Commit graph

23 commits

Author SHA1 Message Date
23391c2fa4
Adjust OrderHistory.choose_tactical_model() heuristic
- use the `HorizontalSMAModel` for low demand
- use the `TrivialModel` for no demand
2021-02-02 15:20:02 +01:00
3f5b4a50bb
Rename Forecast.training_horizon into .train_horizon
- we use that shorter name in `urban_meal_delivery.forecasts.*`
  and want to be consistent in the ORM layer as well
2021-02-02 13:09:09 +01:00
6fd16f2a6c
Add TrivialModel
- the trivial model simply predicts `0` demand for all time steps
2021-02-02 12:45:26 +01:00
015d304306
Add HorizontalSMAModel
- the model applies a simple moving average on horizontal time series
- refactor `db.Forecast.from_dataframe()` to correctly convert
  `float('NaN')` values into `None`; otherwise, SQLAlchemy complains
2021-02-02 12:40:53 +01:00
af82951485
Add OrderHistory.choose_tactical_model()
- the method implements a heuristic from the first research paper
  that chooses the most promising forecasting `*Model` based on
  the average daily demand in a `Pixel` for a given `train_horizon`
- adjust the test scenario => `LONG_TRAIN_HORIZON` becomes `8`
  as that is part of the rule implemented in the heuristic
2021-02-02 11:29:27 +01:00
cb7611d587
Add OrderHistory.avg_daily_demand()
- the method calculates the number of daily `Order`s in a `Pixel`
  withing the `train_horizon` preceding the `predict_day`
2021-02-01 21:50:42 +01:00
67cd58cf16
Add urban_meal_delivery.forecasts.models sub-package
- `*Model`s use the `methods.*.predict()` functions to predict demand
  given an order time series generated by `timify.OrderHistory`
- `models.base.ForecastingModelABC` unifies how all `*Model`s work
  and implements a caching strategy
- implement three `*Model`s for tactical forecasting, based on the
  hets, varima, and rtarima models described in the first research paper
- add overall documentation for `urban_meal_delivery.forecasts` package
- move the fixtures in `tests.forecasts.timify.conftest` to
  `tests.forecasts.conftest` and adjust the horizon of the test horizon
  from two to three weeks
2021-02-01 20:39:52 +01:00
b8952213d8
Add extrapolate_season.predict() function
- the function implements a forecasting "method" similar to the
  seasonal naive method
  => instead of simply taking the last observation given a seasonal lag,
     it linearly extrapolates all observations of the same seasonal lag
     from the past into the future; conceptually, it is like the
     seasonal naive method with built-in smoothing
- the function is tested just like the `arima.predict()` and
  `ets.predict()` functions
  + rename the `tests.forecasts.methods.test_ts_methods` module
    into `tests.forecasts.methods.test_predictions`
- re-organize some constants in the `tests` package
- streamline some docstrings
2021-02-01 11:32:10 +01:00
47ef1f8759
Add OrderHistory.first/last_order() methods
- get the `datetime` of the first or last order within a pixel
- unify some fixtures in `tests.forecasts.timify.conftest`
2021-01-31 21:46:20 +01:00
7b824a4a12
Shorten a couple of names
- rename "total_orders" columns into "n_orders"
- rename `.make_*_time_series()` methods into `.make_*_ts()`
2021-01-31 20:20:55 +01:00
d45c60b764
Add OrderHistory.time_step property 2021-01-31 20:06:23 +01:00
08b748c867
Move decomposition module into methods sub-package
- move the module
- unify the corresponding tests in `tests.forecasts.methods` sub-package
- make all `predict()` and the `stl()` function round results
- streamline documentation
2021-01-31 18:54:58 +01:00
1bfc7db916
Make Grid.gridify() use only pickup addresses
- ensure a `Restaurant` only has one unique `Order.pickup_address`
- rework `Grid.gridify()` so that only pickup addresses are assigned
  into `Pixel`s
- include database migrations to ensure the data adhere to these
  tighter constraints
2021-01-24 19:04:39 +01:00
f37d8adb9d
Add confidence intervals to Forecast model
- add `.low80`, `.high80`, `.low95`, and `.high95` columns
- add check contraints for the confidence intervals
- rename the `.method` column into `.model` for consistency
2021-01-20 16:57:39 +01:00
64482f48d0
Add wrappers for R's "arima" and "ets" functions 2021-01-20 13:06:32 +01:00
98b6830b46
Add stl() function
- `stl()` wraps R's "stl" function in Python
- STL is a decomposition method for time series
2021-01-11 16:10:45 +01:00
84876047c1
Return the resulting time series as pd.Series 2021-01-10 16:11:40 +01:00
9196c88ed4
Remove pylint from the project 2021-01-09 17:47:45 +01:00
100fac659a
Add OrderHistory.make_real_time_time_series()
- the method slices out a real-time time series from the data within
  an `OrderHistory` object
2021-01-09 17:30:00 +01:00
5330ceb771
Add OrderHistory.make_vertical_time_series()
- the method slices out a vertical time series from the data within
  an `OrderHistory` object
2021-01-09 17:28:55 +01:00
b61db734b6
Add OrderHistory.make_horizontal_time_series()
- the method slices out a horizontal time series from the data within
  an `OrderHistory` object
2021-01-09 16:34:42 +01:00
65d1632e98
Add OrderHistory class
- the main purpose of this class is to manage querying the order totals
  from the database and slice various kinds of time series out of the
  data
- the class holds the former `aggregate_orders()` function as a method
- modularize the corresponding tests
- add `tests.config` with globals used when testing to provide a
  single source of truth for various settings
2021-01-09 16:29:58 +01:00
d5b3efbca1
Add aggregate_orders() function
- the function queries the database and aggregates the ad-hoc orders
  by pixel and time steps into a demand time series
- implement "heavy" integration tests for `aggregate_orders()`
- make `pandas` a package dependency
- streamline the `Config`
2021-01-07 23:35:13 +01:00