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This python script will perform the neural-prophet forecast based on the historical input received from IoT device.
################################################
#### Written By: SATYAKI DE ####
#### Written On: 19-Feb-2022 ####
#### Modified On 21-Feb-2022 ####
#### ####
#### Objective: This python script will ####
#### perform the neural-prophet forecast ####
#### based on the historical input received ####
#### from IoT device. ####
################################################
# We keep the setup code in a different class as shown below.
from clsConfig import clsConfig as cf
import psutil
import os
import pandas as p
import json
import datetime
from neuralprophet import NeuralProphet, set_log_level
from neuralprophet import set_random_seed
from neuralprophet.benchmark import Dataset, NeuralProphetModel, SimpleExperiment, CrossValidationExperiment
import time
import clsL as cl
import matplotlib.pyplot as plt
###############################################
### Global Section ###
###############################################
# Initiating Log class
l = cl.clsL()
set_random_seed(10)
set_log_level("ERROR", "INFO")
###############################################
### End of Global Section ###
###############################################
class clsPredictIonIoT:
def __init__(self):
self.sleepTime = int(cf.conf['sleepTime'])
self.event1 = cf.conf['event1']
self.event2 = cf.conf['event2']
def forecastSeries(self, inputDf):
try:
sleepTime = self.sleepTime
event1 = self.event1
event2 = self.event2
df = inputDf
print('IoTData: ')
print(df)
## user specified events
# history events
SummerEnd = p.DataFrame(event1)
LongWeekend = p.DataFrame(event2)
dfEvents = p.concat((SummerEnd, LongWeekend))
# NeuralProphet Object
# Adding events
m = NeuralProphet(loss_func="MSE")
# set the model to expect these events
m = m.add_events(["SummerEnd", "LongWeekend"])
# create the data df with events
historyDf = m.create_df_with_events(df, dfEvents)
# fit the model
metrics = m.fit(historyDf, freq="D")
# forecast with events known ahead
futureDf = m.make_future_dataframe(df=historyDf, events_df=dfEvents, periods=365, n_historic_predictions=len(df))
forecastDf = m.predict(df=futureDf)
events = forecastDf[(forecastDf['event_SummerEnd'].abs() + forecastDf['event_LongWeekend'].abs()) > 0]
events.tail()
## plotting forecasts
fig = m.plot(forecastDf)
## plotting components
figComp = m.plot_components(forecastDf)
## plotting parameters
figParam = m.plot_parameters()
#################################
#### Train & Test Evaluation ####
#################################
m = NeuralProphet(seasonality_mode= "multiplicative", learning_rate = 0.1)
dfTrain, dfTest = m.split_df(df=df, freq="MS", valid_p=0.2)
metricsTrain = m.fit(df=dfTrain, freq="MS")
metricsTest = m.test(df=dfTest)
print('metricsTest:: ')
print(metricsTest)
# Predict Into Future
metricsTrain2 = m.fit(df=df, freq="MS")
futureDf = m.make_future_dataframe(df, periods=24, n_historic_predictions=48)
forecastDf = m.predict(futureDf)
fig = m.plot(forecastDf)
# Visualize training
m = NeuralProphet(seasonality_mode="multiplicative", learning_rate=0.1)
dfTrain, dfTest = m.split_df(df=df, freq="MS", valid_p=0.2)
metrics = m.fit(df=dfTrain, freq="MS", validation_df=dfTest, plot_live_loss=True)
print('Tail of Metrics: ')
print(metrics.tail(1))
######################################
#### Time-series Cross-Validation ####
######################################
METRICS = ['SmoothL1Loss', 'MAE', 'RMSE']
params = {"seasonality_mode": "multiplicative", "learning_rate": 0.1}
folds = NeuralProphet(**params).crossvalidation_split_df(df, freq="MS", k=5, fold_pct=0.20, fold_overlap_pct=0.5)
metricsTrain = p.DataFrame(columns=METRICS)
metricsTest = p.DataFrame(columns=METRICS)
for dfTrain, dfTest in folds:
m = NeuralProphet(**params)
train = m.fit(df=dfTrain, freq="MS")
test = m.test(df=dfTest)
metricsTrain = metricsTrain.append(train[METRICS].iloc[-1])
metricsTest = metricsTest.append(test[METRICS].iloc[-1])
print('Stats: ')
dfStats = metricsTest.describe().loc[["mean", "std", "min", "max"]]
print(dfStats)
####################################
#### Using Benchmark Framework ####
####################################
print('Starting extracting result set for Benchmark:')
ts = Dataset(df = df, name = "thermoStatsCPUUsage", freq = "MS")
params = {"seasonality_mode": "multiplicative"}
exp = SimpleExperiment(
model_class=NeuralProphetModel,
params=params,
data=ts,
metrics=["MASE", "RMSE"],
test_percentage=25,
)
resultTrain, resultTest = exp.run()
print('Test result for Benchmark:: ')
print(resultTest)
print('Finished extracting result test for Benchmark!')
####################################
#### Cross Validate Experiment ####
####################################
print('Starting extracting result set for Corss-Validation:')
ts = Dataset(df = df, name = "thermoStatsCPUUsage", freq = "MS")
params = {"seasonality_mode": "multiplicative"}
exp_cv = CrossValidationExperiment(
model_class=NeuralProphetModel,
params=params,
data=ts,
metrics=["MASE", "RMSE"],
test_percentage=10,
num_folds=3,
fold_overlap_pct=0,
)
resultTrain, resultTest = exp_cv.run()
print('resultTest for Cross Validation:: ')
print(resultTest)
print('Finished extracting result test for Corss-Validation!')
######################################################
#### 3-Phase Train, Test & Validation Experiment ####
######################################################
print('Starting 3-phase Train, Test & Validation Experiment!')
m = NeuralProphet(seasonality_mode= "multiplicative", learning_rate = 0.1)
# create a test holdout set:
dfTrainVal, dfTest = m.split_df(df=df, freq="MS", valid_p=0.2)
# create a validation holdout set:
dfTrain, dfVal = m.split_df(df=dfTrainVal, freq="MS", valid_p=0.2)
# fit a model on training data and evaluate on validation set.
metricsTrain1 = m.fit(df=dfTrain, freq="MS")
metrics_val = m.test(df=dfVal)
# refit model on training and validation data and evaluate on test set.
metricsTrain2 = m.fit(df=dfTrainVal, freq="MS")
metricsTest = m.test(df=dfTest)
metricsTrain1["split"] = "train1"
metricsTrain2["split"] = "train2"
metrics_val["split"] = "validate"
metricsTest["split"] = "test"
metrics_stat = metricsTrain1.tail(1).append([metricsTrain2.tail(1), metrics_val, metricsTest]).drop(columns=['RegLoss'])
print('Metrics Stat:: ')
print(metrics_stat)
# Train, Cross-Validate and Cross-Test evaluation
METRICS = ['SmoothL1Loss', 'MAE', 'RMSE']
params = {"seasonality_mode": "multiplicative", "learning_rate": 0.1}
crossVal, crossTest = NeuralProphet(**params).double_crossvalidation_split_df(df, freq="MS", k=5, valid_pct=0.10, test_pct=0.10)
metricsTrain1 = p.DataFrame(columns=METRICS)
metrics_val = p.DataFrame(columns=METRICS)
for dfTrain1, dfVal in crossVal:
m = NeuralProphet(**params)
train1 = m.fit(df=dfTrain, freq="MS")
val = m.test(df=dfVal)
metricsTrain1 = metricsTrain1.append(train1[METRICS].iloc[-1])
metrics_val = metrics_val.append(val[METRICS].iloc[-1])
metricsTrain2 = p.DataFrame(columns=METRICS)
metricsTest = p.DataFrame(columns=METRICS)
for dfTrain2, dfTest in crossTest:
m = NeuralProphet(**params)
train2 = m.fit(df=dfTrain2, freq="MS")
test = m.test(df=dfTest)
metricsTrain2 = metricsTrain2.append(train2[METRICS].iloc[-1])
metricsTest = metricsTest.append(test[METRICS].iloc[-1])
mtrain2 = metricsTrain2.describe().loc[["mean", "std"]]
print('Train 2 Stats:: ')
print(mtrain2)
mval = metrics_val.describe().loc[["mean", "std"]]
print('Validation Stats:: ')
print(mval)
mtest = metricsTest.describe().loc[["mean", "std"]]
print('Test Stats:: ')
print(mtest)
return 0
except Exception as e:
x = str(e)
print('Error: ', x)
return 1
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