ODE parameter prediction
We will perform ODE parameter prediction for forecasting of the number of cases. We have two ways for prediction.
Time-series prediction withOUT indicators
Time-series prediction with indicators
The second one uses indicators, including OxCGRT indicators, the number of vaccinations.
[1]:
from datetime import timedelta
import covsirphy as cs
from matplotlib import pyplot as plt
import numpy as np
cs.__version__
[1]:
'3.1.2.delta'
The target of prediction is estimated ODE parameter values. At we will prepare them as explained with tutorials. For example, we can use class method ODEScenario.auto_build(), specifying location name. “Baseline” scenario will be created automatically with downloaded datasets.
[2]:
snr = cs.ODEScenario.auto_build(geo="Japan", model=cs.SIRFModel)
# Show summary
snr.summary()
2025-12-15 at 13:39:08 | INFO |
<SIR-F Model: parameter estimation>
2025-12-15 at 13:39:08 | INFO | Running optimization with 4 CPUs...
2025-12-15 at 13:41:22 | INFO | Completed optimization. Total: 2 min 13 sec
[2]:
| Start | End | Rt | theta | kappa | rho | sigma | alpha1 [-] | 1/alpha2 [day] | 1/beta [day] | 1/gamma [day] | ODE | tau | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Scenario | Phase | |||||||||||||
| Baseline | 0th | 2020-02-23 | 2020-08-10 | 1.32 | 0.048768 | 0.00003 | 0.002101 | 0.001482 | 0.049 | 560 | 8 | 11 | SIR-F Model | 24 |
| 1st | 2020-08-11 | 2020-11-16 | 0.81 | 0.000074 | 0.000014 | 0.000853 | 0.001037 | 0.0 | 1225 | 20 | 16 | SIR-F Model | 24 | |
| 2nd | 2020-11-17 | 2020-12-24 | 1.75 | 0.007356 | 0.000007 | 0.00109 | 0.00061 | 0.007 | 2365 | 15 | 27 | SIR-F Model | 24 | |
| 3rd | 2020-12-25 | 2021-01-16 | 1.52 | 0.000565 | 0.000014 | 0.001188 | 0.00077 | 0.001 | 1190 | 14 | 22 | SIR-F Model | 24 | |
| 4th | 2021-01-17 | 2021-02-10 | 0.7 | 0.007165 | 0.000013 | 0.000636 | 0.000891 | 0.007 | 1256 | 26 | 19 | SIR-F Model | 24 | |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | |
| 63rd | 2023-03-12 | 2023-03-27 | 1.65 | 0.000441 | 0.000003 | 0.001116 | 0.000673 | 0.0 | 6399 | 15 | 25 | SIR-F Model | 24 | |
| 64th | 2023-03-28 | 2023-04-07 | 0.63 | 0.000078 | 0.000005 | 0.000969 | 0.001543 | 0.0 | 3226 | 17 | 11 | SIR-F Model | 24 | |
| 65th | 2023-04-08 | 2023-04-18 | 1.43 | 0.000221 | 0.000003 | 0.001742 | 0.001213 | 0.0 | 6594 | 10 | 14 | SIR-F Model | 24 | |
| 66th | 2023-04-19 | 2023-04-27 | 1.66 | 0.000088 | 0.000005 | 0.001943 | 0.001166 | 0.0 | 3575 | 9 | 14 | SIR-F Model | 24 | |
| 67th | 2023-04-28 | 2023-05-08 | 1.55 | 0.000123 | 0.000002 | 0.001512 | 0.000971 | 0.0 | 7871 | 11 | 17 | SIR-F Model | 24 |
68 rows × 13 columns
For demonstration, we will get the start date of future phases.
[3]:
future_start_date = snr.simulate(display=False).index.max() + timedelta(days=1)
future_start_date
[3]:
Timestamp('2023-05-09 00:00:00')
1. Time-series prediction withOUT indicators
This scenario “Predicted” does not use indicators, using AutoTS package: a time series package for Python designed for rapidly deploying high-accuracy forecasts at scale.
At first, create “Predicted” scenario, copying estimated ODE parameter values of “Baseline” scenario.
[4]:
snr.build_with_template(name="Predicted", template="Baseline");
Then, run ODEScenario().predict(days, name, **kwargs). We can apply keyword arguments of autots.AutoTS() except for forecast_length (always the same as days).
[5]:
snr.predict(days=30, name="Predicted");
Check the predicted ODE parameter values.
[6]:
df = snr.append().summary()
df.loc[df["Start"] >= future_start_date]
[6]:
| Start | End | Rt | theta | kappa | rho | sigma | alpha1 [-] | 1/alpha2 [day] | 1/beta [day] | 1/gamma [day] | ODE | tau | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Scenario | Phase | |||||||||||||
| Predicted | 68th | 2023-05-10 | 2023-06-07 | 1.18 | 0.000447 | 0.000003 | 0.001512 | 0.001274 | 0.0 | 4767 | 11 | 13 | SIR-F Model | 24 |
Check the dynamics.
[7]:
snr.simulate(name="Predicted");
2. Time-series prediction with indicators
using `future_regressor functionality of AutoTS <https://winedarksea.github.io/AutoTS/build/html/source/tutorial.html#adding-regressors-and-other-information>`__, we will predict ODE parameter values with indicators. We can download/create time-series data of indicators using DataEngineer class as explained in Tutorial: Data preparation and Tutorial: Data
engineering.
[8]:
data_eng = cs.DataEngineer()
data_eng.download(databases=["japan", "covid19dh", "owid"]).clean().transform()
subset_df, *_ = data_eng.subset(geo="Japan")
indicator_df = subset_df.drop(["Population", "Susceptible", "Confirmed", "Infected", "Fatal", "Recovered"], axis=1)
indicator_df
[8]:
| Cancel_events | Contact_tracing | Gatherings_restrictions | Information_campaigns | Internal_movement_restrictions | International_movement_restrictions | School_closing | Stay_home_restrictions | Stringency_index | Testing_policy | ... | Transport_closing | Vaccinated_full | Vaccinated_once | Vaccinations | Vaccinations_boosters | Workplace_closing | Country_0 | Country_Japan | Product_0 | Product_Moderna, Novavax, Oxford/AstraZeneca, Pfizer/BioNTech | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Date | |||||||||||||||||||||
| 2020-02-05 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | ... | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 1 | 0 | 1 | 0 |
| 2020-02-06 | 0.0 | 2.0 | 0.0 | 2.0 | 0.0 | 3.0 | 0.0 | 0.0 | 19.44 | 1.0 | ... | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 1 | 1 | 0 |
| 2020-02-07 | 0.0 | 2.0 | 0.0 | 2.0 | 0.0 | 3.0 | 0.0 | 0.0 | 19.44 | 1.0 | ... | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 1 | 1 | 0 |
| 2020-02-08 | 0.0 | 2.0 | 0.0 | 2.0 | 0.0 | 3.0 | 0.0 | 0.0 | 19.44 | 1.0 | ... | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 1 | 1 | 0 |
| 2020-02-09 | 0.0 | 2.0 | 0.0 | 2.0 | 0.0 | 3.0 | 0.0 | 0.0 | 19.44 | 1.0 | ... | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0 | 1 | 1 | 0 |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| 2023-05-04 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 33.33 | 1.0 | ... | 0.0 | 63889986991.0 | 67171434888.0 | 181897083005.0 | 50835661126.0 | 1.0 | 0 | 1 | 0 | 1 |
| 2023-05-05 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 33.33 | 1.0 | ... | 0.0 | 63993367323.0 | 67276140121.0 | 182280782416.0 | 51011274972.0 | 1.0 | 0 | 1 | 0 | 1 |
| 2023-05-06 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 33.33 | 1.0 | ... | 0.0 | 64096748099.0 | 67380845596.0 | 182664482513.0 | 51186888818.0 | 1.0 | 0 | 1 | 0 | 1 |
| 2023-05-07 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 33.33 | 1.0 | ... | 0.0 | 64200128969.0 | 67485551123.0 | 183048182756.0 | 51362502664.0 | 1.0 | 0 | 1 | 0 | 1 |
| 2023-05-08 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 33.33 | 1.0 | ... | 0.0 | 64303509961.0 | 67590256732.0 | 183431912857.0 | 51538146164.0 | 1.0 | 0 | 1 | 0 | 1 |
1189 rows × 21 columns
2.1 Principal Component Analysis
To remove multicollinearity of indicators, we use pca package: a python package to perform Principal Component Analysis and to create insightful plots via our MLEngineer(seed=0).pca(X, n_components). Standardization (Z-score normalization) and Principal Component Analysis (PCA) will be performed.
[9]:
ml = cs.MLEngineer()
pca_dict = ml.pca(X=indicator_df, n_components=0.95)
pca_df = pca_dict["PC"].copy()
pca_df.tail()
[15-12-2025 13:41:40] [pca.pca] [INFO] Extracting column labels from dataframe.
[15-12-2025 13:41:40] [pca.pca] [INFO] Extracting row labels from dataframe.
[15-12-2025 13:41:40] [pca.pca] [INFO] Normalizing input data per feature (zero mean and unit variance)..
[15-12-2025 13:41:40] [pca.pca] [INFO] PCA reduction performed to capture at least 95.0% explained variance using 21 columns of the input data.
[15-12-2025 13:41:40] [pca.pca] [INFO] Fit using PCA.
[15-12-2025 13:41:40] [pca.pca] [INFO] Compute loadings and PCs.
[15-12-2025 13:41:40] [pca.pca] [INFO] Compute explained variance.
[15-12-2025 13:41:40] [pca.pca] [INFO] The top 10 principal component(s) explains >= 95.00% of the explained variance.
[15-12-2025 13:41:40] [pca.pca] [INFO] The PCA reduction is performed on 21 variables (columns) of the input dataframe.
[15-12-2025 13:41:40] [pca.pca] [INFO] Fit using PCA.
[15-12-2025 13:41:40] [pca.pca] [INFO] Compute loadings and PCs.
[15-12-2025 13:41:40] [pca.pca] [INFO] Outlier detection using Hotelling T2 test with alpha=[0.05] and n_components=[10]
[15-12-2025 13:41:40] [pca.pca] [INFO] Multiple test correction applied for Hotelling T2 test: [fdr_bh]
[15-12-2025 13:41:40] [pca.pca] [INFO] Outlier detection using SPE/DmodX with n_std=[3]
[9]:
| PC1 | PC2 | PC3 | PC4 | PC5 | PC6 | PC7 | PC8 | PC9 | PC10 | |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-05-04 | 5.673492 | -2.243826 | 0.555292 | -0.134307 | 0.888876 | 0.020971 | -0.364962 | -0.630145 | 0.039768 | -0.324168 |
| 2023-05-05 | 5.683267 | -2.247735 | 0.557146 | -0.134422 | 0.891652 | 0.019268 | -0.363681 | -0.632074 | 0.041499 | -0.325286 |
| 2023-05-06 | 5.693041 | -2.251644 | 0.558999 | -0.134538 | 0.894427 | 0.017564 | -0.362401 | -0.634004 | 0.043231 | -0.326404 |
| 2023-05-07 | 5.702815 | -2.255553 | 0.560853 | -0.134654 | 0.897203 | 0.015860 | -0.361120 | -0.635933 | 0.044962 | -0.327522 |
| 2023-05-08 | 5.712591 | -2.259462 | 0.562707 | -0.134770 | 0.899979 | 0.014157 | -0.359839 | -0.637862 | 0.046694 | -0.328641 |
The output of MLEngineer().pca() is the model of pca package, we can show some figures easily as follows.
Explained variance:
[10]:
pca_dict["model"].plot()
plt.close()
Top features:
[11]:
df = pca_dict["topfeat"].copy()
df["PC"] = df["PC"].str.extract(r"(\d+)").astype(np.int64)
df = df.sort_values(["PC", "type"]).reset_index(drop=True)
def highlight(d):
styles = d.copy()
styles.loc[:, :] = ""
styles.loc[d["type"] == "best", :] = "background-color: yellow"
return styles
df.style.apply(highlight, axis=None)
[11]:
| PC | feature | loading | type | |
|---|---|---|---|---|
| 0 | 1 | Vaccinated_once | 0.347669 | best |
| 1 | 1 | Contact_tracing | -0.294071 | weak |
| 2 | 1 | Information_campaigns | -0.281398 | weak |
| 3 | 1 | Vaccinated_full | 0.346382 | weak |
| 4 | 1 | Vaccinations | 0.343559 | weak |
| 5 | 1 | Vaccinations_boosters | 0.308128 | weak |
| 6 | 2 | Stringency_index | 0.438532 | best |
| 7 | 2 | International_movement_restrictions | 0.313789 | weak |
| 8 | 2 | Product_0 | -0.318462 | weak |
| 9 | 2 | Product_Moderna, Novavax, Oxford/AstraZeneca, Pfizer/BioNTech | 0.318462 | weak |
| 10 | 3 | Country_Japan | 0.677881 | best |
| 11 | 3 | Country_0 | -0.677881 | weak |
| 12 | 4 | School_closing | 0.558851 | best |
| 13 | 5 | Transport_closing | 0.554676 | best |
| 14 | 6 | Workplace_closing | 0.650936 | best |
| 15 | 7 | Tests | 0.570970 | best |
| 16 | 8 | Cancel_events | 0.513032 | best |
| 17 | 9 | Testing_policy | 0.664159 | best |
| 18 | 10 | Gatherings_restrictions | 0.525608 | best |
| 19 | 10 | Internal_movement_restrictions | 0.331885 | weak |
| 20 | 10 | Stay_home_restrictions | -0.421741 | weak |
2-2. Future values of indicators
Before prediction of ODE parameter values, we need to prepare future values of (PCA-performed) indicators. We can add future values to the pandas.DataFrame manually or forecast them with MLEngineer(seed=0).predict(Y, days=<int>, X=None) as follows.
[12]:
future_df = ml.forecast(Y=pca_df, days=30, X=None)
future_df.tail()
Using 1 cpus for n_jobs.
Data frequency is: D, used frequency is: D
Model Number: 1 with model AverageValueNaive in generation 0 of 1 with params {"method": "Mean"} and transformations {"fillna": "fake_date", "transformations": {"0": "DifferencedTransformer", "1": "SinTrend"}, "transformation_params": {"0": {}, "1": {}}}
Model Number: 2 with model AverageValueNaive in generation 0 of 1 with params {"method": "Mean"} and transformations {"fillna": "mean", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer", "2": "DifferencedTransformer"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {}}}
Model Number: 3 with model AverageValueNaive in generation 0 of 1 with params {"method": "Mean"} and transformations {"fillna": "rolling_mean_24", "transformations": {"0": "SeasonalDifference", "1": "Round", "2": "Detrend"}, "transformation_params": {"0": {"lag_1": 7, "method": "Mean"}, "1": {"model": "middle", "decimals": 2, "on_transform": true, "on_inverse": false}, "2": {"model": "GLS"}}}
Model Number: 4 with model GLS in generation 0 of 1 with params {} and transformations {"fillna": "median", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer", "2": "RobustScaler", "3": "Round", "4": "MaxAbsScaler"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3.5, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {}, "3": {"model": "middle", "decimals": 2, "on_transform": true, "on_inverse": true}, "4": {}}}
Model Number: 5 with model LastValueNaive in generation 0 of 1 with params {} and transformations {"fillna": "rolling_mean_24", "transformations": {"0": "PositiveShift", "1": "SinTrend", "2": "bkfilter"}, "transformation_params": {"0": {}, "1": {}, "2": {}}}
Model Number: 6 with model LastValueNaive in generation 0 of 1 with params {} and transformations {"fillna": "fake_date", "transformations": {"0": "SeasonalDifference", "1": "SinTrend"}, "transformation_params": {"0": {"lag_1": 7, "method": "LastValue"}, "1": {}}}
Model Number: 7 with model LastValueNaive in generation 0 of 1 with params {} and transformations {"fillna": "mean", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 1, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}}}
Model Number: 8 with model SeasonalNaive in generation 0 of 1 with params {"method": "LastValue", "lag_1": 2, "lag_2": 1} and transformations {"fillna": "rolling_mean_24", "transformations": {"0": "SeasonalDifference", "1": "QuantileTransformer", "2": "Detrend"}, "transformation_params": {"0": {"lag_1": 12, "method": "Median"}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {"model": "GLS"}}}
Model Number: 9 with model SeasonalNaive in generation 0 of 1 with params {"method": "LastValue", "lag_1": 7, "lag_2": 2} and transformations {"fillna": "mean", "transformations": {"0": "QuantileTransformer", "1": "ClipOutliers"}, "transformation_params": {"0": {"output_distribution": "uniform", "n_quantiles": 1000}, "1": {"method": "clip", "std_threshold": 2, "fillna": null}}}
Model Number: 10 with model ConstantNaive in generation 0 of 1 with params {} and transformations {"fillna": "ffill", "transformations": {"0": "PowerTransformer", "1": "QuantileTransformer", "2": "SeasonalDifference"}, "transformation_params": {"0": {}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {"lag_1": 7, "method": "LastValue"}}}
Model Number: 11 with model SeasonalNaive in generation 0 of 1 with params {"method": "lastvalue", "lag_1": 364, "lag_2": 28} and transformations {"fillna": "ffill", "transformations": {"0": "SeasonalDifference", "1": "MaxAbsScaler", "2": "Round"}, "transformation_params": {"0": {"lag_1": 7, "method": "LastValue"}, "1": {}, "2": {"decimals": 0, "on_transform": false, "on_inverse": true}}}
Model Number: 12 with model SectionalMotif in generation 0 of 1 with params {"window": 10, "point_method": "weighted_mean", "distance_metric": "sokalmichener", "include_differenced": true, "k": 20, "stride_size": 1, "regression_type": null} and transformations {"fillna": "zero", "transformations": {"0": null}, "transformation_params": {"0": {}}}
Model Number: 13 with model SectionalMotif in generation 0 of 1 with params {"window": 5, "point_method": "midhinge", "distance_metric": "canberra", "include_differenced": false, "k": 10, "stride_size": 1, "regression_type": null} and transformations {"fillna": "rolling_mean_24", "transformations": {"0": "QuantileTransformer", "1": "QuantileTransformer", "2": "RobustScaler"}, "transformation_params": {"0": {"output_distribution": "uniform", "n_quantiles": 1000}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {}}}
Model Number: 14 with model SeasonalNaive in generation 0 of 1 with params {"method": "lastvalue", "lag_1": 364, "lag_2": 30} and transformations {"fillna": "fake_date", "transformations": {"0": "SeasonalDifference", "1": "MaxAbsScaler", "2": "Round"}, "transformation_params": {"0": {"lag_1": 7, "method": "LastValue"}, "1": {}, "2": {"decimals": 0, "on_transform": false, "on_inverse": true}}}
Model Number: 15 with model SeasonalityMotif in generation 0 of 1 with params {"window": 5, "point_method": "weighted_mean", "distance_metric": "mae", "k": 10, "datepart_method": "common_fourier"} and transformations {"fillna": "nearest", "transformations": {"0": "AlignLastValue"}, "transformation_params": {"0": {"rows": 1, "lag": 1, "method": "multiplicative", "strength": 1.0, "first_value_only": false}}}
Model Number: 16 with model SectionalMotif in generation 0 of 1 with params {"window": 7, "point_method": "median", "distance_metric": "canberra", "include_differenced": true, "k": 5, "stride_size": 1, "regression_type": null} and transformations {"fillna": "ffill", "transformations": {"0": "SeasonalDifference", "1": "AlignLastValue", "2": "SeasonalDifference", "3": "LevelShiftTransformer"}, "transformation_params": {"0": {"lag_1": 7, "method": "Median"}, "1": {"rows": 1, "lag": 2, "method": "additive", "strength": 1.0, "first_value_only": false}, "2": {"lag_1": 12, "method": 5}, "3": {"window_size": 30, "alpha": 2.0, "grouping_forward_limit": 4, "max_level_shifts": 10, "alignment": "average"}}}
Model Number: 17 with model BasicLinearModel in generation 0 of 1 with params {"datepart_method": "simple_binarized", "changepoint_spacing": 360, "changepoint_distance_end": 360, "regression_type": null, "lambda_": 0.01} and transformations {"fillna": "ffill_mean_biased", "transformations": {"0": "Round", "1": "AlignLastValue", "2": "HistoricValues", "3": "ClipOutliers", "4": "bkfilter"}, "transformation_params": {"0": {"decimals": -1, "on_transform": true, "on_inverse": true}, "1": {"rows": 7, "lag": 1, "method": "additive", "strength": 0.2, "first_value_only": true, "threshold": null, "threshold_method": "mean"}, "2": {"window": 10}, "3": {"method": "clip", "std_threshold": 3, "fillna": null}, "4": {}}}
Template Eval Error: Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 2230, in TemplateWizard
df_forecast = model_forecast(
^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 1562, in model_forecast
model = model.fit(df_train_low, future_regressor_train)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 895, in fit
self.model = self.model.fit(
^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/models/basics.py", line 3789, in fit
np.linalg.inv(X_values.T @ X_values + self.lambda_ * I)
ValueError: matmul: Input operand 1 has a mismatch in its core dimension 0, with gufunc signature (n?,k),(k,m?)->(n?,m?) (size 1159 is different from 2424)
in model 17 in generation 0: BasicLinearModel
Model Number: 18 with model BasicLinearModel in generation 0 of 1 with params {"datepart_method": ["dayofweek", [365.25, 14]], "changepoint_spacing": 90, "changepoint_distance_end": 360, "regression_type": null, "lambda_": null, "trend_phi": 0.98} and transformations {"fillna": "piecewise_polynomial", "transformations": {"0": "AlignLastValue", "1": "IntermittentOccurrence", "2": "RobustScaler", "3": "Log"}, "transformation_params": {"0": {"rows": 1, "lag": 2, "method": "multiplicative", "strength": 0.9, "first_value_only": false, "threshold": 1, "threshold_method": "mean"}, "1": {"center": "mean"}, "2": {}, "3": {}}}
Model Number: 19 with model SeasonalityMotif in generation 0 of 1 with params {"window": 5, "point_method": "trimmed_mean_40", "distance_metric": "mae", "k": 5, "datepart_method": ["simple_binarized_poly"], "independent": true} and transformations {"fillna": "rolling_mean", "transformations": {"0": "Constraint", "1": "QuantileTransformer", "2": "AlignLastValue"}, "transformation_params": {"0": {"constraint_method": "historic_diff", "constraint_direction": "lower", "constraint_regularization": 1.0, "constraint_value": 0.2, "bounds_only": false, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 43}, "2": {"rows": 1, "lag": 1, "method": "additive", "strength": 0.2, "first_value_only": false, "threshold": null, "threshold_method": "max"}}}
Model Number: 20 with model BasicLinearModel in generation 0 of 1 with params {"datepart_method": "recurring", "changepoint_spacing": 28, "changepoint_distance_end": 90, "regression_type": null, "lambda_": 0.01, "trend_phi": 0.98, "holiday_countries_used": true} and transformations {"fillna": "ffill", "transformations": {"0": "Slice", "1": "ClipOutliers", "2": "SeasonalDifference", "3": "LevelShiftTransformer", "4": "LevelShiftTransformer", "5": "PositiveShift"}, "transformation_params": {"0": {"method": 0.2}, "1": {"method": "clip", "std_threshold": 3, "fillna": null}, "2": {"lag_1": 12, "method": 5}, "3": {"window_size": 7, "alpha": 2.0, "grouping_forward_limit": 5, "max_level_shifts": 30, "alignment": "rolling_diff_3nn"}, "4": {"window_size": 7, "alpha": 2.0, "grouping_forward_limit": 5, "max_level_shifts": 30, "alignment": "rolling_diff_3nn"}, "5": {}}}
Model Number: 21 with model ConstantNaive in generation 0 of 1 with params {"constant": 1} and transformations {"fillna": "zero", "transformations": {"0": "ClipOutliers", "1": "Detrend", "2": "LevelShiftTransformer"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3, "fillna": null}, "1": {"model": "GLS", "phi": 1, "window": 30, "transform_dict": null}, "2": {"window_size": 7, "alpha": 3.5, "grouping_forward_limit": 6, "max_level_shifts": 40, "alignment": "rolling_diff_3nn", "output": "univariate", "remove_at_shift": true, "shift_remove_window": 2, "shift_fillna": "linear", "window_method": "diff_overlap"}}}
Model Number: 22 with model LastValueNaive in generation 0 of 1 with params {} and transformations {"fillna": "rolling_mean", "transformations": {"0": "StandardScaler", "1": "HPFilter", "2": "AlignLastValue", "3": "Constraint", "4": "ChangepointDetrend"}, "transformation_params": {"0": {}, "1": {"part": "trend", "lamb": 104976000000}, "2": {"rows": 1, "lag": 7, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "mean", "mean_type": "arithmetic"}, "3": {"constraint_method": "quantile", "constraint_direction": "upper", "constraint_regularization": 0.7, "constraint_value": 1.0, "bounds_only": false, "fillna": null}, "4": {"model": "Linear", "changepoint_spacing": 5040, "changepoint_distance_end": 5040, "datepart_method": "simple_2"}}}
Model Number: 23 with model AverageValueNaive in generation 0 of 1 with params {"method": "Median", "window": 42} and transformations {"fillna": "seasonal_linear", "transformations": {"0": "StandardScaler", "1": "ScipyFilter", "2": "AlignLastValue", "3": "ScipyFilter"}, "transformation_params": {"0": {}, "1": {"method": "butter", "method_args": {"N": 8, "window_size": 51, "btype": "highpass", "analog": false, "output": "sos"}}, "2": {"rows": 1, "lag": 1, "method": "additive", "strength": 0.9, "first_value_only": true, "threshold": 10, "threshold_method": "max", "mean_type": "arithmetic"}, "3": {"method": "butter", "method_args": {"N": 7, "window_size": 96, "btype": "lowpass", "analog": false, "output": "sos"}}}}
Model Number: 24 with model GLS in generation 0 of 1 with params {"changepoint_spacing": 60, "changepoint_distance_end": 28, "constant": true} and transformations {"fillna": "ffill", "transformations": {"0": "MeanDifference", "1": "ThetaTransformer", "2": "EWMAFilter", "3": "ClipOutliers", "4": "AlignLastValue", "5": "CointegrationTransformer"}, "transformation_params": {"0": {}, "1": {"theta_values": [0.8, 1.2]}, "2": {"span": 3}, "3": {"method": "clip", "std_threshold": 2, "fillna": null}, "4": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 10, "threshold_method": "max", "mean_type": "arithmetic"}, "5": {"n_components": 5, "max_components": 5, "shrinkage": 1e-06, "method": "cca", "min_periods": 15}}}
Template Eval Error: Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8428, in inverse_transform
df = self._inverse_one(
^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8353, in _inverse_one
df = self.transformers[i].inverse_transform(
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 3352, in inverse_transform
self.adjustment.abs() <= self.threshold,
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/pandas/core/ops/common.py", line 76, in new_method
return method(self, other)
^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/pandas/core/arraylike.py", line 52, in __le__
return self._cmp_method(other, operator.le)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/pandas/core/series.py", line 6133, in _cmp_method
raise ValueError("Can only compare identically-labeled Series objects")
ValueError: Can only compare identically-labeled Series objects
The above exception was the direct cause of the following exception:
Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 2230, in TemplateWizard
df_forecast = model_forecast(
^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 1563, in model_forecast
return model.predict(
^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 924, in predict
df_forecast = self.transformer_object.inverse_transform(df_forecast)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8397, in inverse_transform
prediction.forecast = self.inverse_transform(
^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8435, in inverse_transform
raise Exception(err_str) from e
Exception: Transformer AlignLastValue failed on inverse from params ffill {'0': {}, '1': {'theta_values': [0.8, 1.2]}, '2': {'span': 3}, '3': {'method': 'clip', 'std_threshold': 2, 'fillna': None}, '4': {'rows': 1, 'lag': 1, 'method': 'additive', 'strength': 1.0, 'first_value_only': False, 'threshold': 10, 'threshold_method': 'max', 'mean_type': 'arithmetic'}, '5': {'n_components': 5, 'max_components': 5, 'shrinkage': 1e-06, 'method': 'cca', 'min_periods': 15}} with ValueError('Can only compare identically-labeled Series objects')
in model 24 in generation 0: GLS
Model Number: 25 with model SeasonalNaive in generation 0 of 1 with params {"method": "lastvalue", "lag_1": 75, "lag_2": 24} and transformations {"fillna": "ffill", "transformations": {"0": "ClipOutliers"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 1, "fillna": null}}}
Model Number: 26 with model SeasonalityMotif in generation 0 of 1 with params {"window": 50, "point_method": "mean", "distance_metric": "mae", "k": 1, "datepart_method": "common_fourier", "independent": true} and transformations {"fillna": "akima", "transformations": {"0": "AlignLastValue"}, "transformation_params": {"0": {"rows": 7, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": null, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 27 with model SectionalMotif in generation 0 of 1 with params {"window": 30, "point_method": "median", "distance_metric": "yule", "include_differenced": true, "k": 20, "stride_size": 2, "regression_type": null, "comparison_transformation": null, "combination_transformation": null} and transformations {"fillna": "linear", "transformations": {"0": "PCA", "1": "PCA", "2": "Slice", "3": "StandardScaler", "4": "FIRFilter", "5": "AlignLastValue"}, "transformation_params": {"0": {"whiten": true, "n_components": null}, "1": {"whiten": false, "n_components": 100}, "2": {"method": 0.2}, "3": {}, "4": {"numtaps": 7, "cutoff_hz": 0.5, "window": "hamming", "sampling_frequency": 28, "on_transform": true, "on_inverse": false, "bounds_only": false}, "5": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 10, "threshold_method": "max", "mean_type": "arithmetic"}}}
Template Eval Error: Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8295, in _fit
df = self._fit_one(df, i)
^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8279, in _fit_one
df = self.transformers[i].fit_transform(df)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 2655, in fit_transform
return self._fit(df)
^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 2595, in _fit
return_df = self.transformer.fit_transform(df)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/sklearn/utils/_set_output.py", line 316, in wrapped
data_to_wrap = f(self, X, *args, **kwargs)
^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/sklearn/base.py", line 1336, in wrapper
return fit_method(estimator, *args, **kwargs)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/sklearn/decomposition/_pca.py", line 466, in fit_transform
U, S, _, X, x_is_centered, xp = self._fit(X)
^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/sklearn/decomposition/_pca.py", line 540, in _fit
return self._fit_full(X, n_components, xp, is_array_api_compliant)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/sklearn/decomposition/_pca.py", line 554, in _fit_full
raise ValueError(
ValueError: n_components=100 must be between 0 and min(n_samples, n_features)=10 with svd_solver='covariance_eigh'
The above exception was the direct cause of the following exception:
Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 2230, in TemplateWizard
df_forecast = model_forecast(
^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 1562, in model_forecast
model = model.fit(df_train_low, future_regressor_train)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 887, in fit
df_train_transformed = self.transformer_object._fit(df)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8300, in _fit
raise Exception(err_str) from e
Exception: Transformer PCA failed on fit from params linear {'0': {'whiten': True, 'n_components': None}, '1': {'whiten': False, 'n_components': 100}, '2': {'method': 0.2}, '3': {}, '4': {'numtaps': 7, 'cutoff_hz': 0.5, 'window': 'hamming', 'sampling_frequency': 28, 'on_transform': True, 'on_inverse': False, 'bounds_only': False}, '5': {'rows': 1, 'lag': 1, 'method': 'additive', 'strength': 1.0, 'first_value_only': False, 'threshold': 10, 'threshold_method': 'max', 'mean_type': 'arithmetic'}} with error ValueError("n_components=100 must be between 0 and min(n_samples, n_features)=10 with svd_solver='covariance_eigh'")
in model 27 in generation 0: SectionalMotif
Model Number: 28 with model BasicLinearModel in generation 0 of 1 with params {"datepart_method": "common_fourier_rw_lag", "changepoint_spacing": 5040, "changepoint_distance_end": 5040, "regression_type": null, "lambda_": null, "trend_phi": null, "holiday_countries_used": false} and transformations {"fillna": "linear", "transformations": {"0": "RollingMeanTransformer", "1": "SeasonalDifference", "2": "DifferencedTransformer", "3": "AlignLastValue", "4": "cffilter"}, "transformation_params": {"0": {"fixed": false, "window": 12, "macro_micro": false, "center": false, "mean_type": "arithmetic"}, "1": {"lag_1": 7, "method": "Mean"}, "2": {"lag": 1, "fill": "bfill"}, "3": {"rows": 1, "lag": 1, "method": "additive", "strength": 0.5, "first_value_only": false, "threshold": null, "threshold_method": "max", "mean_type": "arithmetic"}, "4": {}}}
Model Number: 29 with model SectionalMotif in generation 0 of 1 with params {"window": 3, "point_method": "weighted_mean", "distance_metric": "braycurtis", "include_differenced": true, "k": 100, "stride_size": 1, "regression_type": null, "comparison_transformation": {"fillna": "zero", "transformations": {"0": "StandardScaler"}, "transformation_params": {"0": {}}}, "combination_transformation": null} and transformations {"fillna": "quadratic", "transformations": {"0": "ClipOutliers"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3.5, "fillna": null}}}
Model Number: 30 with model BasicLinearModel in generation 0 of 1 with params {"datepart_method": "recurring", "changepoint_spacing": 5040, "changepoint_distance_end": 520, "regression_type": null, "lambda_": null, "trend_phi": null, "holiday_countries_used": false} and transformations {"fillna": "cubic", "transformations": {"0": "CumSumTransformer"}, "transformation_params": {"0": {}}}
Model Number: 31 with model ConstantNaive in generation 0 of 1 with params {"constant": 0} and transformations {"fillna": "quadratic", "transformations": {"0": "G726Filter", "1": "BKBandpassFilter", "2": "QuantileTransformer"}, "transformation_params": {"0": {"quant_bits": 4, "adaptation_rate": 0.9641121887264618, "prediction_alpha": 0.9437317406672192, "floor_step": 0.03272677759007476, "dynamic_range": 1.244898525944512, "blend": 0.16137863511954614, "noise_gate": 0.020784410369082476, "fill_method": "interpolate", "on_transform": true, "on_inverse": false, "quantizer": "uniform", "use_adaptive_predictor": true, "predictor_leak": 0.9996500337746135, "bounds_only": false}, "1": {"low": 7, "high": 32, "K": 3, "lanczos_factor": true, "return_diff": true, "on_transform": true, "on_inverse": false}, "2": {"output_distribution": "normal", "n_quantiles": 1000}}}
Model Number: 32 with model GLS in generation 0 of 1 with params {"changepoint_spacing": 60, "changepoint_distance_end": null, "constant": true} and transformations {"fillna": "ffill", "transformations": {"0": "CenterSplit"}, "transformation_params": {"0": {"fillna": "ffill", "center": "zero"}}}
Model Number: 33 with model SectionalMotif in generation 0 of 1 with params {"window": 15, "point_method": "weighted_mean", "distance_metric": "mahalanobis", "include_differenced": true, "k": 10, "stride_size": 1, "regression_type": null, "comparison_transformation": null, "combination_transformation": null} and transformations {"fillna": "mean", "transformations": {"0": "ClipOutliers"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 5, "fillna": null}}}
Model Number: 34 with model SeasonalityMotif in generation 0 of 1 with params {"window": 5, "point_method": "closest", "distance_metric": "mae", "k": 1, "datepart_method": "expanded_binarized", "independent": false} and transformations {"fillna": "rolling_mean", "transformations": {"0": "PositiveShift", "1": "Constraint", "2": "AnomalyRemoval", "3": "AlignLastValue", "4": "DifferencedTransformer"}, "transformation_params": {"0": {}, "1": {"constraint_method": "quantile", "constraint_direction": "upper", "constraint_regularization": 0.9, "constraint_value": 0.7, "bounds_only": true, "fillna": null}, "2": {"method": "IQR", "method_params": {"iqr_threshold": 3.0, "iqr_quantiles": [0.4, 0.6]}, "fillna": "mean", "transform_dict": null, "isolated_only": false, "on_inverse": false}, "3": {"rows": 1, "lag": 1, "method": "additive", "strength": 0.2, "first_value_only": false, "threshold": 3, "threshold_method": "max", "mean_type": "arithmetic"}, "4": {"lag": 2, "fill": "bfill"}}}
Model Number: 35 with model ConstantNaive in generation 0 of 1 with params {"constant": 0} and transformations {"fillna": "mean", "transformations": {"0": "bkfilter", "1": "AlignLastValue", "2": "FFTDecomposition", "3": "CenterLastValue", "4": "Constraint"}, "transformation_params": {"0": {}, "1": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 3, "threshold_method": "max", "mean_type": "arithmetic"}, "2": {"n_harmonics": "mid20", "detrend": "cubic"}, "3": {"rows": 3}, "4": {"constraint_method": "quantile", "constraint_direction": "upper", "constraint_regularization": 1.0, "constraint_value": 0.9, "bounds_only": false, "fillna": null}}}
Model Number: 36 with model SeasonalityMotif in generation 0 of 1 with params {"window": 5, "point_method": "weighted_mean", "distance_metric": "mae", "k": 15, "datepart_method": "recurring", "independent": false} and transformations {"fillna": "ffill", "transformations": {"0": "DatepartRegression"}, "transformation_params": {"0": {"regression_model": {"model": "DecisionTree", "model_params": {"max_depth": 9, "min_samples_split": 1.0}}, "datepart_method": ["db2_365.25_12_0.5", "morlet_7_7_1"], "polynomial_degree": null, "transform_dict": null, "holiday_countries_used": false, "lags": null, "forward_lags": null}}}
Model Number: 37 with model SeasonalNaive in generation 0 of 1 with params {"method": "lastvalue", "lag_1": 13, "lag_2": 28} and transformations {"fillna": "seasonal_linear_window_3", "transformations": {"0": "ClipOutliers", "1": "Detrend", "2": "HistoricValues", "3": "AlignLastValue"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 5, "fillna": null}, "1": {"model": "Linear", "phi": 1, "window": 365, "transform_dict": null}, "2": {"window": 364}, "3": {"rows": 1, "lag": 7, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 38 with model SectionalMotif in generation 0 of 1 with params {"window": 7, "point_method": "median", "distance_metric": "mahalanobis", "include_differenced": true, "k": 3, "stride_size": 1, "regression_type": "User", "comparison_transformation": null, "combination_transformation": null} and transformations {"fillna": "rolling_mean_24", "transformations": {"0": "DiffSmoother", "1": "AlignLastValue", "2": "MaxAbsScaler", "3": "AlignLastValue"}, "transformation_params": {"0": {"method": null, "method_params": null, "transform_dict": null, "reverse_alignment": true, "isolated_only": false, "fillna": 1.5}, "1": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 10, "threshold_method": "max", "mean_type": "arithmetic"}, "2": {}, "3": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 10, "threshold_method": "mean", "mean_type": "arithmetic"}}}
Template Eval Error: Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 2230, in TemplateWizard
df_forecast = model_forecast(
^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 1562, in model_forecast
model = model.fit(df_train_low, future_regressor_train)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 895, in fit
self.model = self.model.fit(
^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/models/basics.py", line 2007, in fit
raise ValueError(
ValueError: regression_type=='User' but no future_regressor supplied
in model 38 in generation 0: SectionalMotif
Model Number: 39 with model ConstantNaive in generation 0 of 1 with params {"constant": 1} and transformations {"fillna": "ffill_mean_biased", "transformations": {"0": "AlignLastValue", "1": "MeanPercentSplitter", "2": "AlignLastValue"}, "transformation_params": {"0": {"rows": 1, "lag": 7, "method": "multiplicative", "strength": 1.0, "first_value_only": false, "threshold": 10, "threshold_method": "mean", "mean_type": "geometric"}, "1": {"window": 3, "min_mean_threshold": 0.1}, "2": {"rows": 7, "lag": 168, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": null, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 40 with model BasicLinearModel in generation 0 of 1 with params {"datepart_method": "recurring", "changepoint_spacing": 60, "changepoint_distance_end": null, "regression_type": "User", "lambda_": 0.01, "trend_phi": null, "holiday_countries_used": false} and transformations {"fillna": "ffill", "transformations": {"0": "AnomalyRemoval", "1": "AlignLastValue", "2": "bkfilter", "3": "Log", "4": "StandardScaler", "5": "bkfilter"}, "transformation_params": {"0": {"method": "rolling_zscore", "method_params": {"distribution": "cauchy", "alpha": 0.2, "rolling_periods": 300, "center": true}, "fillna": "rolling_mean_24", "transform_dict": null, "isolated_only": false, "on_inverse": true}, "1": {"rows": 1, "lag": 1, "method": "additive", "strength": 0.5, "first_value_only": false, "threshold": 10, "threshold_method": "max", "mean_type": "arithmetic"}, "2": {}, "3": {}, "4": {}, "5": {}}}
Template Eval Error: Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 2230, in TemplateWizard
df_forecast = model_forecast(
^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 1562, in model_forecast
model = model.fit(df_train_low, future_regressor_train)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 895, in fit
self.model = self.model.fit(
^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/models/basics.py", line 3767, in fit
raise ValueError(
ValueError: regression_type=='User' but no future_regressor supplied
in model 40 in generation 0: BasicLinearModel
Model Number: 41 with model AverageValueNaive in generation 0 of 1 with params {"method": "Mean", "window": null} and transformations {"fillna": "pchip", "transformations": {"0": "ClipOutliers"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 4, "fillna": null}}}
Model Number: 42 with model AverageValueNaive in generation 0 of 1 with params {"method": "Weighted_Mean", "window": null} and transformations {"fillna": "ffill", "transformations": {"0": "StandardScaler", "1": "SeasonalDifference", "2": "ChangepointDetrend", "3": "RobustScaler"}, "transformation_params": {"0": {}, "1": {"lag_1": 12, "method": 20}, "2": {"model": "Linear", "changepoint_spacing": 5040, "changepoint_distance_end": 180, "datepart_method": "simple_binarized"}, "3": {}}}
Model Number: 43 with model AverageValueNaive in generation 0 of 1 with params {"method": "Weighted_Mean", "window": null} and transformations {"fillna": "ffill", "transformations": {"0": "G711Scaler", "1": "HolidayTransformer"}, "transformation_params": {"0": {"mode": "mu", "mu": 50.0, "A": 87.6, "center": "median", "scale_method": "mad", "scale_factor": 2.3395707557081504, "min_scale": 1e-06, "clip": true, "zero_offset": 0.0, "fill_method": "ffill", "on_transform": true, "on_inverse": true, "bounds_only": false}, "1": {"threshold": 0.9, "splash_threshold": null, "use_dayofmonth_holidays": true, "use_wkdom_holidays": true, "use_wkdeom_holidays": false, "use_lunar_holidays": false, "use_lunar_weekday": false, "use_islamic_holidays": false, "use_hebrew_holidays": false, "use_hindu_holidays": false, "anomaly_detector_params": {"method": "rolling_zscore", "method_params": {"distribution": "chi2", "alpha": 0.05, "rolling_periods": 300, "center": false}, "fillna": "linear", "transform_dict": null, "isolated_only": false, "on_inverse": false}, "remove_excess_anomalies": true, "impact": "regression", "regression_params": {}}}}
Model Number: 44 with model ConstantNaive in generation 0 of 1 with params {"constant": 0} and transformations {"fillna": "ffill", "transformations": {"0": "AlignLastValue"}, "transformation_params": {"0": {"rows": 4, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": null, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 45 with model LastValueNaive in generation 0 of 1 with params {} and transformations {"fillna": "rolling_mean_24", "transformations": {"0": "ClipOutliers", "1": "Detrend", "2": "LevelShiftTransformer", "3": "AlignLastValue"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3.5, "fillna": null}, "1": {"model": "GLS", "phi": 0.999, "window": null, "transform_dict": null}, "2": {"window_size": 90, "alpha": 2.5, "grouping_forward_limit": 5, "max_level_shifts": 5, "alignment": "last_value", "output": "univariate", "remove_at_shift": false, "shift_remove_window": 1, "shift_fillna": "linear", "window_method": "diff_overlap"}, "3": {"rows": 1, "lag": 7, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 46 with model AverageValueNaive in generation 0 of 1 with params {"method": "Median", "window": 28} and transformations {"fillna": "ffill_mean_biased", "transformations": {"0": "SinTrend"}, "transformation_params": {"0": {}}}
Model Number: 47 with model SeasonalNaive in generation 0 of 1 with params {"method": "mean", "lag_1": 288, "lag_2": 364} and transformations {"fillna": "nearest", "transformations": {"0": "EWMAFilter", "1": "AlignLastValue"}, "transformation_params": {"0": {"span": 28}, "1": {"rows": 1, "lag": 84, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": null, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 48 with model LastValueNaive in generation 0 of 1 with params {} and transformations {"fillna": "ffill", "transformations": {"0": "AlignLastValue"}, "transformation_params": {"0": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "mean", "mean_type": "arithmetic"}}}
Model Number: 49 with model SeasonalityMotif in generation 0 of 1 with params {"window": 10, "point_method": "closest", "distance_metric": "mae", "k": 1, "datepart_method": ["weekdaymonthofyear", "quarter", "dayofweek"], "independent": false} and transformations {"fillna": "ffill", "transformations": {"0": "ClipOutliers", "1": "Detrend", "2": "UpscaleDownscaleTransformer", "3": "AlignLastValue"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 2, "fillna": null}, "1": {"model": "Linear", "phi": 1, "window": 90, "transform_dict": null}, "2": {"mode": "upscale", "factor": 1, "down_method": "mean", "fill_method": "ffill"}, "3": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 50 with model GLS in generation 0 of 1 with params {"changepoint_spacing": 5040, "changepoint_distance_end": 6, "constant": true} and transformations {"fillna": "quadratic", "transformations": {"0": "RollingMean100thN", "1": "RollingMeanTransformer"}, "transformation_params": {"0": {}, "1": {"fixed": true, "window": 12, "macro_micro": false, "center": false, "mean_type": "arithmetic"}}}
Model Number: 51 with model LastValueNaive in generation 0 of 1 with params {} and transformations {"fillna": "ffill", "transformations": {"0": "EWMAFilter", "1": "QuantileTransformer"}, "transformation_params": {"0": {"span": 12}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}}}
Model Number: 52 with model SectionalMotif in generation 0 of 1 with params {"window": 7, "point_method": "weighted_mean", "distance_metric": "canberra", "include_differenced": true, "k": 10, "stride_size": 1, "regression_type": null, "comparison_transformation": {"fillna": "time", "transformations": {"0": "AlignLastValue", "1": "AlignLastDiff"}, "transformation_params": {"0": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 3, "threshold_method": "mean", "mean_type": "geometric"}, "1": {"rows": null, "displacement_rows": 7, "quantile": 0.2, "decay_span": 2}}}, "combination_transformation": null} and transformations {"fillna": "ffill", "transformations": {"0": "AnomalyRemoval"}, "transformation_params": {"0": {"method": "mad", "method_params": {"distribution": "uniform", "alpha": 0.05}, "fillna": "mean", "transform_dict": {"fillna": null, "transformations": {"0": "EWMAFilter"}, "transformation_params": {"0": {"span": 7}}}, "isolated_only": false, "on_inverse": false}}}
Model Number: 53 with model BasicLinearModel in generation 0 of 1 with params {"datepart_method": "simple_binarized", "changepoint_spacing": 120, "changepoint_distance_end": 60, "regression_type": null, "lambda_": null, "trend_phi": null, "holiday_countries_used": true} and transformations {"fillna": "ffill", "transformations": {"0": "ClipOutliers", "1": "Detrend", "2": "AlignLastValue", "3": "AlignLastValue"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3.5, "fillna": null}, "1": {"model": "GLS", "phi": 1, "window": null, "transform_dict": null}, "2": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 10, "threshold_method": "max", "mean_type": "arithmetic"}, "3": {"rows": 1, "lag": 1, "method": "additive", "strength": 0.9, "first_value_only": false, "threshold": 10, "threshold_method": "max", "mean_type": "arithmetic"}}}
Template Eval Error: Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 2230, in TemplateWizard
df_forecast = model_forecast(
^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 1562, in model_forecast
model = model.fit(df_train_low, future_regressor_train)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 895, in fit
self.model = self.model.fit(
^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/models/basics.py", line 3795, in fit
self.beta = np.linalg.pinv(X_values.T @ X_values) @ X_values.T @ Y_values
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/numpy/linalg/_linalg.py", line 2281, in pinv
u, s, vt = svd(a, full_matrices=False, hermitian=hermitian)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/numpy/linalg/_linalg.py", line 1862, in svd
u, s, vh = gufunc(a, signature=signature)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/numpy/linalg/_linalg.py", line 172, in _raise_linalgerror_svd_nonconvergence
raise LinAlgError("SVD did not converge")
numpy.linalg.LinAlgError: SVD did not converge
in model 53 in generation 0: BasicLinearModel
Model Number: 54 with model SectionalMotif in generation 0 of 1 with params {"window": 15, "point_method": "mean", "distance_metric": "kulczynski1", "include_differenced": true, "k": 20, "stride_size": 1, "regression_type": null, "comparison_transformation": {"fillna": "rolling_mean", "transformations": {"0": "Detrend"}, "transformation_params": {"0": {"model": "GLS", "phi": 1, "window": 365, "transform_dict": {"fillna": null, "transformations": {"0": "AnomalyRemoval"}, "transformation_params": {"0": {"method": "zscore", "transform_dict": {"transformations": {"0": "DatepartRegression"}, "transformation_params": {"0": {"datepart_method": "simple_3", "regression_model": {"model": "ElasticNet", "model_params": {}}}}}, "method_params": {"distribution": "uniform", "alpha": 0.05}}}}}}}, "combination_transformation": null} and transformations {"fillna": "rolling_mean_24", "transformations": {"0": "SinTrend", "1": "DifferencedTransformer", "2": "StandardScaler", "3": "AnomalyRemoval", "4": "StandardScaler", "5": "AlignLastValue"}, "transformation_params": {"0": {}, "1": {"lag": 1, "fill": "bfill"}, "2": {}, "3": {"method": "mad", "method_params": {"distribution": "chi2", "alpha": 0.05}, "fillna": "rolling_mean_24", "transform_dict": {"fillna": "linear", "transformations": {"0": "StandardScaler", "1": "AlignLastValue"}, "transformation_params": {"0": {}, "1": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 10, "threshold_method": "max", "mean_type": "arithmetic"}}}, "isolated_only": false, "on_inverse": false}, "4": {}, "5": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 55 with model GLS in generation 0 of 1 with params {"changepoint_spacing": 5040, "changepoint_distance_end": 28, "constant": true} and transformations {"fillna": "pchip", "transformations": {"0": "STLFilter", "1": "AlignLastValue", "2": "DifferencedTransformer", "3": "AlignLastValue"}, "transformation_params": {"0": {"decomp_type": "seasonal_decompose", "part": "trend"}, "1": {"rows": 1, "lag": 1, "method": "additive", "strength": 0.5, "first_value_only": false, "threshold": 10, "threshold_method": "mean", "mean_type": "arithmetic"}, "2": {"lag": 1, "fill": "bfill"}, "3": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 56 with model AverageValueNaive in generation 0 of 1 with params {"method": "Weighted_Mean", "window": 28} and transformations {"fillna": "zero", "transformations": {"0": "IntermittentOccurrence"}, "transformation_params": {"0": {"center": "mean"}}}
Model Number: 57 with model SeasonalityMotif in generation 0 of 1 with params {"window": 30, "point_method": "midhinge", "distance_metric": "chebyshev", "k": 3, "datepart_method": "anchored_warped_fourier:us_school", "independent": false} and transformations {"fillna": "rolling_mean", "transformations": {"0": "ClipOutliers", "1": "Detrend"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 1, "fillna": null}, "1": {"model": "GLS", "phi": 1, "window": null, "transform_dict": null}}}
Model Number: 58 with model SeasonalityMotif in generation 0 of 1 with params {"window": 5, "point_method": "trimmed_mean_40", "distance_metric": "canberra", "k": 1, "datepart_method": "simple", "independent": true} and transformations {"fillna": "ffill", "transformations": {"0": "RobustScaler", "1": "IntermittentOccurrence", "2": "AlignLastValue", "3": "AlignLastValue"}, "transformation_params": {"0": {}, "1": {"center": "mean"}, "2": {"rows": 4, "lag": 1, "method": "additive", "strength": 0.7, "first_value_only": false, "threshold": 10, "threshold_method": "mean", "mean_type": "arithmetic"}, "3": {"rows": 2, "lag": 1, "method": "additive", "strength": 0.2, "first_value_only": false, "threshold": 1, "threshold_method": "mean", "mean_type": "arithmetic"}}}
Template Eval Error: Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 2230, in TemplateWizard
df_forecast = model_forecast(
^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 1563, in model_forecast
return model.predict(
^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 916, in predict
raise ValueError(
ValueError: Model SeasonalityMotif returned NaN for one or more series. fail_on_forecast_nan=True
in model 58 in generation 0: SeasonalityMotif
Model Number: 59 with model SectionalMotif in generation 0 of 1 with params {"window": 50, "point_method": "median", "distance_metric": "cosine", "include_differenced": true, "k": 15, "stride_size": 5, "regression_type": null, "comparison_transformation": null, "combination_transformation": null} and transformations {"fillna": "zero", "transformations": {"0": "MaxAbsScaler", "1": "FIRFilter", "2": "AlignLastValue", "3": "AlignLastValue", "4": "ClipOutliers", "5": "RobustScaler"}, "transformation_params": {"0": {}, "1": {"numtaps": 7, "cutoff_hz": 10, "window": ["kaiser", 4.0], "sampling_frequency": 6, "on_transform": true, "on_inverse": false, "bounds_only": false}, "2": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": null, "threshold_method": "mean", "mean_type": "arithmetic"}, "3": {"rows": 4, "lag": 84, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}, "4": {"method": "clip", "std_threshold": 5, "fillna": null}, "5": {}}}
Template Eval Error: Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8295, in _fit
df = self._fit_one(df, i)
^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8279, in _fit_one
df = self.transformers[i].fit_transform(df)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 6448, in fit_transform
return self.transform(df)
^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 6421, in transform
return self.filter(df)
^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 6403, in filter
fft_fir_filter_to_timeseries(
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/fir_filter.py", line 112, in fft_fir_filter_to_timeseries
fir_coefficients = firwin(numtaps=numtaps, cutoff=cutoff_norm, window=window)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/scipy/signal/_fir_filter_design.py", line 396, in firwin
raise ValueError("Invalid cutoff frequency: frequencies must be "
ValueError: Invalid cutoff frequency: frequencies must be greater than 0 and less than fs/2.
The above exception was the direct cause of the following exception:
Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 2230, in TemplateWizard
df_forecast = model_forecast(
^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 1562, in model_forecast
model = model.fit(df_train_low, future_regressor_train)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 887, in fit
df_train_transformed = self.transformer_object._fit(df)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8300, in _fit
raise Exception(err_str) from e
Exception: Transformer FIRFilter failed on fit from params zero {'0': {}, '1': {'numtaps': 7, 'cutoff_hz': 10, 'window': ['kaiser', 4.0], 'sampling_frequency': 6, 'on_transform': True, 'on_inverse': False, 'bounds_only': False}, '2': {'rows': 1, 'lag': 1, 'method': 'additive', 'strength': 1.0, 'first_value_only': False, 'threshold': None, 'threshold_method': 'mean', 'mean_type': 'arithmetic'}, '3': {'rows': 4, 'lag': 84, 'method': 'additive', 'strength': 1.0, 'first_value_only': False, 'threshold': 1, 'threshold_method': 'max', 'mean_type': 'arithmetic'}, '4': {'method': 'clip', 'std_threshold': 5, 'fillna': None}, '5': {}} with error ValueError('Invalid cutoff frequency: frequencies must be greater than 0 and less than fs/2.')
in model 59 in generation 0: SectionalMotif
Model Number: 60 with model ConstantNaive in generation 0 of 1 with params {"constant": 0} and transformations {"fillna": "ffill", "transformations": {"0": "CenterLastValue", "1": "MinMaxScaler", "2": "AlignLastValue"}, "transformation_params": {"0": {"rows": 1}, "1": {}, "2": {"rows": 1, "lag": 1, "method": "additive", "strength": 0.5, "first_value_only": false, "threshold": 10, "threshold_method": "mean", "mean_type": "arithmetic"}}}
New Generation: 1 of 1
Model Number: 61 with model BasicLinearModel in generation 1 of 1 with params {"datepart_method": "simple_binarized", "changepoint_spacing": 90, "changepoint_distance_end": 520, "regression_type": null, "lambda_": 10000, "trend_phi": 0.99, "holiday_countries_used": true} and transformations {"fillna": "time", "transformations": {"0": "AlignLastValue", "1": "IntermittentOccurrence", "2": "RobustScaler", "3": "AlignLastValue"}, "transformation_params": {"0": {"rows": 1, "lag": 2, "method": "multiplicative", "strength": 0.9, "first_value_only": false, "threshold": 1, "threshold_method": "mean"}, "1": {"center": "mean"}, "2": {}, "3": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
Template Eval Error: Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 2230, in TemplateWizard
df_forecast = model_forecast(
^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 1562, in model_forecast
model = model.fit(df_train_low, future_regressor_train)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 895, in fit
self.model = self.model.fit(
^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/models/basics.py", line 3789, in fit
np.linalg.inv(X_values.T @ X_values + self.lambda_ * I)
ValueError: matmul: Input operand 1 has a mismatch in its core dimension 0, with gufunc signature (n?,k),(k,m?)->(n?,m?) (size 1159 is different from 2424)
in model 61 in generation 1: BasicLinearModel
Model Number: 62 with model SeasonalNaive in generation 1 of 1 with params {"method": "lastvalue", "lag_1": 364, "lag_2": 28} and transformations {"fillna": "ffill", "transformations": {"0": "STLFilter", "1": "DatepartRegression"}, "transformation_params": {"0": {"decomp_type": "STL", "part": "trend", "seasonal": 7}, "1": {"regression_model": {"model": "ElasticNet", "model_params": {"l1_ratio": 0.5, "fit_intercept": true, "selection": "cyclic", "max_iter": 200}}, "datepart_method": ["dayofweek", [365.25, 4]], "polynomial_degree": null, "transform_dict": null, "holiday_countries_used": false, "lags": null, "forward_lags": null}}}
Model Number: 63 with model ConstantNaive in generation 1 of 1 with params {"constant": 0} and transformations {"fillna": "ffill_mean_biased", "transformations": {"0": "AlignLastValue", "1": "MeanPercentSplitter", "2": "AlignLastValue"}, "transformation_params": {"0": {"rows": 4, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": null, "threshold_method": "max", "mean_type": "arithmetic"}, "1": {"window": 3, "min_mean_threshold": 0.1}, "2": {"rows": 7, "lag": 168, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": null, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 64 with model LastValueNaive in generation 1 of 1 with params {} and transformations {"fillna": "ffill", "transformations": {"0": "AlignLastValue", "1": "QuantileTransformer"}, "transformation_params": {"0": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}}}
Model Number: 65 with model SectionalMotif in generation 1 of 1 with params {"window": 7, "point_method": "weighted_mean", "distance_metric": "braycurtis", "include_differenced": true, "k": 5, "stride_size": 1, "regression_type": null, "comparison_transformation": {"fillna": "zero", "transformations": {"0": "StandardScaler"}, "transformation_params": {"0": {}}}, "combination_transformation": null} and transformations {"fillna": "rolling_mean_24", "transformations": {"0": "QuantileTransformer"}, "transformation_params": {"0": {"output_distribution": "uniform", "n_quantiles": 1000}}}
Model Number: 66 with model SectionalMotif in generation 1 of 1 with params {"window": 5, "point_method": "midhinge", "distance_metric": "mahalanobis", "include_differenced": true, "k": 5, "stride_size": 1, "regression_type": null, "comparison_transformation": null, "combination_transformation": null} and transformations {"fillna": "quadratic", "transformations": {"0": "ClipOutliers", "1": "AlignLastValue"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3.5, "fillna": null}, "1": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 67 with model LastValueNaive in generation 1 of 1 with params {} and transformations {"fillna": "ffill", "transformations": {"0": "AlignLastValue", "1": "Detrend", "2": "LevelShiftTransformer", "3": "AlignLastValue"}, "transformation_params": {"0": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}, "1": {"model": "GLS", "phi": 0.999, "window": null, "transform_dict": null}, "2": {"window_size": 90, "alpha": 2.5, "grouping_forward_limit": 5, "max_level_shifts": 5, "alignment": "last_value", "output": "univariate", "remove_at_shift": false, "shift_remove_window": 1, "shift_fillna": "linear", "window_method": "diff_overlap"}, "3": {"rows": 1, "lag": 7, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 68 with model SectionalMotif in generation 1 of 1 with params {"window": 15, "point_method": "mean", "distance_metric": "kulczynski1", "include_differenced": true, "k": 20, "stride_size": 1, "regression_type": null, "comparison_transformation": {"fillna": "rolling_mean", "transformations": {"0": "Detrend"}, "transformation_params": {"0": {"model": "GLS", "phi": 1, "window": 365, "transform_dict": {"fillna": null, "transformations": {"0": "AnomalyRemoval"}, "transformation_params": {"0": {"method": "zscore", "transform_dict": {"transformations": {"0": "DatepartRegression"}, "transformation_params": {"0": {"datepart_method": "simple_3", "regression_model": {"model": "ElasticNet", "model_params": {}}}}}, "method_params": {"distribution": "uniform", "alpha": 0.05}}}}}}}, "combination_transformation": null} and transformations {"fillna": "linear", "transformations": {"0": "RollingMeanTransformer", "1": "DifferencedTransformer", "2": "AlignLastValue", "3": "AnomalyRemoval", "4": "AlignLastValue"}, "transformation_params": {"0": {"fixed": true, "window": 12, "macro_micro": false, "center": false, "mean_type": "arithmetic"}, "1": {"lag": 1, "fill": "bfill"}, "2": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": null, "threshold_method": "mean", "mean_type": "arithmetic"}, "3": {"method": "mad", "method_params": {"distribution": "chi2", "alpha": 0.05}, "fillna": "rolling_mean_24", "transform_dict": {"fillna": "linear", "transformations": {"0": "StandardScaler", "1": "AlignLastValue"}, "transformation_params": {"0": {}, "1": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 10, "threshold_method": "max", "mean_type": "arithmetic"}}}, "isolated_only": false, "on_inverse": false}, "4": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 69 with model SectionalMotif in generation 1 of 1 with params {"window": 5, "point_method": "weighted_mean", "distance_metric": "braycurtis", "include_differenced": true, "k": 10, "stride_size": 1, "regression_type": null, "comparison_transformation": {"fillna": "zero", "transformations": {"0": "StandardScaler"}, "transformation_params": {"0": {}}}, "combination_transformation": null} and transformations {"fillna": "rolling_mean_24", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer", "2": "RobustScaler"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 2, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {}}}
Model Number: 70 with model BasicLinearModel in generation 1 of 1 with params {"datepart_method": "common_fourier", "changepoint_spacing": 5040, "changepoint_distance_end": 60, "regression_type": null, "lambda_": null, "trend_phi": null, "holiday_countries_used": false} and transformations {"fillna": "zero", "transformations": {"0": "ClipOutliers", "1": "LevelShiftTransformer", "2": "UpscaleDownscaleTransformer", "3": "AlignLastValue"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 2, "fillna": null}, "1": {"window_size": 90, "alpha": 3.0, "grouping_forward_limit": 5, "max_level_shifts": 30, "alignment": "last_value", "output": "multivariate", "remove_at_shift": false, "shift_remove_window": 1, "shift_fillna": "cubic", "window_method": "exclusive"}, "2": {"mode": "upscale", "factor": 1, "down_method": "mean", "fill_method": "ffill"}, "3": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
Template Eval Error: Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 2230, in TemplateWizard
df_forecast = model_forecast(
^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 1563, in model_forecast
return model.predict(
^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 908, in predict
df_forecast = self.model.predict(
^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/models/basics.py", line 3858, in predict
X_values @ self.beta, columns=self.column_names, index=test_index
~~~~~~~~~^~~~~~~~~~~
ValueError: matmul: Input operand 1 has a mismatch in its core dimension 0, with gufunc signature (n?,k),(k,m?)->(n?,m?) (size 55 is different from 39)
in model 70 in generation 1: BasicLinearModel
Model Number: 71 with model SeasonalityMotif in generation 1 of 1 with params {"window": 10, "point_method": "weighted_mean", "distance_metric": "mae", "k": 1, "datepart_method": "anchored_warped_fourier:us_school", "independent": false} and transformations {"fillna": "rolling_mean", "transformations": {"0": "Constraint", "1": "Detrend", "2": "UpscaleDownscaleTransformer"}, "transformation_params": {"0": {"constraint_method": "historic_diff", "constraint_direction": "lower", "constraint_regularization": 1.0, "constraint_value": 0.2, "bounds_only": false, "fillna": null}, "1": {"model": "Linear", "phi": 1, "window": 90, "transform_dict": null}, "2": {"mode": "upscale", "factor": 1, "down_method": "mean", "fill_method": "ffill"}}}
Model Number: 72 with model LastValueNaive in generation 1 of 1 with params {} and transformations {"fillna": "rolling_mean_24", "transformations": {"0": "AlignLastValue", "1": "QuantileTransformer"}, "transformation_params": {"0": {"rows": 1, "lag": 84, "method": "multiplicative", "strength": 1.0, "first_value_only": false, "threshold": 10, "threshold_method": "max", "mean_type": "arithmetic"}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}}}
Model Number: 73 with model LastValueNaive in generation 1 of 1 with params {} and transformations {"fillna": "ffill", "transformations": {"0": "PositiveShift", "1": "SinTrend", "2": "UpscaleDownscaleTransformer"}, "transformation_params": {"0": {}, "1": {}, "2": {"mode": "upscale", "factor": 1, "down_method": "mean", "fill_method": "ffill"}}}
Model Number: 74 with model AverageValueNaive in generation 1 of 1 with params {"method": "Median", "window": 28} and transformations {"fillna": "ffill_mean_biased", "transformations": {"0": "Round", "1": "DifferencedTransformer", "2": "StandardScaler"}, "transformation_params": {"0": {"decimals": 1, "on_transform": true, "on_inverse": false}, "1": {"lag": 1, "fill": "bfill"}, "2": {}}}
Model Number: 75 with model BasicLinearModel in generation 1 of 1 with params {"datepart_method": "common_fourier", "changepoint_spacing": 28, "changepoint_distance_end": 5040, "regression_type": null, "lambda_": 1, "trend_phi": null, "holiday_countries_used": false} and transformations {"fillna": "zero", "transformations": {"0": "FIRFilter", "1": "SeasonalDifference", "2": "G711Scaler", "3": "AlignLastValue", "4": "cffilter"}, "transformation_params": {"0": {"numtaps": 128, "cutoff_hz": 100, "window": ["kaiser", 4.0], "sampling_frequency": 4, "on_transform": true, "on_inverse": false, "bounds_only": false}, "1": {"lag_1": 7, "method": "Mean"}, "2": {"mode": "a", "mu": 100.0, "A": 50.0, "center": "mean", "scale_method": "std", "scale_factor": 2.894632885325273, "min_scale": 1e-06, "clip": true, "zero_offset": 0.0, "fill_method": "interpolate", "on_transform": true, "on_inverse": true, "bounds_only": false}, "3": {"rows": 1, "lag": 1, "method": "additive", "strength": 0.5, "first_value_only": false, "threshold": null, "threshold_method": "max", "mean_type": "arithmetic"}, "4": {}}}
Template Eval Error: Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8295, in _fit
df = self._fit_one(df, i)
^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8279, in _fit_one
df = self.transformers[i].fit_transform(df)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 6448, in fit_transform
return self.transform(df)
^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 6421, in transform
return self.filter(df)
^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 6403, in filter
fft_fir_filter_to_timeseries(
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/fir_filter.py", line 112, in fft_fir_filter_to_timeseries
fir_coefficients = firwin(numtaps=numtaps, cutoff=cutoff_norm, window=window)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/scipy/signal/_fir_filter_design.py", line 396, in firwin
raise ValueError("Invalid cutoff frequency: frequencies must be "
ValueError: Invalid cutoff frequency: frequencies must be greater than 0 and less than fs/2.
The above exception was the direct cause of the following exception:
Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 2230, in TemplateWizard
df_forecast = model_forecast(
^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 1562, in model_forecast
model = model.fit(df_train_low, future_regressor_train)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 887, in fit
df_train_transformed = self.transformer_object._fit(df)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8300, in _fit
raise Exception(err_str) from e
Exception: Transformer FIRFilter failed on fit from params zero {'0': {'numtaps': 128, 'cutoff_hz': 100, 'window': ['kaiser', 4.0], 'sampling_frequency': 4, 'on_transform': True, 'on_inverse': False, 'bounds_only': False}, '1': {'lag_1': 7, 'method': 'Mean'}, '2': {'mode': 'a', 'mu': 100.0, 'A': 50.0, 'center': 'mean', 'scale_method': 'std', 'scale_factor': 2.894632885325273, 'min_scale': 1e-06, 'clip': True, 'zero_offset': 0.0, 'fill_method': 'interpolate', 'on_transform': True, 'on_inverse': True, 'bounds_only': False}, '3': {'rows': 1, 'lag': 1, 'method': 'additive', 'strength': 0.5, 'first_value_only': False, 'threshold': None, 'threshold_method': 'max', 'mean_type': 'arithmetic'}, '4': {}} with error ValueError('Invalid cutoff frequency: frequencies must be greater than 0 and less than fs/2.')
in model 75 in generation 1: BasicLinearModel
Model Number: 76 with model ConstantNaive in generation 1 of 1 with params {"constant": 0} and transformations {"fillna": "ffill", "transformations": {"0": "G726Filter", "1": "AlignLastValue", "2": "BKBandpassFilter", "3": "CumSumTransformer", "4": "DatepartRegression"}, "transformation_params": {"0": {"quant_bits": 4, "adaptation_rate": 0.9641121887264618, "prediction_alpha": 0.9437317406672192, "floor_step": 0.03272677759007476, "dynamic_range": 1.244898525944512, "blend": 0.16137863511954614, "noise_gate": 0.020784410369082476, "fill_method": "interpolate", "on_transform": true, "on_inverse": false, "quantizer": "uniform", "use_adaptive_predictor": true, "predictor_leak": 0.9996500337746135, "bounds_only": false}, "1": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": null, "threshold_method": "max", "mean_type": "arithmetic"}, "2": {"low": 28, "high": 32, "K": 1, "lanczos_factor": false, "return_diff": false, "on_transform": true, "on_inverse": false}, "3": {}, "4": {"regression_model": {"model": "ElasticNet", "model_params": {"l1_ratio": 0.5, "fit_intercept": false, "selection": "cyclic", "max_iter": 2000}}, "datepart_method": "expanded", "polynomial_degree": null, "transform_dict": null, "holiday_countries_used": false, "lags": 2, "forward_lags": 2}}}
Model Number: 77 with model GLS in generation 1 of 1 with params {"changepoint_spacing": 60, "changepoint_distance_end": null, "constant": true} and transformations {"fillna": "ffill", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer", "2": "Round"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3.5, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {"model": "middle", "decimals": 2, "on_transform": true, "on_inverse": true}}}
Model Number: 78 with model SectionalMotif in generation 1 of 1 with params {"window": 7, "point_method": "midhinge", "distance_metric": "russellrao", "include_differenced": true, "k": 5, "stride_size": 1, "regression_type": null, "comparison_transformation": null, "combination_transformation": null} and transformations {"fillna": "ffill", "transformations": {"0": "BKBandpassFilter", "1": "AlignLastValue", "2": "HistoricValues"}, "transformation_params": {"0": {"low": 4, "high": 32, "K": 6, "lanczos_factor": false, "return_diff": true, "on_transform": true, "on_inverse": false}, "1": {"rows": 1, "lag": 2, "method": "additive", "strength": 1.0, "first_value_only": false}, "2": {"window": null}}}
Model Number: 79 with model LastValueNaive in generation 1 of 1 with params {} and transformations {"fillna": "rolling_mean_24", "transformations": {"0": "RobustScaler", "1": "SinTrend", "2": "AnomalyRemoval"}, "transformation_params": {"0": {}, "1": {}, "2": {"method": "rolling_zscore", "method_params": {"distribution": "uniform", "alpha": 0.05, "rolling_periods": 90, "center": false}, "fillna": "ffill", "transform_dict": {"fillna": "zero", "transformations": {"0": "STLFilter"}, "transformation_params": {"0": {"decomp_type": "STL", "part": "trend", "seasonal": 7}}}, "isolated_only": false, "on_inverse": false}}}
Model Number: 80 with model LastValueNaive in generation 1 of 1 with params {} and transformations {"fillna": "ffill", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 2, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}}}
Model Number: 81 with model SeasonalNaive in generation 1 of 1 with params {"method": "lastvalue", "lag_1": 28, "lag_2": 28} and transformations {"fillna": "ffill", "transformations": {"0": "ThetaTransformer", "1": "MaxAbsScaler", "2": "Round"}, "transformation_params": {"0": {"theta_values": [0.4, 1.6]}, "1": {}, "2": {"decimals": 0, "on_transform": false, "on_inverse": true}}}
Model Number: 82 with model ConstantNaive in generation 1 of 1 with params {"constant": 0} and transformations {"fillna": "rolling_mean_24", "transformations": {"0": "AlignLastValue", "1": "MeanPercentSplitter", "2": "AlignLastValue"}, "transformation_params": {"0": {"rows": 1, "lag": 7, "method": "multiplicative", "strength": 1.0, "first_value_only": false, "threshold": 10, "threshold_method": "mean", "mean_type": "geometric"}, "1": {"window": 3, "min_mean_threshold": 0.1}, "2": {"rows": 7, "lag": 168, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": null, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 83 with model ConstantNaive in generation 1 of 1 with params {"constant": 1} and transformations {"fillna": "akima", "transformations": {"0": "HistoricValues", "1": "BKBandpassFilter", "2": "QuantileTransformer"}, "transformation_params": {"0": {"window": 730}, "1": {"low": 7, "high": 32, "K": 3, "lanczos_factor": true, "return_diff": true, "on_transform": true, "on_inverse": false}, "2": {"output_distribution": "normal", "n_quantiles": 1000}}}
Model Number: 84 with model GLS in generation 1 of 1 with params {"changepoint_spacing": 5040, "changepoint_distance_end": 6, "constant": true} and transformations {"fillna": "akima", "transformations": {"0": "RollingMean100thN"}, "transformation_params": {"0": {}}}
Model Number: 85 with model SectionalMotif in generation 1 of 1 with params {"window": 7, "point_method": "weighted_mean", "distance_metric": "rogerstanimoto", "include_differenced": true, "k": 5, "stride_size": 1, "regression_type": null, "comparison_transformation": {"fillna": "ffill", "transformations": {"0": "AlignLastDiff"}, "transformation_params": {"0": {"rows": 1, "displacement_rows": 7, "quantile": 1.0, "decay_span": null}}}, "combination_transformation": null} and transformations {"fillna": "mean", "transformations": {"0": "ClipOutliers", "1": "Detrend", "2": "UpscaleDownscaleTransformer", "3": "AlignLastValue"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 2, "fillna": null}, "1": {"model": "Linear", "phi": 1, "window": 90, "transform_dict": null}, "2": {"mode": "upscale", "factor": 1, "down_method": "mean", "fill_method": "ffill"}, "3": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 86 with model SeasonalNaive in generation 1 of 1 with params {"method": "mean", "lag_1": 7, "lag_2": 96} and transformations {"fillna": "rolling_mean", "transformations": {"0": "ThetaTransformer", "1": "Detrend", "2": "bkfilter", "3": "AlignLastValue"}, "transformation_params": {"0": {"theta_values": [0.4, 1.6]}, "1": {"model": "Linear", "phi": 1, "window": 90, "transform_dict": null}, "2": {}, "3": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 87 with model SectionalMotif in generation 1 of 1 with params {"window": 3, "point_method": "weighted_mean", "distance_metric": "canberra", "include_differenced": true, "k": 10, "stride_size": 1, "regression_type": null, "comparison_transformation": null, "combination_transformation": null} and transformations {"fillna": "mean", "transformations": {"0": "QuantileTransformer", "1": "QuantileTransformer"}, "transformation_params": {"0": {"output_distribution": "uniform", "n_quantiles": 1000}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}}}
Model Number: 88 with model LastValueNaive in generation 1 of 1 with params {} and transformations {"fillna": "ffill", "transformations": {"0": "ClipOutliers", "1": "StandardScaler", "2": "UpscaleDownscaleTransformer"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 2, "fillna": null}, "1": {}, "2": {"mode": "upscale", "factor": 1, "down_method": "mean", "fill_method": "ffill"}}}
Model Number: 89 with model SeasonalNaive in generation 1 of 1 with params {"method": "lastvalue", "lag_1": 96, "lag_2": 1} and transformations {"fillna": "rolling_mean_24", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer", "2": "HistoricValues", "3": "AlignLastValue"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 5, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {"window": 364}, "3": {"rows": 1, "lag": 7, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 90 with model ConstantNaive in generation 1 of 1 with params {"constant": 1} and transformations {"fillna": "ffill", "transformations": {"0": "ClipOutliers", "1": "AlignLastValue", "2": "BKBandpassFilter", "3": "CumSumTransformer", "4": "DatepartRegression", "5": "STLFilter"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 2, "fillna": null}, "1": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": null, "threshold_method": "max", "mean_type": "arithmetic"}, "2": {"low": 28, "high": 32, "K": 1, "lanczos_factor": false, "return_diff": false, "on_transform": true, "on_inverse": false}, "3": {}, "4": {"regression_model": {"model": "ElasticNet", "model_params": {"l1_ratio": 0.5, "fit_intercept": false, "selection": "cyclic", "max_iter": 2000}}, "datepart_method": "expanded", "polynomial_degree": null, "transform_dict": null, "holiday_countries_used": false, "lags": 2, "forward_lags": 2}, "5": {"decomp_type": "STL", "part": "trend", "seasonal": 7}}}
Model Number: 91 with model ConstantNaive in generation 1 of 1 with params {"constant": 1} and transformations {"fillna": "ffill_mean_biased", "transformations": {"0": "G726Filter", "1": "MeanPercentSplitter", "2": "QuantileTransformer"}, "transformation_params": {"0": {"quant_bits": 4, "adaptation_rate": 0.9641121887264618, "prediction_alpha": 0.9437317406672192, "floor_step": 0.03272677759007476, "dynamic_range": 1.244898525944512, "blend": 0.16137863511954614, "noise_gate": 0.020784410369082476, "fill_method": "interpolate", "on_transform": true, "on_inverse": false, "quantizer": "uniform", "use_adaptive_predictor": true, "predictor_leak": 0.9996500337746135, "bounds_only": false}, "1": {"window": 3, "min_mean_threshold": 0.1}, "2": {"output_distribution": "normal", "n_quantiles": 1000}}}
Model Number: 92 with model SeasonalNaive in generation 1 of 1 with params {"method": "lastvalue", "lag_1": 8, "lag_2": 28} and transformations {"fillna": "seasonal_linear_window_3", "transformations": {"0": "LevelShiftTransformer", "1": "Round", "2": "ReconciliationTransformer", "3": "AlignLastValue"}, "transformation_params": {"0": {"window_size": 90, "alpha": 2.0, "grouping_forward_limit": 4, "max_level_shifts": 30, "alignment": "average", "output": "multivariate", "remove_at_shift": true, "shift_remove_window": 2, "shift_fillna": "linear", "window_method": "overlap"}, "1": {"decimals": 0, "on_transform": true, "on_inverse": false}, "2": {"group_size": 30, "hierarchy_map": null, "reconciliation_params": {"method": "none", "cov_source": "historical", "weighting": "full", "shrinkage": 0.7, "ledoit_wolf": true, "ridge": null, "volatility_params": {"method": "std", "power": 0.5810096015115083, "mix": 0.35498029443727297}, "iterative_params": {"max_iterations": 15, "convergence_threshold": 1e-06, "damping_factor": 0.6376414411474407}}}, "3": {"rows": 1, "lag": 7, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 93 with model AverageValueNaive in generation 1 of 1 with params {"method": "Mean", "window": null} and transformations {"fillna": "mean", "transformations": {"0": "ClipOutliers", "1": "ClipOutliers", "2": "DifferencedTransformer", "3": "ReplaceConstant"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3, "fillna": null}, "1": {"method": "clip", "std_threshold": 3.5, "fillna": null}, "2": {}, "3": {"constant": 0, "reintroduction_model": {"model": "SGD", "model_params": {"learning_rate": 0.15, "max_iter": 6, "l2": 0.0001, "column_batch_size": 256, "probability_threshold": 0.5}, "vectorized": true, "datepart_method": "simple_poly"}, "fillna": "pchip"}}}
Model Number: 94 with model BasicLinearModel in generation 1 of 1 with params {"datepart_method": "recurring", "changepoint_spacing": 28, "changepoint_distance_end": 90, "regression_type": null, "lambda_": 0.01, "trend_phi": 0.98, "holiday_countries_used": true} and transformations {"fillna": "ffill", "transformations": {"0": "ClipOutliers", "1": "ClipOutliers", "2": "SeasonalDifference", "3": "AlignLastValue"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 2, "fillna": null}, "1": {"method": "clip", "std_threshold": 3, "fillna": null}, "2": {"lag_1": 12, "method": 5}, "3": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 95 with model SeasonalityMotif in generation 1 of 1 with params {"window": 15, "point_method": "closest", "distance_metric": "minkowski", "k": 1, "datepart_method": ["weekdaymonthofyear", "quarter", "dayofweek"], "independent": true} and transformations {"fillna": "ffill", "transformations": {"0": "Constraint", "1": "AlignLastValue"}, "transformation_params": {"0": {"constraint_method": "historic_diff", "constraint_direction": "lower", "constraint_regularization": 1.0, "constraint_value": 0.2, "bounds_only": false, "fillna": null}, "1": {"rows": 1, "lag": 1, "method": "additive", "strength": 0.2, "first_value_only": false, "threshold": null, "threshold_method": "max"}}}
Model Number: 96 with model SectionalMotif in generation 1 of 1 with params {"window": 15, "point_method": "weighted_mean", "distance_metric": "canberra", "include_differenced": true, "k": 5, "stride_size": 1, "regression_type": null, "comparison_transformation": {"fillna": "ffill", "transformations": {"0": "AlignLastDiff"}, "transformation_params": {"0": {"rows": 1, "displacement_rows": 7, "quantile": 1.0, "decay_span": null}}}, "combination_transformation": null} and transformations {"fillna": "ffill", "transformations": {"0": "SinTrend", "1": "Detrend", "2": "StandardScaler", "3": "AlignLastValue", "4": "StandardScaler", "5": "AlignLastValue"}, "transformation_params": {"0": {}, "1": {"model": "Linear", "phi": 1, "window": 90, "transform_dict": null}, "2": {}, "3": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}, "4": {}, "5": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
Model Number: 97 with model SeasonalityMotif in generation 1 of 1 with params {"window": 10, "point_method": "median", "distance_metric": "mae", "k": 1, "datepart_method": "simple", "independent": true} and transformations {"fillna": "ffill", "transformations": {"0": "ClipOutliers", "1": "Discretize", "2": "UpscaleDownscaleTransformer"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 2, "fillna": null}, "1": {"discretization": "center", "n_bins": 10}, "2": {"mode": "upscale", "factor": 1, "down_method": "mean", "fill_method": "ffill"}}}
Model Number: 98 with model SeasonalityMotif in generation 1 of 1 with params {"window": 5, "point_method": "trimmed_mean_40", "distance_metric": "mae", "k": 5, "datepart_method": ["simple_binarized_poly"], "independent": false} and transformations {"fillna": "ffill", "transformations": {"0": "FFTFilter"}, "transformation_params": {"0": {"cutoff": 0.01, "reverse": false, "on_transform": true, "on_inverse": true}}}
Model Number: 99 with model ConstantNaive in generation 1 of 1 with params {"constant": 1} and transformations {"fillna": "ffill", "transformations": {"0": "EWMAFilter", "1": "PCA"}, "transformation_params": {"0": {"span": 3}, "1": {"whiten": true, "n_components": 24}}}
Template Eval Error: Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8295, in _fit
df = self._fit_one(df, i)
^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8279, in _fit_one
df = self.transformers[i].fit_transform(df)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 2655, in fit_transform
return self._fit(df)
^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 2595, in _fit
return_df = self.transformer.fit_transform(df)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/sklearn/utils/_set_output.py", line 316, in wrapped
data_to_wrap = f(self, X, *args, **kwargs)
^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/sklearn/base.py", line 1336, in wrapper
return fit_method(estimator, *args, **kwargs)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/sklearn/decomposition/_pca.py", line 466, in fit_transform
U, S, _, X, x_is_centered, xp = self._fit(X)
^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/sklearn/decomposition/_pca.py", line 540, in _fit
return self._fit_full(X, n_components, xp, is_array_api_compliant)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/sklearn/decomposition/_pca.py", line 554, in _fit_full
raise ValueError(
ValueError: n_components=24 must be between 0 and min(n_samples, n_features)=10 with svd_solver='covariance_eigh'
The above exception was the direct cause of the following exception:
Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 2230, in TemplateWizard
df_forecast = model_forecast(
^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 1562, in model_forecast
model = model.fit(df_train_low, future_regressor_train)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 887, in fit
df_train_transformed = self.transformer_object._fit(df)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8300, in _fit
raise Exception(err_str) from e
Exception: Transformer PCA failed on fit from params ffill {'0': {'span': 3}, '1': {'whiten': True, 'n_components': 24}} with error ValueError("n_components=24 must be between 0 and min(n_samples, n_features)=10 with svd_solver='covariance_eigh'")
in model 99 in generation 1: ConstantNaive
Model Number: 100 with model SectionalMotif in generation 1 of 1 with params {"window": 5, "point_method": "midhinge", "distance_metric": "canberra", "include_differenced": true, "k": 10, "stride_size": 2, "regression_type": null, "comparison_transformation": null, "combination_transformation": null} and transformations {"fillna": "ffill", "transformations": {"0": "RollingMeanTransformer", "1": "Detrend", "2": "UpscaleDownscaleTransformer", "3": "AlignLastValue"}, "transformation_params": {"0": {"fixed": true, "window": 12, "macro_micro": false, "center": false, "mean_type": "arithmetic"}, "1": {"model": "Linear", "phi": 1, "window": 90, "transform_dict": null}, "2": {"mode": "upscale", "factor": 1, "down_method": "mean", "fill_method": "ffill"}, "3": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
Validation Round: 1
Validation train index is DatetimeIndex(['2020-02-05', '2020-02-06', '2020-02-07', '2020-02-08',
'2020-02-09', '2020-02-10', '2020-02-11', '2020-02-12',
'2020-02-13', '2020-02-14',
...
'2023-02-28', '2023-03-01', '2023-03-02', '2023-03-03',
'2023-03-04', '2023-03-05', '2023-03-06', '2023-03-07',
'2023-03-08', '2023-03-09'],
dtype='datetime64[ns]', length=1129, freq=None)
Model Number: 1 of 15 with model SectionalMotif for Validation 1 with params {"window": 5, "point_method": "midhinge", "distance_metric": "mahalanobis", "include_differenced": true, "k": 5, "stride_size": 1, "regression_type": null, "comparison_transformation": null, "combination_transformation": null} and transformations {"fillna": "quadratic", "transformations": {"0": "ClipOutliers", "1": "AlignLastValue"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3.5, "fillna": null}, "1": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
📈 1 - SectionalMotif with avg smape 120.31 in 0.02s:
Model Number: 2 of 15 with model SectionalMotif for Validation 1 with params {"window": 7, "point_method": "midhinge", "distance_metric": "russellrao", "include_differenced": true, "k": 5, "stride_size": 1, "regression_type": null, "comparison_transformation": null, "combination_transformation": null} and transformations {"fillna": "ffill", "transformations": {"0": "BKBandpassFilter", "1": "AlignLastValue", "2": "HistoricValues"}, "transformation_params": {"0": {"low": 4, "high": 32, "K": 6, "lanczos_factor": false, "return_diff": true, "on_transform": true, "on_inverse": false}, "1": {"rows": 1, "lag": 2, "method": "additive", "strength": 1.0, "first_value_only": false}, "2": {"window": null}}}
2 - SectionalMotif with avg smape 120.6 in 0.01s:
Model Number: 3 of 15 with model SeasonalityMotif for Validation 1 with params {"window": 10, "point_method": "closest", "distance_metric": "mae", "k": 1, "datepart_method": ["weekdaymonthofyear", "quarter", "dayofweek"], "independent": false} and transformations {"fillna": "ffill", "transformations": {"0": "ClipOutliers", "1": "Detrend", "2": "UpscaleDownscaleTransformer", "3": "AlignLastValue"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 2, "fillna": null}, "1": {"model": "Linear", "phi": 1, "window": 90, "transform_dict": null}, "2": {"mode": "upscale", "factor": 1, "down_method": "mean", "fill_method": "ffill"}, "3": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
3 - SeasonalityMotif with avg smape 131.63 in 0.07s:
Model Number: 4 of 15 with model SectionalMotif for Validation 1 with params {"window": 5, "point_method": "midhinge", "distance_metric": "canberra", "include_differenced": true, "k": 10, "stride_size": 2, "regression_type": null, "comparison_transformation": null, "combination_transformation": null} and transformations {"fillna": "ffill", "transformations": {"0": "RollingMeanTransformer", "1": "Detrend", "2": "UpscaleDownscaleTransformer", "3": "AlignLastValue"}, "transformation_params": {"0": {"fixed": true, "window": 12, "macro_micro": false, "center": false, "mean_type": "arithmetic"}, "1": {"model": "Linear", "phi": 1, "window": 90, "transform_dict": null}, "2": {"mode": "upscale", "factor": 1, "down_method": "mean", "fill_method": "ffill"}, "3": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
4 - SectionalMotif with avg smape 127.98 in 0.02s:
Model Number: 5 of 15 with model BasicLinearModel for Validation 1 with params {"datepart_method": "recurring", "changepoint_spacing": 28, "changepoint_distance_end": 90, "regression_type": null, "lambda_": 0.01, "trend_phi": 0.98, "holiday_countries_used": true} and transformations {"fillna": "ffill", "transformations": {"0": "Slice", "1": "ClipOutliers", "2": "SeasonalDifference", "3": "LevelShiftTransformer", "4": "LevelShiftTransformer", "5": "PositiveShift"}, "transformation_params": {"0": {"method": 0.2}, "1": {"method": "clip", "std_threshold": 3, "fillna": null}, "2": {"lag_1": 12, "method": 5}, "3": {"window_size": 7, "alpha": 2.0, "grouping_forward_limit": 5, "max_level_shifts": 30, "alignment": "rolling_diff_3nn"}, "4": {"window_size": 7, "alpha": 2.0, "grouping_forward_limit": 5, "max_level_shifts": 30, "alignment": "rolling_diff_3nn"}, "5": {}}}
5 - BasicLinearModel with avg smape 123.89 in 0.16s:
Model Number: 6 of 15 with model LastValueNaive for Validation 1 with params {} and transformations {"fillna": "ffill", "transformations": {"0": "AlignLastValue", "1": "Detrend", "2": "LevelShiftTransformer", "3": "AlignLastValue"}, "transformation_params": {"0": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}, "1": {"model": "GLS", "phi": 0.999, "window": null, "transform_dict": null}, "2": {"window_size": 90, "alpha": 2.5, "grouping_forward_limit": 5, "max_level_shifts": 5, "alignment": "last_value", "output": "univariate", "remove_at_shift": false, "shift_remove_window": 1, "shift_fillna": "linear", "window_method": "diff_overlap"}, "3": {"rows": 1, "lag": 7, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
6 - LastValueNaive with avg smape 124.11 in 0.05s:
Model Number: 7 of 15 with model LastValueNaive for Validation 1 with params {} and transformations {"fillna": "ffill", "transformations": {"0": "AlignLastValue"}, "transformation_params": {"0": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "mean", "mean_type": "arithmetic"}}}
7 - LastValueNaive with avg smape 124.13 in 0.01s:
Model Number: 8 of 15 with model LastValueNaive for Validation 1 with params {} and transformations {"fillna": "ffill", "transformations": {"0": "AlignLastValue", "1": "QuantileTransformer"}, "transformation_params": {"0": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}}}
8 - LastValueNaive with avg smape 124.13 in 0.03s:
Model Number: 9 of 15 with model ConstantNaive for Validation 1 with params {"constant": 0} and transformations {"fillna": "ffill", "transformations": {"0": "AlignLastValue"}, "transformation_params": {"0": {"rows": 4, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": null, "threshold_method": "max", "mean_type": "arithmetic"}}}
9 - ConstantNaive with avg smape 124.49 in 0.01s:
Model Number: 10 of 15 with model ConstantNaive for Validation 1 with params {"constant": 0} and transformations {"fillna": "ffill_mean_biased", "transformations": {"0": "AlignLastValue", "1": "MeanPercentSplitter", "2": "AlignLastValue"}, "transformation_params": {"0": {"rows": 4, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": null, "threshold_method": "max", "mean_type": "arithmetic"}, "1": {"window": 3, "min_mean_threshold": 0.1}, "2": {"rows": 7, "lag": 168, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": null, "threshold_method": "max", "mean_type": "arithmetic"}}}
10 - ConstantNaive with avg smape 124.49 in 0.01s:
Model Number: 11 of 15 with model SeasonalityMotif for Validation 1 with params {"window": 5, "point_method": "trimmed_mean_40", "distance_metric": "mae", "k": 5, "datepart_method": ["simple_binarized_poly"], "independent": true} and transformations {"fillna": "rolling_mean", "transformations": {"0": "Constraint", "1": "QuantileTransformer", "2": "AlignLastValue"}, "transformation_params": {"0": {"constraint_method": "historic_diff", "constraint_direction": "lower", "constraint_regularization": 1.0, "constraint_value": 0.2, "bounds_only": false, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 43}, "2": {"rows": 1, "lag": 1, "method": "additive", "strength": 0.2, "first_value_only": false, "threshold": null, "threshold_method": "max"}}}
11 - SeasonalityMotif with avg smape 124.57 in 0.06s:
Model Number: 12 of 15 with model ConstantNaive for Validation 1 with params {"constant": 0} and transformations {"fillna": "ffill", "transformations": {"0": "PowerTransformer", "1": "QuantileTransformer", "2": "SeasonalDifference"}, "transformation_params": {"0": {}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {"lag_1": 7, "method": "LastValue"}}}
12 - ConstantNaive with avg smape 124.88 in 0.04s:
Model Number: 13 of 15 with model SeasonalNaive for Validation 1 with params {"method": "lastvalue", "lag_1": 96, "lag_2": 1} and transformations {"fillna": "rolling_mean_24", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer", "2": "HistoricValues", "3": "AlignLastValue"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 5, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {"window": 364}, "3": {"rows": 1, "lag": 7, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
13 - SeasonalNaive with avg smape 130.83 in 0.06s:
Model Number: 14 of 15 with model AverageValueNaive for Validation 1 with params {"method": "Mean", "window": null} and transformations {"fillna": "mean", "transformations": {"0": "ClipOutliers", "1": "ClipOutliers", "2": "DifferencedTransformer", "3": "ReplaceConstant"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3, "fillna": null}, "1": {"method": "clip", "std_threshold": 3.5, "fillna": null}, "2": {}, "3": {"constant": 0, "reintroduction_model": {"model": "SGD", "model_params": {"learning_rate": 0.15, "max_iter": 6, "l2": 0.0001, "column_batch_size": 256, "probability_threshold": 0.5}, "vectorized": true, "datepart_method": "simple_poly"}, "fillna": "pchip"}}}
14 - AverageValueNaive with avg smape 124.59 in 0.02s:
Model Number: 15 of 15 with model AverageValueNaive for Validation 1 with params {"method": "Mean", "window": null} and transformations {"fillna": "mean", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer", "2": "DifferencedTransformer"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {}}}
15 - AverageValueNaive with avg smape 134.34 in 0.02s:
Validation Round: 2
Validation train index is DatetimeIndex(['2020-02-05', '2020-02-06', '2020-02-07', '2020-02-08',
'2020-02-09', '2020-02-10', '2020-02-11', '2020-02-12',
'2020-02-13', '2020-02-14',
...
'2023-01-29', '2023-01-30', '2023-01-31', '2023-02-01',
'2023-02-02', '2023-02-03', '2023-02-04', '2023-02-05',
'2023-02-06', '2023-02-07'],
dtype='datetime64[ns]', length=1099, freq=None)
Model Number: 1 of 15 with model SectionalMotif for Validation 2 with params {"window": 5, "point_method": "midhinge", "distance_metric": "mahalanobis", "include_differenced": true, "k": 5, "stride_size": 1, "regression_type": null, "comparison_transformation": null, "combination_transformation": null} and transformations {"fillna": "quadratic", "transformations": {"0": "ClipOutliers", "1": "AlignLastValue"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3.5, "fillna": null}, "1": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
📈 1 - SectionalMotif with avg smape 120.3 in 0.02s:
Model Number: 2 of 15 with model SectionalMotif for Validation 2 with params {"window": 7, "point_method": "midhinge", "distance_metric": "russellrao", "include_differenced": true, "k": 5, "stride_size": 1, "regression_type": null, "comparison_transformation": null, "combination_transformation": null} and transformations {"fillna": "ffill", "transformations": {"0": "BKBandpassFilter", "1": "AlignLastValue", "2": "HistoricValues"}, "transformation_params": {"0": {"low": 4, "high": 32, "K": 6, "lanczos_factor": false, "return_diff": true, "on_transform": true, "on_inverse": false}, "1": {"rows": 1, "lag": 2, "method": "additive", "strength": 1.0, "first_value_only": false}, "2": {"window": null}}}
2 - SectionalMotif with avg smape 120.54 in 0.01s:
Model Number: 3 of 15 with model SeasonalityMotif for Validation 2 with params {"window": 10, "point_method": "closest", "distance_metric": "mae", "k": 1, "datepart_method": ["weekdaymonthofyear", "quarter", "dayofweek"], "independent": false} and transformations {"fillna": "ffill", "transformations": {"0": "ClipOutliers", "1": "Detrend", "2": "UpscaleDownscaleTransformer", "3": "AlignLastValue"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 2, "fillna": null}, "1": {"model": "Linear", "phi": 1, "window": 90, "transform_dict": null}, "2": {"mode": "upscale", "factor": 1, "down_method": "mean", "fill_method": "ffill"}, "3": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
3 - SeasonalityMotif with avg smape 129.22 in 0.07s:
Model Number: 4 of 15 with model SectionalMotif for Validation 2 with params {"window": 5, "point_method": "midhinge", "distance_metric": "canberra", "include_differenced": true, "k": 10, "stride_size": 2, "regression_type": null, "comparison_transformation": null, "combination_transformation": null} and transformations {"fillna": "ffill", "transformations": {"0": "RollingMeanTransformer", "1": "Detrend", "2": "UpscaleDownscaleTransformer", "3": "AlignLastValue"}, "transformation_params": {"0": {"fixed": true, "window": 12, "macro_micro": false, "center": false, "mean_type": "arithmetic"}, "1": {"model": "Linear", "phi": 1, "window": 90, "transform_dict": null}, "2": {"mode": "upscale", "factor": 1, "down_method": "mean", "fill_method": "ffill"}, "3": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
4 - SectionalMotif with avg smape 129.51 in 0.02s:
Model Number: 5 of 15 with model BasicLinearModel for Validation 2 with params {"datepart_method": "recurring", "changepoint_spacing": 28, "changepoint_distance_end": 90, "regression_type": null, "lambda_": 0.01, "trend_phi": 0.98, "holiday_countries_used": true} and transformations {"fillna": "ffill", "transformations": {"0": "Slice", "1": "ClipOutliers", "2": "SeasonalDifference", "3": "LevelShiftTransformer", "4": "LevelShiftTransformer", "5": "PositiveShift"}, "transformation_params": {"0": {"method": 0.2}, "1": {"method": "clip", "std_threshold": 3, "fillna": null}, "2": {"lag_1": 12, "method": 5}, "3": {"window_size": 7, "alpha": 2.0, "grouping_forward_limit": 5, "max_level_shifts": 30, "alignment": "rolling_diff_3nn"}, "4": {"window_size": 7, "alpha": 2.0, "grouping_forward_limit": 5, "max_level_shifts": 30, "alignment": "rolling_diff_3nn"}, "5": {}}}
5 - BasicLinearModel with avg smape 123.39 in 0.16s:
Model Number: 6 of 15 with model LastValueNaive for Validation 2 with params {} and transformations {"fillna": "ffill", "transformations": {"0": "AlignLastValue", "1": "Detrend", "2": "LevelShiftTransformer", "3": "AlignLastValue"}, "transformation_params": {"0": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}, "1": {"model": "GLS", "phi": 0.999, "window": null, "transform_dict": null}, "2": {"window_size": 90, "alpha": 2.5, "grouping_forward_limit": 5, "max_level_shifts": 5, "alignment": "last_value", "output": "univariate", "remove_at_shift": false, "shift_remove_window": 1, "shift_fillna": "linear", "window_method": "diff_overlap"}, "3": {"rows": 1, "lag": 7, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
6 - LastValueNaive with avg smape 123.34 in 0.04s:
Model Number: 7 of 15 with model LastValueNaive for Validation 2 with params {} and transformations {"fillna": "ffill", "transformations": {"0": "AlignLastValue"}, "transformation_params": {"0": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "mean", "mean_type": "arithmetic"}}}
7 - LastValueNaive with avg smape 123.37 in 0.01s:
Model Number: 8 of 15 with model LastValueNaive for Validation 2 with params {} and transformations {"fillna": "ffill", "transformations": {"0": "AlignLastValue", "1": "QuantileTransformer"}, "transformation_params": {"0": {"rows": 1, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}}}
8 - LastValueNaive with avg smape 123.37 in 0.03s:
Model Number: 9 of 15 with model ConstantNaive for Validation 2 with params {"constant": 0} and transformations {"fillna": "ffill", "transformations": {"0": "AlignLastValue"}, "transformation_params": {"0": {"rows": 4, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": null, "threshold_method": "max", "mean_type": "arithmetic"}}}
9 - ConstantNaive with avg smape 123.68 in 0.01s:
Model Number: 10 of 15 with model ConstantNaive for Validation 2 with params {"constant": 0} and transformations {"fillna": "ffill_mean_biased", "transformations": {"0": "AlignLastValue", "1": "MeanPercentSplitter", "2": "AlignLastValue"}, "transformation_params": {"0": {"rows": 4, "lag": 1, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": null, "threshold_method": "max", "mean_type": "arithmetic"}, "1": {"window": 3, "min_mean_threshold": 0.1}, "2": {"rows": 7, "lag": 168, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": null, "threshold_method": "max", "mean_type": "arithmetic"}}}
10 - ConstantNaive with avg smape 123.68 in 0.01s:
Model Number: 11 of 15 with model SeasonalityMotif for Validation 2 with params {"window": 5, "point_method": "trimmed_mean_40", "distance_metric": "mae", "k": 5, "datepart_method": ["simple_binarized_poly"], "independent": true} and transformations {"fillna": "rolling_mean", "transformations": {"0": "Constraint", "1": "QuantileTransformer", "2": "AlignLastValue"}, "transformation_params": {"0": {"constraint_method": "historic_diff", "constraint_direction": "lower", "constraint_regularization": 1.0, "constraint_value": 0.2, "bounds_only": false, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 43}, "2": {"rows": 1, "lag": 1, "method": "additive", "strength": 0.2, "first_value_only": false, "threshold": null, "threshold_method": "max"}}}
11 - SeasonalityMotif with avg smape 123.84 in 0.06s:
Model Number: 12 of 15 with model ConstantNaive for Validation 2 with params {"constant": 0} and transformations {"fillna": "ffill", "transformations": {"0": "PowerTransformer", "1": "QuantileTransformer", "2": "SeasonalDifference"}, "transformation_params": {"0": {}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {"lag_1": 7, "method": "LastValue"}}}
12 - ConstantNaive with avg smape 124.02 in 0.04s:
Model Number: 13 of 15 with model SeasonalNaive for Validation 2 with params {"method": "lastvalue", "lag_1": 96, "lag_2": 1} and transformations {"fillna": "rolling_mean_24", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer", "2": "HistoricValues", "3": "AlignLastValue"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 5, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {"window": 364}, "3": {"rows": 1, "lag": 7, "method": "additive", "strength": 1.0, "first_value_only": false, "threshold": 1, "threshold_method": "max", "mean_type": "arithmetic"}}}
13 - SeasonalNaive with avg smape 122.99 in 0.06s:
Model Number: 14 of 15 with model AverageValueNaive for Validation 2 with params {"method": "Mean", "window": null} and transformations {"fillna": "mean", "transformations": {"0": "ClipOutliers", "1": "ClipOutliers", "2": "DifferencedTransformer", "3": "ReplaceConstant"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3, "fillna": null}, "1": {"method": "clip", "std_threshold": 3.5, "fillna": null}, "2": {}, "3": {"constant": 0, "reintroduction_model": {"model": "SGD", "model_params": {"learning_rate": 0.15, "max_iter": 6, "l2": 0.0001, "column_batch_size": 256, "probability_threshold": 0.5}, "vectorized": true, "datepart_method": "simple_poly"}, "fillna": "pchip"}}}
14 - AverageValueNaive with avg smape 123.53 in 0.02s:
Model Number: 15 of 15 with model AverageValueNaive for Validation 2 with params {"method": "Mean", "window": null} and transformations {"fillna": "mean", "transformations": {"0": "ClipOutliers", "1": "QuantileTransformer", "2": "DifferencedTransformer"}, "transformation_params": {"0": {"method": "clip", "std_threshold": 3, "fillna": null}, "1": {"output_distribution": "uniform", "n_quantiles": 1000}, "2": {}}}
15 - AverageValueNaive with avg smape 122.24 in 0.02s:
Validation Round: 0
Validation train index is DatetimeIndex(['2020-02-05', '2020-02-06', '2020-02-07', '2020-02-08',
'2020-02-09', '2020-02-10', '2020-02-11', '2020-02-12',
'2020-02-13', '2020-02-14',
...
'2023-03-27', '2023-03-28', '2023-03-29', '2023-03-30',
'2023-03-31', '2023-04-01', '2023-04-02', '2023-04-03',
'2023-04-04', '2023-04-05'],
dtype='datetime64[ns]', length=1156, freq=None)
Model Number: 1 of 1 with model Ensemble for Validation 1 horizontal ensemble validations with params {"model_name": "Horizontal", "model_count": 3, "model_metric": "Score", "models": {"1cd85fce3f053dc4bcd2ca7316fefe2e": {"Model": "ConstantNaive", "ModelParameters": "{\"constant\": 0}", "TransformationParameters": "{\"fillna\": \"ffill\", \"transformations\": {\"0\": \"AlignLastValue\"}, \"transformation_params\": {\"0\": {\"rows\": 4, \"lag\": 1, \"method\": \"additive\", \"strength\": 1.0, \"first_value_only\": false, \"threshold\": null, \"threshold_method\": \"max\", \"mean_type\": \"arithmetic\"}}}"}, "0e256ae8f87bbbce9a99e0321cacc456": {"Model": "SeasonalityMotif", "ModelParameters": "{\"window\": 10, \"point_method\": \"closest\", \"distance_metric\": \"mae\", \"k\": 1, \"datepart_method\": [\"weekdaymonthofyear\", \"quarter\", \"dayofweek\"], \"independent\": false}", "TransformationParameters": "{\"fillna\": \"ffill\", \"transformations\": {\"0\": \"ClipOutliers\", \"1\": \"Detrend\", \"2\": \"UpscaleDownscaleTransformer\", \"3\": \"AlignLastValue\"}, \"transformation_params\": {\"0\": {\"method\": \"clip\", \"std_threshold\": 2, \"fillna\": null}, \"1\": {\"model\": \"Linear\", \"phi\": 1, \"window\": 90, \"transform_dict\": null}, \"2\": {\"mode\": \"upscale\", \"factor\": 1, \"down_method\": \"mean\", \"fill_method\": \"ffill\"}, \"3\": {\"rows\": 1, \"lag\": 1, \"method\": \"additive\", \"strength\": 1.0, \"first_value_only\": false, \"threshold\": 1, \"threshold_method\": \"max\", \"mean_type\": \"arithmetic\"}}}"}, "bd4a4d897ff73fd8876795918e01deec": {"Model": "SectionalMotif", "ModelParameters": "{\"window\": 5, \"point_method\": \"midhinge\", \"distance_metric\": \"mahalanobis\", \"include_differenced\": true, \"k\": 5, \"stride_size\": 1, \"regression_type\": null, \"comparison_transformation\": null, \"combination_transformation\": null}", "TransformationParameters": "{\"fillna\": \"quadratic\", \"transformations\": {\"0\": \"ClipOutliers\", \"1\": \"AlignLastValue\"}, \"transformation_params\": {\"0\": {\"method\": \"clip\", \"std_threshold\": 3.5, \"fillna\": null}, \"1\": {\"rows\": 1, \"lag\": 1, \"method\": \"additive\", \"strength\": 1.0, \"first_value_only\": false, \"threshold\": 1, \"threshold_method\": \"max\", \"mean_type\": \"arithmetic\"}}}"}}, "series": {"PC1": "bd4a4d897ff73fd8876795918e01deec", "PC2": "0e256ae8f87bbbce9a99e0321cacc456", "PC3": "bd4a4d897ff73fd8876795918e01deec", "PC4": "0e256ae8f87bbbce9a99e0321cacc456", "PC5": "bd4a4d897ff73fd8876795918e01deec", "PC6": "bd4a4d897ff73fd8876795918e01deec", "PC7": "0e256ae8f87bbbce9a99e0321cacc456", "PC8": "1cd85fce3f053dc4bcd2ca7316fefe2e", "PC9": "bd4a4d897ff73fd8876795918e01deec", "PC10": "1cd85fce3f053dc4bcd2ca7316fefe2e"}} and transformations {} horizontal ensemble validations
Ensemble Horizontal component 1 of 3 ConstantNaive started
Ensemble Horizontal component 2 of 3 SeasonalityMotif started
Ensemble Horizontal component 3 of 3 SectionalMotif started
📈 1 - Ensemble with avg smape 106.29 in 0.10s:
2 - Ensemble with avg smape 120.27 in 0.11s:
📈 3 - Ensemble with avg smape 21.02 in 0.13s:
4 - Ensemble with avg smape 25.34 in 0.14s:
5 - Ensemble with avg smape 35.95 in 0.16s:
6 - Ensemble with avg smape 26.56 in 0.17s:
Template Eval Error: Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8295, in _fit
df = self._fit_one(df, i)
^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8273, in _fit_one
param=self.transformation_params[i],
~~~~~~~~~~~~~~~~~~~~~~~~~~^^^
KeyError: '2'
The above exception was the direct cause of the following exception:
Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 2296, in TemplateWizard
transformer_object.fit(df_train)
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8310, in fit
self._fit(df)
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8300, in _fit
raise Exception(err_str) from e
Exception: Transformer HistoricValues failed on fit from params fake_date {'0': {'rows': 1, 'lag': 1, 'method': 'additive', 'strength': 1.0, 'first_value_only': False, 'threshold': 10, 'threshold_method': 'mean'}, '1': {'window': 28}} with error KeyError('2')
in model 6 in generation 0: Ensemble
Validation Round: 1
Validation train index is DatetimeIndex(['2020-02-05', '2020-02-06', '2020-02-07', '2020-02-08',
'2020-02-09', '2020-02-10', '2020-02-11', '2020-02-12',
'2020-02-13', '2020-02-14',
...
'2023-02-26', '2023-02-27', '2023-02-28', '2023-03-01',
'2023-03-02', '2023-03-03', '2023-03-04', '2023-03-05',
'2023-03-06', '2023-03-07'],
dtype='datetime64[ns]', length=1127, freq=None)
Model Number: 1 of 1 with model Ensemble for Validation 2 horizontal ensemble validations with params {"model_name": "Horizontal", "model_count": 3, "model_metric": "Score", "models": {"1cd85fce3f053dc4bcd2ca7316fefe2e": {"Model": "ConstantNaive", "ModelParameters": "{\"constant\": 0}", "TransformationParameters": "{\"fillna\": \"ffill\", \"transformations\": {\"0\": \"AlignLastValue\"}, \"transformation_params\": {\"0\": {\"rows\": 4, \"lag\": 1, \"method\": \"additive\", \"strength\": 1.0, \"first_value_only\": false, \"threshold\": null, \"threshold_method\": \"max\", \"mean_type\": \"arithmetic\"}}}"}, "0e256ae8f87bbbce9a99e0321cacc456": {"Model": "SeasonalityMotif", "ModelParameters": "{\"window\": 10, \"point_method\": \"closest\", \"distance_metric\": \"mae\", \"k\": 1, \"datepart_method\": [\"weekdaymonthofyear\", \"quarter\", \"dayofweek\"], \"independent\": false}", "TransformationParameters": "{\"fillna\": \"ffill\", \"transformations\": {\"0\": \"ClipOutliers\", \"1\": \"Detrend\", \"2\": \"UpscaleDownscaleTransformer\", \"3\": \"AlignLastValue\"}, \"transformation_params\": {\"0\": {\"method\": \"clip\", \"std_threshold\": 2, \"fillna\": null}, \"1\": {\"model\": \"Linear\", \"phi\": 1, \"window\": 90, \"transform_dict\": null}, \"2\": {\"mode\": \"upscale\", \"factor\": 1, \"down_method\": \"mean\", \"fill_method\": \"ffill\"}, \"3\": {\"rows\": 1, \"lag\": 1, \"method\": \"additive\", \"strength\": 1.0, \"first_value_only\": false, \"threshold\": 1, \"threshold_method\": \"max\", \"mean_type\": \"arithmetic\"}}}"}, "bd4a4d897ff73fd8876795918e01deec": {"Model": "SectionalMotif", "ModelParameters": "{\"window\": 5, \"point_method\": \"midhinge\", \"distance_metric\": \"mahalanobis\", \"include_differenced\": true, \"k\": 5, \"stride_size\": 1, \"regression_type\": null, \"comparison_transformation\": null, \"combination_transformation\": null}", "TransformationParameters": "{\"fillna\": \"quadratic\", \"transformations\": {\"0\": \"ClipOutliers\", \"1\": \"AlignLastValue\"}, \"transformation_params\": {\"0\": {\"method\": \"clip\", \"std_threshold\": 3.5, \"fillna\": null}, \"1\": {\"rows\": 1, \"lag\": 1, \"method\": \"additive\", \"strength\": 1.0, \"first_value_only\": false, \"threshold\": 1, \"threshold_method\": \"max\", \"mean_type\": \"arithmetic\"}}}"}}, "series": {"PC1": "bd4a4d897ff73fd8876795918e01deec", "PC2": "0e256ae8f87bbbce9a99e0321cacc456", "PC3": "bd4a4d897ff73fd8876795918e01deec", "PC4": "0e256ae8f87bbbce9a99e0321cacc456", "PC5": "bd4a4d897ff73fd8876795918e01deec", "PC6": "bd4a4d897ff73fd8876795918e01deec", "PC7": "0e256ae8f87bbbce9a99e0321cacc456", "PC8": "1cd85fce3f053dc4bcd2ca7316fefe2e", "PC9": "bd4a4d897ff73fd8876795918e01deec", "PC10": "1cd85fce3f053dc4bcd2ca7316fefe2e"}} and transformations {} horizontal ensemble validations
Ensemble Horizontal component 1 of 3 ConstantNaive started
Ensemble Horizontal component 2 of 3 SeasonalityMotif started
Ensemble Horizontal component 3 of 3 SectionalMotif started
📈 1 - Ensemble with avg smape 120.31 in 0.10s:
2 - Ensemble with avg smape 120.31 in 0.11s:
📈 3 - Ensemble with avg smape 12.31 in 0.13s:
4 - Ensemble with avg smape 78.14 in 0.14s:
5 - Ensemble with avg smape 21.02 in 0.16s:
6 - Ensemble with avg smape 13.49 in 0.17s:
Template Eval Error: Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8295, in _fit
df = self._fit_one(df, i)
^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8273, in _fit_one
param=self.transformation_params[i],
~~~~~~~~~~~~~~~~~~~~~~~~~~^^^
KeyError: '2'
The above exception was the direct cause of the following exception:
Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 2296, in TemplateWizard
transformer_object.fit(df_train)
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8310, in fit
self._fit(df)
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8300, in _fit
raise Exception(err_str) from e
Exception: Transformer HistoricValues failed on fit from params fake_date {'0': {'rows': 1, 'lag': 1, 'method': 'additive', 'strength': 1.0, 'first_value_only': False, 'threshold': 10, 'threshold_method': 'mean'}, '1': {'window': 28}} with error KeyError('2')
in model 6 in generation 0: Ensemble
Validation Round: 2
Validation train index is DatetimeIndex(['2020-02-05', '2020-02-06', '2020-02-07', '2020-02-08',
'2020-02-09', '2020-02-10', '2020-02-11', '2020-02-12',
'2020-02-13', '2020-02-14',
...
'2023-01-28', '2023-01-29', '2023-01-30', '2023-01-31',
'2023-02-01', '2023-02-02', '2023-02-03', '2023-02-04',
'2023-02-05', '2023-02-06'],
dtype='datetime64[ns]', length=1098, freq=None)
Model Number: 1 of 1 with model Ensemble for Validation 3 horizontal ensemble validations with params {"model_name": "Horizontal", "model_count": 3, "model_metric": "Score", "models": {"1cd85fce3f053dc4bcd2ca7316fefe2e": {"Model": "ConstantNaive", "ModelParameters": "{\"constant\": 0}", "TransformationParameters": "{\"fillna\": \"ffill\", \"transformations\": {\"0\": \"AlignLastValue\"}, \"transformation_params\": {\"0\": {\"rows\": 4, \"lag\": 1, \"method\": \"additive\", \"strength\": 1.0, \"first_value_only\": false, \"threshold\": null, \"threshold_method\": \"max\", \"mean_type\": \"arithmetic\"}}}"}, "0e256ae8f87bbbce9a99e0321cacc456": {"Model": "SeasonalityMotif", "ModelParameters": "{\"window\": 10, \"point_method\": \"closest\", \"distance_metric\": \"mae\", \"k\": 1, \"datepart_method\": [\"weekdaymonthofyear\", \"quarter\", \"dayofweek\"], \"independent\": false}", "TransformationParameters": "{\"fillna\": \"ffill\", \"transformations\": {\"0\": \"ClipOutliers\", \"1\": \"Detrend\", \"2\": \"UpscaleDownscaleTransformer\", \"3\": \"AlignLastValue\"}, \"transformation_params\": {\"0\": {\"method\": \"clip\", \"std_threshold\": 2, \"fillna\": null}, \"1\": {\"model\": \"Linear\", \"phi\": 1, \"window\": 90, \"transform_dict\": null}, \"2\": {\"mode\": \"upscale\", \"factor\": 1, \"down_method\": \"mean\", \"fill_method\": \"ffill\"}, \"3\": {\"rows\": 1, \"lag\": 1, \"method\": \"additive\", \"strength\": 1.0, \"first_value_only\": false, \"threshold\": 1, \"threshold_method\": \"max\", \"mean_type\": \"arithmetic\"}}}"}, "bd4a4d897ff73fd8876795918e01deec": {"Model": "SectionalMotif", "ModelParameters": "{\"window\": 5, \"point_method\": \"midhinge\", \"distance_metric\": \"mahalanobis\", \"include_differenced\": true, \"k\": 5, \"stride_size\": 1, \"regression_type\": null, \"comparison_transformation\": null, \"combination_transformation\": null}", "TransformationParameters": "{\"fillna\": \"quadratic\", \"transformations\": {\"0\": \"ClipOutliers\", \"1\": \"AlignLastValue\"}, \"transformation_params\": {\"0\": {\"method\": \"clip\", \"std_threshold\": 3.5, \"fillna\": null}, \"1\": {\"rows\": 1, \"lag\": 1, \"method\": \"additive\", \"strength\": 1.0, \"first_value_only\": false, \"threshold\": 1, \"threshold_method\": \"max\", \"mean_type\": \"arithmetic\"}}}"}}, "series": {"PC1": "bd4a4d897ff73fd8876795918e01deec", "PC2": "0e256ae8f87bbbce9a99e0321cacc456", "PC3": "bd4a4d897ff73fd8876795918e01deec", "PC4": "0e256ae8f87bbbce9a99e0321cacc456", "PC5": "bd4a4d897ff73fd8876795918e01deec", "PC6": "bd4a4d897ff73fd8876795918e01deec", "PC7": "0e256ae8f87bbbce9a99e0321cacc456", "PC8": "1cd85fce3f053dc4bcd2ca7316fefe2e", "PC9": "bd4a4d897ff73fd8876795918e01deec", "PC10": "1cd85fce3f053dc4bcd2ca7316fefe2e"}} and transformations {} horizontal ensemble validations
Ensemble Horizontal component 1 of 3 ConstantNaive started
Ensemble Horizontal component 2 of 3 SeasonalityMotif started
Ensemble Horizontal component 3 of 3 SectionalMotif started
📈 1 - Ensemble with avg smape 120.3 in 0.10s:
2 - Ensemble with avg smape 120.3 in 0.11s:
📈 3 - Ensemble with avg smape 8.25 in 0.13s:
4 - Ensemble with avg smape 75.01 in 0.14s:
5 - Ensemble with avg smape 19.41 in 0.16s:
6 - Ensemble with avg smape 8.92 in 0.17s:
Template Eval Error: Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8295, in _fit
df = self._fit_one(df, i)
^^^^^^^^^^^^^^^^^^^^
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8273, in _fit_one
param=self.transformation_params[i],
~~~~~~~~~~~~~~~~~~~~~~~~~~^^^
KeyError: '2'
The above exception was the direct cause of the following exception:
Traceback (most recent call last):
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/evaluator/auto_model.py", line 2296, in TemplateWizard
transformer_object.fit(df_train)
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8310, in fit
self._fit(df)
File "/home/runner/work/covid19-sir/covid19-sir/.venv/lib/python3.12/site-packages/autots/tools/transform.py", line 8300, in _fit
raise Exception(err_str) from e
Exception: Transformer HistoricValues failed on fit from params fake_date {'0': {'rows': 1, 'lag': 1, 'method': 'additive', 'strength': 1.0, 'first_value_only': False, 'threshold': 10, 'threshold_method': 'mean'}, '1': {'window': 28}} with error KeyError('2')
in model 6 in generation 0: Ensemble
Ensemble Horizontal component 1 of 3 ConstantNaive started
Ensemble Horizontal component 2 of 3 SeasonalityMotif started
Ensemble Horizontal component 3 of 3 SectionalMotif started
[12]:
| PC1 | PC2 | PC3 | PC4 | PC5 | PC6 | PC7 | PC8 | PC9 | PC10 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Date | ||||||||||
| 2023-06-03 | 5.901136 | -2.237191 | 0.598464 | -0.134111 | 0.953501 | 0.009707 | -0.367141 | -0.62687 | 0.080097 | -0.32227 |
| 2023-06-04 | 5.910911 | -2.237191 | 0.600318 | -0.134111 | 0.956277 | 0.009707 | -0.367141 | -0.62687 | 0.081829 | -0.32227 |
| 2023-06-05 | 5.920685 | -2.237191 | 0.602172 | -0.134111 | 0.959052 | 0.009707 | -0.367141 | -0.62687 | 0.083560 | -0.32227 |
| 2023-06-06 | 5.930460 | -2.237191 | 0.604026 | -0.134111 | 0.961827 | 0.009707 | -0.367141 | -0.62687 | 0.085292 | -0.32227 |
| 2023-06-07 | 5.940234 | -2.237191 | 0.605880 | -0.134111 | 0.964603 | 0.009707 | -0.367141 | -0.62687 | 0.087023 | -0.32227 |
2-3. Prediction of ODE parameter values
Now we have Y (estimated ODE parameter values) and X (estimated/forecasted indicator values without multicollinearity), we can predict ODE parameter values of future phases using ODEScenario().predict(days=<int>, name=<str>, seed=0, X=<pandas.DataFrame>). The new scenario is named “Predicted_with_X” here.
[13]:
snr.build_with_template(name="Predicted_with_X", template="Baseline")
snr.predict(days=30, name="Predicted_with_X", seed=0, X=future_df);
3. Compare scenarios
As explained with Tutorial: Scenario analysis, we can compare scenarios.
[14]:
# Adjust the last date, appending a phase
snr.append();
[15]:
# Compare reproduction number
ymin = snr.compare_param("Rt", date_range=(future_start_date, None), display=False).min().min()
snr.compare_param("Rt", date_range=(future_start_date, None), ylim=(ymin, None));
Note that minimum value of y in the figure was changed to focus on the differences of the scenarios.
[16]:
ymin_value = snr.compare_cases("Confirmed", date_range=(future_start_date, None), display=False).Predicted.min()
snr.compare_cases("Confirmed", date_range=(future_start_date, None), ylim=(ymin_value, None));
[17]:
# Show representative values
snr.describe()
[17]:
| max(Infected) | argmax(Infected) | Confirmed on 07Jul2023 | Infected on 07Jul2023 | Fatal on 07Jul2023 | |
|---|---|---|---|---|---|
| Baseline | 3724702.0 | 2022-08-15 | 34734646.0 | 281837.0 | 76573.0 |
| Predicted | 3724702.0 | 2022-08-15 | 34380272.0 | 98047.0 | 76663.0 |
| Predicted_with_X | 3724702.0 | 2022-08-15 | 34734646.0 | 281837.0 | 76573.0 |
Thank you!