CLI commands¶
Basic forecast
usage:¶
Usage: etna forecast [OPTIONS] CONFIG_PATH TARGET_PATH FREQ OUTPUT_PATH [EXOG_PATH]
[FORECAST_CONFIG_PATH] [RAW_OUTPUT] [KNOWN_FUTURE]
Command to make forecast with etna without coding.
Arguments:
CONFIG_PATH path to yaml config with desired pipeline [required]
TARGET_PATH path to csv with data to forecast [required]
FREQ frequency of timestamp in files in pandas format [required]
OUTPUT_PATH where to save forecast [required]
[EXOG_PATH] path to csv with exog data
[FORECAST_CONFIG_PATH] path to yaml config with forecast params
[RAW_OUTPUT] by default we return only forecast without features [default: False]
[KNOWN_FUTURE] list of all known_future columns (regressor columns). If not specified then all exog_columns considered known_future [default: None]
How to create config?
Example of pipeline’s config:
_target_: etna.pipeline.Pipeline
horizon: 4
model:
_target_: etna.models.CatBoostMultiSegmentModel
transforms:
- _target_: etna.transforms.LinearTrendTransform
in_column: target
- _target_: etna.transforms.SegmentEncoderTransform
Example of forecast params config:
prediction_interval: true
quantiles: [0.025, 0.975]
n_folds: 3
How to prepare data?
Example of dataset with data to forecast:
timestamp |
segment |
target |
---|---|---|
2020-01-01 |
segment_1 |
1 |
2020-01-02 |
segment_1 |
2 |
2020-01-03 |
segment_1 |
3 |
2020-01-04 |
segment_1 |
4 |
… |
||
2020-01-10 |
segment_2 |
10 |
2020-01-11 |
segment_2 |
20 |
Example of exog dataset:
timestamp |
segment |
regressor_1 |
regressor_2 |
---|---|---|---|
2020-01-01 |
segment_1 |
11 |
12 |
2020-01-02 |
segment_1 |
22 |
13 |
2020-01-03 |
segment_1 |
31 |
14 |
2020-01-04 |
segment_1 |
42 |
15 |
… |
|||
2020-02-10 |
segment_2 |
101 |
61 |
2020-02-11 |
segment_2 |
205 |
54 |
Basic backtest
usage:¶
Usage: etna backtest [OPTIONS] CONFIG_PATH BACKTEST_CONFIG_PATH TARGET_PATH FREQ OUTPUT_PATH [EXOG_PATH] [KNOWN_FUTURE]
Command to run backtest with etna without coding.
Arguments:
CONFIG_PATH path to yaml config with desired pipeline [required]
BACKTEST_CONFIG_PATH path to yaml with backtest run config [required]
TARGET_PATH path to csv with data to forecast [required]
FREQ frequency of timestamp in files in pandas format [required]
OUTPUT_PATH where to save forecast [required]
[EXOG_PATH] path to csv with exog data
[KNOWN_FUTURE] list of all known_future columns (regressor columns). If not specified then all exog_columns considered known_future [default: None]
How to create configs?
Example of pipeline’s config:
_target_: etna.pipeline.Pipeline
horizon: 4
model:
_target_: etna.models.CatBoostMultiSegmentModel
transforms:
- _target_: etna.transforms.LinearTrendTransform
in_column: target
- _target_: etna.transforms.SegmentEncoderTransform
Example of backtest run config:
n_folds: 3
n_jobs: 3
metrics:
- _target_: etna.metrics.MAE
- _target_: etna.metrics.MSE
- _target_: etna.metrics.MAPE
- _target_: etna.metrics.SMAPE
How to prepare data?
Example of dataset with data to forecast:
timestamp |
segment |
target |
---|---|---|
2020-01-01 |
segment_1 |
1 |
2020-01-02 |
segment_1 |
2 |
2020-01-03 |
segment_1 |
3 |
2020-01-04 |
segment_1 |
4 |
… |
||
2020-01-10 |
segment_2 |
10 |
2020-01-11 |
segment_2 |
20 |
Example of exog dataset:
timestamp |
segment |
regressor_1 |
regressor_2 |
---|---|---|---|
2020-01-01 |
segment_1 |
11 |
12 |
2020-01-02 |
segment_1 |
22 |
13 |
2020-01-03 |
segment_1 |
31 |
14 |
2020-01-04 |
segment_1 |
42 |
15 |
… |
|||
2020-02-10 |
segment_2 |
101 |
61 |
2020-02-11 |
segment_2 |
205 |
54 |