update usage of plot_series and evaluate in docs (#389)

Nixtla · Jul 23, 2024 · 66b8203 · 66b8203
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Showing 17 changed files with 73 additions and 67 deletions.
diff --git a/nbs/docs/getting-started/end_to_end_walkthrough.ipynb b/nbs/docs/getting-started/end_to_end_walkthrough.ipynb
@@ -2133,7 +2133,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "fig = plot_series(cv_result, cv_result.drop(columns='cutoff'), max_insample_length=0)"
+    "fig = plot_series(forecasts_df=cv_result.drop(columns='cutoff'))"
    ]
   },
   {
@@ -2577,7 +2577,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "fig = plot_series(cv.cv_preds_, cv.cv_preds_.drop(columns='window'), max_insample_length=0)"
+    "fig = plot_series(forecasts_df=cv.cv_preds_.drop(columns='window'))"
    ]
   },
   {

diff --git a/nbs/docs/how-to-guides/cross_validation.ipynb b/nbs/docs/how-to-guides/cross_validation.ipynb
@@ -312,7 +312,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "crossvalidation_df = mlf.cross_validation(\n",
+    "cv_df = mlf.cross_validation(\n",
     "    df=Y_df,\n",
     "    h=24,\n",
     "    n_windows=3,\n",
@@ -425,7 +425,7 @@
     }
    ],
    "source": [
-    "crossvalidation_df.head()"
+    "cv_df.head()"
    ]
   },
   {
@@ -466,7 +466,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "plot_cv(Y_df, crossvalidation_df, 'H1', '../../figs/cross_validation__predictions.png')"
+    "plot_cv(Y_df, cv_df, 'H1', '../../figs/cross_validation__predictions.png')"
    ]
   },
   {
@@ -503,16 +503,10 @@
    "metadata": {},
    "outputs": [],
    "source": [
+    "from utilsforecast.evaluation import evaluate\n",
     "from utilsforecast.losses import rmse "
    ]
   },
-  {
-   "cell_type": "markdown",
-   "metadata": {},
-   "source": [
-    "We'll compute the `rmse` per time series and cutoff. To do this we'll concatenate the id and the cutoff columns, then we will take the mean of the results."
-   ]
-  },
   {
    "cell_type": "code",
    "execution_count": null,
@@ -522,14 +516,17 @@
      "name": "stdout",
      "output_type": "stream",
      "text": [
-      "RMSE using cross-validation:  249.90517171185527\n"
+      "RMSE using cross-validation: 269.0\n"
      ]
     }
    ],
    "source": [
-    "crossvalidation_df['id_cutoff'] = crossvalidation_df['unique_id'] + '_' + crossvalidation_df['cutoff'].astype(str)\n",
-    "cv_rmse = rmse(crossvalidation_df, models=['LGBMRegressor'], id_col='id_cutoff')['LGBMRegressor'].mean()\n",
-    "print(\"RMSE using cross-validation: \", cv_rmse)"
+    "cv_rmse = evaluate(\n",
+    "    cv_df.drop(columns='cutoff'),\n",
+    "    metrics=[rmse],\n",
+    "    agg_fn='mean',\n",
+    ")\n",
+    "print(f\"RMSE using cross-validation: {cv_rmse['LGBMRegressor'].item():.1f}\")"
    ]
   },
   {

diff --git a/nbs/figs/cross_validation__predictions.png b/nbs/figs/cross_validation__predictions.png
diff --git a/nbs/figs/cross_validation__series.png b/nbs/figs/cross_validation__series.png
diff --git a/nbs/figs/end_to_end_walkthrough__cv.png b/nbs/figs/end_to_end_walkthrough__cv.png
diff --git a/nbs/figs/end_to_end_walkthrough__differences.png b/nbs/figs/end_to_end_walkthrough__differences.png
diff --git a/nbs/figs/end_to_end_walkthrough__eda.png b/nbs/figs/end_to_end_walkthrough__eda.png
diff --git a/nbs/figs/end_to_end_walkthrough__final_forecast.png b/nbs/figs/end_to_end_walkthrough__final_forecast.png
diff --git a/nbs/figs/end_to_end_walkthrough__lgbcv.png b/nbs/figs/end_to_end_walkthrough__lgbcv.png
diff --git a/nbs/figs/end_to_end_walkthrough__predictions.png b/nbs/figs/end_to_end_walkthrough__predictions.png
diff --git a/nbs/figs/forecast__cross_validation.png b/nbs/figs/forecast__cross_validation.png
diff --git a/nbs/figs/forecast__cross_validation_intervals.png b/nbs/figs/forecast__cross_validation_intervals.png
diff --git a/nbs/figs/forecast__ercot.png b/nbs/figs/forecast__ercot.png
diff --git a/nbs/figs/forecast__predict.png b/nbs/figs/forecast__predict.png
diff --git a/nbs/figs/forecast__predict_intervals.png b/nbs/figs/forecast__predict_intervals.png
diff --git a/nbs/figs/forecast__predict_intervals_window_size_1.png b/nbs/figs/forecast__predict_intervals_window_size_1.png