rishini commited on
Commit
012ce04
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1 Parent(s): 0cbdee6

fix: fill WRMSSE levels 1-5, regenerate parity fixtures (5k rows), recompute SHA256SUMS (part 2)

Browse files
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+ # Prophet Model for M5 Demand Forecasting
2
+
3
+ ## Overview
4
+ Prophet (Facebook's forecasting library) trained on aggregated daily M5 sales data.
5
+
6
+ ## Model Details
7
+ - **Architecture**: Additive model with trend, weekly/yearly seasonality, and event effects
8
+ - **Training Data**: 1,913 days of aggregated daily sales (2011-01-29 to 2016-04-24)
9
+ - **Test Period**: 28 days (2016-04-25 to 2016-05-22)
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+
11
+ ## Performance
12
+ | Metric | Value |
13
+ |--------|-------|
14
+ | RMSE | 4,860.67 |
15
+ | MAE | 4,038.73 |
16
+ | MAPE | 8.73% |
17
+
18
+ ## Key Features
19
+ - Piecewise linear growth trend
20
+ - Weekly seasonality (captures day-of-week patterns)
21
+ - Yearly seasonality (captures seasonal trends)
22
+ - 154 holiday/event effects
23
+ - 95% prediction intervals
24
+
25
+ ## Usage
26
+ ```python
27
+ import pickle
28
+ import pandas as pd
29
+
30
+ with open('model.pkl', 'rb') as f:
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+ model = pickle.load(f)
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+
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+ future = model.make_future_dataframe(periods=28, freq='D')
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+ forecast = model.predict(future)
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+ ```
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+
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+ ## Notes
38
+ - Prophet naturally handles missing values and structural breaks
39
+ - The model captures strong weekly patterns (weekend vs weekday sales)
40
+ - Lower performance than SARIMAX but faster to train
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+ # SARIMAX Model for M5 Demand Forecasting
2
+
3
+ ## Overview
4
+ Seasonal ARIMA with eXogenous variables trained on aggregated daily M5 sales data.
5
+
6
+ ## Model Details
7
+ - **Architecture**: SARIMAX(2,1,1)(1,1,1,7)
8
+ - **Training Data**: 1,913 days with 6 exogenous features
9
+ - **Test Period**: 28 days (2016-04-25 to 2016-05-22)
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+ - **Exogenous Variables**: wday, month, snap_CA, snap_TX, snap_WI, has_event
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+
12
+ ## Performance
13
+ | Metric | Value |
14
+ |--------|-------|
15
+ | RMSE | 2,759.70 |
16
+ | MAE | 2,260.25 |
17
+ | MAPE | 4.98% |
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+ | AIC | 35869.68 |
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+
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+ ## Key Features
21
+ - Captures autocorrelation and seasonal patterns
22
+ - Exogenous variables provide additional signal
23
+ - Weekly seasonality (s=7) for day-of-week effects
24
+ - Event indicators (holidays, SNAP days) improve accuracy
25
+
26
+ ## Usage
27
+ ```python
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+ import pickle
29
+ import pandas as pd
30
+
31
+ with open('model.pkl', 'rb') as f:
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+ model = pickle.load(f)
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+
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+ forecast = model.forecast(steps=28, exog=exog_future)
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+ ```
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+
37
+ ## Notes
38
+ - Best performance among the three statistical models
39
+ - Exogenous variables (especially SNAP indicators) significantly improve predictions
40
+ - Larger model size (85MB) due to seasonal components
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90
+ "item_state",
91
+ "item_store"
92
+ ],
93
+ "evaluation_period": {
94
+ "fold_A": "2016-02-28 to 2016-03-27",
95
+ "fold_B": "2016-03-28 to 2016-04-24",
96
+ "fold_C": "2016-04-25 to 2016-05-22"
97
+ },
98
+ "aggregate_score": 145.559317,
99
+ "score_by_fold": {
100
+ "A": 148.327863,
101
+ "B": 121.276794,
102
+ "C": 167.073294
103
+ },
104
+ "parity_pred_sha256": "5f0b261b519c608137ffbf23ef312008ec14405804e750a575dfd6c464e7f70b"
105
  }