PyEmits, a python package for easy manipulation in time-series data.

Related tags

Data AnalysisPyEmits
Overview

Project Icon

PyEmits, a python package for easy manipulation in time-series data. Time-series data is very common in real life.

  • Engineering
  • FSI industry (Financial Services Industry)
  • FMCG (Fast Moving Consumer Good)

Data scientist's work consists of:

  • forecasting
  • prediction/simulation
  • data prepration
  • cleansing
  • anomaly detection
  • descriptive data analysis/exploratory data analysis

each new business unit shall build the following wheels again and again

  1. data pipeline
    1. extraction
    2. transformation
      1. cleansing
      2. feature engineering
      3. remove outliers
      4. AI landing for prediction, forecasting
    3. write it back to database
  2. ml framework
    1. multiple model training
    2. multiple model prediction
    3. kfold validation
    4. anomaly detection
    5. forecasting
    6. deep learning model in easy way
    7. ensemble modelling
  3. exploratory data analysis
    1. descriptive data analysis
    2. ...

That's why I create this project, also for fun. haha

This project is under active development, free to use (Apache 2.0) I am happy to see anyone can contribute for more advancement on features

Install

pip install pyemits

Features highlight

  1. Easy training
import numpy as np

from pyemits.core.ml.regression.trainer import RegTrainer, RegressionDataModel

X = np.random.randint(1, 100, size=(1000, 10))
y = np.random.randint(1, 100, size=(1000, 1))

raw_data_model = RegressionDataModel(X, y)
trainer = RegTrainer(['XGBoost'], [None], raw_data_model)
trainer.fit()
  1. Accept neural network as model
import numpy as np

from pyemits.core.ml.regression.trainer import RegTrainer, RegressionDataModel
from pyemits.core.ml.regression.nn import KerasWrapper

X = np.random.randint(1, 100, size=(1000, 10, 10))
y = np.random.randint(1, 100, size=(1000, 4))

keras_lstm_model = KerasWrapper.from_simple_lstm_model((10, 10), 4)
raw_data_model = RegressionDataModel(X, y)
trainer = RegTrainer([keras_lstm_model], [None], raw_data_model)
trainer.fit()

also keep flexibility on customized model

import numpy as np

from pyemits.core.ml.regression.trainer import RegTrainer, RegressionDataModel
from pyemits.core.ml.regression.nn import KerasWrapper

X = np.random.randint(1, 100, size=(1000, 10, 10))
y = np.random.randint(1, 100, size=(1000, 4))

from keras.layers import Dense, Dropout, LSTM
from keras import Sequential

model = Sequential()
model.add(LSTM(128,
               activation='softmax',
               input_shape=(10, 10),
               ))
model.add(Dropout(0.1))
model.add(Dense(4))
model.compile(loss='mse', optimizer='adam', metrics=['mse'])

keras_lstm_model = KerasWrapper(model, nickname='LSTM')
raw_data_model = RegressionDataModel(X, y)
trainer = RegTrainer([keras_lstm_model], [None], raw_data_model)
trainer.fit()

or attach it in algo config

import numpy as np

from pyemits.core.ml.regression.trainer import RegTrainer, RegressionDataModel
from pyemits.core.ml.regression.nn import KerasWrapper
from pyemits.common.config_model import KerasSequentialConfig

X = np.random.randint(1, 100, size=(1000, 10, 10))
y = np.random.randint(1, 100, size=(1000, 4))

from keras.layers import Dense, Dropout, LSTM
from keras import Sequential

keras_lstm_model = KerasWrapper(nickname='LSTM')
config = KerasSequentialConfig(layer=[LSTM(128,
                                           activation='softmax',
                                           input_shape=(10, 10),
                                           ),
                                      Dropout(0.1),
                                      Dense(4)],
                               compile=dict(loss='mse', optimizer='adam', metrics=['mse']))

raw_data_model = RegressionDataModel(X, y)
trainer = RegTrainer([keras_lstm_model],
                     [config],
                     raw_data_model, 
                     {'fit_config' : [dict(epochs=10, batch_size=32)]})
trainer.fit()

PyTorch, MXNet under development you can leave me a message if you want to contribute

  1. MultiOutput training
import numpy as np 

from pyemits.core.ml.regression.trainer import RegressionDataModel, MultiOutputRegTrainer
from pyemits.core.preprocessing.splitting import SlidingWindowSplitter

X = np.random.randint(1, 100, size=(10000, 1))
y = np.random.randint(1, 100, size=(10000, 1))

# when use auto-regressive like MultiOutput, pls set ravel = True
# ravel = False, when you are using LSTM which support multiple dimension
splitter = SlidingWindowSplitter(24,24,ravel=True)
X, y = splitter.split(X, y)

raw_data_model = RegressionDataModel(X,y)
trainer = MultiOutputRegTrainer(['XGBoost'], [None], raw_data_model)
trainer.fit()
  1. Parallel training
    • provide fast training using parallel job
    • use RegTrainer as base, but add Parallel running
import numpy as np 

from pyemits.core.ml.regression.trainer import RegressionDataModel, ParallelRegTrainer

X = np.random.randint(1, 100, size=(10000, 1))
y = np.random.randint(1, 100, size=(10000, 1))

raw_data_model = RegressionDataModel(X,y)
trainer = ParallelRegTrainer(['XGBoost', 'LightGBM'], [None, None], raw_data_model)
trainer.fit()

or you can use RegTrainer for multiple model, but it is not in Parallel job

import numpy as np 

from pyemits.core.ml.regression.trainer import RegressionDataModel,  RegTrainer

X = np.random.randint(1, 100, size=(10000, 1))
y = np.random.randint(1, 100, size=(10000, 1))

raw_data_model = RegressionDataModel(X,y)
trainer = RegTrainer(['XGBoost', 'LightGBM'], [None, None], raw_data_model)
trainer.fit()
  1. KFold training
    • KFoldConfig is global config, will apply to all
import numpy as np 

from pyemits.core.ml.regression.trainer import RegressionDataModel,  KFoldCVTrainer
from pyemits.common.config_model import KFoldConfig

X = np.random.randint(1, 100, size=(10000, 1))
y = np.random.randint(1, 100, size=(10000, 1))

raw_data_model = RegressionDataModel(X,y)
trainer = KFoldCVTrainer(['XGBoost', 'LightGBM'], [None, None], raw_data_model, {'kfold_config':KFoldConfig(n_splits=10)})
trainer.fit()
  1. Easy prediction
import numpy as np 
from pyemits.core.ml.regression.trainer import RegressionDataModel,  RegTrainer
from pyemits.core.ml.regression.predictor import RegPredictor

X = np.random.randint(1, 100, size=(10000, 1))
y = np.random.randint(1, 100, size=(10000, 1))

raw_data_model = RegressionDataModel(X,y)
trainer = RegTrainer(['XGBoost', 'LightGBM'], [None, None], raw_data_model)
trainer.fit()

predictor = RegPredictor(trainer.clf_models, 'RegTrainer')
predictor.predict(RegressionDataModel(X))
  1. Forecast at scale
  2. Data Model
from pyemits.common.data_model import RegressionDataModel
import numpy as np
X = np.random.randint(1, 100, size=(1000,10,10))
y = np.random.randint(1, 100, size=(1000, 1))

data_model = RegressionDataModel(X, y)

data_model._update_variable('X_shape', (1000,10,10))
data_model.X_shape

data_model.add_meta_data('X_shape', (1000,10,10))
data_model.meta_data
  1. Anomaly detection (under development)
  2. Evaluation (under development)
    • see module: evaluation
    • backtesting
    • model evaluation
  3. Ensemble (under development)
    • blending
    • stacking
    • voting
    • by combo package
      • moa
      • aom
      • average
      • median
      • maximization
  4. IO
    • db connection
    • local
  5. dashboard ???
  6. other miscellaneous feature
    • continuous evaluation
    • aggregation
    • dimensional reduction
    • data profile (intensive data overview)
  7. to be confirmed

References

the following libraries gave me some idea/insight

  1. greykit
    1. changepoint detection
    2. model summary
    3. seaonality
  2. pytorch-forecasting
  3. darts
  4. pyaf
  5. orbit
  6. kats/prophets by facebook
  7. sktime
  8. gluon ts
  9. tslearn
  10. pyts
  11. luminaries
  12. tods
  13. autots
  14. pyodds
  15. scikit-hts
You might also like...
Python package to transfer data in a fast, reliable, and packetized form.

pySerialTransfer Python package to transfer data in a fast, reliable, and packetized form.

Amundsen is a metadata driven application for improving the productivity of data analysts, data scientists and engineers when interacting with data.
Amundsen is a metadata driven application for improving the productivity of data analysts, data scientists and engineers when interacting with data.

Amundsen is a metadata driven application for improving the productivity of data analysts, data scientists and engineers when interacting with data.

Elementary is an open-source data reliability framework for modern data teams. The first module of the framework is data lineage.
Elementary is an open-source data reliability framework for modern data teams. The first module of the framework is data lineage.

Data lineage made simple, reliable, and automated. Effortlessly track the flow of data, understand dependencies and analyze impact. Features Visualiza

A powerful data analysis package based on mathematical step functions.  Strongly aligned with pandas.
A powerful data analysis package based on mathematical step functions. Strongly aligned with pandas.

The leading use-case for the staircase package is for the creation and analysis of step functions. Pretty exciting huh. But don't hit the close button

small package with utility functions for analyzing (fly) calcium imaging data
small package with utility functions for analyzing (fly) calcium imaging data

fly2p Tools for analyzing two-photon (2p) imaging data collected with Vidrio Scanimage software and micromanger. Loading scanimage data relies on scan

 Integrate bus data from a variety of sources (batch processing and real time processing).
Integrate bus data from a variety of sources (batch processing and real time processing).

Purpose: This is integrate bus data from a variety of sources such as: csv, json api, sensor data ... into Relational Database (batch processing and r

A real-time financial data streaming pipeline and visualization platform using Apache Kafka, Cassandra, and Bokeh.
A real-time financial data streaming pipeline and visualization platform using Apache Kafka, Cassandra, and Bokeh.

Realtime Financial Market Data Visualization and Analysis Introduction This repo shows my project about real-time stock data pipeline. All the code is

Fast, flexible and easy to use probabilistic modelling in Python.
Fast, flexible and easy to use probabilistic modelling in Python.

Please consider citing the JMLR-MLOSS Manuscript if you've used pomegranate in your academic work! pomegranate is a package for building probabilistic

Pandas on AWS - Easy integration with Athena, Glue, Redshift, Timestream, QuickSight, Chime, CloudWatchLogs, DynamoDB, EMR, SecretManager, PostgreSQL, MySQL, SQLServer and S3 (Parquet, CSV, JSON and EXCEL).
Pandas on AWS - Easy integration with Athena, Glue, Redshift, Timestream, QuickSight, Chime, CloudWatchLogs, DynamoDB, EMR, SecretManager, PostgreSQL, MySQL, SQLServer and S3 (Parquet, CSV, JSON and EXCEL).

AWS Data Wrangler Pandas on AWS Easy integration with Athena, Glue, Redshift, Timestream, QuickSight, Chime, CloudWatchLogs, DynamoDB, EMR, SecretMana

Releases(v0.1.2)
Owner
Thompson
Data Analyst, Scientist, Engineer, Research and Development
Thompson
Projeto para realizar o RPA Challenge . Utilizando Python e as bibliotecas Selenium e Pandas.

RPA Challenge in Python Projeto para realizar o RPA Challenge (www.rpachallenge.com), utilizando Python. O objetivo deste desafio é criar um fluxo de

Henrique A. Lourenço 1 Apr 12, 2022
A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood.

Disclaimer This project is stable and being incubated for long-term support. It may contain new experimental code, for which APIs are subject to chang

Uber Open Source 1.6k Dec 29, 2022
Important dataframe statistics with a single command

quick_eda Receiving dataframe statistics with one command Project description A python package for Data Scientists, Students, ML Engineers and anyone

Sven Eschlbeck 2 Dec 19, 2021
Sample code for Harry's Airflow online trainng course

Sample code for Harry's Airflow online trainng course You can find the videos on youtube or bilibili. I am working on adding below things: the slide p

102 Dec 30, 2022
A tool to compare differences between dataframes and create a differences report in Excel

similarpanda A module to check for differences between pandas Dataframes, and generate a report in Excel format. This is helpful in a workplace settin

Andre Pretorius 9 Sep 15, 2022
CRISP: Critical Path Analysis of Microservice Traces

CRISP: Critical Path Analysis of Microservice Traces This repo contains code to compute and present critical path summary from Jaeger microservice tra

Uber Research 110 Jan 06, 2023
Larch: Applications and Python Library for Data Analysis of X-ray Absorption Spectroscopy (XAS, XANES, XAFS, EXAFS), X-ray Fluorescence (XRF) Spectroscopy and Imaging

Larch: Data Analysis Tools for X-ray Spectroscopy and More Documentation: http://xraypy.github.io/xraylarch Code: http://github.com/xraypy/xraylarch L

xraypy 95 Dec 13, 2022
Extract Thailand COVID-19 Cluster data from daily briefing pdf.

Thailand COVID-19 Cluster Data Extraction About Extract Clusters from Thailand Daily COVID-19 briefing PDF Download latest data Here. Data will be upd

Noppakorn Jiravaranun 5 Sep 27, 2021
scikit-survival is a Python module for survival analysis built on top of scikit-learn.

scikit-survival scikit-survival is a Python module for survival analysis built on top of scikit-learn. It allows doing survival analysis while utilizi

Sebastian Pölsterl 876 Jan 04, 2023
Airflow ETL With EKS EFS Sagemaker

Airflow ETL With EKS EFS & Sagemaker (en desarrollo) Diagrama de la solución Imp

1 Feb 14, 2022
ASTR 302: Python for Astronomy (Winter '22)

ASTR 302, Winter 2022, University of Washington: Python for Astronomy Mario Jurić Location When: 2:30-3:50, Monday & Wednesday, Winter quarter 2022 Wh

UW ASTR 302: Python for Astronomy 4 Jan 12, 2022
An ETL Pipeline of a large data set from a fictitious music streaming service named Sparkify.

An ETL Pipeline of a large data set from a fictitious music streaming service named Sparkify. The ETL process flows from AWS's S3 into staging tables in AWS Redshift.

1 Feb 11, 2022
A data structure that extends pyspark.sql.DataFrame with metadata information.

MetaFrame A data structure that extends pyspark.sql.DataFrame with metadata info

Invent Analytics 8 Feb 15, 2022
Orchest is a browser based IDE for Data Science.

Orchest is a browser based IDE for Data Science. It integrates your favorite Data Science tools out of the box, so you don’t have to. The application is easy to use and can run on your laptop as well

Orchest 3.6k Jan 09, 2023
BigDL - Evaluate the performance of BigDL (Distributed Deep Learning on Apache Spark) in big data analysis problems

Evaluate the performance of BigDL (Distributed Deep Learning on Apache Spark) in big data analysis problems.

Vo Cong Thanh 1 Jan 06, 2022
We're Team Arson and we're using the power of predictive modeling to combat wildfires.

We're Team Arson and we're using the power of predictive modeling to combat wildfires. Arson Map Inspiration There’s been a lot of wildfires in Califo

Jerry Lee 3 Oct 17, 2021
Exploratory data analysis

Exploratory data analysis An Exploratory data analysis APP TAPIWA CHAMBOKO 🚀 About Me I'm a full stack developer experienced in deploying artificial

tapiwa chamboko 1 Nov 07, 2021
CS50 pset9: Using flask API to create a web application to exchange stocks' shares.

C$50 Finance In this guide we want to implement a website via which users can “register”, “login” “buy” and “sell” stocks, like below: Background If y

1 Jan 24, 2022
Gathering data of likes on Tinder within the past 7 days

tinder_likes_data Gathering data of Likes Sent on Tinder within the past 7 days. Versions November 25th, 2021 - Functionality to get the name and age

Alex Carter 12 Jan 05, 2023
Efficient matrix representations for working with tabular data

Efficient matrix representations for working with tabular data

QuantCo 70 Dec 14, 2022