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updated code to point to right dataset

main
othepjavier@gmail.com 2021-02-05 14:53:32 +08:00
parent e67d9c4df3
commit d93fe53a7d
6 changed files with 10 additions and 27 deletions
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1
.gitignore vendored
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@ -1,3 +1,4 @@
data/m5/
_build/
.DS_Store
# Byte-compiled / optimized / DLL files

2
04_GrangerCausality/04_GrangerCausality.ipynb
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@ -968,7 +968,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.8.3"
"version": "3.7.4"
}
},
"nbformat": 4,

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08_WinningestMethods/lightgbm_jena_forecasting.ipynb
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},
{
"cell_type": "code",
"execution_count": 6,
"execution_count": 1,
"metadata": {
"id": "floWkFlxOfUs"
},

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08_WinningestMethods/lightgbm_m5_forecasting.ipynb
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@ -30,30 +30,11 @@
},
{
"cell_type": "code",
"execution_count": 5,
"execution_count": 1,
"metadata": {
"id": "floWkFlxOfUs"
},
"outputs": [
{
"ename": "FileNotFoundError",
"evalue": "[Errno 2] File b'../data/calendar.csv' does not exist: b'../data/calendar.csv'",
"output_type": "error",
"traceback": [
"\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
"\u001b[0;31mFileNotFoundError\u001b[0m Traceback (most recent call last)",
"\u001b[0;32m<ipython-input-5-29e493f745e1>\u001b[0m in \u001b[0;36m<module>\u001b[0;34m\u001b[0m\n\u001b[1;32m 9\u001b[0m \u001b[0mdate_list\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0;34m[\u001b[0m\u001b[0md\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mstrftime\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m'%Y-%m-%d'\u001b[0m\u001b[0;34m)\u001b[0m \u001b[0;32mfor\u001b[0m \u001b[0md\u001b[0m \u001b[0;32min\u001b[0m \u001b[0mpd\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mdate_range\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mstart\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0;34m'2011-01-29'\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mend\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0;34m'2016-04-24'\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 10\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m---> 11\u001b[0;31m \u001b[0mdf_calendar\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mpd\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mread_csv\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m'../data/calendar.csv'\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 12\u001b[0m \u001b[0mdf_price\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mpd\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mread_csv\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m'../data/m5/sell_prices.csv'\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 13\u001b[0m \u001b[0mdf_sales\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mpd\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mread_csv\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m'../data/m5/sales_train_validation.csv'\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
"\u001b[0;32m~/anaconda3/lib/python3.7/site-packages/pandas/io/parsers.py\u001b[0m in \u001b[0;36mparser_f\u001b[0;34m(filepath_or_buffer, sep, delimiter, header, names, index_col, usecols, squeeze, prefix, mangle_dupe_cols, dtype, engine, converters, true_values, false_values, skipinitialspace, skiprows, skipfooter, nrows, na_values, keep_default_na, na_filter, verbose, skip_blank_lines, parse_dates, infer_datetime_format, keep_date_col, date_parser, dayfirst, cache_dates, iterator, chunksize, compression, thousands, decimal, lineterminator, quotechar, quoting, doublequote, escapechar, comment, encoding, dialect, error_bad_lines, warn_bad_lines, delim_whitespace, low_memory, memory_map, float_precision)\u001b[0m\n\u001b[1;32m 683\u001b[0m )\n\u001b[1;32m 684\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 685\u001b[0;31m \u001b[0;32mreturn\u001b[0m \u001b[0m_read\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mfilepath_or_buffer\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mkwds\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 686\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 687\u001b[0m \u001b[0mparser_f\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m__name__\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mname\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
"\u001b[0;32m~/anaconda3/lib/python3.7/site-packages/pandas/io/parsers.py\u001b[0m in \u001b[0;36m_read\u001b[0;34m(filepath_or_buffer, kwds)\u001b[0m\n\u001b[1;32m 455\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 456\u001b[0m \u001b[0;31m# Create the parser.\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 457\u001b[0;31m \u001b[0mparser\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mTextFileReader\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mfp_or_buf\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m**\u001b[0m\u001b[0mkwds\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 458\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 459\u001b[0m \u001b[0;32mif\u001b[0m \u001b[0mchunksize\u001b[0m \u001b[0;32mor\u001b[0m \u001b[0miterator\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
"\u001b[0;32m~/anaconda3/lib/python3.7/site-packages/pandas/io/parsers.py\u001b[0m in \u001b[0;36m__init__\u001b[0;34m(self, f, engine, **kwds)\u001b[0m\n\u001b[1;32m 893\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0moptions\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;34m\"has_index_names\"\u001b[0m\u001b[0;34m]\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mkwds\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;34m\"has_index_names\"\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 894\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 895\u001b[0;31m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_make_engine\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mengine\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 896\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 897\u001b[0m \u001b[0;32mdef\u001b[0m \u001b[0mclose\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
"\u001b[0;32m~/anaconda3/lib/python3.7/site-packages/pandas/io/parsers.py\u001b[0m in \u001b[0;36m_make_engine\u001b[0;34m(self, engine)\u001b[0m\n\u001b[1;32m 1133\u001b[0m \u001b[0;32mdef\u001b[0m \u001b[0m_make_engine\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mengine\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;34m\"c\"\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 1134\u001b[0m \u001b[0;32mif\u001b[0m \u001b[0mengine\u001b[0m \u001b[0;34m==\u001b[0m \u001b[0;34m\"c\"\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m-> 1135\u001b[0;31m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_engine\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mCParserWrapper\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mf\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m**\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0moptions\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 1136\u001b[0m \u001b[0;32melse\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 1137\u001b[0m \u001b[0;32mif\u001b[0m \u001b[0mengine\u001b[0m \u001b[0;34m==\u001b[0m \u001b[0;34m\"python\"\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
"\u001b[0;32m~/anaconda3/lib/python3.7/site-packages/pandas/io/parsers.py\u001b[0m in \u001b[0;36m__init__\u001b[0;34m(self, src, **kwds)\u001b[0m\n\u001b[1;32m 1915\u001b[0m \u001b[0mkwds\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;34m\"usecols\"\u001b[0m\u001b[0;34m]\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0musecols\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 1916\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m-> 1917\u001b[0;31m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_reader\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mparsers\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mTextReader\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0msrc\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m**\u001b[0m\u001b[0mkwds\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 1918\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0munnamed_cols\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_reader\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0munnamed_cols\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 1919\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n",
"\u001b[0;32mpandas/_libs/parsers.pyx\u001b[0m in \u001b[0;36mpandas._libs.parsers.TextReader.__cinit__\u001b[0;34m()\u001b[0m\n",
"\u001b[0;32mpandas/_libs/parsers.pyx\u001b[0m in \u001b[0;36mpandas._libs.parsers.TextReader._setup_parser_source\u001b[0;34m()\u001b[0m\n",
"\u001b[0;31mFileNotFoundError\u001b[0m: [Errno 2] File b'../data/calendar.csv' does not exist: b'../data/calendar.csv'"
]
}
],
"outputs": [],
"source": [
"import numpy as np\n",
"import pandas as pd\n",
@ -65,9 +46,9 @@
"\n",
"date_list = [d.strftime('%Y-%m-%d') for d in pd.date_range(start = '2011-01-29', end = '2016-04-24')]\n",
"\n",
"df_calendar = pd.read_csv('datasets/m5/calendar.csv')\n",
"df_price = pd.read_csv('datasets/m5/sell_prices.csv')\n",
"df_sales = pd.read_csv('datasets/m5/sales_train_validation.csv')"
"df_calendar = pd.read_csv('../data/m5/calendar.csv')\n",
"df_price = pd.read_csv('../data/m5/sell_prices.csv')\n",
"df_sales = pd.read_csv('../data/m5/sales_train_validation.csv')"
]
},
{

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08_WinningestMethods/lightgbm_m5_tuning.ipynb
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@ -47,7 +47,7 @@
"\n",
"date_list = [d.strftime('%Y-%m-%d') for d in pd.date_range(start = '2011-01-29', end = '2016-04-24')]\n",
"\n",
"df_sales = pd.read_csv('datasets/m5/sales_train_validation.csv')\n",
"df_sales = pd.read_csv('../data/m5/sales_train_validation.csv')\n",
"df_sales.rename(columns = dict(zip(df_sales.columns[6:], date_list)), inplace = True)\n",
"\n",
"df_sales_total_by_store = df_sales.groupby(['store_id']).sum()\n",

1
_toc.yml
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@ -6,6 +6,7 @@
- file: 01_AutoRegressiveIntegratedMovingAverage/01_AutoRegressiveIntegratedMovingAverage
- file: 02_LinearForecastingTrendandMomentumForecasting/02_LinearTrendandMomentumForecasting
- file: 03_VectorAutoregressiveModels/03_VectorAutoregressiveMethods
- file: 04_GrangerCausality/04_GrangerCausality
- file: 05_SimplexandSmapProjections/Chapter 5 - Empirical Dynamic Modelling (Simplex and SMap_Projections)
- file: 06_ConvergentCrossMappingandSugiharaCausality/ccm_sugihara
sections: