%global _empty_manifest_terminate_build 0 Name: python-timemachines Version: 0.20.5 Release: 1 Summary: Evaluation and standardization of autonomous time series prediction License: MIT URL: https://github.com/microprediction/timemachines Source0: https://mirrors.aliyun.com/pypi/web/packages/dd/1b/ab418796cd69a1f7d185decc83aed7da41cd1b2e5f04185c954342e08f2f/timemachines-0.20.5.tar.gz BuildArch: noarch Requires: python3-wheel Requires: python3-numpy Requires: python3-importlib-metadata Requires: python3-microconventions Requires: python3-pytz Requires: python3-convertdate Requires: python3-momentum Requires: python3-requests Requires: python3-scipy Requires: python3-scikit-learn Requires: python3-statsmodels Requires: python3-pandas Requires: python3-cython Requires: python3-river Requires: python3-pmdarima Requires: python3-sktime Requires: python3-statsforecast %description # timemachines ![simple](https://github.com/microprediction/timemachines/workflows/tests/badge.svg)![pycaret](https://github.com/microprediction/timemachines/workflows/test-pycaret/badge.svg)![tsa](https://github.com/microprediction/timemachines/workflows/test-tsa/badge.svg) ![successor](https://github.com/microprediction/timemachines/workflows/test-successor/badge.svg) ![darts](https://github.com/microprediction/timemachines/workflows/test-darts/badge.svg) ![greykite](https://github.com/microprediction/timemachines/workflows/test-greykite/badge.svg) ![sktime](https://github.com/microprediction/timemachines/workflows/test-sktime/badge.svg) ![tbats](https://github.com/microprediction/timemachines/workflows/test-tbats/badge.svg) ![simdkalman](https://github.com/microprediction/timemachines/workflows/test-simdkalman/badge.svg) ![prophet](https://github.com/microprediction/timemachines/workflows/test-prophet/badge.svg) ![statsforecast](https://github.com/microprediction/timemachines/workflows/test-statsforecast/badge.svg)![orbit](https://github.com/microprediction/timemachines/workflows/test-orbit/badge.svg) ![neuralprophet](https://github.com/microprediction/timemachines/workflows/test-neuralprophet/badge.svg) ![pmd](https://github.com/microprediction/timemachines/workflows/test-pmd/badge.svg) ![pydlm](https://github.com/microprediction/timemachines/workflows/test-pydlm/badge.svg) ![merlion](https://github.com/microprediction/timemachines/workflows/test-merlion/badge.svg) ![merlion-prophet](https://github.com/microprediction/timemachines/workflows/test-merlion-prophet/badge.svg) ![river](https://github.com/microprediction/timemachines/workflows/test-river/badge.svg) ![divinity](https://github.com/microprediction/timemachines/workflows/test-divinity/badge.svg)![pycaret](https://github.com/microprediction/timemachines/workflows/test-pycaret-time_series/badge.svg) ![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg) # Simple prediction functions ([documented](https://microprediction.github.io/timemachines/) and [assessed](https://microprediction.github.io/timeseries-elo-ratings/html_leaderboards/overall.html)) Because [why not](https://microprediction.github.io/timemachines/why) do things in **walk-forward incremental** fashion with **one line of code**? Here yt is a vector or scalar, and we want to predict yt (or its first coordinate if a vector) three steps in advance. from timemachines.skaters.somepackage.somevariety import something as f for yt in y: xt, xt_std, s = f(y=yt, s=s, k=3) This emits a k-vector xt of forecasts, and corresponding k-vector xt_std of estimated standard errors. See [skaters](https://microprediction.github.io/timemachines/skaters) for choices of somepackage, somevariety and something. You can also ensemble, compose, bootstrap and do other things with one line of code. See the [docs](https://microprediction.github.io/timemachines/). ### Packages used Skaters draw on functionality from [popular python time-series packages](https://www.microprediction.com/blog/popular-timeseries-packages) like [river](https://github.com/online-ml/river), [pydlm](https://github.com/wwrechard/pydlm), [tbats](https://github.com/intive-DataScience/tbats), [pmdarima](http://alkaline-ml.com/pmdarima/), [statsmodels.tsa](https://www.statsmodels.org/stable/tsa.html), [neuralprophet](https://neuralprophet.com/), Facebook [Prophet](https://facebook.github.io/prophet/), Uber's [orbit](https://eng.uber.com/orbit/), Facebook's [greykite](https://engineering.linkedin.com/blog/2021/greykite--a-flexible--intuitive--and-fast-forecasting-library) and more. See the [docs](https://microprediction.github.io/timemachines/). ## What's a "skater"? More abstractly: $$ f : (y_t, state; k) \mapsto ( [\hat{y}(t+1),\hat{y}(t+2),\dots,\hat{y}(t+k) ], [\sigma(t+1),\dots,\sigma(t+k)], posterior\ state)) $$ where $\sigma(t+l)$ estimates the standard error of the prediction $\hat{y}(t+l)$. If you prefer an legitimate (i.e. stateful) state machine, see [FAQ](https://github.com/microprediction/timemachines/blob/main/FAQ.md) question 1. ### Skater function conventions See [docs/interface](https://microprediction.github.io/timemachines/interface) for description of skater inputs and outputs. Briefly: x, w, s = f( y:Union[float,[float]], # Contemporaneously observerd data, # ... including exogenous variables in y[1:], if any. s=None, # Prior state k:float=1, # Number of steps ahead to forecast. Typically integer. a:[float]=None, # Variable(s) known in advance, or conditioning t:float=None, # Time of observation (epoch seconds) e:float=None, # Non-binding maximal computation time ("e for expiry"), in seconds r:float=None) # Hyper-parameters ("r" stands for for hype(r)-pa(r)amete(r)s) ### Contributions and capstone projects - See [CONTRIBUTE.md](https://github.com/microprediction/timemachines/blob/main/CONTRIBUTE.md) and [good first issues](https://github.com/microprediction/timemachines/issues?q=is%3Aissue+is%3Aopen+label%3A%22good+first+issue%22). - See the suggested steps for a [capstone project](https://microprediction.github.io/timemachines/capstone.html). ### Getting live help - [FAQ](https://github.com/microprediction/timemachines/blob/main/FAQ.md). - See the Slack invite on my user page [here](https://github.com/microprediction/slack). - Office hours [here](https://github.com/microprediction/meet). - Learn how to deploy some of these models and try to win the [daily $125 prize](https://www.microprediction.com/competitions/daily). ### Install [instructions](https://github.com/microprediction/timemachines/blob/main/INSTALL.md) Oh what a mess the Python timeseries ecosystem is. So packages are not installed by default. See the methodical [install instructions](https://github.com/microprediction/timemachines/blob/main/INSTALL.md) and be incremental for best results. The infamous [xkcd cartoon](https://xkcd.com/1987/) really does describe the alternative quite well. ![](https://i.imgur.com/elu5muO.png) ### Cite Thanks @electronic{cottontimemachines, title = {{Timemachines: A Python Package for Creating and Assessing Autonomous Time-Series Prediction Algorithms}}, year = {2021}, author = {Peter Cotton}, url = {https://github.com/microprediction/timemachines} } or something [here](https://github.com/microprediction/microprediction/blob/master/CITE.md). %package -n python3-timemachines Summary: Evaluation and standardization of autonomous time series prediction Provides: python-timemachines BuildRequires: python3-devel BuildRequires: python3-setuptools BuildRequires: python3-pip %description -n python3-timemachines # timemachines ![simple](https://github.com/microprediction/timemachines/workflows/tests/badge.svg)![pycaret](https://github.com/microprediction/timemachines/workflows/test-pycaret/badge.svg)![tsa](https://github.com/microprediction/timemachines/workflows/test-tsa/badge.svg) ![successor](https://github.com/microprediction/timemachines/workflows/test-successor/badge.svg) ![darts](https://github.com/microprediction/timemachines/workflows/test-darts/badge.svg) ![greykite](https://github.com/microprediction/timemachines/workflows/test-greykite/badge.svg) ![sktime](https://github.com/microprediction/timemachines/workflows/test-sktime/badge.svg) ![tbats](https://github.com/microprediction/timemachines/workflows/test-tbats/badge.svg) ![simdkalman](https://github.com/microprediction/timemachines/workflows/test-simdkalman/badge.svg) ![prophet](https://github.com/microprediction/timemachines/workflows/test-prophet/badge.svg) ![statsforecast](https://github.com/microprediction/timemachines/workflows/test-statsforecast/badge.svg)![orbit](https://github.com/microprediction/timemachines/workflows/test-orbit/badge.svg) ![neuralprophet](https://github.com/microprediction/timemachines/workflows/test-neuralprophet/badge.svg) ![pmd](https://github.com/microprediction/timemachines/workflows/test-pmd/badge.svg) ![pydlm](https://github.com/microprediction/timemachines/workflows/test-pydlm/badge.svg) ![merlion](https://github.com/microprediction/timemachines/workflows/test-merlion/badge.svg) ![merlion-prophet](https://github.com/microprediction/timemachines/workflows/test-merlion-prophet/badge.svg) ![river](https://github.com/microprediction/timemachines/workflows/test-river/badge.svg) ![divinity](https://github.com/microprediction/timemachines/workflows/test-divinity/badge.svg)![pycaret](https://github.com/microprediction/timemachines/workflows/test-pycaret-time_series/badge.svg) ![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg) # Simple prediction functions ([documented](https://microprediction.github.io/timemachines/) and [assessed](https://microprediction.github.io/timeseries-elo-ratings/html_leaderboards/overall.html)) Because [why not](https://microprediction.github.io/timemachines/why) do things in **walk-forward incremental** fashion with **one line of code**? Here yt is a vector or scalar, and we want to predict yt (or its first coordinate if a vector) three steps in advance. from timemachines.skaters.somepackage.somevariety import something as f for yt in y: xt, xt_std, s = f(y=yt, s=s, k=3) This emits a k-vector xt of forecasts, and corresponding k-vector xt_std of estimated standard errors. See [skaters](https://microprediction.github.io/timemachines/skaters) for choices of somepackage, somevariety and something. You can also ensemble, compose, bootstrap and do other things with one line of code. See the [docs](https://microprediction.github.io/timemachines/). ### Packages used Skaters draw on functionality from [popular python time-series packages](https://www.microprediction.com/blog/popular-timeseries-packages) like [river](https://github.com/online-ml/river), [pydlm](https://github.com/wwrechard/pydlm), [tbats](https://github.com/intive-DataScience/tbats), [pmdarima](http://alkaline-ml.com/pmdarima/), [statsmodels.tsa](https://www.statsmodels.org/stable/tsa.html), [neuralprophet](https://neuralprophet.com/), Facebook [Prophet](https://facebook.github.io/prophet/), Uber's [orbit](https://eng.uber.com/orbit/), Facebook's [greykite](https://engineering.linkedin.com/blog/2021/greykite--a-flexible--intuitive--and-fast-forecasting-library) and more. See the [docs](https://microprediction.github.io/timemachines/). ## What's a "skater"? More abstractly: $$ f : (y_t, state; k) \mapsto ( [\hat{y}(t+1),\hat{y}(t+2),\dots,\hat{y}(t+k) ], [\sigma(t+1),\dots,\sigma(t+k)], posterior\ state)) $$ where $\sigma(t+l)$ estimates the standard error of the prediction $\hat{y}(t+l)$. If you prefer an legitimate (i.e. stateful) state machine, see [FAQ](https://github.com/microprediction/timemachines/blob/main/FAQ.md) question 1. ### Skater function conventions See [docs/interface](https://microprediction.github.io/timemachines/interface) for description of skater inputs and outputs. Briefly: x, w, s = f( y:Union[float,[float]], # Contemporaneously observerd data, # ... including exogenous variables in y[1:], if any. s=None, # Prior state k:float=1, # Number of steps ahead to forecast. Typically integer. a:[float]=None, # Variable(s) known in advance, or conditioning t:float=None, # Time of observation (epoch seconds) e:float=None, # Non-binding maximal computation time ("e for expiry"), in seconds r:float=None) # Hyper-parameters ("r" stands for for hype(r)-pa(r)amete(r)s) ### Contributions and capstone projects - See [CONTRIBUTE.md](https://github.com/microprediction/timemachines/blob/main/CONTRIBUTE.md) and [good first issues](https://github.com/microprediction/timemachines/issues?q=is%3Aissue+is%3Aopen+label%3A%22good+first+issue%22). - See the suggested steps for a [capstone project](https://microprediction.github.io/timemachines/capstone.html). ### Getting live help - [FAQ](https://github.com/microprediction/timemachines/blob/main/FAQ.md). - See the Slack invite on my user page [here](https://github.com/microprediction/slack). - Office hours [here](https://github.com/microprediction/meet). - Learn how to deploy some of these models and try to win the [daily $125 prize](https://www.microprediction.com/competitions/daily). ### Install [instructions](https://github.com/microprediction/timemachines/blob/main/INSTALL.md) Oh what a mess the Python timeseries ecosystem is. So packages are not installed by default. See the methodical [install instructions](https://github.com/microprediction/timemachines/blob/main/INSTALL.md) and be incremental for best results. The infamous [xkcd cartoon](https://xkcd.com/1987/) really does describe the alternative quite well. ![](https://i.imgur.com/elu5muO.png) ### Cite Thanks @electronic{cottontimemachines, title = {{Timemachines: A Python Package for Creating and Assessing Autonomous Time-Series Prediction Algorithms}}, year = {2021}, author = {Peter Cotton}, url = {https://github.com/microprediction/timemachines} } or something [here](https://github.com/microprediction/microprediction/blob/master/CITE.md). %package help Summary: Development documents and examples for timemachines Provides: python3-timemachines-doc %description help # timemachines ![simple](https://github.com/microprediction/timemachines/workflows/tests/badge.svg)![pycaret](https://github.com/microprediction/timemachines/workflows/test-pycaret/badge.svg)![tsa](https://github.com/microprediction/timemachines/workflows/test-tsa/badge.svg) ![successor](https://github.com/microprediction/timemachines/workflows/test-successor/badge.svg) ![darts](https://github.com/microprediction/timemachines/workflows/test-darts/badge.svg) ![greykite](https://github.com/microprediction/timemachines/workflows/test-greykite/badge.svg) ![sktime](https://github.com/microprediction/timemachines/workflows/test-sktime/badge.svg) ![tbats](https://github.com/microprediction/timemachines/workflows/test-tbats/badge.svg) ![simdkalman](https://github.com/microprediction/timemachines/workflows/test-simdkalman/badge.svg) ![prophet](https://github.com/microprediction/timemachines/workflows/test-prophet/badge.svg) ![statsforecast](https://github.com/microprediction/timemachines/workflows/test-statsforecast/badge.svg)![orbit](https://github.com/microprediction/timemachines/workflows/test-orbit/badge.svg) ![neuralprophet](https://github.com/microprediction/timemachines/workflows/test-neuralprophet/badge.svg) ![pmd](https://github.com/microprediction/timemachines/workflows/test-pmd/badge.svg) ![pydlm](https://github.com/microprediction/timemachines/workflows/test-pydlm/badge.svg) ![merlion](https://github.com/microprediction/timemachines/workflows/test-merlion/badge.svg) ![merlion-prophet](https://github.com/microprediction/timemachines/workflows/test-merlion-prophet/badge.svg) ![river](https://github.com/microprediction/timemachines/workflows/test-river/badge.svg) ![divinity](https://github.com/microprediction/timemachines/workflows/test-divinity/badge.svg)![pycaret](https://github.com/microprediction/timemachines/workflows/test-pycaret-time_series/badge.svg) ![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg) # Simple prediction functions ([documented](https://microprediction.github.io/timemachines/) and [assessed](https://microprediction.github.io/timeseries-elo-ratings/html_leaderboards/overall.html)) Because [why not](https://microprediction.github.io/timemachines/why) do things in **walk-forward incremental** fashion with **one line of code**? Here yt is a vector or scalar, and we want to predict yt (or its first coordinate if a vector) three steps in advance. from timemachines.skaters.somepackage.somevariety import something as f for yt in y: xt, xt_std, s = f(y=yt, s=s, k=3) This emits a k-vector xt of forecasts, and corresponding k-vector xt_std of estimated standard errors. See [skaters](https://microprediction.github.io/timemachines/skaters) for choices of somepackage, somevariety and something. You can also ensemble, compose, bootstrap and do other things with one line of code. See the [docs](https://microprediction.github.io/timemachines/). ### Packages used Skaters draw on functionality from [popular python time-series packages](https://www.microprediction.com/blog/popular-timeseries-packages) like [river](https://github.com/online-ml/river), [pydlm](https://github.com/wwrechard/pydlm), [tbats](https://github.com/intive-DataScience/tbats), [pmdarima](http://alkaline-ml.com/pmdarima/), [statsmodels.tsa](https://www.statsmodels.org/stable/tsa.html), [neuralprophet](https://neuralprophet.com/), Facebook [Prophet](https://facebook.github.io/prophet/), Uber's [orbit](https://eng.uber.com/orbit/), Facebook's [greykite](https://engineering.linkedin.com/blog/2021/greykite--a-flexible--intuitive--and-fast-forecasting-library) and more. See the [docs](https://microprediction.github.io/timemachines/). ## What's a "skater"? More abstractly: $$ f : (y_t, state; k) \mapsto ( [\hat{y}(t+1),\hat{y}(t+2),\dots,\hat{y}(t+k) ], [\sigma(t+1),\dots,\sigma(t+k)], posterior\ state)) $$ where $\sigma(t+l)$ estimates the standard error of the prediction $\hat{y}(t+l)$. If you prefer an legitimate (i.e. stateful) state machine, see [FAQ](https://github.com/microprediction/timemachines/blob/main/FAQ.md) question 1. ### Skater function conventions See [docs/interface](https://microprediction.github.io/timemachines/interface) for description of skater inputs and outputs. Briefly: x, w, s = f( y:Union[float,[float]], # Contemporaneously observerd data, # ... including exogenous variables in y[1:], if any. s=None, # Prior state k:float=1, # Number of steps ahead to forecast. Typically integer. a:[float]=None, # Variable(s) known in advance, or conditioning t:float=None, # Time of observation (epoch seconds) e:float=None, # Non-binding maximal computation time ("e for expiry"), in seconds r:float=None) # Hyper-parameters ("r" stands for for hype(r)-pa(r)amete(r)s) ### Contributions and capstone projects - See [CONTRIBUTE.md](https://github.com/microprediction/timemachines/blob/main/CONTRIBUTE.md) and [good first issues](https://github.com/microprediction/timemachines/issues?q=is%3Aissue+is%3Aopen+label%3A%22good+first+issue%22). - See the suggested steps for a [capstone project](https://microprediction.github.io/timemachines/capstone.html). ### Getting live help - [FAQ](https://github.com/microprediction/timemachines/blob/main/FAQ.md). - See the Slack invite on my user page [here](https://github.com/microprediction/slack). - Office hours [here](https://github.com/microprediction/meet). - Learn how to deploy some of these models and try to win the [daily $125 prize](https://www.microprediction.com/competitions/daily). ### Install [instructions](https://github.com/microprediction/timemachines/blob/main/INSTALL.md) Oh what a mess the Python timeseries ecosystem is. So packages are not installed by default. See the methodical [install instructions](https://github.com/microprediction/timemachines/blob/main/INSTALL.md) and be incremental for best results. The infamous [xkcd cartoon](https://xkcd.com/1987/) really does describe the alternative quite well. ![](https://i.imgur.com/elu5muO.png) ### Cite Thanks @electronic{cottontimemachines, title = {{Timemachines: A Python Package for Creating and Assessing Autonomous Time-Series Prediction Algorithms}}, year = {2021}, author = {Peter Cotton}, url = {https://github.com/microprediction/timemachines} } or something [here](https://github.com/microprediction/microprediction/blob/master/CITE.md). %prep %autosetup -n timemachines-0.20.5 %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-timemachines -f filelist.lst %dir %{python3_sitelib}/* %files help -f doclist.lst %{_docdir}/* %changelog * Thu Jun 08 2023 Python_Bot - 0.20.5-1 - Package Spec generated