NeuralForecast support for forecasting #1112
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xzdandy
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americast
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Sep 30, 2023
Adding support for `neuralforecast`. Fixes #1112. ```sql DROP TABLE IF EXISTS AirData; CREATE TABLE AirData ( unique_id TEXT(30), ds TEXT(30), y INTEGER); LOAD CSV 'data/forecasting/air-passengers.csv' INTO AirData; DROP FUNCTION IF EXISTS Forecast; CREATE FUNCTION Forecast FROM (SELECT unique_id, ds, y FROM AirData) TYPE Forecasting PREDICT 'y' HORIZON 12 LIBRARY 'neuralforecast'; SELECT Forecast(12); ``` One quick issue here is that `neuralforecast` needs `horizon` as a parameter while training, unlike `statsforecast`. Thus, a better way to call the UDF would be simply `SELECT Forecast();`, which is currently unsupported. @xzdandy Please let me know your thoughts. List of stuff yet to be done: - [x] Incorporate `neuralforecast` - [x] Fix `HORIZON` redundancy (UPDATE: Being fixed in #1121) - [x] Reuse model with lower horizon no - [x] Add support for ~multivariate forecasting~ exogenous variables - [x] Add tests - [x] Add docs --------- Co-authored-by: xzdandy <[email protected]>
a0x8o
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Oct 30, 2023
Adding support for `neuralforecast`. Fixes georgia-tech-db#1112. ```sql DROP TABLE IF EXISTS AirData; CREATE TABLE AirData ( unique_id TEXT(30), ds TEXT(30), y INTEGER); LOAD CSV 'data/forecasting/air-passengers.csv' INTO AirData; DROP FUNCTION IF EXISTS Forecast; CREATE FUNCTION Forecast FROM (SELECT unique_id, ds, y FROM AirData) TYPE Forecasting PREDICT 'y' HORIZON 12 LIBRARY 'neuralforecast'; SELECT Forecast(12); ``` One quick issue here is that `neuralforecast` needs `horizon` as a parameter while training, unlike `statsforecast`. Thus, a better way to call the UDF would be simply `SELECT Forecast();`, which is currently unsupported. @xzdandy Please let me know your thoughts. List of stuff yet to be done: - [x] Incorporate `neuralforecast` - [x] Fix `HORIZON` redundancy (UPDATE: Being fixed in georgia-tech-db#1121) - [x] Reuse model with lower horizon no - [x] Add support for ~multivariate forecasting~ exogenous variables - [x] Add tests - [x] Add docs --------- Co-authored-by: xzdandy <[email protected]>
a0x8o
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Oct 30, 2023
Adding support for `neuralforecast`. Fixes georgia-tech-db#1112. ```sql DROP TABLE IF EXISTS AirData; CREATE TABLE AirData ( unique_id TEXT(30), ds TEXT(30), y INTEGER); LOAD CSV 'data/forecasting/air-passengers.csv' INTO AirData; DROP FUNCTION IF EXISTS Forecast; CREATE FUNCTION Forecast FROM (SELECT unique_id, ds, y FROM AirData) TYPE Forecasting PREDICT 'y' HORIZON 12 LIBRARY 'neuralforecast'; SELECT Forecast(12); ``` One quick issue here is that `neuralforecast` needs `horizon` as a parameter while training, unlike `statsforecast`. Thus, a better way to call the UDF would be simply `SELECT Forecast();`, which is currently unsupported. @xzdandy Please let me know your thoughts. List of stuff yet to be done: - [x] Incorporate `neuralforecast` - [x] Fix `HORIZON` redundancy (UPDATE: Being fixed in georgia-tech-db#1121) - [x] Reuse model with lower horizon no - [x] Add support for ~multivariate forecasting~ exogenous variables - [x] Add tests - [x] Add docs --------- Co-authored-by: xzdandy <[email protected]>
a0x8o
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Nov 22, 2023
Adding support for `neuralforecast`. Fixes georgia-tech-db#1112. ```sql DROP TABLE IF EXISTS AirData; CREATE TABLE AirData ( unique_id TEXT(30), ds TEXT(30), y INTEGER); LOAD CSV 'data/forecasting/air-passengers.csv' INTO AirData; DROP FUNCTION IF EXISTS Forecast; CREATE FUNCTION Forecast FROM (SELECT unique_id, ds, y FROM AirData) TYPE Forecasting PREDICT 'y' HORIZON 12 LIBRARY 'neuralforecast'; SELECT Forecast(12); ``` One quick issue here is that `neuralforecast` needs `horizon` as a parameter while training, unlike `statsforecast`. Thus, a better way to call the UDF would be simply `SELECT Forecast();`, which is currently unsupported. @xzdandy Please let me know your thoughts. List of stuff yet to be done: - [x] Incorporate `neuralforecast` - [x] Fix `HORIZON` redundancy (UPDATE: Being fixed in georgia-tech-db#1121) - [x] Reuse model with lower horizon no - [x] Add support for ~multivariate forecasting~ exogenous variables - [x] Add tests - [x] Add docs --------- Co-authored-by: xzdandy <[email protected]>
a0x8o
pushed a commit
to alexxx-db/eva
that referenced
this issue
Nov 22, 2023
Adding support for `neuralforecast`. Fixes georgia-tech-db#1112. ```sql DROP TABLE IF EXISTS AirData; CREATE TABLE AirData ( unique_id TEXT(30), ds TEXT(30), y INTEGER); LOAD CSV 'data/forecasting/air-passengers.csv' INTO AirData; DROP FUNCTION IF EXISTS Forecast; CREATE FUNCTION Forecast FROM (SELECT unique_id, ds, y FROM AirData) TYPE Forecasting PREDICT 'y' HORIZON 12 LIBRARY 'neuralforecast'; SELECT Forecast(12); ``` One quick issue here is that `neuralforecast` needs `horizon` as a parameter while training, unlike `statsforecast`. Thus, a better way to call the UDF would be simply `SELECT Forecast();`, which is currently unsupported. @xzdandy Please let me know your thoughts. List of stuff yet to be done: - [x] Incorporate `neuralforecast` - [x] Fix `HORIZON` redundancy (UPDATE: Being fixed in georgia-tech-db#1121) - [x] Reuse model with lower horizon no - [x] Add support for ~multivariate forecasting~ exogenous variables - [x] Add tests - [x] Add docs --------- Co-authored-by: xzdandy <[email protected]>
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Description
Neuralforecastbrings about support for DL-based methods, that would also help bring about support for multivariate forecasting. It also usesRayfor faster hyperparameter optimization.Use case
Robust and more accurate predictions, along with multivariate forecasting.
Are you willing to submit a PR?
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