From d507d5113662633941e9b62574e5f7f0ca7c9090 Mon Sep 17 00:00:00 2001 From: frasu Date: Sun, 13 Apr 2025 12:58:36 +0000 Subject: [PATCH] src/delta_barth/analysis/forecast.py aktualisiert --- src/delta_barth/analysis/forecast.py | 40 +++++++++++++++------------- 1 file changed, 22 insertions(+), 18 deletions(-) diff --git a/src/delta_barth/analysis/forecast.py b/src/delta_barth/analysis/forecast.py index 87396a3..a9cf701 100644 --- a/src/delta_barth/analysis/forecast.py +++ b/src/delta_barth/analysis/forecast.py @@ -208,7 +208,17 @@ def _process_sales( df_cust["jahr"] = df_cust[DATE_FEAT].dt.year df_cust["monat"] = df_cust[DATE_FEAT].dt.month - monthly_sum = df_cust.groupby(["jahr", "monat"])[SALES_FEAT].sum().reset_index() + current_year = datetime.now().year + current_month = datetime.now().month + years = range(df_cust["jahr"].min(), current_year + 1) + + old_monthly_sum = df_cust.groupby(["jahr", "monat"])[SALES_FEAT].sum().reset_index() + + all_month_year_combinations = pd.DataFrame( + [(year, month) for year in years for month in range(1, 13) if (year < current_year or (year == current_year and month <= current_month))], columns=["jahr", "monat"] + ) + + monthly_sum = pd.merge(all_month_year_combinations, old_monthly_sum, on=["jahr", "monat"], how='left') monthly_sum[DATE_FEAT] = ( monthly_sum["monat"].astype(str) + "." + monthly_sum["jahr"].astype(str) ) @@ -228,7 +238,7 @@ def _process_sales( # Randomized Search kfold = KFold(n_splits=5, shuffle=True) params: ParamSearchXGBRegressor = { - "n_estimators": scipy.stats.poisson(mu=1000), + "n_estimators": scipy.stats.poisson(mu=100), "learning_rate": [0.03, 0.04, 0.05], "max_depth": range(2, 9), "min_child_weight": range(1, 5), @@ -245,35 +255,29 @@ def _process_sales( best_score_r2: float | None = None best_start_year: int | None = None too_few_month_points: bool = True - # forecast: pd.DataFrame | None = None - # TODO: write routine to pad missing values in datetime row - # TODO problem: continuous timeline expected, but values can be empty for multiple months - # TODO: therefore, stepping with fixed value n does not result in timedelta of n episodes - # Option A: pad data frame with zero values --> could impede forecast algorithm - # Option B: calculate next index based on timedelta + dates = cast(pd.DatetimeIndex, monthly_sum.index) # print("dates: ", dates) - # ?? --- new: use monthly basis for time windows # baseline: 3 years - 36 months starting_date = datetime.datetime.now() - relativedelta(months=36) - # starting_date = dates.max() - relativedelta(months=36) - start_index = next( - (i for i, date in enumerate(dates) if date >= starting_date), len(dates) - 1 + + target_index, succ = next( + ((i, True) for i, date in enumerate(dates) if date >= starting_date), (len(dates) - 1, False) ) - print("start idx: ", start_index, "length dates: ", len(dates)) + # print("start idx: ", target_index, "length dates: ", len(dates)) for add_year, date_idx in enumerate(range(start_index, -1, -12)): - print("date_idx: ", date_idx) + # print("date_idx: ", date_idx) first_date = dates[date_idx] - print("first date: ", first_date) + # print("first date: ", first_date) split_date = dates[-6] train = cast( pd.DataFrame, monthly_sum.loc[first_date:split_date].copy(), # type: ignore ) - print(train) - print("Length train: ", len(train)) + # print(train) + # print("Length train: ", len(train)) test = cast( pd.DataFrame, monthly_sum.loc[split_date:].copy(), # type: ignore @@ -284,7 +288,7 @@ def _process_sales( # ?? --- new: adapted condition to fit new for-loop # test set size fixed at 6 --> first iteration: baseline - 6 entries # for each new year 10 new data points needed - if len(train) >= 30 + 10 * add_year: + if len(train[train[SALES_FEAT] > 0]) >= 30 + 10 * add_year: too_few_month_points = False rand = RandomizedSearchCV(