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* tutorials update for master branch * Update conf.py * Update __init__.py * tutorial update * notebook update * Update lgt.ipynb * update * notebook * Update pyro_basic.ipynb * temp * Provide Inference for MAP and Aggregated Estimator (#359) * Update pyro_basic.ipynb * update of notebooks * tutorial update and proof-reading * cell number update * notebook minor update * relabel notebook under exampels/ * file ext * new tab and more updates * readme tone change & link fix * typo fix * minor fix Co-authored-by: Zhishi Wang <zhishiw@uber.com>
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About Orbit | ||
============ | ||
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Orbit is a Python package for Bayesian time series modeling and inference. It provides a | ||
familiar and intuitive initialize-fit-predict interface for working with | ||
time series tasks, while utilizing probabilistic programing languages under | ||
the hood. | ||
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Currently, it supports the following models: | ||
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- Exponential Smoothing (ETS) | ||
- Local Global Trend (LGT) | ||
- Damped Local Trend (DLT) | ||
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It also supports the following sampling methods for | ||
model estimation: | ||
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- Markov-Chain Monte Carlo (MCMC) as a full sampling method | ||
- Maximum a Posteriori (MAP) as a point estimate method | ||
- Variational Inference (VI) as a hybrid-sampling method on approximate | ||
distribution | ||
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Quick Example | ||
------------- | ||
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Orbit APIs follow a Scikit-learn stype API design, with a user-friendly interface. After instantiating a model | ||
object, one can use .fit and .predict for model training and prediction. Below is a quick illustration using the DLT model. | ||
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.. code:: python | ||
from orbit.models.dlt import DLTFull | ||
dlt = DLTFull( | ||
response_col='claims', | ||
date_col='week', | ||
regressor_col=['trend.unemploy', 'trend.filling', 'trend.job'], | ||
seasonality=52, | ||
) | ||
dlt.fit(df=train_df) | ||
predicted_df = dlt.predict(df=test_df) | ||
Citation | ||
-------- | ||
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To cite Orbit in publications, refer to the following whitepaper: | ||
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`Orbit: Probabilistic Forecast with Exponential Smoothing <https://arxiv.org/abs/2004.08492>`__ | ||
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Bibtex: | ||
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@misc{ng2020orbit, title={Orbit: Probabilistic Forecast with Exponential Smoothing}, author={Edwin Ng, Zhishi Wang, Huigang Chen, Steve Yang, Slawek Smyl}, year={2020}, eprint={2004.08492}, archivePrefix={arXiv}, primaryClass={stat.CO}} | ||
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