01-forecasting.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "43edd19e-5716-4f22-b460-cd1b6c1bb2c9",
   "metadata": {},
   "outputs": [],
   "source": [
    "%load_ext autoreload\n",
    "%autoreload 2"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "9ee08f63-ce34-4685-847e-2ec0d0066d70",
   "metadata": {},
   "outputs": [],
   "source": [
    "import multiprocessing\n",
    "import os\n",
    "import warnings\n",
    "import numpy as np\n",
    "import pandas as pd\n",
    "import altair as alt\n",
    "import kats.utils.time_series_parameter_tuning as tspt\n",
    "from sklearn.metrics import (\n",
    "    mean_absolute_error, \n",
    "    mean_squared_error, \n",
    "    mean_tweedie_deviance,\n",
    ")\n",
    "from sklearn.model_selection import TimeSeriesSplit\n",
    "from kats.consts import SearchMethodEnum, TimeSeriesData\n",
    "from kats.models.prophet import ProphetModel, ProphetParams\n",
    "from kats.utils.backtesters import BackTesterSimple\n",
    "from kats.utils.parameter_tuning_utils import (\n",
    "    get_default_prophet_parameter_search_space,\n",
    "    get_default_var_parameter_search_space,\n",
    ")\n",
    "from kats.models.var import VARModel, VARParams\n",
    "from pandarallel import pandarallel\n",
    "from utils.evaluation import calc_eval_metric, WRMSSEEvaluator\n",
    "from utils.misc import dump_pickle, load_pickle\n",
    "\n",
    "np.random.seed(42)\n",
    "warnings.filterwarnings(\"ignore\")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "dc727fbb-1fed-4b30-a77d-b9cc710335e4",
   "metadata": {},
   "source": [
    "The Kaggle dataset was saved in the local directory `~/data/mofc-demand-forecast` in advance."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "a4ccdac0-f93d-4b8d-bbfc-e9c196790910",
   "metadata": {},
   "outputs": [],
   "source": [
    "DATA_PATH = \"../../data/mofc-demand-forecast\"\n",
    "MODEL_PATH = \"models\"\n",
    "TUNE_PARAMS = False\n",
    "\n",
    "calendar = pd.read_csv(os.path.join(DATA_PATH, \"calendar.csv\"))\n",
    "selling_prices = pd.read_csv(os.path.join(DATA_PATH, \"sell_prices.csv\"))\n",
    "# df_train_valid = pd.read_csv(os.path.join(DATA_PATH, \"sales_train_validation.csv\"))\n",
    "df_train_eval = pd.read_csv(os.path.join(DATA_PATH, \"sales_train_evaluation.csv\"))\n",
    "# sample_submission = pd.read_csv(os.path.join(DATA_PATH, \"sample_submission.csv\"))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "id": "4133e0eb-80df-4d60-9fac-c3b4d223e2c2",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "30 out of 30490 IDs were selected for validation, and 305 out of 30490 IDs were selected for testing.\n"
     ]
    }
   ],
   "source": [
    "key_names = [\"id\", \"item_id\", \"dept_id\", \"cat_id\", \"store_id\", \"state_id\"]\n",
    "date_names = [\"d_\" + str(i) for i in range(1, 1942)]\n",
    "all_ids = df_train_eval[\"id\"].unique()\n",
    "test_steps = 28\n",
    "\n",
    "valid_sample_ratio = 0.001\n",
    "test_sample_ratio = 0.01\n",
    "\n",
    "if valid_sample_ratio == 1.0:\n",
    "    valid_sampled_ids = all_ids\n",
    "else:\n",
    "    valid_sampled_ids = np.random.choice(\n",
    "        all_ids, round(valid_sample_ratio * len(all_ids)), replace=False\n",
    "    ).tolist()\n",
    "\n",
    "if test_sample_ratio == 1.0:\n",
    "    test_sampled_ids = all_ids\n",
    "else:\n",
    "    test_sampled_ids = np.random.choice(\n",
    "        all_ids, round(test_sample_ratio * len(all_ids)), replace=False\n",
    "    ).tolist()\n",
    "\n",
    "print(\n",
    "    f\"{len(valid_sampled_ids)} out of {len(all_ids)} IDs were selected for validation, and {len(test_sampled_ids)} out of {len(all_ids)} IDs were selected for testing.\"\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "ecab57d5-24c8-431d-861f-c7e0e5ba6391",
   "metadata": {},
   "source": [
    "# Data Preprocessing"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "id": "984f782f-1342-45fb-ba56-c7d2c508b7e9",
   "metadata": {},
   "outputs": [],
   "source": [
    "df_train = df_train_eval[key_names[:1] + date_names[:-test_steps]]\n",
    "df_train = df_train.set_index(\"id\").T.reset_index()\n",
    "date_dict = calendar[[\"date\", \"d\"]].set_index(\"d\").to_dict()[\"date\"]\n",
    "df_train[\"index\"] = df_train[\"index\"].replace(date_dict)\n",
    "df_train.columns = [\"time\"] + df_train.columns[1:].tolist()\n",
    "df_train.index.name = \"\"\n",
    "\n",
    "series_time = df_train[\"time\"]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "id": "5b877f48-12f0-4c90-bcca-8cc8b436fef5",
   "metadata": {},
   "outputs": [],
   "source": [
    "indices = calendar[[\"event_name_1\", \"event_name_2\"]].dropna(how=\"all\").index\n",
    "holidays = calendar.loc[indices, [\"date\", \"event_name_1\", \"event_name_2\"]]\n",
    "holidays = (\n",
    "    pd.melt(\n",
    "        holidays,\n",
    "        id_vars=\"date\",\n",
    "        value_vars=[\"event_name_1\", \"event_name_2\"],\n",
    "        value_name=\"holiday\",\n",
    "    )\n",
    "    .dropna()[[\"holiday\", \"date\"]]\n",
    "    .sort_values(\"date\")\n",
    ")\n",
    "holidays.index = range(holidays.shape[0])\n",
    "holidays.columns = [\"holiday\", \"ds\"]\n",
    "holidays[\"lower_window\"] = 0\n",
    "holidays[\"upper_window\"] = 1"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "2248b7d8-a2e2-4251-a4ed-f204cd8a7b12",
   "metadata": {},
   "source": [
    "# Baseline: Model Evaluation"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "id": "26597582-1749-4af2-b3e0-6e2e6bc6ed81",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "application/vnd.jupyter.widget-view+json": {
       "model_id": "e3dfdf4d06784d19a82a8d0b91238379",
       "version_major": 2,
       "version_minor": 0
      },
      "text/plain": [
       "  0%|          | 0/12 [00:00<?, ?it/s]"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "df_sampled = df_train_eval.set_index(\"id\").loc[test_sampled_ids].reset_index()\n",
    "df_train_sampled = df_sampled.loc[:, key_names + date_names[:-test_steps]]\n",
    "df_test_sampled = df_sampled.loc[:, date_names[-test_steps:]]\n",
    "\n",
    "evaluator = WRMSSEEvaluator(df_train_sampled, df_test_sampled, calendar, selling_prices, test_steps)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "id": "f11e1343-f160-44d8-aa8e-cd94d34c15a1",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Mean Method WRMSSE: 1.598445\n"
     ]
    },
    {
     "data": {
      "text/html": [
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       "\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>mae</th>\n",
       "      <th>rmse</th>\n",
       "      <th>smape</th>\n",
       "      <th>mase</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>count</th>\n",
       "      <td>305.000000</td>\n",
       "      <td>305.000000</td>\n",
       "      <td>305.000000</td>\n",
       "      <td>293.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>mean</th>\n",
       "      <td>1.199681</td>\n",
       "      <td>1.535152</td>\n",
       "      <td>1.461574</td>\n",
       "      <td>1.070848</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>std</th>\n",
       "      <td>1.646749</td>\n",
       "      <td>1.952234</td>\n",
       "      <td>0.459922</td>\n",
       "      <td>1.069985</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>min</th>\n",
       "      <td>0.031364</td>\n",
       "      <td>0.031364</td>\n",
       "      <td>0.453855</td>\n",
       "      <td>0.516798</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25%</th>\n",
       "      <td>0.418658</td>\n",
       "      <td>0.564439</td>\n",
       "      <td>1.079742</td>\n",
       "      <td>0.744331</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>50%</th>\n",
       "      <td>0.723004</td>\n",
       "      <td>0.951030</td>\n",
       "      <td>1.607044</td>\n",
       "      <td>0.864268</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>75%</th>\n",
       "      <td>1.245538</td>\n",
       "      <td>1.635186</td>\n",
       "      <td>1.889780</td>\n",
       "      <td>1.015874</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>max</th>\n",
       "      <td>14.438877</td>\n",
       "      <td>16.306426</td>\n",
       "      <td>2.000000</td>\n",
       "      <td>14.957770</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "              mae        rmse       smape        mase\n",
       "count  305.000000  305.000000  305.000000  293.000000\n",
       "mean     1.199681    1.535152    1.461574    1.070848\n",
       "std      1.646749    1.952234    0.459922    1.069985\n",
       "min      0.031364    0.031364    0.453855    0.516798\n",
       "25%      0.418658    0.564439    1.079742    0.744331\n",
       "50%      0.723004    0.951030    1.607044    0.864268\n",
       "75%      1.245538    1.635186    1.889780    1.015874\n",
       "max     14.438877   16.306426    2.000000   14.957770"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "df_pred_sampled = pd.DataFrame(\n",
    "    np.repeat(\n",
    "        df_train_sampled[date_names[:-test_steps]].mean(axis=1).values.reshape(-1, 1),\n",
    "        test_steps,\n",
    "        axis=1,\n",
    "    )\n",
    ")\n",
    "df_pred_sampled.columns = df_test_sampled.columns\n",
    "wrmsse = evaluator.score(df_pred_sampled)\n",
    "eval_metrics = calc_eval_metric(df_test_sampled, df_pred_sampled)\n",
    "\n",
    "print(f\"Mean Method WRMSSE: {wrmsse:.6f}\")\n",
    "display(eval_metrics.describe())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "id": "d582a5ac-b65b-4bfb-9aa4-6d5f89e47efb",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Naive Method WRMSSE: 1.342978\n"
     ]
    },
    {
     "data": {
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       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>mae</th>\n",
       "      <th>rmse</th>\n",
       "      <th>smape</th>\n",
       "      <th>mase</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>count</th>\n",
       "      <td>305.000000</td>\n",
       "      <td>305.000000</td>\n",
       "      <td>293.000000</td>\n",
       "      <td>293.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>mean</th>\n",
       "      <td>1.372951</td>\n",
       "      <td>1.743987</td>\n",
       "      <td>1.507373</td>\n",
       "      <td>1.107744</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>std</th>\n",
       "      <td>1.797061</td>\n",
       "      <td>1.976978</td>\n",
       "      <td>0.539195</td>\n",
       "      <td>0.926748</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>min</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.333798</td>\n",
       "      <td>0.482143</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25%</th>\n",
       "      <td>0.321429</td>\n",
       "      <td>0.681385</td>\n",
       "      <td>0.990476</td>\n",
       "      <td>0.642857</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>50%</th>\n",
       "      <td>0.821429</td>\n",
       "      <td>1.085620</td>\n",
       "      <td>1.690476</td>\n",
       "      <td>0.821429</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>75%</th>\n",
       "      <td>1.607143</td>\n",
       "      <td>1.880350</td>\n",
       "      <td>2.000000</td>\n",
       "      <td>1.145089</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>max</th>\n",
       "      <td>13.928571</td>\n",
       "      <td>14.711512</td>\n",
       "      <td>2.000000</td>\n",
       "      <td>8.747449</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "              mae        rmse       smape        mase\n",
       "count  305.000000  305.000000  293.000000  293.000000\n",
       "mean     1.372951    1.743987    1.507373    1.107744\n",
       "std      1.797061    1.976978    0.539195    0.926748\n",
       "min      0.000000    0.000000    0.333798    0.482143\n",
       "25%      0.321429    0.681385    0.990476    0.642857\n",
       "50%      0.821429    1.085620    1.690476    0.821429\n",
       "75%      1.607143    1.880350    2.000000    1.145089\n",
       "max     13.928571   14.711512    2.000000    8.747449"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "df_pred_sampled = pd.DataFrame(\n",
    "    np.repeat(\n",
    "        df_train_sampled[date_names[-test_steps - 1 : -test_steps]].values,\n",
    "        test_steps,\n",
    "        axis=1,\n",
    "    )\n",
    ")\n",
    "df_pred_sampled.columns = df_test_sampled.columns\n",
    "wrmsse = evaluator.score(df_pred_sampled)\n",
    "eval_metrics = calc_eval_metric(df_test_sampled, df_pred_sampled)\n",
    "\n",
    "print(f\"Naive Method WRMSSE: {wrmsse:.6f}\")\n",
    "display(eval_metrics.describe())"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "6f17d257-1abf-4ac5-bd41-f3f9b781453a",
   "metadata": {},
   "source": [
    "# Prophet: Hyperparameter Tuning"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "id": "24ab9759-b854-44f2-86f3-92a7f7f27048",
   "metadata": {},
   "outputs": [],
   "source": [
    "def fit_and_predict(df, steps, params, include_history=False):\n",
    "    sales_ts = TimeSeriesData(df=df, sort_by_time=True, time_col_name=\"time\")\n",
    "\n",
    "    model = ProphetModel(data=sales_ts, params=params)\n",
    "    model.fit()\n",
    "\n",
    "    forecast = model.predict(\n",
    "        steps=steps,\n",
    "        include_history=include_history,\n",
    "        freq=\"D\",\n",
    "    )\n",
    "\n",
    "    return model, forecast\n",
    "    \n",
    "\n",
    "def get_func(prophet_params, train_index, test_index):\n",
    "    def calc_model_loss(y):\n",
    "        global series_time\n",
    "        eps = 1e-6\n",
    "        \n",
    "        df = pd.concat([series_time, y], axis=1)\n",
    "        df.columns = [\"time\", \"y\"]\n",
    "        \n",
    "        model, forecast = fit_and_predict(\n",
    "            df.loc[train_index, :], \n",
    "            len(test_index),\n",
    "            prophet_params\n",
    "        )\n",
    "\n",
    "        y_true = df[\"y\"].loc[test_index].values\n",
    "        y_pred = forecast[\"fcst\"].values\n",
    "        y_pred = np.where(y_pred < eps, eps, y_pred)\n",
    "\n",
    "        return mean_tweedie_deviance(y_true, y_pred, power=1.5)\n",
    "\n",
    "    return calc_model_loss\n",
    "\n",
    "\n",
    "def evaluation_function(params):\n",
    "    prophet_params = ProphetParams(\n",
    "        n_changepoints=params[\"n_changepoints\"],\n",
    "        changepoint_range=params[\"changepoint_range\"],\n",
    "        yearly_seasonality=\"auto\",\n",
    "        weekly_seasonality=\"auto\",\n",
    "        daily_seasonality=\"auto\",\n",
    "        holidays=holidays,\n",
    "        holidays_prior_scale=params[\"holidays_prior_scale\"],\n",
    "        seasonality_mode=params[\"seasonality_mode\"],\n",
    "        seasonality_prior_scale=params[\"seasonality_prior_scale\"],\n",
    "        changepoint_prior_scale=params[\"changepoint_prior_scale\"],\n",
    "        floor=0.0,\n",
    "    )\n",
    "\n",
    "    tscv = TimeSeriesSplit(n_splits=3)\n",
    "    losses = []\n",
    "\n",
    "    for train_index, test_index in tscv.split(df_train):\n",
    "        evaluate = get_func(prophet_params, train_index, test_index)\n",
    "        res = df_train[valid_sampled_ids].apply(evaluate)\n",
    "        losses.append(res.mean())\n",
    "\n",
    "    return np.mean(losses)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "id": "ef87ca2f-d982-459d-9ccb-1b8e23a5145a",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "CPU times: user 23.2 ms, sys: 31.3 ms, total: 54.5 ms\n",
      "Wall time: 53.8 ms\n"
     ]
    }
   ],
   "source": [
    "%%time\n",
    "%%capture\n",
    "os.makedirs(MODEL_PATH, exist_ok=True)\n",
    "\n",
    "if TUNE_PARAMS:\n",
    "    parameters = get_default_prophet_parameter_search_space()\n",
    "    parameters = parameters[:1] + parameters[4:]\n",
    "    parameters[0][\"values\"] = parameters[0][\"values\"] + [25.0, 50.0, 100.0]\n",
    "    parameters.append(\n",
    "        {\n",
    "            \"name\": \"n_changepoints\",\n",
    "            \"type\": \"choice\",\n",
    "            \"value_type\": \"int\",\n",
    "            \"values\": [5, 10, 25, 50, 100],\n",
    "            \"is_ordered\": True,\n",
    "        }\n",
    "    )\n",
    "    parameters.append(\n",
    "        {\n",
    "            \"name\": \"holidays_prior_scale\",\n",
    "            \"type\": \"choice\",\n",
    "            \"value_type\": \"float\",\n",
    "            \"values\": [0.01, 0.025, 0.05, 0.1, 0.25, 0.5, 1.0, 2.5, 5, 10.0, 25.0, 50.0, 100.0],\n",
    "            \"is_ordered\": True,\n",
    "        }\n",
    "    )\n",
    "\n",
    "    parameter_tuner = tspt.SearchMethodFactory.create_search_method(\n",
    "        parameters=parameters,\n",
    "        evaluation_function=evaluation_function,\n",
    "        bootstrap_size=10,\n",
    "        selected_search_method=SearchMethodEnum.BAYES_OPT,\n",
    "        seed=42,\n",
    "        multiprocessing=True,\n",
    "    )\n",
    "\n",
    "    parameter_tuner.generate_evaluate_new_parameter_values(\n",
    "        evaluation_function=evaluation_function,\n",
    "        arm_count=20,\n",
    "    )\n",
    "\n",
    "    tuning_results = parameter_tuner.list_parameter_value_scores()\n",
    "    \n",
    "    os.makedirs(os.path.join(MODEL_PATH, \"prophet\"), exist_ok=True)\n",
    "    dump_pickle(os.path.join(MODEL_PATH, \"prophet\", \"prophet_tuning_results.pkl\"), tuning_results)\n",
    "\n",
    "else:\n",
    "    tuning_results = load_pickle(os.path.join(MODEL_PATH, \"prophet\", \"prophet_tuning_results.pkl\"))\n",
    "\n",
    "best_params = tuning_results.loc[tuning_results[\"mean\"].argmin(), \"parameters\"]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "id": "f677ecef-86a9-408f-b98d-e9ce07fd48bd",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>seasonality_prior_scale</th>\n",
       "      <th>changepoint_prior_scale</th>\n",
       "      <th>changepoint_range</th>\n",
       "      <th>n_changepoints</th>\n",
       "      <th>holidays_prior_scale</th>\n",
       "      <th>seasonality_mode</th>\n",
       "      <th>loss</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>0.010000</td>\n",
       "      <td>0.046416</td>\n",
       "      <td>0.93</td>\n",
       "      <td>5</td>\n",
       "      <td>100.00</td>\n",
       "      <td>multiplicative</td>\n",
       "      <td>684.155310</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>0.010000</td>\n",
       "      <td>0.046416</td>\n",
       "      <td>0.88</td>\n",
       "      <td>5</td>\n",
       "      <td>100.00</td>\n",
       "      <td>multiplicative</td>\n",
       "      <td>695.869638</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>0.010000</td>\n",
       "      <td>0.100000</td>\n",
       "      <td>0.92</td>\n",
       "      <td>5</td>\n",
       "      <td>100.00</td>\n",
       "      <td>multiplicative</td>\n",
       "      <td>763.245191</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>0.010000</td>\n",
       "      <td>0.100000</td>\n",
       "      <td>0.91</td>\n",
       "      <td>5</td>\n",
       "      <td>100.00</td>\n",
       "      <td>multiplicative</td>\n",
       "      <td>783.640619</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>0.010000</td>\n",
       "      <td>0.100000</td>\n",
       "      <td>0.91</td>\n",
       "      <td>5</td>\n",
       "      <td>100.00</td>\n",
       "      <td>multiplicative</td>\n",
       "      <td>783.640619</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>0.010000</td>\n",
       "      <td>0.100000</td>\n",
       "      <td>0.90</td>\n",
       "      <td>5</td>\n",
       "      <td>100.00</td>\n",
       "      <td>multiplicative</td>\n",
       "      <td>799.021134</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>0.464159</td>\n",
       "      <td>0.100000</td>\n",
       "      <td>0.82</td>\n",
       "      <td>10</td>\n",
       "      <td>0.25</td>\n",
       "      <td>additive</td>\n",
       "      <td>863.044868</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>0.100000</td>\n",
       "      <td>0.100000</td>\n",
       "      <td>0.87</td>\n",
       "      <td>5</td>\n",
       "      <td>1.00</td>\n",
       "      <td>additive</td>\n",
       "      <td>982.879381</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0.215443</td>\n",
       "      <td>0.215443</td>\n",
       "      <td>0.89</td>\n",
       "      <td>5</td>\n",
       "      <td>0.05</td>\n",
       "      <td>multiplicative</td>\n",
       "      <td>986.245485</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>0.464159</td>\n",
       "      <td>0.002154</td>\n",
       "      <td>0.88</td>\n",
       "      <td>25</td>\n",
       "      <td>0.01</td>\n",
       "      <td>multiplicative</td>\n",
       "      <td>1000.860651</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "    seasonality_prior_scale  changepoint_prior_scale  changepoint_range  \\\n",
       "11                 0.010000                 0.046416               0.93   \n",
       "12                 0.010000                 0.046416               0.88   \n",
       "16                 0.010000                 0.100000               0.92   \n",
       "1                  0.010000                 0.100000               0.91   \n",
       "15                 0.010000                 0.100000               0.91   \n",
       "14                 0.010000                 0.100000               0.90   \n",
       "3                  0.464159                 0.100000               0.82   \n",
       "6                  0.100000                 0.100000               0.87   \n",
       "0                  0.215443                 0.215443               0.89   \n",
       "4                  0.464159                 0.002154               0.88   \n",
       "\n",
       "    n_changepoints  holidays_prior_scale seasonality_mode         loss  \n",
       "11               5                100.00   multiplicative   684.155310  \n",
       "12               5                100.00   multiplicative   695.869638  \n",
       "16               5                100.00   multiplicative   763.245191  \n",
       "1                5                100.00   multiplicative   783.640619  \n",
       "15               5                100.00   multiplicative   783.640619  \n",
       "14               5                100.00   multiplicative   799.021134  \n",
       "3               10                  0.25         additive   863.044868  \n",
       "6                5                  1.00         additive   982.879381  \n",
       "0                5                  0.05   multiplicative   986.245485  \n",
       "4               25                  0.01   multiplicative  1000.860651  "
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "summary = pd.concat(\n",
    "    [pd.json_normalize(tuning_results[\"parameters\"]), tuning_results[\"mean\"]],\n",
    "    axis=1,\n",
    ")\n",
    "summary.columns = summary.columns[:-1].tolist() + [\"loss\"]\n",
    "\n",
    "display(summary.sort_values(\"loss\")[:10])"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "156083e1-d7f1-4856-ad72-03cec248d9a3",
   "metadata": {},
   "source": [
    "# Prophet: Model Evaluation"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "id": "992c6a03-dda2-486d-bb9b-682f4802d5e5",
   "metadata": {},
   "outputs": [],
   "source": [
    "prophet_params = ProphetParams(\n",
    "    n_changepoints=best_params[\"n_changepoints\"],\n",
    "    changepoint_range=best_params[\"changepoint_range\"],\n",
    "    yearly_seasonality=\"auto\",\n",
    "    weekly_seasonality=\"auto\",\n",
    "    daily_seasonality=\"auto\",\n",
    "    holidays=holidays,\n",
    "    seasonality_mode=best_params[\"seasonality_mode\"],\n",
    "    seasonality_prior_scale=best_params[\"seasonality_prior_scale\"],\n",
    "    holidays_prior_scale=best_params[\"holidays_prior_scale\"],\n",
    "    changepoint_prior_scale=best_params[\"changepoint_prior_scale\"],\n",
    "    floor=0.0,\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "id": "0bafecb1-90c1-41c8-8d08-d7c76bca8966",
   "metadata": {},
   "outputs": [],
   "source": [
    "def backtest(y):\n",
    "    global series_time\n",
    "    global train_percentage\n",
    "    global test_percentage\n",
    "    global error_methods\n",
    "    global prophet_params\n",
    "\n",
    "    df = pd.concat([series_time, y], axis=1)\n",
    "    df.columns = [\"time\", \"y\"]\n",
    "    \n",
    "    sales_ts = TimeSeriesData(df=df, sort_by_time=True, time_col_name=\"time\")\n",
    "    \n",
    "    backtester = BackTesterSimple(\n",
    "        train_percentage=train_percentage,\n",
    "        test_percentage=test_percentage, \n",
    "        error_methods=error_methods,\n",
    "        data=sales_ts,\n",
    "        params=prophet_params,\n",
    "        model_class=ProphetModel,\n",
    "    )\n",
    "    \n",
    "    backtester.run_backtest()\n",
    "    \n",
    "    return list(backtester.errors.values())\n",
    "\n",
    "\n",
    "def predict(y):\n",
    "    global series_time\n",
    "    global test_steps\n",
    "    global prophet_params\n",
    "\n",
    "    df = pd.concat([series_time, y], axis=1)\n",
    "    df.columns = [\"time\", \"y\"]\n",
    "    \n",
    "    model, forecast = fit_and_predict(df, test_steps, prophet_params)\n",
    "\n",
    "    y_pred = forecast[\"fcst\"].values\n",
    "\n",
    "    return y_pred"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "id": "506ab39a-308d-40a7-9d79-56fd528a5b84",
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "CPU times: user 778 ms, sys: 333 ms, total: 1.11 s\n",
      "Wall time: 15min 40s\n"
     ]
    }
   ],
   "source": [
    "%%time\n",
    "%%capture\n",
    "pandarallel.initialize(\n",
    "    nb_workers=multiprocessing.cpu_count() - 1,\n",
    "    progress_bar=False,\n",
    "    verbose=0,\n",
    ")\n",
    "\n",
    "train_percentage = 100 * len(date_names) / (len(date_names) + test_steps)\n",
    "test_percentage = 100 - train_percentage\n",
    "error_methods = [\"mape\", \"smape\", \"mae\", \"mase\", \"mse\", \"rmse\"]\n",
    "\n",
    "backtests = df_train[test_sampled_ids].parallel_apply(backtest, result_type=\"reduce\")\n",
    "\n",
    "parsed = dict()\n",
    "for index, values in backtests.iteritems():\n",
    "    parsed[index] = list(values)\n",
    "backtests = pd.DataFrame(parsed, index=error_methods).T\n",
    "\n",
    "display(backtests.describe())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "id": "e2609843-ac91-49e3-b106-be40f84f6246",
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "CPU times: user 653 ms, sys: 300 ms, total: 952 ms\n",
      "Wall time: 12min 58s\n"
     ]
    }
   ],
   "source": [
    "%%time\n",
    "%%capture\n",
    "predictions = df_train[test_sampled_ids].parallel_apply(predict, result_type=\"reduce\")\n",
    "\n",
    "parsed = dict()\n",
    "for index, values in predictions.iteritems():\n",
    "    parsed[index] = list(values)\n",
    "predictions = pd.DataFrame(parsed).iloc[-test_steps:, :]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "id": "132cb72a-8e9a-4c6d-97fe-ec3df4da9d20",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Propeht WRMSSE: 1.081953\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>mae</th>\n",
       "      <th>rmse</th>\n",
       "      <th>smape</th>\n",
       "      <th>mase</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>count</th>\n",
       "      <td>305.000000</td>\n",
       "      <td>305.000000</td>\n",
       "      <td>305.000000</td>\n",
       "      <td>293.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>mean</th>\n",
       "      <td>1.101399</td>\n",
       "      <td>1.441043</td>\n",
       "      <td>1.417434</td>\n",
       "      <td>1.026926</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>std</th>\n",
       "      <td>1.180822</td>\n",
       "      <td>1.558160</td>\n",
       "      <td>0.495334</td>\n",
       "      <td>0.611804</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>min</th>\n",
       "      <td>0.026410</td>\n",
       "      <td>0.026411</td>\n",
       "      <td>0.253061</td>\n",
       "      <td>0.531564</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25%</th>\n",
       "      <td>0.438196</td>\n",
       "      <td>0.566929</td>\n",
       "      <td>0.975264</td>\n",
       "      <td>0.763699</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>50%</th>\n",
       "      <td>0.764916</td>\n",
       "      <td>0.983803</td>\n",
       "      <td>1.552525</td>\n",
       "      <td>0.865755</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>75%</th>\n",
       "      <td>1.273994</td>\n",
       "      <td>1.688520</td>\n",
       "      <td>1.883987</td>\n",
       "      <td>1.069642</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>max</th>\n",
       "      <td>7.388481</td>\n",
       "      <td>10.758758</td>\n",
       "      <td>2.381130</td>\n",
       "      <td>6.087151</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "              mae        rmse       smape        mase\n",
       "count  305.000000  305.000000  305.000000  293.000000\n",
       "mean     1.101399    1.441043    1.417434    1.026926\n",
       "std      1.180822    1.558160    0.495334    0.611804\n",
       "min      0.026410    0.026411    0.253061    0.531564\n",
       "25%      0.438196    0.566929    0.975264    0.763699\n",
       "50%      0.764916    0.983803    1.552525    0.865755\n",
       "75%      1.273994    1.688520    1.883987    1.069642\n",
       "max      7.388481   10.758758    2.381130    6.087151"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "df_pred_sampled = predictions.T\n",
    "df_pred_sampled = df_pred_sampled.loc[test_sampled_ids]\n",
    "df_pred_sampled.columns = df_test_sampled.columns\n",
    "df_pred_sampled.index = range(len(test_sampled_ids))\n",
    "\n",
    "wrmsse = evaluator.score(df_pred_sampled)\n",
    "eval_metrics = calc_eval_metric(df_test_sampled, df_pred_sampled)\n",
    "\n",
    "print(f\"Propeht WRMSSE: {wrmsse:.6f}\")\n",
    "display(eval_metrics.describe())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "id": "79803e83-62c7-4804-98a0-f2acf494a943",
   "metadata": {},
   "outputs": [],
   "source": [
    "def plot_forecast(source, test_steps, plot_id=None, model_name=None, start_date=None):\n",
    "    if start_date is not None:\n",
    "        source = source[source[\"time\"] >= start_date]\n",
    "\n",
    "    points = (\n",
    "        alt.Chart(source)\n",
    "        .mark_circle(size=10.0, color=\"#000000\")\n",
    "        .encode(\n",
    "            x=alt.X(\"time:T\", axis=alt.Axis(title=\"Date\")),\n",
    "            y=alt.Y(\"y\", axis=alt.Axis(title=\"Demand\")),\n",
    "            tooltip=[\"time:T\", \"y:Q\"],\n",
    "        )\n",
    "    )\n",
    "\n",
    "    line = (\n",
    "        alt.Chart(source)\n",
    "        .mark_line(size=1.0, color=\"#4267B2\")\n",
    "        .encode(\n",
    "            x=\"time:T\",\n",
    "            y=\"fcst\",\n",
    "        )\n",
    "    )\n",
    "\n",
    "    band = (\n",
    "        alt.Chart(source)\n",
    "        .mark_area(opacity=0.25, color=\"#4267B2\")\n",
    "        .encode(\n",
    "            x=\"time:T\",\n",
    "            y=\"fcst_lower\",\n",
    "            y2=\"fcst_upper\",\n",
    "        )\n",
    "    )\n",
    "\n",
    "    rule = (\n",
    "        alt.Chart(source[[\"time\"]].iloc[-test_steps : -test_steps + 1])\n",
    "        .mark_rule(size=1.0, color=\"#FF0000\", strokeDash=[2, 2])\n",
    "        .encode(x=\"time:T\")\n",
    "    )\n",
    "\n",
    "    title = \"Demand Forecast\"\n",
    "    if plot_id is not None:\n",
    "        title += f\" for '{plot_id}'\"\n",
    "    if model_name is not None:\n",
    "        title = f\"{model_name}: \" + title\n",
    "\n",
    "    return (points + line + band + rule).properties(title=title, width=1000, height=300)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "id": "e40e8333-7ff3-43ca-a6c7-86df99a6b6fe",
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "WARNING:fbprophet.models:Optimization terminated abnormally. Falling back to Newton.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n",
      "INFO:fbprophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "\n",
       "<div id=\"altair-viz-8e3999c9835b4a639a653a982e6fe88d\"></div>\n",
       "<script type=\"text/javascript\">\n",
       "  (function(spec, embedOpt){\n",
       "    let outputDiv = document.currentScript.previousElementSibling;\n",
       "    if (outputDiv.id !== \"altair-viz-8e3999c9835b4a639a653a982e6fe88d\") {\n",
       "      outputDiv = document.getElementById(\"altair-viz-8e3999c9835b4a639a653a982e6fe88d\");\n",
       "    }\n",
       "    const paths = {\n",
       "      \"vega\": \"https://cdn.jsdelivr.net/npm//vega@5?noext\",\n",
       "      \"vega-lib\": \"https://cdn.jsdelivr.net/npm//vega-lib?noext\",\n",
       "      \"vega-lite\": \"https://cdn.jsdelivr.net/npm//vega-lite@4.8.1?noext\",\n",
       "      \"vega-embed\": \"https://cdn.jsdelivr.net/npm//vega-embed@6?noext\",\n",
       "    };\n",
       "\n",
       "    function loadScript(lib) {\n",
       "      return new Promise(function(resolve, reject) {\n",
       "        var s = document.createElement('script');\n",
       "        s.src = paths[lib];\n",
       "        s.async = true;\n",
       "        s.onload = () => resolve(paths[lib]);\n",
       "        s.onerror = () => reject(`Error loading script: ${paths[lib]}`);\n",
       "        document.getElementsByTagName(\"head\")[0].appendChild(s);\n",
       "      });\n",
       "    }\n",
       "\n",
       "    function showError(err) {\n",
       "      outputDiv.innerHTML = `<div class=\"error\" style=\"color:red;\">${err}</div>`;\n",
       "      throw err;\n",
       "    }\n",
       "\n",
       "    function displayChart(vegaEmbed) {\n",
       "      vegaEmbed(outputDiv, spec, embedOpt)\n",
       "        .catch(err => showError(`Javascript Error: ${err.message}<br>This usually means there's a typo in your chart specification. See the javascript console for the full traceback.`));\n",
       "    }\n",
       "\n",
       "    if(typeof define === \"function\" && define.amd) {\n",
       "      requirejs.config({paths});\n",
       "      require([\"vega-embed\"], displayChart, err => showError(`Error loading script: ${err.message}`));\n",
       "    } else if (typeof vegaEmbed === \"function\") {\n",
       "      displayChart(vegaEmbed);\n",
       "    } else {\n",
       "      loadScript(\"vega\")\n",
       "        .then(() => loadScript(\"vega-lite\"))\n",
       "        .then(() => loadScript(\"vega-embed\"))\n",
       "        .catch(showError)\n",
       "        .then(() => displayChart(vegaEmbed));\n",
       "    }\n",
       "  })({\"config\": {\"view\": {\"continuousWidth\": 400, \"continuousHeight\": 300}}, \"vconcat\": [{\"layer\": [{\"mark\": {\"type\": \"circle\", \"color\": \"#000000\", \"size\": 10.0}, \"encoding\": {\"tooltip\": [{\"type\": \"temporal\", \"field\": \"time\"}, {\"type\": \"quantitative\", \"field\": \"y\"}], \"x\": {\"type\": \"temporal\", \"axis\": {\"title\": \"Date\"}, \"field\": \"time\"}, \"y\": {\"type\": \"quantitative\", \"axis\": {\"title\": \"Demand\"}, \"field\": \"y\"}}}, {\"mark\": {\"type\": \"line\", \"color\": \"#4267B2\", \"size\": 1.0}, \"encoding\": {\"x\": {\"type\": \"temporal\", \"field\": \"time\"}, \"y\": {\"type\": \"quantitative\", \"field\": \"fcst\"}}}, {\"mark\": {\"type\": \"area\", \"color\": \"#4267B2\", \"opacity\": 0.25}, \"encoding\": {\"x\": {\"type\": \"temporal\", \"field\": \"time\"}, \"y\": {\"type\": \"quantitative\", \"field\": \"fcst_lower\"}, \"y2\": {\"field\": \"fcst_upper\"}}}, {\"data\": {\"name\": 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\"fcst_upper\": 13.7408336619319}, {\"y\": 7, \"time\": \"2016-04-29T00:00:00\", \"fcst\": 11.285601899678019, \"fcst_lower\": 8.00242583834363, \"fcst_upper\": 14.528349985866459}, {\"y\": 17, \"time\": \"2016-04-30T00:00:00\", \"fcst\": 48.50831638758253, \"fcst_lower\": 45.327521818956356, \"fcst_upper\": 51.68414797023905}, {\"y\": 17, \"time\": \"2016-05-01T00:00:00\", \"fcst\": 28.86473207816495, \"fcst_lower\": 25.559751248032022, \"fcst_upper\": 32.06515787978572}, {\"y\": 11, \"time\": \"2016-05-02T00:00:00\", \"fcst\": 17.261192147150947, \"fcst_lower\": 13.918934271382255, \"fcst_upper\": 20.498003877501713}, {\"y\": 8, \"time\": \"2016-05-03T00:00:00\", \"fcst\": 10.682602790092117, \"fcst_lower\": 7.523802278744811, \"fcst_upper\": 13.903339791131543}, {\"y\": 8, \"time\": \"2016-05-04T00:00:00\", \"fcst\": 11.051671335434758, \"fcst_lower\": 7.7190947116599995, \"fcst_upper\": 14.396213326481503}, {\"y\": 15, \"time\": \"2016-05-05T00:00:00\", \"fcst\": 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       "</script>"
      ],
      "text/plain": [
       "alt.VConcatChart(...)"
      ]
     },
     "execution_count": 19,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "best_perf_indices = eval_metrics[\"smape\"].dropna().sort_values()[:3].index\n",
    "plots = []\n",
    "\n",
    "for index in best_perf_indices:\n",
    "    plot_id = pd.Series(test_sampled_ids).iloc[index]\n",
    "\n",
    "    df = df_train[[\"time\"] + [plot_id]]\n",
    "    df.columns = [\"time\", \"y\"]\n",
    "\n",
    "    model, forecast = fit_and_predict(\n",
    "        df, test_steps, prophet_params, include_history=True\n",
    "    )\n",
    "\n",
    "    y = (df_train_eval[df_train_eval[\"id\"] == plot_id].loc[:, date_names]).T\n",
    "    y.columns = [\"y\"]\n",
    "    y = calendar.merge(y, left_on=\"d\", right_index=True)[[\"date\", \"y\"]]\n",
    "    y[\"time\"] = pd.to_datetime(y[\"date\"])\n",
    "\n",
    "    source = y.merge(forecast, how=\"left\").drop([\"date\"], axis=1)\n",
    "    p = plot_forecast(\n",
    "        source,\n",
    "        test_steps,\n",
    "        plot_id=plot_id,\n",
    "        model_name=\"Prophet\",\n",
    "        start_date=\"2015-05-23\",\n",
    "    )\n",
    "\n",
    "    plots.append(p)\n",
    "\n",
    "alt.VConcatChart(vconcat=plots)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "dc2dd827-8bd8-44e5-8f2a-f8dae690e7ca",
   "metadata": {},
   "source": [
    "# VAR: Model Evaluation"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "id": "6c5375ed-6a46-40e0-b8e8-c53b93140c6c",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "CPU times: user 16.2 s, sys: 327 ms, total: 16.5 s\n",
      "Wall time: 4.57 s\n"
     ]
    }
   ],
   "source": [
    "%%time\n",
    "var_params = VARParams(trend=\"ct\")\n",
    "\n",
    "df = pd.concat([series_time, df_train[test_sampled_ids]], axis=1)\n",
    "sales_ts = TimeSeriesData(\n",
    "    df=df, sort_by_time=True, time_col_name=\"time\"\n",
    ")\n",
    "\n",
    "model = VARModel(data=sales_ts, params=var_params)\n",
    "model.fit()\n",
    "\n",
    "forecast = model.predict(\n",
    "    steps=test_steps,\n",
    "    include_history=True,\n",
    "    freq=\"D\",\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "3122fb3b-8849-4508-86ac-d7b9a38bfdf7",
   "metadata": {},
   "source": [
    "* The backtesters module currently only supports univariate, so it was not used for *VAR*, a multivariate model."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "id": "4559654c-59c0-4b6f-8d9f-cf793c54b9e9",
   "metadata": {},
   "outputs": [],
   "source": [
    "parsed = dict()\n",
    "for test_sampled_id in test_sampled_ids:\n",
    "    parsed[test_sampled_id] = (\n",
    "        forecast[test_sampled_id].to_dataframe()[\"fcst\"].values.tolist()\n",
    "    )\n",
    "predictions = pd.DataFrame(parsed).iloc[-test_steps:, :]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "id": "0644d7cd-e950-4e66-81c4-6ee547e91db9",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "VAR WRMSSE: 1.287645\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>mae</th>\n",
       "      <th>rmse</th>\n",
       "      <th>smape</th>\n",
       "      <th>mase</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>count</th>\n",
       "      <td>305.000000</td>\n",
       "      <td>305.000000</td>\n",
       "      <td>305.000000</td>\n",
       "      <td>293.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>mean</th>\n",
       "      <td>1.554544</td>\n",
       "      <td>1.950154</td>\n",
       "      <td>2.381751</td>\n",
       "      <td>1.687140</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>std</th>\n",
       "      <td>1.665845</td>\n",
       "      <td>2.053308</td>\n",
       "      <td>3.503832</td>\n",
       "      <td>1.748101</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>min</th>\n",
       "      <td>0.190502</td>\n",
       "      <td>0.239445</td>\n",
       "      <td>0.318231</td>\n",
       "      <td>0.569255</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25%</th>\n",
       "      <td>0.628939</td>\n",
       "      <td>0.806562</td>\n",
       "      <td>1.360025</td>\n",
       "      <td>0.998723</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>50%</th>\n",
       "      <td>1.049182</td>\n",
       "      <td>1.323544</td>\n",
       "      <td>1.873170</td>\n",
       "      <td>1.233765</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>75%</th>\n",
       "      <td>1.791731</td>\n",
       "      <td>2.257092</td>\n",
       "      <td>2.075877</td>\n",
       "      <td>1.688981</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>max</th>\n",
       "      <td>11.733371</td>\n",
       "      <td>13.771900</td>\n",
       "      <td>41.027928</td>\n",
       "      <td>18.139414</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "              mae        rmse       smape        mase\n",
       "count  305.000000  305.000000  305.000000  293.000000\n",
       "mean     1.554544    1.950154    2.381751    1.687140\n",
       "std      1.665845    2.053308    3.503832    1.748101\n",
       "min      0.190502    0.239445    0.318231    0.569255\n",
       "25%      0.628939    0.806562    1.360025    0.998723\n",
       "50%      1.049182    1.323544    1.873170    1.233765\n",
       "75%      1.791731    2.257092    2.075877    1.688981\n",
       "max     11.733371   13.771900   41.027928   18.139414"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "df_pred_sampled = predictions.T\n",
    "df_pred_sampled = df_pred_sampled.loc[test_sampled_ids]\n",
    "df_pred_sampled.columns = df_test_sampled.columns\n",
    "df_pred_sampled.index = range(len(test_sampled_ids))\n",
    "\n",
    "wrmsse = evaluator.score(df_pred_sampled)\n",
    "eval_metrics = calc_eval_metric(df_test_sampled, df_pred_sampled)\n",
    "\n",
    "print(f\"VAR WRMSSE: {wrmsse:.6f}\")\n",
    "display(eval_metrics.describe())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "id": "bd010aa8-bbb4-402c-9ec6-fd2074d2e70a",
   "metadata": {},
   "outputs": [
    {
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\"2016-05-20T00:00:00\", \"fcst\": 4.697343015817442, \"fcst_lower\": null, \"fcst_upper\": null}, {\"y\": 6, \"time\": \"2016-05-21T00:00:00\", \"fcst\": 7.293633344053891, \"fcst_lower\": null, \"fcst_upper\": null}, {\"y\": 15, \"time\": \"2016-05-22T00:00:00\", \"fcst\": 6.342628358632808, \"fcst_lower\": null, \"fcst_upper\": null}]}}, {\"mode\": \"vega-lite\"});\n",
       "</script>"
      ],
      "text/plain": [
       "alt.VConcatChart(...)"
      ]
     },
     "execution_count": 23,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "best_perf_indices = eval_metrics[\"smape\"].dropna().sort_values()[:3].index\n",
    "plots = []\n",
    "\n",
    "for index in best_perf_indices:\n",
    "    plot_id = pd.Series(test_sampled_ids).iloc[index]\n",
    "\n",
    "    y = (df_train_eval[df_train_eval[\"id\"] == plot_id].loc[:, date_names]).T\n",
    "    y.columns = [\"y\"]\n",
    "    y = calendar.merge(y, left_on=\"d\", right_index=True)[[\"date\", \"y\"]]\n",
    "    y[\"time\"] = pd.to_datetime(y[\"date\"])\n",
    "\n",
    "    source = y.merge(forecast[plot_id].to_dataframe(), how=\"left\").drop([\"date\"], axis=1)\n",
    "\n",
    "    p = plot_forecast(source, test_steps, plot_id=plot_id, model_name=\"VAR\", start_date=\"2015-05-23\")\n",
    "    plots.append(p)\n",
    "    \n",
    "alt.VConcatChart(vconcat=plots)"
   ]
  }
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