urban-meal-delivery/src/urban_meal_delivery/forecasts/__init__.py
Alexander Hess 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

29 lines
1.5 KiB
Python

"""Demand forecasting utilities.
This sub-package is divided into further sub-packages and modules as follows:
`methods` contains various time series related statistical methods, implemented
as plain `function` objects that are used to predict into the future given a
time series of historic order counts. The methods are context-agnostic, meaning
that they only take and return `pd.Series/DataFrame`s holding numbers and
are not concerned with how these numbers were generated or what they mean.
Some functions, like `arima.predict()` or `ets.predict()` wrap functions called
in R using the `rpy2` library. Others, like `extrapolate_season.predict()`, are
written in plain Python.
`timify` defines an `OrderHistory` class that abstracts away the communication
with the database and provides `pd.Series` objects with the order counts that
are fed into the `methods`. In particular, it uses SQL statements behind the
scenes to calculate the historic order counts on a per-`Pixel` level. Once the
data is loaded from the database, an `OrderHistory` instance provides various
ways to slice out, or generate, different kinds of order time series (e.g.,
"horizontal" vs. "vertical" time series).
`models` defines various forecasting `*Model`s that combine a given kind of
time series with one of the forecasting `methods`. For example, the ETS method
applied to a horizontal time series is implemented in the `HorizontalETSModel`.
"""
from urban_meal_delivery.forecasts import methods
from urban_meal_delivery.forecasts import models
from urban_meal_delivery.forecasts import timify