sktime | A unified framework for machine learning with time series | Machine Learning library

 by   alan-turing-institute Python Version: v0.11.2 License: BSD-3-Clause

kandi X-RAY | sktime Summary

kandi X-RAY | sktime Summary

sktime is a Python library typically used in Institutions, Learning, Education, Artificial Intelligence, Machine Learning, Deep Learning applications. sktime has no bugs, it has no vulnerabilities, it has build file available, it has a Permissive License and it has medium support. You can install using 'pip install sktime' or download it from GitHub, PyPI.

A unified interface for machine learning with time series.
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              sktime has a medium active ecosystem.
              It has 5246 star(s) with 842 fork(s). There are 110 watchers for this library.
              OutlinedDot
              It had no major release in the last 12 months.
              There are 314 open issues and 724 have been closed. On average issues are closed in 42 days. There are 90 open pull requests and 0 closed requests.
              It has a neutral sentiment in the developer community.
              The latest version of sktime is v0.11.2

            kandi-Quality Quality

              sktime has 0 bugs and 0 code smells.

            kandi-Security Security

              sktime has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.
              sktime code analysis shows 0 unresolved vulnerabilities.
              There are 0 security hotspots that need review.

            kandi-License License

              sktime is licensed under the BSD-3-Clause License. This license is Permissive.
              Permissive licenses have the least restrictions, and you can use them in most projects.

            kandi-Reuse Reuse

              sktime releases are available to install and integrate.
              Deployable package is available in PyPI.
              Build file is available. You can build the component from source.
              Installation instructions, examples and code snippets are available.
              sktime saves you 12754 person hours of effort in developing the same functionality from scratch.
              It has 53792 lines of code, 2624 functions and 545 files.
              It has high code complexity. Code complexity directly impacts maintainability of the code.

            Top functions reviewed by kandi - BETA

            kandi has reviewed sktime and discovered the below as its top functions. This is intended to give you an instant insight into sktime implemented functionality, and help decide if they suit your requirements.
            • Load a DataFrame from a TS file .
            • Plot critical difference .
            • Transform X into numpy array .
            • Fit the biases for multiple timeseries .
            • Fit the biases .
            • Return all available estimators .
            • Plot a critical difference diagram .
            • Load a TSF file into a pandas DataFrame .
            • Fit the estimator based on distance measures .
            • Fit the spline curve .
            Get all kandi verified functions for this library.

            sktime Key Features

            No Key Features are available at this moment for sktime.

            sktime Examples and Code Snippets

            Compilation
            Pythondot img1Lines of Code : 2dot img1License : Strong Copyleft (GPL-3.0)
            copy iconCopy
            python setup.py install
            
            pip install -r requirements.txt
              

            Community Discussions

            QUESTION

            Inconsistant prediction range settings in sktime
            Asked 2022-Mar-31 at 16:41

            I noticed an inconsistency in specifying the prediction intervals for different kind of algorithms - AutoETS and AutoARIMA. I'm not sure if this is a bug or a feature.

            ...

            ANSWER

            Answered 2022-Mar-31 at 16:41

            Known bug in version 0.10.X (intervals should get wider as coverage gets larger), should be fixed in 0.11.0, see https://github.com/alan-turing-institute/sktime/discussions/2334

            Source https://stackoverflow.com/questions/71545912

            QUESTION

            Feature importance or model summary in sktime
            Asked 2022-Mar-21 at 09:35

            I'm going through the documentation of the sktime package. One thing I just cannot find is the feature importance (that we'd get with sklearn models) or model summary (like the one we can obtain from statsmodels). Is it something that is just not implemented yet?

            It seems that this functionality is implemented for models like AutoETS or AutoARIMA.

            ...

            ANSWER

            Answered 2022-Mar-21 at 09:35

            Ok, I was able to solve it myself. I'm really glad the functionality is there!

            The source code for ForecastingPipeline indicates that an instance of this class has an attribute steps_ - it holds the fitted instance of the model in a pipeline.

            Source https://stackoverflow.com/questions/71545626

            QUESTION

            ModuleNotFoundError: No module named 'sktime.transformers'
            Asked 2022-Feb-22 at 19:44

            I tried importing

            ...

            ANSWER

            Answered 2022-Feb-10 at 06:01

            I ran into a similar problem. They have moved the actual location of the module in the library. Trying this path should fix the issue you have:

            from sktime.transformations.panel.rocket import Rocket

            Source https://stackoverflow.com/questions/70305003

            QUESTION

            How to know from which interval of the input the features used in sktime's TimeSeriesForestClassifier are calculated
            Asked 2021-Dec-04 at 01:20

            I used the sktime library's TimeSeriesForestClassifier class to perform multivariate time series classification.

            The code is as follows

            ...

            ANSWER

            Answered 2021-Dec-04 at 01:20

            You can get the intervals (start and end index) for each tree of the ensemble from:

            Source https://stackoverflow.com/questions/70212188

            QUESTION

            Save an object with pickle which is returned by function
            Asked 2021-Oct-01 at 07:10

            How can I save the model which is returned from the function regarding the defined method class? I would like to make the same wrapper for many classes similar to (in my case) Rocket class.

            The code below produces an error: Can't pickle local object 'sktime_wrapper..SKtimeWrapper'

            ...

            ANSWER

            Answered 2021-Oct-01 at 07:10

            Following the answers section, I managed to make it work! I hope somebody finds this useful. The trick is to use __reduce__() function.

            Bellow is a working example. Beware that the object must be initialized before saving.

            Source https://stackoverflow.com/questions/69392199

            QUESTION

            Failure to predict with ETS
            Asked 2021-Jul-10 at 23:14

            Very good morning to all. I am trying to make a prediction using ETS.

            I have the following code:

            ...

            ANSWER

            Answered 2021-Jul-10 at 23:14

            It is not an error as such ... I am not an expert on the subject, but the short answer is: "It is due to the data set you have".

            The long answer is better with an example ... imagine for a moment that you have another set of data. If you agree they could be:

            Source https://stackoverflow.com/questions/68295964

            QUESTION

            ImportError: cannot import name 'ReducedRegressionForecaster' from 'sktime.forecasting.compose'
            Asked 2021-Mar-18 at 15:01
            from sktime.forecasting.compose import ReducedRegressionForecaster
            
            ...

            ANSWER

            Answered 2021-Mar-18 at 11:28

            Thats because that doesn't exist.

            https://github.com/alan-turing-institute/sktime/blob/master/sktime/forecasting/compose/__init__.py

            Thats not exported by the librray. Perhaps you wanted

            RegressionForcaster or RecursiveRegressionForecaster

            Source https://stackoverflow.com/questions/66689654

            QUESTION

            How to use SlidingWindowSplitter in sktime
            Asked 2021-Mar-04 at 18:56

            I need to fit ARIMA model from sktime package. I want to use SlidingWindowSplitter from sktime.forecasting.model_selection but I don really understand how it works. If I wanted to fit a simple ARIMA I would do this

            ...

            ANSWER

            Answered 2021-Mar-04 at 18:56

            QUESTION

            sktime ARIMA invalid frequency
            Asked 2021-Feb-20 at 13:22

            I try to fit ARIMA model from sktime package. I import some dataset and convert it to pandas series. Then I fit the model on the train sample and when I try to predict the error occurs.

            ...

            ANSWER

            Answered 2021-Feb-20 at 13:22

            I get a different error: ValueError: ``unit`` missing, possibly due to version difference. Anyhow, I'd say it is better to have your dataframe's index as pd.PeriodIndex instead of pd.DatetimeIndex. The former is I think more explicit (e.g. monthly series has its time-steps as periods not exact dates) and works more smoothly. So after reading the csv,

            Source https://stackoverflow.com/questions/66278986

            QUESTION

            Why is an older version of sktime getting installed using pip?
            Asked 2021-Jan-10 at 04:30

            I'm trying to install sktime using pip. The latest version in pypi is 0.5.1, however when I install 0.4.3 gets installed. I tried installing using pip3 install sktime==0.5.1, it throws error

            ...

            ANSWER

            Answered 2021-Jan-10 at 00:18

            For future users, relevant details from chat:

            Source https://stackoverflow.com/questions/65648658

            Community Discussions, Code Snippets contain sources that include Stack Exchange Network

            Vulnerabilities

            No vulnerabilities reported

            Install sktime

            For trouble shooting and detailed installation instructions, see the documentation.
            Operating system: macOS X · Linux · Windows 8.1 or higher
            Python version: Python 3.7, 3.8 and 3.9 (only 64 bit)
            Package managers: pip · conda (via conda-forge)

            Support

            New to sktime? Here's everything you need to know!. Example notebooks to play with in your browser. How to use sktime and its features. How to build your own estimator using sktime's API. The detailed reference for sktime's API. Our video tutorial from the 2020 PyData Festival. Changes and version history. sktime's software and community development plan. A list of related software.
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