Update tools/ts_forecast_tool.py
Browse files- tools/ts_forecast_tool.py +349 -82
tools/ts_forecast_tool.py
CHANGED
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# space/tools/ts_forecast_tool.py
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import os
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from typing import Optional, Dict
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import torch
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import pandas as pd
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from utils.tracing import Tracer
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from utils.config import AppConfig
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-
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# We avoid unavailable task-specific heads.
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# Use a generic AutoModel and attempt capability-based calls.
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from transformers import AutoModel, AutoConfig
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class TimeseriesForecastTool:
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"""
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Lightweight wrapper around
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This wrapper:
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Expected input:
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- series: pd.Series with
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- horizon: int, number of future steps
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NOTE:
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Different library versions expose different APIs. If your environment/model
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lacks a compatible inference method, we raise a clear RuntimeError with
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guidance rather than failing at import time.
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"""
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def __init__(
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self,
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cfg: Optional[AppConfig],
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tracer: Optional[Tracer],
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model_id: str =
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device: Optional[str] = None,
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):
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self.cfg = cfg
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self.tracer = tracer
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self.model_id = model_id
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-
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self.device = device or ("cuda" if torch.cuda.is_available() else "cpu")
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self.
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if
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x = torch.tensor(values, dtype=torch.float32, device=self.device).unsqueeze(0)
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with torch.no_grad():
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# 1) Preferred: explicit .predict API
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if hasattr(self.model, "predict"):
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try:
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preds = self.model.predict(x, prediction_length=horizon)
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yhat = preds if isinstance(preds, torch.Tensor) else torch.tensor(preds)
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out = yhat.squeeze().detach().cpu().numpy()
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return pd.DataFrame({"forecast": out})
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except Exception as e:
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raise RuntimeError(
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f"Granite model has a 'predict' method but it failed at runtime: {e}"
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)
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# 2) Fallback: call forward with a 'prediction_length' kwarg if supported
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try:
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for k in ("predictions", "prediction", "logits", "output"):
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if hasattr(outputs, k):
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tensor = getattr(outputs, k)
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if isinstance(tensor, (tuple, list)):
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tensor = tensor[0]
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if not isinstance(tensor, torch.Tensor):
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tensor = torch.tensor(tensor)
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out = tensor.squeeze().detach().cpu().numpy()
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# If multi-dim, take last dimension as forecast
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if out.ndim > 1:
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out = out[-1] if out.shape[0] == horizon else out.reshape(-1)
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return pd.DataFrame({"forecast": out})
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# If outputs is a raw tensor
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if isinstance(outputs, torch.Tensor):
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out = outputs.squeeze().detach().cpu().numpy()
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if out.ndim > 1:
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out = out[-1] if out.shape[0] == horizon else out.reshape(-1)
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return pd.DataFrame({"forecast": out})
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except TypeError:
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# Some builds may not accept prediction_length at all
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pass
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except Exception as e:
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# space/tools/ts_forecast_tool.py
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import os
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+
import logging
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from typing import Optional, Dict
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import torch
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import pandas as pd
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import numpy as np
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from utils.tracing import Tracer
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from utils.config import AppConfig
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from transformers import AutoModel, AutoConfig
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logger = logging.getLogger(__name__)
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# Constants
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MIN_SERIES_LENGTH = 2
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MAX_SERIES_LENGTH = 10000
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MIN_HORIZON = 1
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MAX_HORIZON = 365
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DEFAULT_MODEL_ID = "ibm-granite/granite-timeseries-ttm-r1"
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class ForecastToolError(Exception):
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"""Custom exception for forecast tool errors."""
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pass
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class TimeseriesForecastTool:
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"""
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Lightweight wrapper around Granite Time Series models for zero-shot forecasting.
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This wrapper:
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- Loads the model with AutoModel.from_pretrained
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- Validates input series and horizon
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- Attempts multiple inference methods (predict, forward with prediction_length)
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- Returns a Pandas DataFrame with forecast column
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- Provides comprehensive error handling and logging
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Expected input:
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- series: pd.Series with DatetimeIndex (regular frequency recommended)
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- horizon: int, number of future steps to forecast
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"""
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def __init__(
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self,
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cfg: Optional[AppConfig],
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tracer: Optional[Tracer],
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+
model_id: str = DEFAULT_MODEL_ID,
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device: Optional[str] = None,
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):
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self.cfg = cfg
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self.tracer = tracer
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self.model_id = model_id
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self.model = None
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self.config = None
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+
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# Determine device
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self.device = device or ("cuda" if torch.cuda.is_available() else "cpu")
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logger.info(f"TimeseriesForecastTool initialized with device: {self.device}")
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+
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# Lazy loading - model loaded on first use
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self._initialized = False
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+
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def _ensure_loaded(self):
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"""Lazy load the model and configuration."""
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if self._initialized:
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return
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+
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+
try:
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logger.info(f"Loading Granite time series model: {self.model_id}")
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+
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# Load configuration
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try:
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self.config = AutoConfig.from_pretrained(self.model_id)
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logger.info(f"Model config loaded: {type(self.config).__name__}")
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except Exception as e:
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logger.warning(f"Could not load model config: {e}")
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self.config = None
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# Load model
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try:
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self.model = AutoModel.from_pretrained(
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self.model_id,
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trust_remote_code=True # Required for some custom models
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)
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self.model.to(self.device)
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self.model.eval()
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logger.info(f"Model loaded successfully: {type(self.model).__name__}")
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except Exception as e:
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raise ForecastToolError(
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f"Failed to load model '{self.model_id}': {e}\n"
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"Ensure the model is available and transformers is up to date."
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) from e
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self._initialized = True
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except ForecastToolError:
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raise
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except Exception as e:
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raise ForecastToolError(f"Model initialization failed: {e}") from e
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+
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def _validate_series(self, series: pd.Series) -> tuple[bool, str]:
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"""
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Validate input time series.
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Returns (is_valid, error_message).
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+
"""
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+
if not isinstance(series, pd.Series):
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return False, "Input must be a pandas Series"
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+
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+
if series.empty:
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return False, "Series is empty"
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+
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| 115 |
+
if len(series) < MIN_SERIES_LENGTH:
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return False, f"Series too short (min {MIN_SERIES_LENGTH} points required)"
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+
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+
if len(series) > MAX_SERIES_LENGTH:
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return False, f"Series too long (max {MAX_SERIES_LENGTH} points allowed)"
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+
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# Check for nulls
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| 122 |
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if series.isnull().any():
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null_count = series.isnull().sum()
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return False, f"Series contains {null_count} null values. Please handle missing data first."
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+
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+
# Check for infinite values
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| 127 |
+
if not np.isfinite(series).all():
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+
return False, "Series contains infinite values"
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+
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| 130 |
+
# Warn if not numeric
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| 131 |
+
if not pd.api.types.is_numeric_dtype(series):
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return False, f"Series must be numeric, got dtype: {series.dtype}"
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| 133 |
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return True, ""
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| 135 |
+
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| 136 |
+
def _validate_horizon(self, horizon: int) -> tuple[bool, str]:
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| 137 |
+
"""
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| 138 |
+
Validate forecast horizon.
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| 139 |
+
Returns (is_valid, error_message).
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| 140 |
+
"""
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| 141 |
+
try:
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| 142 |
+
h = int(horizon)
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| 143 |
+
except (TypeError, ValueError):
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| 144 |
+
return False, f"Horizon must be an integer, got: {horizon}"
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| 145 |
+
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| 146 |
+
if h < MIN_HORIZON:
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| 147 |
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return False, f"Horizon too small (min {MIN_HORIZON})"
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| 148 |
+
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| 149 |
+
if h > MAX_HORIZON:
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return False, f"Horizon too large (max {MAX_HORIZON})"
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return True, ""
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+
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| 154 |
+
def _prepare_input_tensor(self, series: pd.Series) -> torch.Tensor:
|
| 155 |
+
"""
|
| 156 |
+
Convert pandas Series to PyTorch tensor.
|
| 157 |
+
Handles type conversion and device placement.
|
| 158 |
+
"""
|
| 159 |
+
try:
|
| 160 |
+
# Convert to float32 numpy array
|
| 161 |
+
values = series.astype("float32").to_numpy()
|
| 162 |
+
|
| 163 |
+
# Create tensor and move to device
|
| 164 |
+
tensor = torch.tensor(values, dtype=torch.float32, device=self.device)
|
| 165 |
+
|
| 166 |
+
# Add batch dimension [1, seq_len]
|
| 167 |
+
tensor = tensor.unsqueeze(0)
|
| 168 |
+
|
| 169 |
+
logger.debug(f"Input tensor shape: {tensor.shape}, device: {tensor.device}")
|
| 170 |
+
|
| 171 |
+
return tensor
|
| 172 |
+
|
| 173 |
+
except Exception as e:
|
| 174 |
+
raise ForecastToolError(f"Failed to prepare input tensor: {e}") from e
|
| 175 |
+
|
| 176 |
+
def _try_predict_method(self, x: torch.Tensor, horizon: int) -> Optional[np.ndarray]:
|
| 177 |
+
"""
|
| 178 |
+
Try using the model's .predict() method.
|
| 179 |
+
Returns None if method doesn't exist or fails.
|
| 180 |
+
"""
|
| 181 |
+
if not hasattr(self.model, "predict"):
|
| 182 |
+
logger.debug("Model has no 'predict' method")
|
| 183 |
+
return None
|
| 184 |
+
|
| 185 |
+
try:
|
| 186 |
+
logger.info("Attempting forecast with .predict() method")
|
| 187 |
+
preds = self.model.predict(x, prediction_length=horizon)
|
| 188 |
+
|
| 189 |
+
# Convert to tensor if needed
|
| 190 |
+
if not isinstance(preds, torch.Tensor):
|
| 191 |
+
preds = torch.tensor(preds, device=self.device)
|
| 192 |
+
|
| 193 |
+
# Extract numpy array
|
| 194 |
+
output = preds.squeeze().detach().cpu().numpy()
|
| 195 |
+
|
| 196 |
+
# Validate output shape
|
| 197 |
+
if output.shape[-1] != horizon:
|
| 198 |
+
logger.warning(
|
| 199 |
+
f"Prediction length mismatch: expected {horizon}, got {output.shape[-1]}"
|
| 200 |
+
)
|
| 201 |
+
|
| 202 |
+
logger.info(f"Forecast successful via .predict(): {output.shape}")
|
| 203 |
+
return output
|
| 204 |
+
|
| 205 |
+
except Exception as e:
|
| 206 |
+
logger.warning(f"predict() method failed: {e}")
|
| 207 |
+
return None
|
| 208 |
+
|
| 209 |
+
def _try_forward_method(self, x: torch.Tensor, horizon: int) -> Optional[np.ndarray]:
|
| 210 |
+
"""
|
| 211 |
+
Try using the model's forward() method with prediction_length parameter.
|
| 212 |
+
Returns None if method fails.
|
| 213 |
+
"""
|
| 214 |
+
try:
|
| 215 |
+
logger.info("Attempting forecast with forward(prediction_length=...)")
|
| 216 |
+
outputs = self.model(x, prediction_length=horizon)
|
| 217 |
+
|
| 218 |
+
# Try to extract predictions from various possible output formats
|
| 219 |
+
prediction_tensor = None
|
| 220 |
+
|
| 221 |
+
# Check common attribute names
|
| 222 |
+
for attr in ("predictions", "prediction", "logits", "forecast", "output"):
|
| 223 |
+
if hasattr(outputs, attr):
|
| 224 |
+
candidate = getattr(outputs, attr)
|
| 225 |
+
|
| 226 |
+
# Handle tuple/list outputs
|
| 227 |
+
if isinstance(candidate, (tuple, list)):
|
| 228 |
+
candidate = candidate[0]
|
| 229 |
+
|
| 230 |
+
# Convert to tensor if needed
|
| 231 |
+
if not isinstance(candidate, torch.Tensor):
|
| 232 |
+
candidate = torch.tensor(candidate, device=self.device)
|
| 233 |
+
|
| 234 |
+
prediction_tensor = candidate
|
| 235 |
+
logger.debug(f"Found predictions in attribute: {attr}")
|
| 236 |
+
break
|
| 237 |
+
|
| 238 |
+
# If outputs is directly a tensor
|
| 239 |
+
if prediction_tensor is None and isinstance(outputs, torch.Tensor):
|
| 240 |
+
prediction_tensor = outputs
|
| 241 |
+
logger.debug("Using raw tensor output")
|
| 242 |
+
|
| 243 |
+
if prediction_tensor is None:
|
| 244 |
+
logger.warning("Could not extract predictions from forward() output")
|
| 245 |
+
return None
|
| 246 |
+
|
| 247 |
+
# Convert to numpy
|
| 248 |
+
output = prediction_tensor.squeeze().detach().cpu().numpy()
|
| 249 |
+
|
| 250 |
+
# Handle multi-dimensional outputs
|
| 251 |
+
if output.ndim > 1:
|
| 252 |
+
# Take the last row or flatten based on shape
|
| 253 |
+
if output.shape[0] == horizon:
|
| 254 |
+
output = output.flatten()
|
| 255 |
+
else:
|
| 256 |
+
output = output[-1] if output.shape[0] < output.shape[1] else output.flatten()
|
| 257 |
+
|
| 258 |
+
# Ensure correct length
|
| 259 |
+
if len(output) != horizon:
|
| 260 |
+
logger.warning(
|
| 261 |
+
f"Output length {len(output)} doesn't match horizon {horizon}. Truncating/padding."
|
| 262 |
+
)
|
| 263 |
+
if len(output) > horizon:
|
| 264 |
+
output = output[:horizon]
|
| 265 |
+
else:
|
| 266 |
+
# Pad with last value
|
| 267 |
+
output = np.pad(output, (0, horizon - len(output)), mode='edge')
|
| 268 |
+
|
| 269 |
+
logger.info(f"Forecast successful via forward(): {output.shape}")
|
| 270 |
+
return output
|
| 271 |
+
|
| 272 |
+
except TypeError as e:
|
| 273 |
+
logger.warning(f"forward() doesn't accept prediction_length: {e}")
|
| 274 |
+
return None
|
| 275 |
+
except Exception as e:
|
| 276 |
+
logger.warning(f"forward() method failed: {e}")
|
| 277 |
+
return None
|
| 278 |
+
|
| 279 |
+
def zeroshot_forecast(self, series: pd.Series, horizon: int = 96) -> pd.DataFrame:
|
| 280 |
+
"""
|
| 281 |
+
Generate zero-shot forecast for input time series.
|
| 282 |
+
|
| 283 |
+
Args:
|
| 284 |
+
series: Input time series (pd.Series with numeric values)
|
| 285 |
+
horizon: Number of periods to forecast (default: 96)
|
| 286 |
+
|
| 287 |
+
Returns:
|
| 288 |
+
DataFrame with 'forecast' column containing predictions
|
| 289 |
+
|
| 290 |
+
Raises:
|
| 291 |
+
ForecastToolError: If forecasting fails
|
| 292 |
+
"""
|
| 293 |
+
try:
|
| 294 |
+
# Validate inputs
|
| 295 |
+
is_valid, error_msg = self._validate_series(series)
|
| 296 |
+
if not is_valid:
|
| 297 |
+
raise ForecastToolError(f"Invalid series: {error_msg}")
|
| 298 |
+
|
| 299 |
+
is_valid, error_msg = self._validate_horizon(horizon)
|
| 300 |
+
if not is_valid:
|
| 301 |
+
raise ForecastToolError(f"Invalid horizon: {error_msg}")
|
| 302 |
+
|
| 303 |
+
# Ensure model is loaded
|
| 304 |
+
self._ensure_loaded()
|
| 305 |
+
|
| 306 |
+
# Log input statistics
|
| 307 |
+
logger.info(
|
| 308 |
+
f"Forecasting: series_length={len(series)}, "
|
| 309 |
+
f"horizon={horizon}, "
|
| 310 |
+
f"series_mean={series.mean():.2f}, "
|
| 311 |
+
f"series_std={series.std():.2f}"
|
| 312 |
+
)
|
| 313 |
+
|
| 314 |
+
# Prepare input tensor
|
| 315 |
+
x = self._prepare_input_tensor(series)
|
| 316 |
+
|
| 317 |
+
# Try prediction methods in order of preference
|
| 318 |
+
output = None
|
| 319 |
+
|
| 320 |
+
with torch.no_grad():
|
| 321 |
+
# Method 1: Try .predict()
|
| 322 |
+
output = self._try_predict_method(x, horizon)
|
| 323 |
+
|
| 324 |
+
# Method 2: Try forward with prediction_length
|
| 325 |
+
if output is None:
|
| 326 |
+
output = self._try_forward_method(x, horizon)
|
| 327 |
+
|
| 328 |
+
# If all methods failed
|
| 329 |
+
if output is None:
|
| 330 |
+
raise ForecastToolError(
|
| 331 |
+
"Could not generate forecast using available model methods.\n"
|
| 332 |
+
"The model may not support zero-shot forecasting with this interface.\n"
|
| 333 |
+
"Suggestions:\n"
|
| 334 |
+
" • Check model documentation for correct usage\n"
|
| 335 |
+
" • Ensure transformers library is up to date\n"
|
| 336 |
+
" • Try a different model or use traditional forecasting (ARIMA, Prophet)\n"
|
| 337 |
+
f" • Model type: {type(self.model).__name__}"
|
| 338 |
+
)
|
| 339 |
+
|
| 340 |
+
# Create output DataFrame
|
| 341 |
+
result_df = pd.DataFrame({"forecast": output})
|
| 342 |
+
|
| 343 |
+
# Log output statistics
|
| 344 |
+
logger.info(
|
| 345 |
+
f"Forecast complete: "
|
| 346 |
+
f"mean={output.mean():.2f}, "
|
| 347 |
+
f"std={output.std():.2f}, "
|
| 348 |
+
f"min={output.min():.2f}, "
|
| 349 |
+
f"max={output.max():.2f}"
|
| 350 |
+
)
|
| 351 |
+
|
| 352 |
+
# Trace event
|
| 353 |
+
if self.tracer:
|
| 354 |
+
self.tracer.trace_event("forecast", {
|
| 355 |
+
"series_length": len(series),
|
| 356 |
+
"horizon": horizon,
|
| 357 |
+
"forecast_mean": float(output.mean()),
|
| 358 |
+
"forecast_std": float(output.std())
|
| 359 |
+
})
|
| 360 |
+
|
| 361 |
+
return result_df
|
| 362 |
+
|
| 363 |
+
except ForecastToolError:
|
| 364 |
+
raise
|
| 365 |
+
except Exception as e:
|
| 366 |
+
error_msg = f"Forecasting failed unexpectedly: {str(e)}"
|
| 367 |
+
logger.error(error_msg)
|
| 368 |
+
if self.tracer:
|
| 369 |
+
self.tracer.trace_event("forecast_error", {"error": error_msg})
|
| 370 |
+
raise ForecastToolError(error_msg) from e
|
| 371 |
+
|
| 372 |
+
def get_model_info(self) -> Dict[str, any]:
|
| 373 |
+
"""Get information about the loaded model."""
|
| 374 |
+
self._ensure_loaded()
|
| 375 |
+
|
| 376 |
+
return {
|
| 377 |
+
"model_id": self.model_id,
|
| 378 |
+
"model_type": type(self.model).__name__,
|
| 379 |
+
"device": str(self.device),
|
| 380 |
+
"has_predict": hasattr(self.model, "predict"),
|
| 381 |
+
"config": str(self.config) if self.config else None
|
| 382 |
+
}
|