnings=True,
disable_progressbar=False,
impute_function=None,
profiling=None,
profiling_filename=None,
# -*- coding: utf-8 -*-
__author__ = "Angus Dempster"
__all__ = ["Rocket"]
import numpy as np
import pandas as pd
from sktime.transformers.base import _PanelToTabularTransformer
from sktime.utils.check_imports import _check_soft_dependencies
from sktime.utils.validation.panel import check_X
_check_soft_dependencies("numba")
from numba import njit # noqa: E402
from numba import prange # noqa: E402
class Rocket(_PanelToTabularTransformer):
"""ROCKET
RandOm Convolutional KErnel Transform
@article{dempster_etal_2019,
author = {Dempster, Angus and Petitjean, Francois and Webb,
Geoffrey I},
title = {ROCKET: Exceptionally fast and accurate time series
classification using random convolutional kernels},
year = {2019},
journal = {arXiv:1910.13051}
}
Parameters
# -*- coding: utf-8 -*-
""" catch22 features
A transformer for the catch22 features
"""
__author__ = "Matthew Middlehurst"
__all__ = ["Catch22"]
import numpy as np
import pandas as pd
from sktime.transformers.base import _PanelToTabularTransformer
from sktime.utils.check_imports import _check_soft_dependencies
from sktime.utils.data_container import from_nested_to_2d_array
from sktime.utils.validation.panel import check_X
_check_soft_dependencies("catch22")
import catch22 # noqa: E402
class Catch22(_PanelToTabularTransformer):
"""Canonical Time-series Characteristics (catch22)
@article{lubba2019catch22,
title={catch22: CAnonical Time-series CHaracteristics},
author={Lubba, Carl H and Sethi, Sarab S and Knaute, Philip and
Schultz, Simon R and Fulcher, Ben D and Jones, Nick S},
journal={Data Mining and Knowledge Discovery},
volume={33},
number={6},
pages={1821--1852},
year={2019},
def plot_series(*series, labels=None):
"""Plot one or more time series
Parameters
----------
series : pd.Series
One or more time series
labels : list, optional (default=None)
Names of series, will be displayed in figure legend
Returns
-------
fig : plt.Figure
ax : plt.Axis
"""
_check_soft_dependencies("matplotlib", "seaborn")
import matplotlib.pyplot as plt
from matplotlib.ticker import FuncFormatter, MaxNLocator
from matplotlib.cbook import flatten
import seaborn as sns
n_series = len(series)
if labels is not None:
if n_series != len(labels):
raise ValueError("There must be one label for each time series, "
"but found inconsistent numbers of series and "
"labels.")
legend = True
else:
labels = ["" for _ in range(n_series)]
legend = False
for y in series:
check_y(y)
# create combined index
index = series[0].index
for y in series[1:]:
# check types, note that isinstance() does not work here because index
# types inherit from each other, hence we check for type equality
if not type(index) is type(y.index): # noqa
raise TypeError("Found series with different index types.")
index = index.union(y.index)
# generate integer x-values
xs = [np.argwhere(index.isin(y.index)).ravel() for y in series]
# create figure
fig, ax = plt.subplots(1, figsize=plt.figaspect(0.25))
colors = sns.color_palette("colorblind", n_colors=n_series)
# plot series
for x, y, color, label in zip(xs, series, colors, labels):
# scatter if little data is available or index is not complete
if len(x) <= 3 or not np.array_equal(np.arange(x[0], x[-1] + 1), x):
plot_func = sns.scatterplot
else:
plot_func = sns.lineplot
plot_func(x=x, y=y, ax=ax, marker="o", label=label, color=color)
# combine data points for all series
xs_flat = list(flatten(xs))
# set x label of data point to the matching index
def format_fn(tick_val, tick_pos):
if int(tick_val) in xs_flat:
return index[int(tick_val)]
else:
return ""
# dynamically set x label ticks and spacing from index labels
ax.xaxis.set_major_formatter(FuncFormatter(format_fn))
ax.xaxis.set_major_locator(MaxNLocator(integer=True))
if legend:
ax.legend()
return fig, ax
# -*- coding: utf-8 -*-
__author__ = ["Markus Löning"]
__all__ = ["MatrixProfileTransformer"]
import pandas as pd
from sktime.transformers.base import _SeriesToSeriesTransformer
from sktime.utils.validation.series import check_series
from sktime.utils.check_imports import _check_soft_dependencies
_check_soft_dependencies("stumpy")
import stumpy # noqa: E402
class MatrixProfileTransformer(_SeriesToSeriesTransformer):
_tags = {"univariate-only": True, "fit-in-transform": True} # for unit test cases
def __init__(self, window_length=3):
self.window_length = window_length
super(MatrixProfileTransformer, self).__init__()
def transform(self, X, y=None):
"""
Takes as input a single time series dataset and returns the matrix profile
for that time series dataset.
Parameters
----------
X: pandas.Series
