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time-series-forecasting's Introduction

TIME SERIES FORECASTING

Modules

  1. Model Validation (all models) - rolling forecast sales based on historical data (+ external features) for validating result
  2. Forecast Production (selected models) - forecast sales based on historical data (+ external features) and perform model selection based on historical forecast

Models

  • Single Exponential Smoothing (Simple Smoothing)
  • Double Exponential Smoothing (Holt’s Method)
  • Triple Exponential Smoothing (Holt-Winters’ Method)
  • Simple Moving Average
  • Weighted Moving Average
  • Exponential Moving Average
  • ARIMA (Autoregressive Integrated Moving Average)
  • ARIMAX (Autoregressive Integrated Moving Average with Explanatory Variable)
  • Prophet by Facebook
  • Linear Regression
  • Random Forest
  • XGBoost
  • LSTM (Long Short-Term Memory)

REST API

Request headers

apikey: [AUTH_KEY]

Request body

{
	"run": "[validate/forecast]",
	"path": "[PATH_TO_RUNNING_CONFIGURATION_FILE]"
}

Deployment

  1. Build Container
git clone https://github.com/ssiwapol/time-series-forecasting.git
cd time-series-forecasting
docker build -t [IMAGE_NAME] .
  1. Prepare config.yaml and Cloud Authentication File (other directory)

config.yaml

PLATFORM: [local/gcp]
APIKEY: [API_KEY]
DEBUG: [TRUE/FALSE]
PORT: [PORT]
TIMEZONE: [TIMEZONE]
LOG_TAG: [LOG_TAG_IN_CLOUD]
CLOUD_AUTH: [CLOUD_AUTH_FILE]
  1. Run Container
docker run --name [CONTAINER_NAME] -v $(pwd):/app/tmp -d -p [PORT]:5000 [IMAGE_NAME]

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