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15 commits

Author SHA1 Message Date
9d6de9d98c
Create tactical demand forecasts
- the first notebook runs the tactical-forecasts command
- the second notebook describes the tactical demand forecasting process
  + demand aggregation on a per-pixel level
  + time series generation: horizontal, vertical, and real-time time series
  + STL decomposition into seasonal, trend, and residual components
  + choosing the most promising forecasting model
  + predicting demand with various models
- fix where to re-start the forecasting process after it was interrupted
- enable the heuristic for choosing the most promising model
  to also work for 7 training weeks
2021-02-09 17:06:37 +01:00
0da86e5f07
Pin the dependencies ...
... after upgrading:
- alembic
- matplotlib
- pandas
- rpy2
- sqlalchemy
- statsmodels
- dev dependencies
  + coverage     + factory-boy    + faker                 + nox
  + packaging    + pre-commit     + flake8-annotations    + pytest
  + pytest-cov   + sphinx
- research dependencies
  + numpy        + pyty
- transient dependencies
  + astpretty    + atomicwrites   + bleach                + chardet
  + colorlog     + darglint       + flake8-comprehensions + gitpython
  + identify     + ipykernel      + ipython               + jedi
  + jinja2       + jupyter-client + jupyter-core          + mako
  + nbformat     + nest-asyncio   + notebook              + parso
  + pluggy       + prompt-toolkit + ptyprocess            + pygments
  + pyyaml       + pyzmq          + requests              + smmap
  + terminado    + textfixtures   + snowballstemmer       + typed-ast
  + urllib3      + virtualenv

- fix SQL statements written in raw text
2021-02-04 13:12:47 +01:00
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
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
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
0c1ff5338d
Check if predict_at/day is in .totals
- this is a minor sanity check
2021-01-24 18:40:08 +01:00
84876047c1
Return the resulting time series as pd.Series 2021-01-10 16:11:40 +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