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STAX: Automated Time Series Forecasting Tool

portfolio_view

Install

python setup.py install

Command Line Interface

python -m stax [-h] table column frequency output
Argument Definition
table The csv file with the time series data
column Which column to forecast
frequency Use daily or monthly data
output Full directory for JSON results

Example Command

python -m stax ./data/airline-passengers.csv Passengers monthly airline-passengers-result.json

Example Results

You can call python -m stax.plot on a json result file to create matplotlib visualizations.

portfolio_view

portfolio_view

portfolio_view

portfolio_view

Example Output

{
    "meta": {
        "train": {
            "values": [
                112,
                ...
                407
            ]
        },
        "test": {
            "values": [
                362,
                405,
                ...
                432
            ]
        }
    },
    "models": {
        "ARIMA": {
            "model": "ARIMA",
            "test_predictions": [
                363.2909859213608,
                369.8852769813491,
                ...
                484.92738208204236
            ],
            "test_confidence_intervals": [
                [
                    323.8192989290492,
                    402.7626729136724
                ],
                ...
            ],
            "test_mean_absoloute_percent_error": 0.0949
        },
        "ExponentialSmoothing": {
            "model": "TripleExponentialSmoothing",
            "test_predictions": [
                343.11984637306654,
                ...
            ],
            "test_confidence_intervals": null,
            "test_mean_absoloute_percent_error": 0.0786
        }
    }
}

Webhook Server with Redis

  1. Run the redis server
  2. Spin up redis queue workers
  3. Start the webhook server