feat: add model type options
Browse files- src/app.py +37 -5
- src/features/build_features.py +8 -1
src/app.py
CHANGED
@@ -20,29 +20,61 @@ def main():
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show_inputted_dataframe(data)
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-
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st.header("Time series decomposition")
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decomposition = decompose_time_series(data)
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standard_decomposition_plot(decomposition)
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[trend, seasonal, residual] = extract_trend_seasonal_resid(decomposition)
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with st.expander("
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st.write('The trend component of the data series.')
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st.write('Trend: secular variation(long-term, non-periodic variation)')
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time_series_line_plot(trend)
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st.write('The seasonal component of the data series.')
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st.write(
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'Seasonality: Periodic fluctuations (often at short-term intervals less than a year).')
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time_series_line_plot(seasonal)
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st.write('The residual component of the data series.')
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st.write('Residual: What remains after the other components have been removed (describes random, irregular influences).')
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st.write(f'Residual mean: {residual.mean():.4f}')
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show_inputted_dataframe(data)
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with st.expander("Box plot"):
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time_series_box_plot(data)
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st.header("Time series decomposition")
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[decomposition, selected_model_type] = decompose_time_series(data)
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model_types = ['Additive', 'Multiplicative']
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if selected_model_type == model_types[0]:
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st.subheader('Additive Model')
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st.latex(r'''
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Y[t] = T[t]+S[t]+e[t]
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''')
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if selected_model_type == model_types[1]:
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st.subheader('Multiplicative Model')
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st.latex(r'''
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Y[t] = T[t] \times S[t] \times e[t]
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''')
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standard_decomposition_plot(decomposition)
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[trend, seasonal, residual] = extract_trend_seasonal_resid(decomposition)
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with st.expander("Time series Line Plot (Y[t])"):
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time_series_line_plot(data)
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st.latex(r'''=''')
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with st.expander("Trend Plot (T[t])"):
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st.write('The trend component of the data series.')
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st.write('Trend: secular variation(long-term, non-periodic variation)')
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time_series_line_plot(trend)
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if selected_model_type == model_types[0]:
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st.latex(r'''+''')
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if selected_model_type == model_types[1]:
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st.latex(r'''\times''')
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with st.expander("Seasonality Plot (S[t])"):
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st.write('The seasonal component of the data series.')
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st.write(
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'Seasonality: Periodic fluctuations (often at short-term intervals less than a year).')
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time_series_line_plot(seasonal)
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if selected_model_type == model_types[0]:
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st.latex(r'''+''')
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if selected_model_type == model_types[1]:
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st.latex(r'''\times''')
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with st.expander("Residual Plot (e[t])"):
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st.write('The residual component of the data series.')
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st.write('Residual: What remains after the other components have been removed (describes random, irregular influences).')
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st.write(f'Residual mean: {residual.mean():.4f}')
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src/features/build_features.py
CHANGED
@@ -1,9 +1,16 @@
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import statsmodels.api as sm
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import pandas as pd
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def decompose_time_series(data):
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-
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def extract_trend_seasonal_resid(decomposition):
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import statsmodels.api as sm
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import pandas as pd
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import streamlit as st
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model_types = ['Additive', 'Multiplicative']
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def decompose_time_series(data):
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selected_model_type = st.radio(
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'Model type:', model_types)
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decomposition = sm.tsa.seasonal_decompose(
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data, model=selected_model_type.lower())
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return [decomposition, selected_model_type]
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def extract_trend_seasonal_resid(decomposition):
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