CLI commands

Basic forecast usage:

Usage: etna forecast [OPTIONS] CONFIG_PATH TARGET_PATH FREQ OUTPUT_PATH [EXOG_PATH]
                     [FORECAST_CONFIG_PATH] [RAW_OUTPUT]

Command to make forecast with etna without coding.

Arguments:
    CONFIG_PATH             path to yaml config with desired pipeline  [required]
    TARGET_PATH             path to csv with data to forecast  [required]
    FREQ                    frequency of timestamp in files in pandas format  [required]
    OUTPUT_PATH             where to save forecast  [required]
    [EXOG_PATH]             path to csv with exog data
    [FORECAST_CONFIG_PATH]  path to yaml config with forecast params
    [RAW_OUTPUT]            by default we return only forecast without features [default: False]

How to create config?

Example of pipeline’s config:

_target_: etna.pipeline.Pipeline
horizon: 4
model:
  _target_: etna.models.CatBoostModelMultiSegment
transforms:
  - _target_: etna.transforms.LinearTrendTransform
    in_column: target
  - _target_: etna.transforms.SegmentEncoderTransform

Example of forecast params config:

prediction_interval: true
quantiles: [0.025, 0.975]
n_folds: 3

How to prepare data?

Example of dataset with data to forecast:

timestamp

segment

target

2020-01-01

segment_1

1

2020-01-02

segment_1

2

2020-01-03

segment_1

3

2020-01-04

segment_1

4

2020-01-10

segment_2

10

2020-01-11

segment_2

20

Example of exog dataset:

timestamp

segment

regressor_1

regressor_2

2020-01-01

segment_1

11

12

2020-01-02

segment_1

22

13

2020-01-03

segment_1

31

14

2020-01-04

segment_1

42

15

2020-02-10

segment_2

101

61

2020-02-11

segment_2

205

54


Basic backtest usage:

Usage: etna backtest [OPTIONS] CONFIG_PATH BACKTEST_CONFIG_PATH TARGET_PATH FREQ OUTPUT_PATH [EXOG_PATH]

Command to run backtest with etna without coding.

Arguments:
    CONFIG_PATH             path to yaml config with desired pipeline  [required]
    BACKTEST_CONFIG_PATH    path to yaml with backtest run config [required]
    TARGET_PATH             path to csv with data to forecast  [required]
    FREQ                    frequency of timestamp in files in pandas format  [required]
    OUTPUT_PATH             where to save forecast  [required]
    [EXOG_PATH]             path to csv with exog data

How to create configs?

Example of pipeline’s config:

_target_: etna.pipeline.Pipeline
horizon: 4
model:
  _target_: etna.models.CatBoostModelMultiSegment
transforms:
  - _target_: etna.transforms.LinearTrendTransform
    in_column: target
  - _target_: etna.transforms.SegmentEncoderTransform

Example of backtest run config:

n_folds: 3
n_jobs: 3
metrics:
  - _target_: etna.metrics.MAE
  - _target_: etna.metrics.MSE
  - _target_: etna.metrics.MAPE
  - _target_: etna.metrics.SMAPE

How to prepare data?

Example of dataset with data to forecast:

timestamp

segment

target

2020-01-01

segment_1

1

2020-01-02

segment_1

2

2020-01-03

segment_1

3

2020-01-04

segment_1

4

2020-01-10

segment_2

10

2020-01-11

segment_2

20

Example of exog dataset:

timestamp

segment

regressor_1

regressor_2

2020-01-01

segment_1

11

12

2020-01-02

segment_1

22

13

2020-01-03

segment_1

31

14

2020-01-04

segment_1

42

15

2020-02-10

segment_2

101

61

2020-02-11

segment_2

205

54