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import pandas as pd
import matplotlib.pyplot as plt
import gradio as gr
import tempfile
import os
from datetime import datetime
from statsforecast import StatsForecast
from statsforecast.models import (
HistoricAverage,
Naive,
SeasonalNaive,
WindowAverage,
SeasonalWindowAverage,
AutoETS,
AutoARIMA
)
from utilsforecast.evaluation import evaluate
from utilsforecast.losses import *
# Function to load and process uploaded CSV
def load_data(file):
if file is None:
return None, "Please upload a CSV file"
try:
df = pd.read_csv(file)
required_cols = ['unique_id', 'ds', 'y']
missing_cols = [col for col in required_cols if col not in df.columns]
if missing_cols:
return None, f"Missing required columns: {', '.join(missing_cols)}"
df['ds'] = pd.to_datetime(df['ds'])
df = df.sort_values(['unique_id', 'ds']).reset_index(drop=True)
# Check for NaN values
if df['y'].isna().any():
return None, "Data contains missing values in the 'y' column"
return df, "Data loaded successfully!"
except Exception as e:
return None, f"Error loading data: {str(e)}"
# Function to generate and return a plot
def create_forecast_plot(forecast_df, original_df, title="Forecasting Results"):
plt.figure(figsize=(12, 7))
unique_ids = forecast_df['unique_id'].unique()
forecast_cols = [col for col in forecast_df.columns if col not in ['unique_id', 'ds', 'cutoff']]
colors = plt.cm.tab10.colors
for i, unique_id in enumerate(unique_ids):
original_data = original_df[original_df['unique_id'] == unique_id]
plt.plot(original_data['ds'], original_data['y'], 'k-', linewidth=2, label=f'{unique_id} (Actual)')
forecast_data = forecast_df[forecast_df['unique_id'] == unique_id]
for j, col in enumerate(forecast_cols):
if col in forecast_data.columns:
plt.plot(forecast_data['ds'], forecast_data[col],
color=colors[j % len(colors)],
linestyle='--',
linewidth=1.5,
label=f'{col}')
plt.title(title, fontsize=16)
plt.xlabel('Date', fontsize=12)
plt.ylabel('Value', fontsize=12)
plt.grid(True, alpha=0.3)
plt.legend(loc='best')
plt.tight_layout()
# Format date labels better
fig = plt.gcf()
ax = plt.gca()
fig.autofmt_xdate()
return fig
# Function to create a plot for future forecasts
def create_future_forecast_plot(forecast_df, original_df):
plt.figure(figsize=(12, 7))
unique_ids = forecast_df['unique_id'].unique()
forecast_cols = [col for col in forecast_df.columns if col not in ['unique_id', 'ds']]
colors = plt.cm.tab10.colors
for i, unique_id in enumerate(unique_ids):
# Plot historical data
original_data = original_df[original_df['unique_id'] == unique_id]
plt.plot(original_data['ds'], original_data['y'], 'k-', linewidth=2, label=f'{unique_id} (Historical)')
# Plot forecast data with shaded vertical line separator
forecast_data = forecast_df[forecast_df['unique_id'] == unique_id]
# Add vertical line at the forecast start
if not forecast_data.empty and not original_data.empty:
forecast_start = forecast_data['ds'].min()
plt.axvline(x=forecast_start, color='gray', linestyle='--', alpha=0.5)
for j, col in enumerate(forecast_cols):
if col in forecast_data.columns:
plt.plot(forecast_data['ds'], forecast_data[col],
color=colors[j % len(colors)],
linestyle='--',
linewidth=1.5,
label=f'{col}')
plt.title('Future Forecast', fontsize=16)
plt.xlabel('Date', fontsize=12)
plt.ylabel('Value', fontsize=12)
plt.grid(True, alpha=0.3)
plt.legend(loc='best')
plt.tight_layout()
# Format date labels better
fig = plt.gcf()
ax = plt.gca()
fig.autofmt_xdate()
return fig
# Function to export results to CSV
def export_results(eval_df, cv_results, future_forecasts):
timestamp = datetime.now().strftime("%Y%m%d_%H%M%S")
# Create temp directory if it doesn't exist
temp_dir = tempfile.mkdtemp()
result_files = []
if eval_df is not None:
eval_path = os.path.join(temp_dir, f"evaluation_metrics_{timestamp}.csv")
eval_df.to_csv(eval_path, index=False)
result_files.append(eval_path)
if cv_results is not None:
cv_path = os.path.join(temp_dir, f"cross_validation_results_{timestamp}.csv")
cv_results.to_csv(cv_path, index=False)
result_files.append(cv_path)
if future_forecasts is not None:
forecast_path = os.path.join(temp_dir, f"forecasts_{timestamp}.csv")
future_forecasts.to_csv(forecast_path, index=False)
result_files.append(forecast_path)
return result_files
# Main forecasting logic
def run_forecast(
file,
frequency,
eval_strategy,
horizon,
step_size,
num_windows,
use_historical_avg,
use_naive,
use_seasonal_naive,
seasonality,
use_window_avg,
window_size,
use_seasonal_window_avg,
seasonal_window_size,
use_autoets,
use_autoarima,
future_horizon
):
df, message = load_data(file)
if df is None:
return None, None, None, None, None, None, message
models = []
model_aliases = []
if use_historical_avg:
models.append(HistoricAverage(alias='historical_average'))
model_aliases.append('historical_average')
if use_naive:
models.append(Naive(alias='naive'))
model_aliases.append('naive')
if use_seasonal_naive:
models.append(SeasonalNaive(season_length=seasonality, alias='seasonal_naive'))
model_aliases.append('seasonal_naive')
if use_window_avg:
models.append(WindowAverage(window_size=window_size, alias='window_average'))
model_aliases.append('window_average')
if use_seasonal_window_avg:
models.append(SeasonalWindowAverage(season_length=seasonality, window_size=seasonal_window_size, alias='seasonal_window_average'))
model_aliases.append('seasonal_window_average')
if use_autoets:
models.append(AutoETS(alias='autoets', season_length=seasonality))
model_aliases.append('autoets')
if use_autoarima:
models.append(AutoARIMA(alias='autoarima', season_length=seasonality))
model_aliases.append('autoarima')
if not models:
return None, None, None, None, None, None, "Please select at least one forecasting model"
sf = StatsForecast(models=models, freq=frequency, n_jobs=-1)
try:
# Run cross-validation
if eval_strategy == "Cross Validation":
cv_results = sf.cross_validation(df=df, h=horizon, step_size=step_size, n_windows=num_windows)
evaluation = evaluate(df=cv_results, metrics=[bias, mae, rmse, mape], models=model_aliases)
eval_df = pd.DataFrame(evaluation).reset_index()
fig_validation = create_forecast_plot(cv_results, df, "Cross Validation Results")
else: # Fixed window
cv_results = sf.cross_validation(df=df, h=horizon, step_size=10, n_windows=1) # any step size for 1 window
evaluation = evaluate(df=cv_results, metrics=[bias, mae, rmse, mape], models=model_aliases)
eval_df = pd.DataFrame(evaluation).reset_index()
fig_validation = create_forecast_plot(cv_results, df, "Fixed Window Validation Results")
# Generate future forecasts
future_forecasts = sf.forecast(df=df, h=future_horizon)
fig_future = create_future_forecast_plot(future_forecasts, df)
# Export results
export_files = export_results(eval_df, cv_results, future_forecasts)
return eval_df, cv_results, fig_validation, future_forecasts, fig_future, export_files, "Analysis completed successfully!"
except Exception as e:
return None, None, None, None, None, None, f"Error during forecasting: {str(e)}"
# Sample CSV file generation
def download_sample():
sample_data = """unique_id,ds,y
^GSPC,2023-01-03,3824.139892578125
^GSPC,2023-01-04,3852.969970703125
^GSPC,2023-01-05,3808.10009765625
^GSPC,2023-01-06,3895.080078125
^GSPC,2023-01-09,3892.090087890625
^GSPC,2023-01-10,3919.25
^GSPC,2023-01-11,3969.610107421875
^GSPC,2023-01-12,3983.169921875
^GSPC,2023-01-13,3999.090087890625
^GSPC,2023-01-17,3990.969970703125
^GSPC,2023-01-18,3928.860107421875
^GSPC,2023-01-19,3898.85009765625
^GSPC,2023-01-20,3972.610107421875
^GSPC,2023-01-23,4019.81005859375
^GSPC,2023-01-24,4016.949951171875
^GSPC,2023-01-25,4016.219970703125
^GSPC,2023-01-26,4060.429931640625
^GSPC,2023-01-27,4070.56005859375
^GSPC,2023-01-30,4017.77001953125
^GSPC,2023-01-31,4076.60009765625
^GSPC,2023-02-01,4119.2099609375
^GSPC,2023-02-02,4179.759765625
^GSPC,2023-02-03,4136.47998046875
^GSPC,2023-02-06,4111.080078125
^GSPC,2023-02-07,4164
^GSPC,2023-02-08,4117.85986328125
^GSPC,2023-02-09,4081.5
^GSPC,2023-02-10,4090.4599609375
^GSPC,2023-02-13,4137.2900390625
^GSPC,2023-02-14,4136.1298828125
^GSPC,2023-02-15,4147.60009765625
^GSPC,2023-02-16,4090.409912109375
^GSPC,2023-02-17,4079.090087890625
^GSPC,2023-02-21,3997.340087890625
^GSPC,2023-02-22,3991.050048828125
^GSPC,2023-02-23,4012.320068359375
^GSPC,2023-02-24,3970.0400390625
^GSPC,2023-02-27,3982.239990234375
^GSPC,2023-02-28,3970.14990234375
^GSPC,2023-03-01,3951.389892578125
^GSPC,2023-03-02,3981.35009765625
^GSPC,2023-03-03,4045.639892578125
^GSPC,2023-03-06,4048.419921875
^GSPC,2023-03-07,3986.3701171875
^GSPC,2023-03-08,3992.010009765625
^GSPC,2023-03-09,3918.320068359375
^GSPC,2023-03-10,3861.590087890625
^GSPC,2023-03-13,3855.760009765625
^GSPC,2023-03-14,3919.2900390625
^GSPC,2023-03-15,3891.929931640625
^GSPC,2023-03-16,3960.280029296875
^GSPC,2023-03-17,3916.639892578125
^GSPC,2023-03-20,3951.570068359375
^GSPC,2023-03-21,4002.8701171875
^GSPC,2023-03-22,3936.969970703125
^GSPC,2023-03-23,3948.719970703125
^GSPC,2023-03-24,3970.989990234375
^GSPC,2023-03-27,3977.530029296875
^GSPC,2023-03-28,3971.27001953125
^GSPC,2023-03-29,4027.81005859375
^GSPC,2023-03-30,4050.830078125
^GSPC,2023-03-31,4109.31005859375
^GSPC,2023-04-03,4124.509765625
^GSPC,2023-04-04,4100.60009765625
^GSPC,2023-04-05,4090.3798828125
^GSPC,2023-04-06,4105.02001953125
^GSPC,2023-04-10,4109.10986328125
^GSPC,2023-04-11,4108.93994140625
^GSPC,2023-04-12,4091.949951171875
^GSPC,2023-04-13,4146.22021484375
^GSPC,2023-04-14,4137.64013671875
^GSPC,2023-04-17,4151.31982421875
^GSPC,2023-04-18,4154.8701171875
^GSPC,2023-04-19,4154.52001953125
^GSPC,2023-04-20,4129.7900390625
^GSPC,2023-04-21,4133.52001953125
^GSPC,2023-04-24,4137.0400390625
^GSPC,2023-04-25,4071.6298828125
^GSPC,2023-04-26,4055.989990234375
^GSPC,2023-04-27,4135.35009765625
^GSPC,2023-04-28,4169.47998046875
^GSPC,2023-05-01,4167.8701171875
^GSPC,2023-05-02,4119.580078125
^GSPC,2023-05-03,4090.75
^GSPC,2023-05-04,4061.219970703125
^GSPC,2023-05-05,4136.25
^GSPC,2023-05-08,4138.1201171875
^GSPC,2023-05-09,4119.169921875
^GSPC,2023-05-10,4137.64013671875
^GSPC,2023-05-11,4130.6201171875
^GSPC,2023-05-12,4124.080078125
^GSPC,2023-05-15,4136.27978515625
^GSPC,2023-05-16,4109.89990234375
^GSPC,2023-05-17,4158.77001953125
^GSPC,2023-05-18,4198.0498046875
^GSPC,2023-05-19,4191.97998046875
^GSPC,2023-05-22,4192.6298828125
^GSPC,2023-05-23,4145.580078125
^GSPC,2023-05-24,4115.240234375
^GSPC,2023-05-25,4151.27978515625
^GSPC,2023-05-26,4205.4501953125
^GSPC,2023-05-30,4205.52001953125
^GSPC,2023-05-31,4179.830078125
^GSPC,2023-06-01,4221.02001953125
^GSPC,2023-06-02,4282.3701171875
^GSPC,2023-06-05,4273.7900390625
^GSPC,2023-06-06,4283.85009765625
^GSPC,2023-06-07,4267.52001953125
^GSPC,2023-06-08,4293.93017578125
^GSPC,2023-06-09,4298.85986328125
^GSPC,2023-06-12,4338.93017578125
^GSPC,2023-06-13,4369.009765625
^GSPC,2023-06-14,4372.58984375
^GSPC,2023-06-15,4425.83984375
^GSPC,2023-06-16,4409.58984375
^GSPC,2023-06-20,4388.7099609375
^GSPC,2023-06-21,4365.68994140625
^GSPC,2023-06-22,4381.89013671875
^GSPC,2023-06-23,4348.330078125
^GSPC,2023-06-26,4328.81982421875
^GSPC,2023-06-27,4378.41015625
^GSPC,2023-06-28,4376.85986328125
^GSPC,2023-06-29,4396.43994140625
^GSPC,2023-06-30,4450.3798828125
^GSPC,2023-07-03,4455.58984375
^GSPC,2023-07-05,4446.81982421875
^GSPC,2023-07-06,4411.58984375
^GSPC,2023-07-07,4398.9501953125
^GSPC,2023-07-10,4409.52978515625
^GSPC,2023-07-11,4439.259765625
^GSPC,2023-07-12,4472.16015625
^GSPC,2023-07-13,4510.0400390625
^GSPC,2023-07-14,4505.419921875
^GSPC,2023-07-17,4522.7900390625
^GSPC,2023-07-18,4554.97998046875
^GSPC,2023-07-19,4565.72021484375
^GSPC,2023-07-20,4534.8701171875
^GSPC,2023-07-21,4536.33984375
^GSPC,2023-07-24,4554.64013671875
^GSPC,2023-07-25,4567.4599609375
^GSPC,2023-07-26,4566.75
^GSPC,2023-07-27,4537.41015625
^GSPC,2023-07-28,4582.22998046875
^GSPC,2023-07-31,4588.9599609375
^GSPC,2023-08-01,4576.72998046875
^GSPC,2023-08-02,4513.39013671875
^GSPC,2023-08-03,4501.89013671875
^GSPC,2023-08-04,4478.02978515625
^GSPC,2023-08-07,4518.43994140625
^GSPC,2023-08-08,4499.3798828125
^GSPC,2023-08-09,4467.7099609375
^GSPC,2023-08-10,4468.830078125
^GSPC,2023-08-11,4464.0498046875
^GSPC,2023-08-14,4489.72021484375
^GSPC,2023-08-15,4437.85986328125
^GSPC,2023-08-16,4404.330078125
^GSPC,2023-08-17,4370.35986328125
^GSPC,2023-08-18,4369.7099609375
^GSPC,2023-08-21,4399.77001953125
^GSPC,2023-08-22,4387.5498046875
^GSPC,2023-08-23,4436.009765625
^GSPC,2023-08-24,4376.31005859375
^GSPC,2023-08-25,4405.7099609375
^GSPC,2023-08-28,4433.31005859375
^GSPC,2023-08-29,4497.6298828125
^GSPC,2023-08-30,4514.8701171875
^GSPC,2023-08-31,4507.66015625
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^GSPC,2025-03-21,5667.56005859375
^GSPC,2025-03-24,5767.56982421875
^GSPC,2025-03-25,5776.64990234375
^GSPC,2025-03-26,5712.2001953125
^GSPC,2025-03-27,5693.31005859375
^GSPC,2025-03-28,5580.93994140625
^GSPC,2025-03-31,5611.85009765625
"""
temp = tempfile.NamedTemporaryFile(delete=False, suffix=".csv", mode='w', newline='')
temp.write(sample_data)
temp.close()
return temp.name
# Global theme
theme = gr.themes.Soft(
primary_hue="blue",
secondary_hue="indigo",
neutral_hue="gray"
)
# Gradio interface
with gr.Blocks(title="Time Series Forecasting App", theme=theme) as app:
gr.Markdown("# 📈 Time Series Forecasting App")
gr.Markdown("Upload a CSV with `unique_id`, `ds`, and `y` columns to apply forecasting models.")
with gr.Row():
with gr.Column(scale=2):
file_input = gr.File(label="Upload CSV file", file_types=[".csv"])
download_btn = gr.Button("Download Sample Data", variant="secondary")
download_output = gr.File(label="Click to download", visible=True)
download_btn.click(fn=download_sample, outputs=download_output)
with gr.Accordion("Data & Validation Settings", open=True):
frequency = gr.Dropdown(
choices=[
("Hourly", "H"),
("Daily", "D"),
("Weekly", "WS"),
("Monthly", "MS"),
("Quarterly", "QS"),
("Yearly", "YS")
],
label="Data Frequency",
value="D"
)
# Evaluation Strategy
eval_strategy = gr.Radio(
choices=["Fixed Window", "Cross Validation"],
label="Evaluation Strategy",
value="Cross Validation"
)
# Fixed Window settings
with gr.Group(visible=True) as fixed_window_box:
gr.Markdown("### Fixed Window Settings")
horizon = gr.Slider(1, 100, value=10, step=1, label="Validation Horizon (steps ahead to predict)")
# Cross Validation settings
with gr.Group(visible=True) as cv_box:
gr.Markdown("### Cross Validation Settings")
with gr.Row():
step_size = gr.Slider(1, 50, value=10, step=1, label="Step Size (distance between windows)")
num_windows = gr.Slider(1, 20, value=5, step=1, label="Number of Windows")
# Future forecast settings (always visible)
with gr.Group():
gr.Markdown("### Future Forecast Settings")
future_horizon = gr.Slider(1, 100, value=10, step=1, label="Future Forecast Horizon (steps to predict)")
with gr.Accordion("Model Configuration", open=True):
gr.Markdown("## Basic Models")
with gr.Row():
use_historical_avg = gr.Checkbox(label="Historical Average", value=True)
use_naive = gr.Checkbox(label="Naive", value=True)
# Common seasonality parameter at the top level
with gr.Group():
gr.Markdown("### Seasonality Configuration")
gr.Markdown("This seasonality period affects Seasonal Naive, Seasonal Window Average, AutoETS, and AutoARIMA models")
seasonality = gr.Number(label="Seasonality Period", value=5)
gr.Markdown("### Seasonal Models")
with gr.Row():
use_seasonal_naive = gr.Checkbox(label="Seasonal Naive", value=True)
gr.Markdown("### Window-based Models")
with gr.Row():
use_window_avg = gr.Checkbox(label="Window Average", value=True)
window_size = gr.Number(label="Window Size", value=10)
with gr.Row():
use_seasonal_window_avg = gr.Checkbox(label="Seasonal Window Average", value=True)
seasonal_window_size = gr.Number(label="Seasonal Window Size", value=2)
gr.Markdown("### Advanced Models (use seasonality from above)")
with gr.Row():
use_autoets = gr.Checkbox(label="AutoETS (Exponential Smoothing)", value=True)
use_autoarima = gr.Checkbox(label="AutoARIMA", value=True)
with gr.Column(scale=3):
message_output = gr.Textbox(label="Status Message")
with gr.Tabs() as tabs:
with gr.TabItem("Validation Results"):
eval_output = gr.Dataframe(label="Evaluation Metrics")
validation_plot = gr.Plot(label="Validation Plot")
validation_output = gr.Dataframe(label="Validation Data", visible=False)
with gr.Row():
show_data_btn = gr.Button("Show Validation Data")
hide_data_btn = gr.Button("Hide Validation Data", visible=False)
def show_data():
return gr.update(visible=True), gr.update(visible=True), gr.update(visible=False)
def hide_data():
return gr.update(visible=False), gr.update(visible=False), gr.update(visible=True)
show_data_btn.click(
fn=show_data,
outputs=[validation_output, hide_data_btn, show_data_btn]
)
hide_data_btn.click(
fn=hide_data,
outputs=[validation_output, hide_data_btn, show_data_btn]
)
with gr.TabItem("Future Forecast"):
forecast_plot = gr.Plot(label="Future Forecast Plot")
forecast_output = gr.Dataframe(label="Future Forecast Data", visible=False)
with gr.Row():
show_forecast_btn = gr.Button("Show Forecast Data")
hide_forecast_btn = gr.Button("Hide Forecast Data", visible=False)
def show_forecast():
return gr.update(visible=True), gr.update(visible=True), gr.update(visible=False)
def hide_forecast():
return gr.update(visible=False), gr.update(visible=False), gr.update(visible=True)
show_forecast_btn.click(
fn=show_forecast,
outputs=[forecast_output, hide_forecast_btn, show_forecast_btn]
)
hide_forecast_btn.click(
fn=hide_forecast,
outputs=[forecast_output, hide_forecast_btn, show_forecast_btn]
)
with gr.TabItem("Export Results"):
export_files = gr.Files(label="Download Results")
with gr.Row(visible=True) as run_row:
submit_btn = gr.Button("Run Validation and Forecast", variant="primary", size="lg")
# Update visibility of the appropriate box based on evaluation strategy
def update_eval_boxes(strategy):
return (gr.update(visible=strategy == "Fixed Window"),
gr.update(visible=strategy == "Cross Validation"))
eval_strategy.change(
fn=update_eval_boxes,
inputs=[eval_strategy],
outputs=[fixed_window_box, cv_box]
)
# Run forecast when button is clicked
submit_btn.click(
fn=run_forecast,
inputs=[
file_input, frequency, eval_strategy, horizon, step_size, num_windows,
use_historical_avg, use_naive, use_seasonal_naive, seasonality,
use_window_avg, window_size, use_seasonal_window_avg, seasonal_window_size,
use_autoets, use_autoarima, future_horizon
],
outputs=[eval_output, validation_output, validation_plot, forecast_output, forecast_plot, export_files, message_output]
)
if __name__ == "__main__":
app.launch(share=False) |