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Add AutoTS Multivariate Operator #332

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merged 9 commits into from
Sep 20, 2023

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codeloop
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@codeloop codeloop commented Sep 14, 2023

This PR adds following to the ADS forecast operator

  • added the AutoTS multivariate operator,
  • added the report and model output functions,
  • added/updated the AutoTS package requirement

Attached Model Outputs (report HTML as pdf as HTML is not supported on GH):

Internal JIRA id : AutoTS Forecasting Model

@oracle-contributor-agreement oracle-contributor-agreement bot added the OCA Verified All contributors have signed the Oracle Contributor Agreement. label Sep 14, 2023
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⚠️ This PR changed pyproject.toml file. ⚠️

  • PR Creator must update 📃 THIRD_PARTY_LICENSES.txt, if any 📚 library added/removed in pyproject.toml.
  • PR Approver must confirm 📃 THIRD_PARTY_LICENSES.txt updated, if any 📚 library added/removed in pyproject.toml.

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⚠️ This PR changed pyproject.toml file. ⚠️

  • PR Creator must update 📃 THIRD_PARTY_LICENSES.txt, if any 📚 library added/removed in pyproject.toml.
  • PR Approver must confirm 📃 THIRD_PARTY_LICENSES.txt updated, if any 📚 library added/removed in pyproject.toml.

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ahosler commented Sep 14, 2023

Awesome job, thank you!
I was able to run this locally for a different target dataset.

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⚠️ This PR changed pyproject.toml file. ⚠️

  • PR Creator must update 📃 THIRD_PARTY_LICENSES.txt, if any 📚 library added/removed in pyproject.toml.
  • PR Approver must confirm 📃 THIRD_PARTY_LICENSES.txt updated, if any 📚 library added/removed in pyproject.toml.

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⚠️ This PR changed pyproject.toml file. ⚠️

  • PR Creator must update 📃 THIRD_PARTY_LICENSES.txt, if any 📚 library added/removed in pyproject.toml.
  • PR Approver must confirm 📃 THIRD_PARTY_LICENSES.txt updated, if any 📚 library added/removed in pyproject.toml.

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Great work, excited to play with this more!

na_tolerance=1,
drop_most_recent=0,
drop_data_older_than_periods=None,
model_list="multivariate",
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Can we also allow "model_kwargs" passthrough for model_list and transformer_list?

ads/opctl/operator/lowcode/forecast/model/autots.py Outdated Show resolved Hide resolved
ads/opctl/operator/lowcode/forecast/model/autots.py Outdated Show resolved Hide resolved
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⚠️ This PR changed pyproject.toml file. ⚠️

  • PR Creator must update 📃 THIRD_PARTY_LICENSES.txt, if any 📚 library added/removed in pyproject.toml.
  • PR Approver must confirm 📃 THIRD_PARTY_LICENSES.txt updated, if any 📚 library added/removed in pyproject.toml.

@codeloop codeloop merged commit 0c3321f into feature/forecasting Sep 20, 2023
2 of 3 checks passed
@ahosler ahosler deleted the feature/forecasting_autots branch March 18, 2024 15:28
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4 participants