In the repository we test auto-ml python packages with focus on time-series forecasting
Packages
- Facebook Prophet (https://github.com/facebook/prophet)
- PyFlux (https://github.com/RJT1990/pyflux)
- Pyramid (https://github.com/tgsmith61591/pyramid)
- PyAF (https://github.com/antoinecarme/pyaf)
- pydlm (https://github.com/wwrechard/pydlm)
- Auto-sklearn (https://github.com/automl/auto-sklearn)
- auto-ml (https://github.com/ClimbsRocks/auto_ml)
- MLBox (https://github.com/AxeldeRomblay/MLBox)
- TPOT (https://github.com/EpistasisLab/tpot)
In the folder AirlinesTesting we add experiments on real Airlines passengers dataset of the following libraries:
- Prophet
- Pyramid
- PyFlux
- PyAF
- NN on Keras
In the folder Rossman_sales_automl we add auto ml solutions of the TPOT and Auto-sklearn on the Kaggle competition "Rossmann store sales" (https://www.kaggle.com/c/rossmann-store-sales)
In the folder Synthetic_tests_final we add experiments on synthetic datasets (our auto training, prediction and plotting approach) of the following libraries:
- Prophet
- Pyramid
In the folders Prophet_analysis and Prophet_Pyramid_parameters_analyzing we add step-by-step explanation of final formulas for prediction of Prophet and Pyramid packages.
In the folder tsfresh_explore we add notebooks with our introduction to tsfresh library and some experiments on synthetic dataset and Rossmann Dataset with Prophet + tsfresh and Pyramid + tsfresh. In the folder some notebooks with experiments on tsfresh + lags and LR + lags are also added.
In the folder rnn we add code for rnn.
In the folder presentations we add all our presentations that were prepared during our Internship.