def prophet_features(df, horizon=24*7): temp_df = df.reset_index() temp_df = temp_df[['datetime', 'count']] temp_df.rename(columns={'datetime': 'ds', 'count': 'y'}, inplace=True) # Using the data from the previous week as an example for validation train, test = temp_df.iloc[:-horizon,:], temp_df.iloc[-horizon:,:] # Define the Prophet model m = Prophet( growth='linear', seasonality_mode='additive', interval_width=0.95, daily_seasonality=True, weekly_seasonality=True, yearly_seasonality=False ) # Train the Prophet model m.fit(train) # Extract features from the data, using Prophet to predict the training set predictions_train = m.predict(train.drop('y', axis=1)) # Use Prophet to extract features from the data to predict the test set predictions_test = m.predict(test.drop('y', axis=1)) # Combine predictions from the training and test sets predictions = pd.concat([predictions_train, predictions_test], axis=0) return predictions def train_time_series_with_folds_autoreg_prophet_features(df, horizon=24*7, lags=[1, 2, 3, 4, 5]): # Create a dataframe containing all the new features created with Prophet new_prophet_features = prophet_features(df, horizon=horizon) df.reset_index(inplace=True) # Merge the Prophet features dataframe with our initial dataframe df = pd.merge(df, new_prophet_features, left_on=['datetime'], right_on=['ds'], how='inner') df.drop('ds', axis=1, inplace=True) df.set_index('datetime', inplace=True) # Use Prophet predictions to create some lag variables (yhat column) for lag in lags: df[f'yhat_lag_{lag}'] = df['yhat'].shift(lag) df.dropna(axis=0, how='any') X = df.drop('count', axis=1) y = df['count'] # Using the data from the previous week as an example for validation X_train, X_test = X.iloc[:-horizon,:], X.iloc[-horizon:,:] y_train, y_test = y.iloc[:-horizon], y.iloc[-horizon:] # Define the LightGBM model, train, and make predictions model = LGBMRegressor(random_state=42) model.fit(X_train, y_train) predictions = model.predict(X_test) # Calculate MAE mae = np.round(mean_absolute_error(y_test, predictions), 3) # Plot the real vs prediction for the last week of the dataset fig = plt.figure(figsize=(16,6)) plt.title(f'Real vs Prediction - MAE {mae}', fontsize=20) plt.plot(y_test, color='red') plt.plot(pd.Series(predictions, index=y_test.index), color='green') plt.xlabel('Hour', fontsize=16) plt.ylabel('Number of Shared Bikes', fontsize=16) plt.legend(labels=['Real', 'Prediction'], fontsize=16) plt.grid() plt.show()
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