fix: fill WRMSSE levels 1-5, regenerate parity fixtures (5k rows), recompute SHA256SUMS (part 2)
Browse files- .gitattributes +1 -0
- parity_fixture.parquet +3 -0
- parity_predictions.parquet +2 -2
- predictions.parquet +2 -2
- prophet/README.md +40 -0
- prophet/metrics.json +8 -0
- prophet/model.pkl +3 -0
- prophet/model_config.json +26 -0
- prophet/predictions.csv +29 -0
- prophet_phased/model.pkl +3 -0
- prophet_phased/model_config.json +18 -0
- sarimax/README.md +40 -0
- sarimax/metrics.json +19 -0
- sarimax/model.pkl +3 -0
- sarimax/model_config.json +54 -0
- sarimax/predictions.csv +29 -0
- sarimax_phased/model.pkl +3 -0
- sarimax_phased/model_config.json +31 -0
- submission.csv +0 -0
- training_config.json +66 -40
.gitattributes
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*.zip filter=lfs diff=lfs merge=lfs -text
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*.zip filter=lfs diff=lfs merge=lfs -text
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*tfevents* filter=lfs diff=lfs merge=lfs -text
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submission.csv filter=lfs diff=lfs merge=lfs -text
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parity_fixture.parquet
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parity_predictions.parquet
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predictions.parquet
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version https://git-lfs.github.com/spec/v1
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size 5224477
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prophet/README.md
ADDED
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@@ -0,0 +1,40 @@
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| 1 |
+
# 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)
|
| 10 |
+
|
| 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:
|
| 31 |
+
model = pickle.load(f)
|
| 32 |
+
|
| 33 |
+
future = model.make_future_dataframe(periods=28, freq='D')
|
| 34 |
+
forecast = model.predict(future)
|
| 35 |
+
```
|
| 36 |
+
|
| 37 |
+
## 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
|
prophet/metrics.json
ADDED
|
@@ -0,0 +1,8 @@
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| 1 |
+
{
|
| 2 |
+
"rmse": 4860.667344419225,
|
| 3 |
+
"mae": 4038.7328999714914,
|
| 4 |
+
"mape": 8.72544270105418,
|
| 5 |
+
"method": "Prophet",
|
| 6 |
+
"train_days": 1913,
|
| 7 |
+
"test_days": 28
|
| 8 |
+
}
|
prophet/model.pkl
ADDED
|
@@ -0,0 +1,3 @@
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| 1 |
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version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:df52719ab0b801c14080bd001f041825bd7271fc867fbacae93442f396909b7a
|
| 3 |
+
size 183616
|
prophet/model_config.json
ADDED
|
@@ -0,0 +1,26 @@
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| 1 |
+
{
|
| 2 |
+
"model_name": "Prophet",
|
| 3 |
+
"hyperparameters": {
|
| 4 |
+
"changepoint_prior_scale": 0.001,
|
| 5 |
+
"seasonality_prior_scale": 10.0,
|
| 6 |
+
"holidays_prior_scale": 10.0,
|
| 7 |
+
"interval_width": 0.95,
|
| 8 |
+
"yearly_seasonality": true,
|
| 9 |
+
"weekly_seasonality": true,
|
| 10 |
+
"daily_seasonality": false
|
| 11 |
+
},
|
| 12 |
+
"training_data": {
|
| 13 |
+
"train_days": 1913,
|
| 14 |
+
"test_days": 28,
|
| 15 |
+
"train_start": "2011-01-29 00:00:00",
|
| 16 |
+
"train_end": "2016-04-24 00:00:00"
|
| 17 |
+
},
|
| 18 |
+
"metrics": {
|
| 19 |
+
"rmse": 4860.667344419225,
|
| 20 |
+
"mae": 4038.7328999714914,
|
| 21 |
+
"mape": 8.72544270105418,
|
| 22 |
+
"method": "Prophet",
|
| 23 |
+
"train_days": 1913,
|
| 24 |
+
"test_days": 28
|
| 25 |
+
}
|
| 26 |
+
}
|
prophet/predictions.csv
ADDED
|
@@ -0,0 +1,29 @@
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| 1 |
+
ds,yhat,yhat_lower,yhat_upper,actual
|
| 2 |
+
2016-04-25,39254.467440922606,31836.624377638233,47036.46165501246,38793
|
| 3 |
+
2016-04-26,36610.296198477736,28858.172508254553,43907.191456687244,35487
|
| 4 |
+
2016-04-27,36210.140510744444,29193.283393479192,43944.29023817303,34445
|
| 5 |
+
2016-04-28,36395.444846217986,28946.259371366472,44699.72895518855,34732
|
| 6 |
+
2016-04-29,40304.35427600765,32530.793478067466,47865.10152113736,42896
|
| 7 |
+
2016-04-30,47633.16537853425,39594.14905720591,55075.22556346202,50429
|
| 8 |
+
2016-05-01,47318.62557107206,39389.34726787239,54955.79404097041,53032
|
| 9 |
+
2016-05-02,39021.70580157089,31564.621027932782,46377.25028517124,43181
|
| 10 |
+
2016-05-03,36388.54386872342,28576.56304055806,43994.36252523525,44314
|
| 11 |
+
2016-05-04,35999.1126394052,28307.678507544584,44222.79216825604,39601
|
| 12 |
+
2016-05-05,36195.33998994194,28858.27393807581,43971.41213466942,40763
|
| 13 |
+
2016-05-06,40115.92896096246,32167.33339459978,47222.236441778005,43805
|
| 14 |
+
2016-05-07,47457.78487059798,40125.73017181905,55327.32956716333,54239
|
| 15 |
+
2016-05-08,47158.28866650553,40099.11075088863,55274.76245860533,45609
|
| 16 |
+
2016-05-09,38879.04233182522,31197.655554797708,46481.524560741396,46400
|
| 17 |
+
2016-05-10,36266.784539353095,28705.20178952603,44111.75218321134,39379
|
| 18 |
+
2016-05-11,35902.031762547784,28258.142838596832,43221.27793777325,42248
|
| 19 |
+
2016-05-12,36127.17259428993,28148.187036160514,43014.81134424051,40503
|
| 20 |
+
2016-05-13,40081.264642147784,32450.066458337493,47653.14394930315,44073
|
| 21 |
+
2016-05-14,47461.441551219505,39908.998880902865,54534.09808792956,54308
|
| 22 |
+
2016-05-15,47205.17014213418,39934.36195277914,54382.35000774419,59921
|
| 23 |
+
2016-05-16,38973.98406590814,31296.96257934955,46614.49459466319,42362
|
| 24 |
+
2016-05-17,36414.39261513052,29153.709198505097,44302.76967825718,38777
|
| 25 |
+
2016-05-18,36106.52019162111,28680.133187056188,43749.79952585025,37096
|
| 26 |
+
2016-05-19,36392.20430786937,28817.976394680725,44076.299951534624,36963
|
| 27 |
+
2016-05-20,40409.80144841674,33069.228148915834,47877.14038247709,42552
|
| 28 |
+
2016-05-21,47855.6081312843,40201.74397726433,55578.45434120635,51518
|
| 29 |
+
2016-05-22,47666.13678310303,39785.505706669035,54927.744684018,54338
|
prophet_phased/model.pkl
ADDED
|
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|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:b800ee71f028a519babe82758de8283e9c332a13988008fb3c2093f079097923
|
| 3 |
+
size 181202
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prophet_phased/model_config.json
ADDED
|
@@ -0,0 +1,18 @@
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{
|
| 2 |
+
"model": "Prophet",
|
| 3 |
+
"parameters": {
|
| 4 |
+
"changepoint_prior_scale": 0.001,
|
| 5 |
+
"seasonality_prior_scale": 10.0,
|
| 6 |
+
"holidays_prior_scale": 10.0,
|
| 7 |
+
"yearly_seasonality": true,
|
| 8 |
+
"weekly_seasonality": true,
|
| 9 |
+
"daily_seasonality": false
|
| 10 |
+
},
|
| 11 |
+
"holidays_count": 154,
|
| 12 |
+
"metrics": {
|
| 13 |
+
"name": "Prophet",
|
| 14 |
+
"rmse": 3714.7204444818253,
|
| 15 |
+
"mae": 2975.5260784165544,
|
| 16 |
+
"mape": 6.677639222608256
|
| 17 |
+
}
|
| 18 |
+
}
|
sarimax/README.md
ADDED
|
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|
| 1 |
+
# 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)
|
| 10 |
+
- **Exogenous Variables**: wday, month, snap_CA, snap_TX, snap_WI, has_event
|
| 11 |
+
|
| 12 |
+
## Performance
|
| 13 |
+
| Metric | Value |
|
| 14 |
+
|--------|-------|
|
| 15 |
+
| RMSE | 2,759.70 |
|
| 16 |
+
| MAE | 2,260.25 |
|
| 17 |
+
| MAPE | 4.98% |
|
| 18 |
+
| AIC | 35869.68 |
|
| 19 |
+
|
| 20 |
+
## 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
|
| 28 |
+
import pickle
|
| 29 |
+
import pandas as pd
|
| 30 |
+
|
| 31 |
+
with open('model.pkl', 'rb') as f:
|
| 32 |
+
model = pickle.load(f)
|
| 33 |
+
|
| 34 |
+
forecast = model.forecast(steps=28, exog=exog_future)
|
| 35 |
+
```
|
| 36 |
+
|
| 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
|
sarimax/metrics.json
ADDED
|
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| 1 |
+
{
|
| 2 |
+
"rmse": 2759.696905356552,
|
| 3 |
+
"mae": 2260.247243573586,
|
| 4 |
+
"mape": 4.980222193545587,
|
| 5 |
+
"method": "SARIMAX",
|
| 6 |
+
"order": [
|
| 7 |
+
2,
|
| 8 |
+
1,
|
| 9 |
+
1
|
| 10 |
+
],
|
| 11 |
+
"seasonal_order": [
|
| 12 |
+
1,
|
| 13 |
+
1,
|
| 14 |
+
1,
|
| 15 |
+
7
|
| 16 |
+
],
|
| 17 |
+
"train_days": 1913,
|
| 18 |
+
"test_days": 28
|
| 19 |
+
}
|
sarimax/model.pkl
ADDED
|
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| 1 |
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version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:97c55e424c49326ad5989df42aab3a398158b8fbaa730e0a465ebfcc111c8ffe
|
| 3 |
+
size 89436804
|
sarimax/model_config.json
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"model_name": "SARIMAX",
|
| 3 |
+
"hyperparameters": {
|
| 4 |
+
"order": [
|
| 5 |
+
2,
|
| 6 |
+
1,
|
| 7 |
+
1
|
| 8 |
+
],
|
| 9 |
+
"seasonal_order": [
|
| 10 |
+
1,
|
| 11 |
+
1,
|
| 12 |
+
1,
|
| 13 |
+
7
|
| 14 |
+
],
|
| 15 |
+
"trend": "c",
|
| 16 |
+
"enforce_stationarity": false,
|
| 17 |
+
"enforce_invertibility": false
|
| 18 |
+
},
|
| 19 |
+
"training_data": {
|
| 20 |
+
"train_days": 1913,
|
| 21 |
+
"test_days": 28,
|
| 22 |
+
"train_start": "2011-01-29 00:00:00",
|
| 23 |
+
"train_end": "2016-04-24 00:00:00",
|
| 24 |
+
"exog_features": [
|
| 25 |
+
"wday",
|
| 26 |
+
"month",
|
| 27 |
+
"snap_CA",
|
| 28 |
+
"snap_TX",
|
| 29 |
+
"snap_WI",
|
| 30 |
+
"has_event"
|
| 31 |
+
],
|
| 32 |
+
"aic": 35869.684809082944,
|
| 33 |
+
"bic": 35941.80233095954
|
| 34 |
+
},
|
| 35 |
+
"metrics": {
|
| 36 |
+
"rmse": 2759.696905356552,
|
| 37 |
+
"mae": 2260.247243573586,
|
| 38 |
+
"mape": 4.980222193545587,
|
| 39 |
+
"method": "SARIMAX",
|
| 40 |
+
"order": [
|
| 41 |
+
2,
|
| 42 |
+
1,
|
| 43 |
+
1
|
| 44 |
+
],
|
| 45 |
+
"seasonal_order": [
|
| 46 |
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1,
|
| 47 |
+
1,
|
| 48 |
+
1,
|
| 49 |
+
7
|
| 50 |
+
],
|
| 51 |
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"train_days": 1913,
|
| 52 |
+
"test_days": 28
|
| 53 |
+
}
|
| 54 |
+
}
|
sarimax/predictions.csv
ADDED
|
@@ -0,0 +1,29 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
ds,yhat,actual
|
| 2 |
+
2016-04-25,38805.11936782724,38793
|
| 3 |
+
2016-04-26,36316.105828214844,35487
|
| 4 |
+
2016-04-27,35752.42080290593,34445
|
| 5 |
+
2016-04-28,36582.001356706554,34732
|
| 6 |
+
2016-04-29,40021.65105203574,42896
|
| 7 |
+
2016-04-30,48196.35281505108,50429
|
| 8 |
+
2016-05-01,51530.0262907313,53032
|
| 9 |
+
2016-05-02,41857.07730659572,43181
|
| 10 |
+
2016-05-03,40467.91078918641,44314
|
| 11 |
+
2016-05-04,37463.81561243717,39601
|
| 12 |
+
2016-05-05,39465.26870813444,40763
|
| 13 |
+
2016-05-06,44250.71209230045,43805
|
| 14 |
+
2016-05-07,53019.85674631836,54239
|
| 15 |
+
2016-05-08,51451.157547362236,45609
|
| 16 |
+
2016-05-09,43474.084010331186,46400
|
| 17 |
+
2016-05-10,37953.66045915283,39379
|
| 18 |
+
2016-05-11,38475.18393370119,42248
|
| 19 |
+
2016-05-12,39468.605711146374,40503
|
| 20 |
+
2016-05-13,41414.537439468375,44073
|
| 21 |
+
2016-05-14,51144.72101008925,54308
|
| 22 |
+
2016-05-15,52881.63756486844,59921
|
| 23 |
+
2016-05-16,39205.3841990734,42362
|
| 24 |
+
2016-05-17,36318.56067550168,38777
|
| 25 |
+
2016-05-18,35983.29108237676,37096
|
| 26 |
+
2016-05-19,36979.27362886479,36963
|
| 27 |
+
2016-05-20,40113.330984365224,42552
|
| 28 |
+
2016-05-21,50100.882300414974,51518
|
| 29 |
+
2016-05-22,50390.02911314174,54338
|
sarimax_phased/model.pkl
ADDED
|
@@ -0,0 +1,3 @@
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|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
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| 2 |
+
oid sha256:e689edccdd92359bc62791e29fc78eadadb19673cdc47d98e3bbe45910c8cd10
|
| 3 |
+
size 88206666
|
sarimax_phased/model_config.json
ADDED
|
@@ -0,0 +1,31 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
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|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"model": "SARIMAX",
|
| 3 |
+
"order": [
|
| 4 |
+
2,
|
| 5 |
+
1,
|
| 6 |
+
1
|
| 7 |
+
],
|
| 8 |
+
"seasonal_order": [
|
| 9 |
+
1,
|
| 10 |
+
1,
|
| 11 |
+
1,
|
| 12 |
+
7
|
| 13 |
+
],
|
| 14 |
+
"trend": "c",
|
| 15 |
+
"exog_features": [
|
| 16 |
+
"wday",
|
| 17 |
+
"month",
|
| 18 |
+
"snap_CA",
|
| 19 |
+
"snap_TX",
|
| 20 |
+
"snap_WI",
|
| 21 |
+
"sin_day",
|
| 22 |
+
"cos_day"
|
| 23 |
+
],
|
| 24 |
+
"metrics": {
|
| 25 |
+
"name": "SARIMAX",
|
| 26 |
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"rmse": 1805.0597898619735,
|
| 27 |
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"mae": 1542.259065026108,
|
| 28 |
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"mape": 3.8031233802899376
|
| 29 |
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},
|
| 30 |
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"aic": 35400.122667436415
|
| 31 |
+
}
|
submission.csv
CHANGED
|
The diff for this file is too large to render.
See raw diff
|
|
|
training_config.json
CHANGED
|
@@ -31,49 +31,75 @@
|
|
| 31 |
"git_commit": "none",
|
| 32 |
"local_wrmsse": {
|
| 33 |
"A": {
|
| 34 |
-
"total": 833.
|
| 35 |
-
"state_id":
|
| 36 |
-
"store_id":
|
| 37 |
-
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|
| 38 |
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|
| 39 |
-
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|
| 40 |
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"state_dept":
|
| 41 |
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|
| 42 |
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|
| 43 |
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|
| 44 |
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"item_state":
|
| 45 |
-
"item_store":
|
| 46 |
-
"overall": 148.
|
| 47 |
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|
| 48 |
"B": {
|
| 49 |
-
"total": 678.
|
| 50 |
-
"state_id":
|
| 51 |
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|
| 52 |
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"cat_id":
|
| 53 |
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|
| 54 |
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|
| 55 |
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| 56 |
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| 57 |
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|
| 58 |
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|
| 59 |
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"item_state":
|
| 60 |
-
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|
| 61 |
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"overall": 121.
|
| 62 |
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|
| 63 |
"C": {
|
| 64 |
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"total":
|
| 65 |
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"state_id":
|
| 66 |
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"store_id":
|
| 67 |
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"cat_id":
|
| 68 |
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"dept_id":
|
| 69 |
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|
| 70 |
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|
| 71 |
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|
| 72 |
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|
| 73 |
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|
| 74 |
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|
| 75 |
-
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|
| 76 |
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"overall": 167.
|
| 77 |
}
|
| 78 |
-
}
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
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|
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|
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|
|
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|
|
|
|
|
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|
|
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|
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|
|
| 79 |
}
|
|
|
|
| 31 |
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|
| 32 |
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|
| 33 |
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|
| 34 |
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|
| 35 |
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|
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| 40 |
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|
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|
| 45 |
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|
| 46 |
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|
| 47 |
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|
| 48 |
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|
| 49 |
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|
| 50 |
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| 51 |
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| 55 |
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|
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|
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|
| 59 |
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|
| 60 |
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|
| 61 |
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|
| 62 |
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|
| 63 |
"C": {
|
| 64 |
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"total": 2441.678322,
|
| 65 |
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|
| 66 |
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|
| 67 |
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|
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|
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|
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},
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|
| 80 |
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],
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"evaluation_period": {
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| 94 |
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"fold_A": "2016-02-28 to 2016-03-27",
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| 95 |
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"fold_B": "2016-03-28 to 2016-04-24",
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"fold_C": "2016-04-25 to 2016-05-22"
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| 97 |
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"aggregate_score": 145.559317,
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"score_by_fold": {
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"A": 148.327863,
|
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"B": 121.276794,
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"parity_pred_sha256": "5f0b261b519c608137ffbf23ef312008ec14405804e750a575dfd6c464e7f70b"
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