%global _empty_manifest_terminate_build 0 Name: python-orbit-ml Version: 1.1.4.2 Release: 1 Summary: Orbit is a package for Bayesian time series modeling and inference. License: Apache License 2.0 URL: https://orbit-ml.readthedocs.io/en/stable/ Source0: https://mirrors.aliyun.com/pypi/web/packages/14/60/7ca25baa64042fa2ca90df4f4769d05f89dd9120b5497d34c1e5ae329d72/orbit-ml-1.1.4.2.tar.gz BuildArch: noarch %description ![GitHub release (latest SemVer)](https://img.shields.io/github/v/release/uber/orbit) [![PyPI](https://img.shields.io/pypi/v/orbit-ml)][#pypi-package] [![Build Status](https://github.com/uber/orbit/workflows/build/badge.svg?branch=dev)](https://github.com/uber/orbit/actions) [![Documentation Status](https://readthedocs.org/projects/orbit-ml/badge/?version=latest)](https://orbit-ml.readthedocs.io/en/latest/?badge=latest) [![PyPI - Python Version](https://img.shields.io/pypi/pyversions/orbit-ml)][#pypi-package] [![Downloads](https://pepy.tech/badge/orbit-ml)](https://pepy.tech/project/orbit-ml) [![Conda Recipe](https://img.shields.io/static/v1?logo=conda-forge&style=flat&color=green&label=recipe&message=orbit-ml)][#conda-forge-feedstock] [![Conda - Platform](https://img.shields.io/conda/pn/conda-forge/orbit-ml?logo=anaconda&style=flat)][#conda-forge-package] [![Conda (channel only)](https://img.shields.io/conda/vn/conda-forge/orbit-ml?logo=anaconda&style=flat&color=orange)][#conda-forge-package] [![PyPI - License](https://img.shields.io/pypi/l/orbit-ml?logo=pypi&style=flat&color=green)][#github-license] [#github-license]: https://github.com/uber/orbit/blob/master/LICENSE [#pypi-package]: https://pypi.org/project/orbit-ml/ [#conda-forge-package]: https://anaconda.org/conda-forge/orbit-ml [#conda-forge-feedstock]: https://github.com/conda-forge/orbit-ml-feedstock # User Notice The default page of the repo is on `dev` branch. To install the dev version, please check the section `Installing from Dev Branch`. If you are looking for a **stable version**, please refer to the `master` branch [here](https://github.com/uber/orbit/tree/master). # Disclaimer This project - is stable and being incubated for long-term support. It may contain new experimental code, for which APIs are subject to change. - requires PyStan as a system dependency. PyStan is licensed under [GPLv3](https://www.gnu.org/licenses/gpl-3.0.html), which is a free, copyleft license for software. # Orbit: A Python Package for Bayesian Forecasting Orbit is a Python package for Bayesian time series forecasting and inference. It provides a familiar and intuitive initialize-fit-predict interface for time series tasks, while utilizing probabilistic programming languages under the hood. For details, check out our documentation and tutorials: - HTML (stable): https://orbit-ml.readthedocs.io/en/stable/ - HTML (latest): https://orbit-ml.readthedocs.io/en/latest/ Currently, it supports concrete implementations for the following models: - Exponential Smoothing (ETS) - Local Global Trend (LGT) - Damped Local Trend (DLT) - Kernel Time-based Regression (KTR) It also supports the following sampling/optimization methods for model estimation/inferences: - Markov-Chain Monte Carlo (MCMC) as a full sampling method - Maximum a Posteriori (MAP) as a point estimate method - Variational Inference (VI) as a hybrid-sampling method on approximate distribution ## Installation ### Installing Stable Release Install the library either from PyPi or from the source with `pip`. Alternatively, you can also install it from Anaconda with `conda`: **With pip** 1. Installing from PyPI ```sh $ pip install orbit-ml ``` 2. Install from source ```sh $ git clone https://github.com/uber/orbit.git $ cd orbit $ pip install -r requirements.txt $ pip install . ``` **With conda** The library can be installed from the conda-forge channel using conda. ```sh $ conda install -c conda-forge orbit-ml ``` ### Installing from Dev Branch ```sh $ pip install git+https://github.com/uber/orbit.git@dev ``` ## Quick Start with Damped-Local-Trend (DLT) Model ### FULL Bayesian Prediction ```python from orbit.utils.dataset import load_iclaims from orbit.models import DLT from orbit.diagnostics.plot import plot_predicted_data # log-transformed data df = load_iclaims() # train-test split test_size = 52 train_df = df[:-test_size] test_df = df[-test_size:] dlt = DLT( response_col='claims', date_col='week', regressor_col=['trend.unemploy', 'trend.filling', 'trend.job'], seasonality=52, ) dlt.fit(df=train_df) # outcomes data frame predicted_df = dlt.predict(df=test_df) plot_predicted_data( training_actual_df=train_df, predicted_df=predicted_df, date_col=dlt.date_col, actual_col=dlt.response_col, test_actual_df=test_df ) ``` ![full-pred](docs/img/dlt-mcmc-pred.png) ## Demo Nowcasting with Regression in DLT: [![Open All Collab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/edwinnglabs/ts-playground/blob/master/Orbit_Tutorial.ipynb) Backtest on M3 Data: [![Open All Collab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/edwinnglabs/ts-playground/blob/master/orbit_m3_backtest.ipynb) More examples can be found under [tutorials](./docs/tutorials) and [examples](./examples). # Contributing We welcome community contributors to the project. Before you start, please read our [code of conduct](CODE_OF_CONDUCT.md) and check out [contributing guidelines](CONTRIBUTING.md) first. # Versioning We document versions and changes in our [changelog](./docs/changelog.rst). # References ## Presentations Check out the ongoing [deck](https://docs.google.com/presentation/d/1WfTtXAW3rud4TX9HtB3NkE6buDE8tWk6BKZ2hRNXjCI/edit?usp=sharing) for scope and roadmap of the project. An older deck used in the [meet-up](https://www.meetup.com/UberEvents/events/279446143/) during July 2021 can also be found [here](https://docs.google.com/presentation/d/1R0Ol8xahIE6XlrAjAi0ewu4nRxo-wQn8w6U7z-uiOzI/edit?usp=sharing). ## Citation To cite Orbit in publications, refer to the following whitepaper: [Orbit: Probabilistic Forecast with Exponential Smoothing](https://arxiv.org/abs/2004.08492) Bibtex: ``` @misc{ ng2020orbit, title={Orbit: Probabilistic Forecast with Exponential Smoothing}, author={Edwin Ng, Zhishi Wang, Huigang Chen, Steve Yang, Slawek Smyl}, year={2020}, eprint={2004.08492}, archivePrefix={arXiv}, primaryClass={stat.CO} } ``` ## Papers - Bingham, E., Chen, J. P., Jankowiak, M., Obermeyer, F., Pradhan, N., Karaletsos, T., Singh, R., Szerlip, P., Horsfall, P., and Goodman, N. D. Pyro: Deep universal probabilistic programming. The Journal of Machine Learning Research, 20(1):973–978, 2019. - Hoffman, M.D. and Gelman, A. The No-U-Turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo. J. Mach. Learn. Res., 15(1), pp.1593-1623, 2014. - Hyndman, R., Koehler, A. B., Ord, J. K., and Snyder, R. D. Forecasting with exponential smoothing: the state space approach. Springer Science & Business Media, 2008. - Smyl, S. Zhang, Q. Fitting and Extending Exponential Smoothing Models with Stan. International Symposium on Forecasting, 2015. ## Related projects - [Pyro](https://github.com/pyro-ppl/pyro) - [Stan](https://github.com/stan-dev/stan) - [Rlgt](https://cran.r-project.org/web/packages/Rlgt/index.html) - [forecast](https://github.com/robjhyndman/forecast) - [prophet](https://facebook.github.io/prophet/) %package -n python3-orbit-ml Summary: Orbit is a package for Bayesian time series modeling and inference. Provides: python-orbit-ml BuildRequires: python3-devel BuildRequires: python3-setuptools BuildRequires: python3-pip %description -n python3-orbit-ml ![GitHub release (latest SemVer)](https://img.shields.io/github/v/release/uber/orbit) [![PyPI](https://img.shields.io/pypi/v/orbit-ml)][#pypi-package] [![Build Status](https://github.com/uber/orbit/workflows/build/badge.svg?branch=dev)](https://github.com/uber/orbit/actions) [![Documentation Status](https://readthedocs.org/projects/orbit-ml/badge/?version=latest)](https://orbit-ml.readthedocs.io/en/latest/?badge=latest) [![PyPI - Python Version](https://img.shields.io/pypi/pyversions/orbit-ml)][#pypi-package] [![Downloads](https://pepy.tech/badge/orbit-ml)](https://pepy.tech/project/orbit-ml) [![Conda Recipe](https://img.shields.io/static/v1?logo=conda-forge&style=flat&color=green&label=recipe&message=orbit-ml)][#conda-forge-feedstock] [![Conda - Platform](https://img.shields.io/conda/pn/conda-forge/orbit-ml?logo=anaconda&style=flat)][#conda-forge-package] [![Conda (channel only)](https://img.shields.io/conda/vn/conda-forge/orbit-ml?logo=anaconda&style=flat&color=orange)][#conda-forge-package] [![PyPI - License](https://img.shields.io/pypi/l/orbit-ml?logo=pypi&style=flat&color=green)][#github-license] [#github-license]: https://github.com/uber/orbit/blob/master/LICENSE [#pypi-package]: https://pypi.org/project/orbit-ml/ [#conda-forge-package]: https://anaconda.org/conda-forge/orbit-ml [#conda-forge-feedstock]: https://github.com/conda-forge/orbit-ml-feedstock # User Notice The default page of the repo is on `dev` branch. To install the dev version, please check the section `Installing from Dev Branch`. If you are looking for a **stable version**, please refer to the `master` branch [here](https://github.com/uber/orbit/tree/master). # Disclaimer This project - is stable and being incubated for long-term support. It may contain new experimental code, for which APIs are subject to change. - requires PyStan as a system dependency. PyStan is licensed under [GPLv3](https://www.gnu.org/licenses/gpl-3.0.html), which is a free, copyleft license for software. # Orbit: A Python Package for Bayesian Forecasting Orbit is a Python package for Bayesian time series forecasting and inference. It provides a familiar and intuitive initialize-fit-predict interface for time series tasks, while utilizing probabilistic programming languages under the hood. For details, check out our documentation and tutorials: - HTML (stable): https://orbit-ml.readthedocs.io/en/stable/ - HTML (latest): https://orbit-ml.readthedocs.io/en/latest/ Currently, it supports concrete implementations for the following models: - Exponential Smoothing (ETS) - Local Global Trend (LGT) - Damped Local Trend (DLT) - Kernel Time-based Regression (KTR) It also supports the following sampling/optimization methods for model estimation/inferences: - Markov-Chain Monte Carlo (MCMC) as a full sampling method - Maximum a Posteriori (MAP) as a point estimate method - Variational Inference (VI) as a hybrid-sampling method on approximate distribution ## Installation ### Installing Stable Release Install the library either from PyPi or from the source with `pip`. Alternatively, you can also install it from Anaconda with `conda`: **With pip** 1. Installing from PyPI ```sh $ pip install orbit-ml ``` 2. Install from source ```sh $ git clone https://github.com/uber/orbit.git $ cd orbit $ pip install -r requirements.txt $ pip install . ``` **With conda** The library can be installed from the conda-forge channel using conda. ```sh $ conda install -c conda-forge orbit-ml ``` ### Installing from Dev Branch ```sh $ pip install git+https://github.com/uber/orbit.git@dev ``` ## Quick Start with Damped-Local-Trend (DLT) Model ### FULL Bayesian Prediction ```python from orbit.utils.dataset import load_iclaims from orbit.models import DLT from orbit.diagnostics.plot import plot_predicted_data # log-transformed data df = load_iclaims() # train-test split test_size = 52 train_df = df[:-test_size] test_df = df[-test_size:] dlt = DLT( response_col='claims', date_col='week', regressor_col=['trend.unemploy', 'trend.filling', 'trend.job'], seasonality=52, ) dlt.fit(df=train_df) # outcomes data frame predicted_df = dlt.predict(df=test_df) plot_predicted_data( training_actual_df=train_df, predicted_df=predicted_df, date_col=dlt.date_col, actual_col=dlt.response_col, test_actual_df=test_df ) ``` ![full-pred](docs/img/dlt-mcmc-pred.png) ## Demo Nowcasting with Regression in DLT: [![Open All Collab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/edwinnglabs/ts-playground/blob/master/Orbit_Tutorial.ipynb) Backtest on M3 Data: [![Open All Collab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/edwinnglabs/ts-playground/blob/master/orbit_m3_backtest.ipynb) More examples can be found under [tutorials](./docs/tutorials) and [examples](./examples). # Contributing We welcome community contributors to the project. Before you start, please read our [code of conduct](CODE_OF_CONDUCT.md) and check out [contributing guidelines](CONTRIBUTING.md) first. # Versioning We document versions and changes in our [changelog](./docs/changelog.rst). # References ## Presentations Check out the ongoing [deck](https://docs.google.com/presentation/d/1WfTtXAW3rud4TX9HtB3NkE6buDE8tWk6BKZ2hRNXjCI/edit?usp=sharing) for scope and roadmap of the project. An older deck used in the [meet-up](https://www.meetup.com/UberEvents/events/279446143/) during July 2021 can also be found [here](https://docs.google.com/presentation/d/1R0Ol8xahIE6XlrAjAi0ewu4nRxo-wQn8w6U7z-uiOzI/edit?usp=sharing). ## Citation To cite Orbit in publications, refer to the following whitepaper: [Orbit: Probabilistic Forecast with Exponential Smoothing](https://arxiv.org/abs/2004.08492) Bibtex: ``` @misc{ ng2020orbit, title={Orbit: Probabilistic Forecast with Exponential Smoothing}, author={Edwin Ng, Zhishi Wang, Huigang Chen, Steve Yang, Slawek Smyl}, year={2020}, eprint={2004.08492}, archivePrefix={arXiv}, primaryClass={stat.CO} } ``` ## Papers - Bingham, E., Chen, J. P., Jankowiak, M., Obermeyer, F., Pradhan, N., Karaletsos, T., Singh, R., Szerlip, P., Horsfall, P., and Goodman, N. D. Pyro: Deep universal probabilistic programming. The Journal of Machine Learning Research, 20(1):973–978, 2019. - Hoffman, M.D. and Gelman, A. The No-U-Turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo. J. Mach. Learn. Res., 15(1), pp.1593-1623, 2014. - Hyndman, R., Koehler, A. B., Ord, J. K., and Snyder, R. D. Forecasting with exponential smoothing: the state space approach. Springer Science & Business Media, 2008. - Smyl, S. Zhang, Q. Fitting and Extending Exponential Smoothing Models with Stan. International Symposium on Forecasting, 2015. ## Related projects - [Pyro](https://github.com/pyro-ppl/pyro) - [Stan](https://github.com/stan-dev/stan) - [Rlgt](https://cran.r-project.org/web/packages/Rlgt/index.html) - [forecast](https://github.com/robjhyndman/forecast) - [prophet](https://facebook.github.io/prophet/) %package help Summary: Development documents and examples for orbit-ml Provides: python3-orbit-ml-doc %description help ![GitHub release (latest SemVer)](https://img.shields.io/github/v/release/uber/orbit) [![PyPI](https://img.shields.io/pypi/v/orbit-ml)][#pypi-package] [![Build Status](https://github.com/uber/orbit/workflows/build/badge.svg?branch=dev)](https://github.com/uber/orbit/actions) [![Documentation Status](https://readthedocs.org/projects/orbit-ml/badge/?version=latest)](https://orbit-ml.readthedocs.io/en/latest/?badge=latest) [![PyPI - Python Version](https://img.shields.io/pypi/pyversions/orbit-ml)][#pypi-package] [![Downloads](https://pepy.tech/badge/orbit-ml)](https://pepy.tech/project/orbit-ml) [![Conda Recipe](https://img.shields.io/static/v1?logo=conda-forge&style=flat&color=green&label=recipe&message=orbit-ml)][#conda-forge-feedstock] [![Conda - Platform](https://img.shields.io/conda/pn/conda-forge/orbit-ml?logo=anaconda&style=flat)][#conda-forge-package] [![Conda (channel only)](https://img.shields.io/conda/vn/conda-forge/orbit-ml?logo=anaconda&style=flat&color=orange)][#conda-forge-package] [![PyPI - License](https://img.shields.io/pypi/l/orbit-ml?logo=pypi&style=flat&color=green)][#github-license] [#github-license]: https://github.com/uber/orbit/blob/master/LICENSE [#pypi-package]: https://pypi.org/project/orbit-ml/ [#conda-forge-package]: https://anaconda.org/conda-forge/orbit-ml [#conda-forge-feedstock]: https://github.com/conda-forge/orbit-ml-feedstock # User Notice The default page of the repo is on `dev` branch. To install the dev version, please check the section `Installing from Dev Branch`. If you are looking for a **stable version**, please refer to the `master` branch [here](https://github.com/uber/orbit/tree/master). # Disclaimer This project - is stable and being incubated for long-term support. It may contain new experimental code, for which APIs are subject to change. - requires PyStan as a system dependency. PyStan is licensed under [GPLv3](https://www.gnu.org/licenses/gpl-3.0.html), which is a free, copyleft license for software. # Orbit: A Python Package for Bayesian Forecasting Orbit is a Python package for Bayesian time series forecasting and inference. It provides a familiar and intuitive initialize-fit-predict interface for time series tasks, while utilizing probabilistic programming languages under the hood. For details, check out our documentation and tutorials: - HTML (stable): https://orbit-ml.readthedocs.io/en/stable/ - HTML (latest): https://orbit-ml.readthedocs.io/en/latest/ Currently, it supports concrete implementations for the following models: - Exponential Smoothing (ETS) - Local Global Trend (LGT) - Damped Local Trend (DLT) - Kernel Time-based Regression (KTR) It also supports the following sampling/optimization methods for model estimation/inferences: - Markov-Chain Monte Carlo (MCMC) as a full sampling method - Maximum a Posteriori (MAP) as a point estimate method - Variational Inference (VI) as a hybrid-sampling method on approximate distribution ## Installation ### Installing Stable Release Install the library either from PyPi or from the source with `pip`. Alternatively, you can also install it from Anaconda with `conda`: **With pip** 1. Installing from PyPI ```sh $ pip install orbit-ml ``` 2. Install from source ```sh $ git clone https://github.com/uber/orbit.git $ cd orbit $ pip install -r requirements.txt $ pip install . ``` **With conda** The library can be installed from the conda-forge channel using conda. ```sh $ conda install -c conda-forge orbit-ml ``` ### Installing from Dev Branch ```sh $ pip install git+https://github.com/uber/orbit.git@dev ``` ## Quick Start with Damped-Local-Trend (DLT) Model ### FULL Bayesian Prediction ```python from orbit.utils.dataset import load_iclaims from orbit.models import DLT from orbit.diagnostics.plot import plot_predicted_data # log-transformed data df = load_iclaims() # train-test split test_size = 52 train_df = df[:-test_size] test_df = df[-test_size:] dlt = DLT( response_col='claims', date_col='week', regressor_col=['trend.unemploy', 'trend.filling', 'trend.job'], seasonality=52, ) dlt.fit(df=train_df) # outcomes data frame predicted_df = dlt.predict(df=test_df) plot_predicted_data( training_actual_df=train_df, predicted_df=predicted_df, date_col=dlt.date_col, actual_col=dlt.response_col, test_actual_df=test_df ) ``` ![full-pred](docs/img/dlt-mcmc-pred.png) ## Demo Nowcasting with Regression in DLT: [![Open All Collab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/edwinnglabs/ts-playground/blob/master/Orbit_Tutorial.ipynb) Backtest on M3 Data: [![Open All Collab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/edwinnglabs/ts-playground/blob/master/orbit_m3_backtest.ipynb) More examples can be found under [tutorials](./docs/tutorials) and [examples](./examples). # Contributing We welcome community contributors to the project. Before you start, please read our [code of conduct](CODE_OF_CONDUCT.md) and check out [contributing guidelines](CONTRIBUTING.md) first. # Versioning We document versions and changes in our [changelog](./docs/changelog.rst). # References ## Presentations Check out the ongoing [deck](https://docs.google.com/presentation/d/1WfTtXAW3rud4TX9HtB3NkE6buDE8tWk6BKZ2hRNXjCI/edit?usp=sharing) for scope and roadmap of the project. An older deck used in the [meet-up](https://www.meetup.com/UberEvents/events/279446143/) during July 2021 can also be found [here](https://docs.google.com/presentation/d/1R0Ol8xahIE6XlrAjAi0ewu4nRxo-wQn8w6U7z-uiOzI/edit?usp=sharing). ## Citation To cite Orbit in publications, refer to the following whitepaper: [Orbit: Probabilistic Forecast with Exponential Smoothing](https://arxiv.org/abs/2004.08492) Bibtex: ``` @misc{ ng2020orbit, title={Orbit: Probabilistic Forecast with Exponential Smoothing}, author={Edwin Ng, Zhishi Wang, Huigang Chen, Steve Yang, Slawek Smyl}, year={2020}, eprint={2004.08492}, archivePrefix={arXiv}, primaryClass={stat.CO} } ``` ## Papers - Bingham, E., Chen, J. P., Jankowiak, M., Obermeyer, F., Pradhan, N., Karaletsos, T., Singh, R., Szerlip, P., Horsfall, P., and Goodman, N. D. Pyro: Deep universal probabilistic programming. The Journal of Machine Learning Research, 20(1):973–978, 2019. - Hoffman, M.D. and Gelman, A. The No-U-Turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo. J. Mach. Learn. Res., 15(1), pp.1593-1623, 2014. - Hyndman, R., Koehler, A. B., Ord, J. K., and Snyder, R. D. Forecasting with exponential smoothing: the state space approach. Springer Science & Business Media, 2008. - Smyl, S. Zhang, Q. Fitting and Extending Exponential Smoothing Models with Stan. International Symposium on Forecasting, 2015. ## Related projects - [Pyro](https://github.com/pyro-ppl/pyro) - [Stan](https://github.com/stan-dev/stan) - [Rlgt](https://cran.r-project.org/web/packages/Rlgt/index.html) - [forecast](https://github.com/robjhyndman/forecast) - [prophet](https://facebook.github.io/prophet/) %prep %autosetup -n orbit-ml-1.1.4.2 %build %py3_build %install %py3_install install -d -m755 %{buildroot}/%{_pkgdocdir} if [ -d doc ]; then cp -arf doc %{buildroot}/%{_pkgdocdir}; fi if [ -d docs ]; then cp -arf docs %{buildroot}/%{_pkgdocdir}; fi if [ -d example ]; then cp -arf example %{buildroot}/%{_pkgdocdir}; fi if [ -d examples ]; then cp -arf examples %{buildroot}/%{_pkgdocdir}; fi pushd %{buildroot} if [ -d usr/lib ]; then find usr/lib -type f -printf "\"/%h/%f\"\n" >> filelist.lst fi if [ -d usr/lib64 ]; then find usr/lib64 -type f -printf "\"/%h/%f\"\n" >> filelist.lst fi if [ -d usr/bin ]; then find usr/bin -type f -printf "\"/%h/%f\"\n" >> filelist.lst fi if [ -d usr/sbin ]; then find usr/sbin -type f -printf "\"/%h/%f\"\n" >> filelist.lst fi touch doclist.lst if [ -d usr/share/man ]; then find usr/share/man -type f -printf "\"/%h/%f.gz\"\n" >> doclist.lst fi popd mv %{buildroot}/filelist.lst . mv %{buildroot}/doclist.lst . %files -n python3-orbit-ml -f filelist.lst %dir %{python3_sitelib}/* %files help -f doclist.lst %{_docdir}/* %changelog * Thu Jun 08 2023 Python_Bot - 1.1.4.2-1 - Package Spec generated