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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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Edwin Ng and wangzhishi committed Feb 19, 2021
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38 changes: 17 additions & 21 deletions README.md
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Expand Up @@ -17,23 +17,19 @@ This project
- requires PyStan as a system dependency. PyStan is licensed under [GPLv3](https://www.gnu.org/licenses/gpl-3.0.html), which is a free, copyleft license for software.


# Orbit: A Python Package for Bayesian Forecasting
# Orbit: A Python Package for Bayesian Forecasting

Orbit is a Python package for Bayesian forecasting models developed under object-oriented design. It provides a
familiar and intuitive initialize-fit-predict interface for working with
time series tasks, while utilizing probabilistic modeling api under
the hood.
Orbit is a Python package for Bayesian time series forecasting and inference. It provides a
familiar and intuitive initialize-fit-predict interface for time series tasks, while utilizing probabilistic programing languages under the hood.

The initial release supports concrete implementation for the following
Currently, it supports concrete implementations for the following
models:

- Exponential Smoothing (ETS)
- Damped Local Trend (DLT)
- Local Global Trend (LGT)

Both models, which are variants of exponential smoothing, support
seasonality and exogenous (time-independent) features.

The initial release also supports the following sampling methods for
It also supports the following sampling methods for
model estimation:

- Markov-Chain Monte Carlo (MCMC) as a full sampling method
Expand Down Expand Up @@ -100,7 +96,7 @@ plot_predicted_data(
# References
## Documentation

- [Orbit API Documentation and Examples](https://uber.github.io/orbit/>)
- [Orbit API Documentation and Examples](https://uber.github.io/orbit/)

## Papers

Expand All @@ -111,9 +107,9 @@ plot_predicted_data(

## Related projects

- [Pyro](https://github.com/pyro-ppl/pyro>)
- [Stan](https://github.com/stan-dev/stan>)
- [Rlgt](https://cran.r-project.org/web/packages/Rlgt/index.html>)
- [Pyro](https://github.com/pyro-ppl/pyro)
- [Stan](https://github.com/stan-dev/stan)
- [Rlgt](https://cran.r-project.org/web/packages/Rlgt/index.html)

# Citation

Expand All @@ -124,13 +120,13 @@ To cite Orbit in publications, refer to the following whitepaper:
Bibtex:
```
@misc{
ng2020orbit,
title={Orbit: Probabilistic Forecast with Exponential Smoothing},
author={Edwin Ng,
Zhishi Wang,
Huigang Chen,
Steve Yang,
Slawek Smyl},
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}
}
```
57 changes: 57 additions & 0 deletions docs/about.rst
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About Orbit
============

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.

Currently, it supports the following models:

- Exponential Smoothing (ETS)
- Local Global Trend (LGT)
- Damped Local Trend (DLT)

It also supports the following sampling methods for
model estimation:

- 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

Quick Example
-------------

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.

.. 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
--------

To cite Orbit in publications, refer to the following whitepaper:

`Orbit: Probabilistic Forecast with Exponential Smoothing <https://arxiv.org/abs/2004.08492>`__

Bibtex:

@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}}



4 changes: 2 additions & 2 deletions docs/conf.py
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project = 'orbit'
copyright = '2020, Uber Technologies, Inc'
author = 'Edwin Ng, Steve Yang, Huigang Chen, Zhishi Wang'
author = 'Edwin Ng, Steve Yang, Zhishi Wang, Yifeng Wu, Jing Pan'

# The short X.Y version.
version = orbit.__version__
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#
html_theme_options = {
# 'logo_only': False,
'navigation_depth': 3,
'navigation_depth': 1,
}

# Add any paths that contain custom static files (such as style sheets) here,
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32 changes: 30 additions & 2 deletions docs/index.rst
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Expand Up @@ -9,10 +9,38 @@ Welcome to Orbit's Documentation!

.. toctree::
:maxdepth: 1
:caption: Orbit Core
:caption: Basic
:name: basic

about
installation
tutorials
tutorials/quick_start
tutorials/model_estimations
tutorials/pyro_basic


.. toctree::
:maxdepth: 1
:caption: Exponential Smoothing Models
:name: exponential-smoothing-models

tutorials/dlt
tutorials/lgt
tutorials/regression

.. toctree::
:maxdepth: 1
:caption: Validation

tutorials/decompose_prediction
tutorials/model_diagnostics
tutorials/backtest

.. toctree::
:maxdepth: 1
:caption: Other Utilities

tutorials/utilities_simulation
modules

Indices and tables
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14 changes: 0 additions & 14 deletions docs/tutorials.rst

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