diff --git a/README.md b/README.md index 077712f..9317309 100644 --- a/README.md +++ b/README.md @@ -1,16 +1,34 @@ -# timemachines ([docs](https://microprediction.github.io/timemachines/)) +# timemachines ([docs](https://microprediction.github.io/timemachines/)) ![simple](https://github.com/microprediction/timemachines/workflows/tests/badge.svg) ![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg) + Univariate prediction functions from diverse packages supported in a simple stateless pure function syntax. These are ([documented](https://microprediction.github.io/timemachines/) and [assessed](https://microprediction.github.io/timeseries-elo-ratings/html_leaderboards/overall.html)). -The following packages probably work well: ![simple](https://github.com/microprediction/timemachines/workflows/tests/badge.svg)![tsa](https://github.com/microprediction/timemachines/workflows/test-tsa/badge.svg) ![darts](https://github.com/microprediction/timemachines/workflows/test-darts/badge.svg) ![greykite](https://github.com/microprediction/timemachines/workflows/test-greykite/badge.svg) ![sktime](https://github.com/microprediction/timemachines/workflows/test-sktime/badge.svg) ![tbats](https://github.com/microprediction/timemachines/workflows/test-tbats/badge.svg) ![simdkalman](https://github.com/microprediction/timemachines/workflows/test-simdkalman/badge.svg) ![prophet](https://github.com/microprediction/timemachines/workflows/test-prophet/badge.svg) ![statsforecast](https://github.com/microprediction/timemachines/workflows/test-statsforecast/badge.svg)![orbit](https://github.com/microprediction/timemachines/workflows/test-orbit/badge.svg) ![neuralprophet](https://github.com/microprediction/timemachines/workflows/test-neuralprophet/badge.svg) ![pmd](https://github.com/microprediction/timemachines/workflows/test-pmd/badge.svg) ![pydlm](https://github.com/microprediction/timemachines/workflows/test-pydlm/badge.svg) ![merlion](https://github.com/microprediction/timemachines/workflows/test-merlion/badge.svg) ![merlion-prophet](https://github.com/microprediction/timemachines/workflows/test-merlion-prophet/badge.svg) ![river](https://github.com/microprediction/timemachines/workflows/test-river/badge.svg) ![divinity](https://github.com/microprediction/timemachines/workflows/test-divinity/badge.svg)![pycaret](https://github.com/microprediction/timemachines/workflows/test-pycaret-time_series/badge.svg) ![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg) +The following packages probably work well in this context. +- ![tsa](https://github.com/microprediction/timemachines/workflows/test-tsa/badge.svg) +- ![darts](https://github.com/microprediction/timemachines/workflows/test-darts/badge.svg) +- ![greykite](https://github.com/microprediction/timemachines/workflows/test-greykite/badge.svg) +- ![sktime](https://github.com/microprediction/timemachines/workflows/test-sktime/badge.svg) +- ![tbats](https://github.com/microprediction/timemachines/workflows/test-tbats/badge.svg) +- ![simdkalman](https://github.com/microprediction/timemachines/workflows/test-simdkalman/badge.svg) +- ![prophet](https://github.com/microprediction/timemachines/workflows/test-prophet/badge.svg) +- ![statsforecast](https://github.com/microprediction/timemachines/workflows/test-statsforecast/badge.svg) +- ![orbit](https://github.com/microprediction/timemachines/workflows/test-orbit/badge.svg) +- ![neuralprophet](https://github.com/microprediction/timemachines/workflows/test-neuralprophet/badge.svg) +- ![pmd](https://github.com/microprediction/timemachines/workflows/test-pmd/badge.svg) +- ![pydlm](https://github.com/microprediction/timemachines/workflows/test-pydlm/badge.svg) +- ![merlion](https://github.com/microprediction/timemachines/workflows/test-merlion/badge.svg) +- ![merlion-prophet](https://github.com/microprediction/timemachines/workflows/test-merlion-prophet/badge.svg) +- ![river](https://github.com/microprediction/timemachines/workflows/test-river/badge.svg) +- ![divinity](https://github.com/microprediction/timemachines/workflows/test-divinity/badge.svg) +- ![pycaret](https://github.com/microprediction/timemachines/workflows/test-pycaret-time_series/badge.svg) Not currently supported in continuous integration: ![pycaret](https://github.com/microprediction/timemachines/workflows/test-pycaret/badge.svg) ![successor](https://github.com/microprediction/timemachines/workflows/test-successor/badge.svg) - +### -Because [why not](https://microprediction.github.io/timemachines/why) do things in **walk-forward incremental** fashion with **one line of code**? Here yt is a vector or scalar, and we want to predict yt (or its first coordinate if a vector) three steps in advance. +See [why](https://microprediction.github.io/timemachines/why) for motivation for doing things in **walk-forward incremental** fashion with **one line of code**. Here yt is a vector or scalar, and we want to predict yt (or its first coordinate if a vector) three steps in advance. from timemachines.skaters.somepackage.somevariety import something as f for yt in y: @@ -20,11 +38,6 @@ This emits a k-vector xt of forecasts, and corresponding k-vector xt_std of esti See the [docs](https://microprediction.github.io/timemachines/). -### Packages used - -Skaters draw on functionality from [popular python time-series packages](https://www.microprediction.com/blog/popular-timeseries-packages) like [river](https://github.com/online-ml/river), [pydlm](https://github.com/wwrechard/pydlm), [tbats](https://github.com/intive-DataScience/tbats), [pmdarima](http://alkaline-ml.com/pmdarima/), [statsmodels.tsa](https://www.statsmodels.org/stable/tsa.html), [neuralprophet](https://neuralprophet.com/), Facebook [Prophet](https://facebook.github.io/prophet/), - Uber's [orbit](https://eng.uber.com/orbit/), Facebook's [greykite](https://engineering.linkedin.com/blog/2021/greykite--a-flexible--intuitive--and-fast-forecasting-library) and more. See the [docs](https://microprediction.github.io/timemachines/). - ## What's a "skater"? More abstractly: @@ -68,7 +81,11 @@ Oh what a mess the Python timeseries ecosystem is. So packages are not installed ![](https://i.imgur.com/elu5muO.png) - + +### Links to packages used + +Skaters draw on functionality from [popular python time-series packages](https://www.microprediction.com/blog/popular-timeseries-packages) like [river](https://github.com/online-ml/river), [pydlm](https://github.com/wwrechard/pydlm), [tbats](https://github.com/intive-DataScience/tbats), [pmdarima](http://alkaline-ml.com/pmdarima/), [statsmodels.tsa](https://www.statsmodels.org/stable/tsa.html), [neuralprophet](https://neuralprophet.com/), Facebook [Prophet](https://facebook.github.io/prophet/), + Uber's [orbit](https://eng.uber.com/orbit/), Facebook's [greykite](https://engineering.linkedin.com/blog/2021/greykite--a-flexible--intuitive--and-fast-forecasting-library) and more. See the [docs](https://microprediction.github.io/timemachines/). ### Cite