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Time #37

Merged
merged 50 commits into from
Feb 6, 2024
Merged

Time #37

merged 50 commits into from
Feb 6, 2024

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AlxdrPolyakov
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EgorKraevTransferwise and others added 30 commits November 6, 2023 12:18
@EgorKraevTransferwise
First mild code refactors towards time series handling
d96c39c
@EgorKraevTransferwise
Factor heuristic preselection of candidates into a separate class. Al…
05bfd57 
…l tests pass.
@EgorKraevTransferwise
More small steps towards time series. All tests pass.
f285f7f
@EgorKraevTransferwise
More small steps towards time series. All tests pass.
fd2b06d
@EgorKraevTransferwise
Make heuristic pre-selection incremental. All tests pass.
67b57c7
@EgorKraevTransferwise
First rough cut of time series; its test fails (commented out), all o…
2d911fc 
…ther tests still pass.
@EgorKraevTransferwise
Time series regression runs without exceptions, but detected segments…
316c61e 
… look wrong. All other tests pass.
@EgorKraevTransferwise
First working-ish version of time series-aware Wise Pizza.
22c4563 
Basic test passes, all old tests pass.
@AlxdrPolyakov
Update __init__.py
a9fc54f
@EgorKraevTransferwise
Merge branch 'main' of https://github.com/transferwise/wise-pizza int…
5772636 
…o time

# Conflicts:
#	wise_pizza/explain.py
@EgorKraevTransferwise
Post-merge commit
0661e3d
@EgorKraevTransferwise
First OK-ish cut of TS graph, not great so far
27146b5
@EgorKraevTransferwise
Merge branch 'time' of https://github.com/transferwise/wise-pizza int…
c5a33db 
…o time

# Conflicts:
#	wise_pizza/__init__.py
@EgorKraevTransferwise
Graph starts to look better, basis still very primitive
249184e
@EgorKraevTransferwise
A pretty decent cut with the OMP solver
2f8de41
@EgorKraevTransferwise
An OK cut of plotting for TS; plotting for active customers still TBD
a19a599
@EgorKraevTransferwise
Much nicer plotting
22074e2
@EgorKraevTransferwise
Simple fixes to address memory issues for TS; not enough:)
f60db71
@EgorKraevTransferwise
Refactor plotting prior to doing joint fit for TS weights and totals.
b709785
@EgorKraevTransferwise
more refactor
602cacb
@EgorKraevTransferwise
Nice joint plotting of weights, avgs and totals
d755e6a
@EgorKraevTransferwise
Legend fix
5cc9abd
@EgorKraevTransferwise
A failed attempt to use fitted weights for volume forecasting
7c69690
@EgorKraevTransferwise
Refactor to limit memory consumption for TS
6fc6512
@EgorKraevTransferwise
Optimized memory consumption for higher depths
1eec9fd
@EgorKraevTransferwise
Fixes to pass tests
a3112de
@EgorKraevTransferwise
Comment out numba usage, didn't seem to help
5ba96d0
@EgorKraevTransferwise
Refactor TS plotting in preparation for log fits
f2acc61
@EgorKraevTransferwise
Kinda working cut of fitting weights in rescaled space.
f6f1f46 
Impacts of segments still broken
@EgorKraevTransferwise
Factor transforms into separate class, segment contributions still br…
5ff4b55 
…oken
EgorKraevTransferwise and others added 20 commits January 17, 2024 11:20
@EgorKraevTransferwise
Fitting in transformed space appears to actually work
fcd84b9
@EgorKraevTransferwise
A shot at log space fitting for totals too, broken so far
e300846
@EgorKraevTransferwise
Combine plots for segments that are identical except for time profile
5ace523
@EgorKraevTransferwise
Consistent fitting in log space almost works, only green segment line…
37a81fe 
…s look broken
@EgorKraevTransferwise
Move segment impact to right y axis
65fdec8
@EgorKraevTransferwise
Pre-forecasting snapshot; fitting both weights and avgs works, fittin…
43b06b0 
…g only weights fails mysteriously
@EgorKraevTransferwise
Add a fit_sizes parameter, fitting of growth data works both with it …
f645911 
…on and off.
@EgorKraevTransferwise
Fix index type of extended basis
a014ac0
@EgorKraevTransferwise
predict() runs without exceptions
e1290fe
@EgorKraevTransferwise
Minor refactors on the way to plotting predictions. Fits both with an…
31281af 
…d without fitting weights run fine.
@EgorKraevTransferwise
Snapshot of prediction plotting. Plot displays but is garbage.
e1135d7
@EgorKraevTransferwise
Plotting approaches reasonable, only a bit of a jump in the transition
bed7748
@EgorKraevTransferwise
Pretty decent cut of forecasting w/o weights
287d0d7
@EgorKraevTransferwise
First cut of blending log transform with forecasting. Plots still ver…
46955fb 
…y suspect.
@EgorKraevTransferwise
Tidy up the plotting data interface, fix nan scaling bug. Predict wit…
625c6a6 
…h identity transform works.
@EgorKraevTransferwise
Added weights TS to avg-only TS fit. Usage of external weights still …
38742e6 
…broken.
@EgorKraevTransferwise
External weights seem to work OK now, plots pretty.
38a7c33
@EgorKraevTransferwise
Forecasting with given future weights definitely works
c271b58
added plot_is_static, colors, timeseries notebook
70b0b97
added scale for impact line
e2cc8c2
@AlxdrPolyakov AlxdrPolyakov merged commit 3bf293a into main Feb 6, 2024
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2 participants
@AlxdrPolyakov @EgorKraevTransferwise