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Functions448 in github.com/Victorletzelter/timeMCL

↓ 36 callersMethodlog
Delegate a log call to the underlying logger, after prefixing its message with the rank of the process it's being logged from. If `'rank'` is
tsExperiments/utils/pylogger.py:27
↓ 11 callersFunctionextract
(a, t, x_shape)
tsExperiments/models/project_models/timeGrad/utils.py:152
↓ 10 callersFunctionextract_data
Extract the data from the csv files and store it in the DataFrames.
tsExperiments/extract/extract_tables.py:381
↓ 10 callersFunctioninitialize_dataframes
Initialize DataFrames for the metrics.
tsExperiments/extract/extract_tables.py:276
↓ 8 callersFunction_merge_series_time_dims
Convert a Tensor with dimensions [batch, series, time steps, ...] to one with dimensions [batch, series * time steps, ...]
tsExperiments/models/project_models/tactis2/model/decoder.py:24
↓ 8 callersFunctioncreate_fixed_hypothesis_metric_table
Generate a LaTeX table for a metric with a fixed number of hypotheses across datasets and methods.
tsExperiments/extract/extract_tables.py:171
↓ 8 callersMethodforward
Parameters: ----------- input_encoded: torch.Tensor [batch, series, time steps, embedding dimension] An embedding
tsExperiments/models/project_models/tactis2/model/tactis.py:74
↓ 7 callersFunctiontotal_variation
input : np.array of dim (num_simu,pred_length,target_dim) output : mean of total variation on the num_simu
tsExperiments/utils/utils.py:278
↓ 6 callersMethod__init__
( self, n_blocks, input_size, hidden_size, n_hidden, cond_labe
tsExperiments/data_and_transformation/flows.py:447
↓ 6 callersMethodnormalize
Normalize the given values according to the historical data sent in the constructor. Parameters: ----------- value:
tsExperiments/models/project_models/tactis2/model/tactis.py:119
↓ 5 callersFunctionconvert_to_datetime
(date)
tsExperiments/download/scripts_download_csv.py:72
↓ 5 callersMethodfit
Train an ETS model on the entire dataset. Each column in the DataFrame is independently fitted with an ETS model. In this im
tsExperiments/models/project_models/ETS/model.py:52
↓ 5 callersFunctionfourier_time_features_from_frequency
(freq_str: str)
tsExperiments/utils/utils.py:51
↓ 5 callersFunctionlags_for_fourier_time_features_from_frequency
( freq_str: str, num_lags: Optional[int] = None )
tsExperiments/utils/utils.py:74
↓ 5 callersMethodtrain
( self, training_data: Dataset, validation_data: Optional[Dataset] = None, num
tsExperiments/Estimator/pytorchEstimator.py:184
↓ 4 callersMethod__init__
( self, target_dim, cond_length, time_emb_dim=16, residual_layers=8,
tsExperiments/models/project_models/timeGrad/utils.py:91
↓ 4 callersMethodforward
(self, distr_args)
toy/toy.py:211
↓ 4 callersMethodlog_prob
(self, target, distr_args)
tsExperiments/models/project_models/tMCL/utils.py:240
↓ 4 callersMethodsample
(self, cond)
tsExperiments/models/project_models/tMCL/utils.py:279
↓ 4 callersFunctionset_lowest_and_second_lowest_in_bold_and_underline
Format DataFrame to bold the best and underline the second best values per row.
tsExperiments/extract/extract_tables.py:103
↓ 4 callersFunctionweighted_average
Computes the weighted average of a given tensor across a given dim, masking values associated with weight zero, meaning instead of `nan *
tsExperiments/utils/utils.py:354
↓ 3 callersMethod__init__
(self, keepdim: bool = False, time_first: bool = True)
tsExperiments/data_and_transformation/scaler.py:13
↓ 3 callersMethod_create_instance_splitter
(self, module, mode: str)
tsExperiments/models/project_models/tMCL/timeMCL_estimator.py:318
↓ 3 callersMethod_create_instance_splitter
Create and return the instance splitter needed for training, validation or testing. Parameters: ----------- mode: st
tsExperiments/models/project_models/tactis2/estimator.py:159
↓ 3 callersMethod_create_instance_splitter
(self, module, mode: str)
tsExperiments/models/project_models/timeGrad/timeGradEstimator.py:213
↓ 3 callersMethod_create_instance_splitter
(self, module, mode: str)
tsExperiments/models/project_models/transformerTempFlow/transformerTempFlow_estimator.py:224
↓ 3 callersMethod_create_instance_splitter
(self, module, mode: str)
tsExperiments/models/project_models/tempflow/tempFlow_estimator.py:207
↓ 3 callersMethod_create_instance_splitter
(self, module, mode: str)
tsExperiments/models/project_models/deepAR/estimator.py:213
↓ 3 callersMethodcreate_lightning_module
(self)
tsExperiments/models/project_models/tactis2/estimator.py:272
↓ 3 callersFunctioncreate_single_dataset_table
Generate a LaTeX table for a single dataset with varying numbers of hypotheses.
tsExperiments/extract/extract_tables.py:305
↓ 3 callersFunctioncreating_target_list
(dataset_test)
tsExperiments/scripts_plot/train_viz.py:13
↓ 3 callersFunctiondefault
(val, d)
tsExperiments/models/project_models/timeGrad/utils.py:146
↓ 3 callersMethoddistribution
we overrided the distribution method! The goal was to retun a distribution objet. We return a DIFFUSION OBJECT
tsExperiments/models/project_models/tMCL/utils.py:38
↓ 3 callersMethodforward_no_logdet
Transform the given value according to the given parameters, but does not compute the derivative of the transformation. param
tsExperiments/models/project_models/tactis2/model/flow.py:154
↓ 3 callersMethodgenerate_samples
Generates samples based on the specified stochastic process.
toy/toy.py:41
↓ 3 callersMethodset_stage
(self, stage: int)
tsExperiments/models/project_models/tactis2/model/tactis.py:400
↓ 2 callersMethod__call__
Compute accuracy metrics by comparing actual data to the forecasts. Parameters ---------- ts_iterator it
tsExperiments/models/project_models/tMCL/personnalized_evaluator.py:217
↓ 2 callersMethod_converting_data_to_usable_dataset
(self, data: pd.DataFrame)
tsExperiments/stock_market_data/data_processors/creating_dataset.py:108
↓ 2 callersMethodcreate_instance_splitter
Create and return the instance splitter needed for training, validation or testing. Returns ------- Transformation
tsExperiments/Estimator/pytorchEstimator.py:64
↓ 2 callersMethodcreate_network_input
Unrolls the RNN encoder over past and, if present, future data. Returns outputs and state of the encoder, plus the scale of p
tsExperiments/models/project_models/transformerTempFlow/transTempFlow_network.py:243
↓ 2 callersMethodcreate_predictor
Create and return a predictor object. Returns ------- Predictor A predictor wrapping a `nn.Module` used
tsExperiments/Estimator/pytorchEstimator.py:88
↓ 2 callersMethodcreate_transformation
Create and return the transformation needed for training and inference. Returns ------- Transformation T
tsExperiments/Estimator/pytorchEstimator.py:52
↓ 2 callersFunctioncreating_target_list
(dataset_test)
tsExperiments/models/project_models/ETS/utils.py:14
↓ 2 callersMethodcreating_test_dataset
splitting between start_date and end_date in num_tests parts, and returning the test_dataset object you can directly use in you code, just lik
tsExperiments/stock_market_data/data_processors/creating_dataset.py:144
↓ 2 callersMethodcreating_train_or_val_dataset
(self,start_date:str,end_date:str)
tsExperiments/stock_market_data/data_processors/creating_dataset.py:138
↓ 2 callersMethoddistr
Returns the distribution of DeepVAR with respect to the RNN outputs. Parameters ---------- rnn_outputs O
tsExperiments/models/project_models/deepAR/network.py:393
↓ 2 callersMethoddistr_args
Returns the distribution of DeepVAR with respect to the RNN outputs. Parameters ---------- rnn_outputs O
tsExperiments/models/project_models/tMCL/timeMCL_network.py:443
↓ 2 callersMethoddistr_args
Returns the distribution of DeepVAR with respect to the RNN outputs. Parameters ---------- rnn_outputs O
tsExperiments/models/project_models/timeGrad/timeGradNetwork.py:431
↓ 2 callersMethoddistr_args
Returns the distribution of DeepVAR with respect to the RNN outputs. Parameters ---------- rnn_outputs O
tsExperiments/models/project_models/transformerTempFlow/transTempFlow_network.py:386
↓ 2 callersMethoddistr_args
Returns the distribution of DeepVAR with respect to the RNN outputs. Parameters ---------- rnn_outputs O
tsExperiments/models/project_models/tempflow/tempflow_network.py:397
↓ 2 callersFunctionextract_unique_forecasts
Extract unique forecasts and their probabilities. Args: samples: Array of shape (n_hyp, forecast_length, target_dim) for TimeGrad
tsExperiments/scripts_plot/plotting.py:23
↓ 2 callersFunctionextract_unique_forecasts
Extract unique forecasts and their probabilities. Args: samples: Array of shape (n_hyp, forecast_length, target_dim) for TimeGrad
tsExperiments/scripts_plot/plottimeMCL.py:12
↓ 2 callersFunctionfind_last_log_dir
(dataset, model, num_hyps, suffix=None, seed=None)
tsExperiments/scripts_plot/plotting.py:318
↓ 2 callersMethodforward
(self, distr_args)
tsExperiments/models/project_models/tMCL/utils.py:141
↓ 2 callersFunctiongenerate_quantization_points
(N, dist_mean=0, dist_var=1)
toy/toy.py:375
↓ 2 callersMethodget_aggregate_metrics
( self, metric_per_ts: pd.DataFrame )
tsExperiments/models/project_models/tMCL/personnalized_evaluator.py:488
↓ 2 callersMethodget_lagged_subsequences
Returns lagged subsequences of a given sequence. Parameters ---------- sequence the sequence from which l
tsExperiments/models/project_models/tMCL/timeMCL_network.py:228
↓ 2 callersMethodget_lagged_subsequences
Returns lagged subsequences of a given sequence. Parameters ---------- sequence the sequence from which l
tsExperiments/models/project_models/timeGrad/timeGradNetwork.py:196
↓ 2 callersMethodget_lagged_subsequences
Returns lagged subsequences of a given sequence. Parameters ---------- sequence the sequence from which l
tsExperiments/models/project_models/transformerTempFlow/transTempFlow_network.py:200
↓ 2 callersMethodget_lagged_subsequences
Returns lagged subsequences of a given sequence. Parameters ---------- sequence the sequence from which l
tsExperiments/models/project_models/tempflow/tempflow_network.py:188
↓ 2 callersMethodget_lagged_subsequences
Returns lagged subsequences of a given sequence. Parameters ---------- sequence the sequence from which l
tsExperiments/models/project_models/deepAR/network.py:179
↓ 2 callersMethodget_metrics_per_ts
( self, time_series: Union[pd.Series, pd.DataFrame], forecast: Forecast )
tsExperiments/models/project_models/tMCL/personnalized_evaluator.py:379
↓ 2 callersMethodinverse
(self, u, y=None, sum_log_abs_det_jacobians=None)
tsExperiments/data_and_transformation/flows.py:317
↓ 2 callersFunctionkl_eigenfunctions
(t, T, m)
toy/toy.py:365
↓ 2 callersFunctionlog_sigmoid
Logarithm of the sigmoid function. Substract the epsilon to avoid 0 as a possible value for large x.
tsExperiments/models/project_models/tactis2/model/flow.py:48
↓ 2 callersMethodloss
Computes the loss for training TimeMCL, all inputs tensors representing time series have NTC layout. Parameters ----
tsExperiments/models/project_models/tMCL/timeMCL_network.py:465
↓ 2 callersMethodloss
Compute the loss function of the model. Parameters: ----------- hist_time: Tensor [batch, series, time steps] or [ba
tsExperiments/models/project_models/tactis2/model/tactis.py:606
↓ 2 callersMethodloss
Computes the loss for training DeepVAR, all inputs tensors representing time series have NTC layout. Parameters ----
tsExperiments/models/project_models/timeGrad/timeGradNetwork.py:453
↓ 2 callersMethodloss
Computes the loss for training DeepVAR, all inputs tensors representing time series have NTC layout. Parameters ----
tsExperiments/models/project_models/transformerTempFlow/transTempFlow_network.py:412
↓ 2 callersMethodloss
Computes the loss for training DeepVAR, all inputs tensors representing time series have NTC layout. Parameters ----
tsExperiments/models/project_models/tempflow/tempflow_network.py:419
↓ 2 callersMethodloss
Computes the loss for training DeepVAR, all inputs tensors representing time series have NTC layout. Parameters ----
tsExperiments/models/project_models/deepAR/network.py:432
↓ 2 callersMethodp_sample
(self, x, cond, t, clip_denoised=False, repeat_noise=False)
tsExperiments/models/project_models/timeGrad/utils.py:315
↓ 2 callersFunctionplot_mcl
Args: ... (existing args) ... is_mcl: Whether the forecasts come from timeMCL model (with scores) or TimeGrad
tsExperiments/scripts_plot/plotting.py:52
↓ 2 callersFunctionplotting_from_a_date
"returns : - contexte_df : the real data, around of the point of interest - forecast_array : the predictions of the neural network - star
tsExperiments/scripts_plot/train_viz.py:26
↓ 2 callersMethodpredict
For each series in the context, generate num_samples future trajectories using the simulate method of the fitted ETS model.
tsExperiments/models/project_models/ETS/model.py:73
↓ 2 callersMethodq_sample
(self, x_start, t, noise=None)
tsExperiments/models/project_models/timeGrad/utils.py:374
↓ 2 callersFunctionresize_table
Wrap a LaTeX table string with formatting, caption, and label.
tsExperiments/extract/extract_tables.py:140
↓ 2 callersMethodswitch_to_stage_2
(self, net, optimizer_name, ckpt=None)
tsExperiments/models/project_models/tactis2/lighting.py:61
↓ 2 callersMethodtrain_model
( self, training_data: Dataset, validation_data: Optional[Dataset] = None, fro
tsExperiments/Estimator/pytorchLightingEstimator.py:134
↓ 2 callersMethodunroll
( self, lags: torch.Tensor, scale_params: dict, time_feat: torch.Tensor,
tsExperiments/models/project_models/tMCL/timeMCL_network.py:271
↓ 2 callersMethodunroll
( self, lags: torch.Tensor, scale_params: dict, time_feat: torch.Tensor,
tsExperiments/models/project_models/timeGrad/timeGradNetwork.py:239
↓ 2 callersMethodunroll
( self, lags: torch.Tensor, scale_params: dict, time_feat: torch.Tensor,
tsExperiments/models/project_models/tempflow/tempflow_network.py:231
↓ 2 callersMethodunroll
( self, lags: torch.Tensor, scale_params: dict, # scale: torch.Tensor,
tsExperiments/models/project_models/deepAR/network.py:222
↓ 2 callersMethodunroll_encoder
Unrolls the RNN encoder over past and, if present, future data. Returns outputs and state of the encoder, plus the scale of p
tsExperiments/models/project_models/tMCL/timeMCL_network.py:328
↓ 2 callersMethodunroll_encoder
Unrolls the RNN encoder over past and, if present, future data. Returns outputs and state of the encoder, plus the scale of p
tsExperiments/models/project_models/timeGrad/timeGradNetwork.py:310
↓ 2 callersMethodunroll_encoder
Unrolls the RNN encoder over past and, if present, future data. Returns outputs and state of the encoder, plus the scale of p
tsExperiments/models/project_models/tempflow/tempflow_network.py:284
↓ 2 callersMethodunroll_encoder
Unrolls the RNN encoder over past and, if present, future data. Returns outputs and state of the encoder, plus the scale of p
tsExperiments/models/project_models/deepAR/network.py:280
↓ 1 callersFunctionBASE_PATH_generator
Generate the base path for results CSV based on dataset and config.
tsExperiments/extract/extract_tables.py:299
↓ 1 callersMethod__init__
( self, quantiles: Iterable[Union[float, str]] = default_quantiles, seasonality: Optio
tsExperiments/models/project_models/tMCL/personnalized_evaluator.py:193
↓ 1 callersMethod__init__
( self, cond_dim, dim_ts, hidden_dim, n_hypotheses, device,
tsExperiments/models/project_models/tMCL/utils.py:67
↓ 1 callersMethod__init__
Parameters: ----------- input_dim: int The dimension of the encoded representation (upstream data encoder).
tsExperiments/models/project_models/tactis2/model/decoder.py:67
↓ 1 callersMethod__init__
A single layer of the Deep Sigmoid Flow network. Does not contains its parameters, they must be sent in the forward method.
tsExperiments/models/project_models/tactis2/model/flow.py:76
↓ 1 callersMethod__init__
Parameters: ----------- num_series: int Number of series of the data which will be sent to the model. Required fo
tsExperiments/models/project_models/tactis2/model/tactis.py:217
↓ 1 callersMethod__init__
Parameters: ----------- attention_layers: int How many successive attention layers this encoder will use.
tsExperiments/models/project_models/tactis2/model/encoder.py:35
↓ 1 callersMethod_apply_bagging
Only keep a small number of series for each of the input tensors. Which series will be kept is randomly selected for each batch. The
tsExperiments/models/project_models/tactis2/model/tactis.py:449
↓ 1 callersMethod_build_embedding
(self, dim, max_steps)
tsExperiments/models/project_models/timeGrad/utils.py:32
↓ 1 callersMethod_check_daily_index
Check if there are gaps in the data indexed by days. Return the number of "gaps" and the total number of missing days.
tsExperiments/stock_market_data/data_processors/creating_dataset.py:184
↓ 1 callersMethod_check_hourly_index
just checking if there is any gap in the data return the number of "gaps", and the total number of hours missing/the total
tsExperiments/stock_market_data/data_processors/creating_dataset.py:173
↓ 1 callersFunction_easy_mlp
Generate a MLP with the given parameters.
tsExperiments/models/project_models/tactis2/model/decoder.py:45
↓ 1 callersMethod_generate_ARp
Generates batch_size AR(p) process samples, extracts sub-trajectories.
toy/toy.py:119
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