diff --git a/.gitignore b/.gitignore index 00dc636..64585ce 100644 --- a/.gitignore +++ b/.gitignore @@ -9,3 +9,5 @@ results/ uv.lock development_setup.md debug.log +# Generated output files +timesfm-forecasting/examples/*/output/ diff --git a/timesfm-forecasting/examples/anomaly-detection/output/anomaly_detection.json b/timesfm-forecasting/examples/anomaly-detection/output/anomaly_detection.json deleted file mode 100644 index b692877..0000000 --- a/timesfm-forecasting/examples/anomaly-detection/output/anomaly_detection.json +++ /dev/null @@ -1,448 +0,0 @@ -{ - "method": "two_phase", - "context_method": "linear_detrend_zscore", - "forecast_method": "quantile_prediction_intervals", - "thresholds": { - "critical_z": 3.0, - "warning_z": 2.0, - "pi_critical_pct": 80, - "pi_warning_pct": 60 - }, - "context_summary": { - "total": 36, - "critical": 1, - "warning": 0, - "normal": 35, - "res_std": 0.11362 - }, - "forecast_summary": { - "total": 12, - "critical": 4, - "warning": 1, - "normal": 7 - }, - "context_detections": [ - { - "date": "2022-01", - "value": 0.89, - "trend": 0.837, - "residual": 0.053, - "z_score": 0.467, - "severity": "NORMAL" - }, - { - "date": "2022-02", - "value": 0.89, - "trend": 0.8514, - "residual": 0.0386, - "z_score": 0.34, - "severity": "NORMAL" - }, - { - "date": "2022-03", - "value": 1.02, - "trend": 0.8658, - "residual": 0.1542, - "z_score": 1.357, - "severity": "NORMAL" - }, - { - "date": "2022-04", - "value": 0.88, - "trend": 0.8803, - "residual": -0.0003, - "z_score": -0.002, - "severity": "NORMAL" - }, - { - "date": "2022-05", - "value": 0.85, - "trend": 0.8947, - "residual": -0.0447, - "z_score": -0.394, - "severity": "NORMAL" - }, - { - "date": "2022-06", - "value": 0.88, - "trend": 0.9092, - "residual": -0.0292, - "z_score": -0.257, - "severity": "NORMAL" - }, - { - "date": "2022-07", - "value": 0.88, - "trend": 0.9236, - "residual": -0.0436, - "z_score": -0.384, - "severity": "NORMAL" - }, - { - "date": "2022-08", - "value": 0.9, - "trend": 0.9381, - "residual": -0.0381, - "z_score": -0.335, - "severity": "NORMAL" - }, - { - "date": "2022-09", - "value": 0.88, - "trend": 0.9525, - "residual": -0.0725, - "z_score": -0.638, - "severity": "NORMAL" - }, - { - "date": "2022-10", - "value": 0.95, - "trend": 0.9669, - "residual": -0.0169, - "z_score": -0.149, - "severity": "NORMAL" - }, - { - "date": "2022-11", - "value": 0.77, - "trend": 0.9814, - "residual": -0.2114, - "z_score": -1.86, - "severity": "NORMAL" - }, - { - "date": "2022-12", - "value": 0.78, - "trend": 0.9958, - "residual": -0.2158, - "z_score": -1.9, - "severity": "NORMAL" - }, - { - "date": "2023-01", - "value": 0.87, - "trend": 1.0103, - "residual": -0.1403, - "z_score": -1.235, - "severity": "NORMAL" - }, - { - "date": "2023-02", - "value": 0.98, - "trend": 1.0247, - "residual": -0.0447, - "z_score": -0.394, - "severity": "NORMAL" - }, - { - "date": "2023-03", - "value": 1.21, - "trend": 1.0392, - "residual": 0.1708, - "z_score": 1.503, - "severity": "NORMAL" - }, - { - "date": "2023-04", - "value": 1.0, - "trend": 1.0536, - "residual": -0.0536, - "z_score": -0.472, - "severity": "NORMAL" - }, - { - "date": "2023-05", - "value": 0.94, - "trend": 1.0681, - "residual": -0.1281, - "z_score": -1.127, - "severity": "NORMAL" - }, - { - "date": "2023-06", - "value": 1.08, - "trend": 1.0825, - "residual": -0.0025, - "z_score": -0.022, - "severity": "NORMAL" - }, - { - "date": "2023-07", - "value": 1.18, - "trend": 1.0969, - "residual": 0.0831, - "z_score": 0.731, - "severity": "NORMAL" - }, - { - "date": "2023-08", - "value": 1.24, - "trend": 1.1114, - "residual": 0.1286, - "z_score": 1.132, - "severity": "NORMAL" - }, - { - "date": "2023-09", - "value": 1.47, - "trend": 1.1258, - "residual": 0.3442, - "z_score": 3.029, - "severity": "CRITICAL" - }, - { - "date": "2023-10", - "value": 1.32, - "trend": 1.1403, - "residual": 0.1797, - "z_score": 1.582, - "severity": "NORMAL" - }, - { - "date": "2023-11", - "value": 1.18, - "trend": 1.1547, - "residual": 0.0253, - "z_score": 0.222, - "severity": "NORMAL" - }, - { - "date": "2023-12", - "value": 1.16, - "trend": 1.1692, - "residual": -0.0092, - "z_score": -0.081, - "severity": "NORMAL" - }, - { - "date": "2024-01", - "value": 1.22, - "trend": 1.1836, - "residual": 0.0364, - "z_score": 0.32, - "severity": "NORMAL" - }, - { - "date": "2024-02", - "value": 1.35, - "trend": 1.1981, - "residual": 0.1519, - "z_score": 1.337, - "severity": "NORMAL" - }, - { - "date": "2024-03", - "value": 1.34, - "trend": 1.2125, - "residual": 0.1275, - "z_score": 1.122, - "severity": "NORMAL" - }, - { - "date": "2024-04", - "value": 1.26, - "trend": 1.2269, - "residual": 0.0331, - "z_score": 0.291, - "severity": "NORMAL" - }, - { - "date": "2024-05", - "value": 1.15, - "trend": 1.2414, - "residual": -0.0914, - "z_score": -0.804, - "severity": "NORMAL" - }, - { - "date": "2024-06", - "value": 1.2, - "trend": 1.2558, - "residual": -0.0558, - "z_score": -0.491, - "severity": "NORMAL" - }, - { - "date": "2024-07", - "value": 1.24, - "trend": 1.2703, - "residual": -0.0303, - "z_score": -0.266, - "severity": "NORMAL" - }, - { - "date": "2024-08", - "value": 1.3, - "trend": 1.2847, - "residual": 0.0153, - "z_score": 0.135, - "severity": "NORMAL" - }, - { - "date": "2024-09", - "value": 1.28, - "trend": 1.2992, - "residual": -0.0192, - "z_score": -0.169, - "severity": "NORMAL" - }, - { - "date": "2024-10", - "value": 1.27, - "trend": 1.3136, - "residual": -0.0436, - "z_score": -0.384, - "severity": "NORMAL" - }, - { - "date": "2024-11", - "value": 1.22, - "trend": 1.328, - "residual": -0.108, - "z_score": -0.951, - "severity": "NORMAL" - }, - { - "date": "2024-12", - "value": 1.2, - "trend": 1.3425, - "residual": -0.1425, - "z_score": -1.254, - "severity": "NORMAL" - } - ], - "forecast_detections": [ - { - "date": "2025-01", - "actual": 1.2821, - "forecast": 1.2593, - "q10": 1.1407, - "q20": 1.1881, - "q80": 1.324, - "q90": 1.3679, - "severity": "NORMAL", - "was_injected": false - }, - { - "date": "2025-02", - "actual": 1.1522, - "forecast": 1.2857, - "q10": 1.1406, - "q20": 1.1961, - "q80": 1.3751, - "q90": 1.4254, - "severity": "WARNING", - "was_injected": false - }, - { - "date": "2025-03", - "actual": 1.3358, - "forecast": 1.295, - "q10": 1.1269, - "q20": 1.1876, - "q80": 1.4035, - "q90": 1.4643, - "severity": "NORMAL", - "was_injected": false - }, - { - "date": "2025-04", - "actual": 2.0594, - "forecast": 1.2208, - "q10": 1.0353, - "q20": 1.1042, - "q80": 1.331, - "q90": 1.4017, - "severity": "CRITICAL", - "was_injected": true - }, - { - "date": "2025-05", - "actual": 1.0747, - "forecast": 1.1703, - "q10": 0.9691, - "q20": 1.0431, - "q80": 1.2892, - "q90": 1.3632, - "severity": "NORMAL", - "was_injected": false - }, - { - "date": "2025-06", - "actual": 1.1442, - "forecast": 1.1456, - "q10": 0.942, - "q20": 1.0111, - "q80": 1.2703, - "q90": 1.3454, - "severity": "NORMAL", - "was_injected": false - }, - { - "date": "2025-07", - "actual": 1.2917, - "forecast": 1.1702, - "q10": 0.9504, - "q20": 1.0348, - "q80": 1.2998, - "q90": 1.3807, - "severity": "NORMAL", - "was_injected": false - }, - { - "date": "2025-08", - "actual": 1.2519, - "forecast": 1.2027, - "q10": 0.9709, - "q20": 1.0594, - "q80": 1.3408, - "q90": 1.4195, - "severity": "NORMAL", - "was_injected": false - }, - { - "date": "2025-09", - "actual": 0.6364, - "forecast": 1.191, - "q10": 0.9594, - "q20": 1.0404, - "q80": 1.3355, - "q90": 1.417, - "severity": "CRITICAL", - "was_injected": true - }, - { - "date": "2025-10", - "actual": 1.2073, - "forecast": 1.1491, - "q10": 0.9079, - "q20": 0.9953, - "q80": 1.2869, - "q90": 1.3775, - "severity": "NORMAL", - "was_injected": false - }, - { - "date": "2025-11", - "actual": 1.3851, - "forecast": 1.0805, - "q10": 0.8361, - "q20": 0.926, - "q80": 1.2284, - "q90": 1.3122, - "severity": "CRITICAL", - "was_injected": false - }, - { - "date": "2025-12", - "actual": 1.8294, - "forecast": 1.0613, - "q10": 0.8022, - "q20": 0.8952, - "q80": 1.2169, - "q90": 1.296, - "severity": "CRITICAL", - "was_injected": true - } - ] -} \ No newline at end of file diff --git a/timesfm-forecasting/examples/anomaly-detection/output/anomaly_detection.png b/timesfm-forecasting/examples/anomaly-detection/output/anomaly_detection.png deleted file mode 100644 index bcc609f..0000000 Binary files a/timesfm-forecasting/examples/anomaly-detection/output/anomaly_detection.png and /dev/null differ diff --git a/timesfm-forecasting/examples/covariates-forecasting/output/covariates_data.png b/timesfm-forecasting/examples/covariates-forecasting/output/covariates_data.png deleted file mode 100644 index 4605fe4..0000000 Binary files a/timesfm-forecasting/examples/covariates-forecasting/output/covariates_data.png and /dev/null differ diff --git a/timesfm-forecasting/examples/covariates-forecasting/output/covariates_metadata.json b/timesfm-forecasting/examples/covariates-forecasting/output/covariates_metadata.json deleted file mode 100644 index 926d0c3..0000000 --- a/timesfm-forecasting/examples/covariates-forecasting/output/covariates_metadata.json +++ /dev/null @@ -1,59 +0,0 @@ -{ - "description": "Synthetic retail sales data with covariates for TimesFM XReg demo", - "note_on_real_data": "For real datasets (e.g., Kaggle Rossmann Store Sales), download to tempfile.mkdtemp() -- do NOT commit to this repo.", - "stores": { - "store_A": { - "type": "premium", - "region": "urban", - "base_sales": 1000, - "mean_sales_context": 1148.7 - }, - "store_B": { - "type": "standard", - "region": "suburban", - "base_sales": 750, - "mean_sales_context": 907.0 - }, - "store_C": { - "type": "discount", - "region": "rural", - "base_sales": 500, - "mean_sales_context": 645.3 - } - }, - "dimensions": { - "context_length": 24, - "horizon_length": 12, - "total_length": 36, - "num_stores": 3, - "csv_rows": 108 - }, - "covariates": { - "dynamic_numerical": [ - "price" - ], - "dynamic_categorical": [ - "promotion", - "holiday", - "day_of_week" - ], - "static_categorical": [ - "store_type", - "region" - ] - }, - "effect_magnitudes": { - "holiday": "+200 units per holiday week", - "promotion": "+150 units per promotion week", - "price": "-20 units per $1 above base price" - }, - "xreg_modes": { - "xreg + timesfm": "Regression on TimesFM residuals (default)", - "timesfm + xreg": "TimesFM on regression residuals" - }, - "bug_fixes_history": [ - "v1: Variable-shadowing -- all stores had identical covariates", - "v2: Fixed shadowing; CONTEXT_LEN 48->24", - "v3: Added component decomposition (base, price/promo/holiday effects); 2x2 sharex viz" - ] -} \ No newline at end of file diff --git a/timesfm-forecasting/examples/covariates-forecasting/output/sales_with_covariates.csv b/timesfm-forecasting/examples/covariates-forecasting/output/sales_with_covariates.csv deleted file mode 100644 index 5209989..0000000 --- a/timesfm-forecasting/examples/covariates-forecasting/output/sales_with_covariates.csv +++ /dev/null @@ -1,109 +0,0 @@ -store_id,week,split,sales,base_sales,price,price_effect,promotion,holiday,day_of_week,store_type,region -store_A,0,context,1369.59,1012.19,11.6299,7.4,1,1,0,premium,urban -store_A,1,context,973.53,973.04,11.9757,0.49,0,0,1,premium,urban -store_A,2,context,1064.63,1059.16,11.7269,5.46,0,0,2,premium,urban -store_A,3,context,1077.59,1080.99,12.1698,-3.4,0,0,3,premium,urban -store_A,4,context,980.39,979.14,11.9372,1.26,0,0,4,premium,urban -store_A,5,context,1011.7,1018.36,12.3327,-6.65,0,0,5,premium,urban -store_A,6,context,1084.16,1088.16,12.2003,-4.01,0,0,6,premium,urban -store_A,7,context,1085.98,1082.23,11.8124,3.75,0,0,0,premium,urban -store_A,8,context,1098.52,1105.17,12.3323,-6.65,0,0,1,premium,urban -store_A,9,context,1075.62,1081.71,12.3048,-6.1,0,0,2,premium,urban -store_A,10,context,1312.23,1159.98,11.8875,2.25,1,0,3,premium,urban -store_A,11,context,1368.02,1163.79,11.7883,4.23,0,1,4,premium,urban -store_A,12,context,1138.41,1142.06,12.1825,-3.65,0,0,5,premium,urban -store_A,13,context,1197.29,1190.09,11.6398,7.2,0,0,6,premium,urban -store_A,14,context,1174.12,1168.12,11.6999,6.0,0,0,0,premium,urban -store_A,15,context,1128.16,1118.3,11.5074,9.85,0,0,1,premium,urban -store_A,16,context,1163.81,1169.55,12.2869,-5.74,0,0,2,premium,urban -store_A,17,context,1114.18,1117.48,12.1649,-3.3,0,0,3,premium,urban -store_A,18,context,1186.87,1190.98,12.2052,-4.1,0,0,4,premium,urban -store_A,19,context,1147.27,1152.88,12.2807,-5.61,0,0,5,premium,urban -store_A,20,context,1146.48,1145.66,11.9589,0.82,0,0,6,premium,urban -store_A,21,context,1121.83,1123.21,12.0687,-1.37,0,0,0,premium,urban -store_A,22,context,1203.28,1196.08,11.6398,7.2,0,0,1,premium,urban -store_A,23,context,1344.9,1137.19,11.6145,7.71,0,1,2,premium,urban -store_A,24,horizon,1118.64,1122.01,12.1684,-3.37,0,0,3,premium,urban -store_A,25,horizon,1121.14,1120.56,11.9711,0.58,0,0,4,premium,urban -store_A,26,horizon,1149.99,1151.29,12.0652,-1.3,0,0,5,premium,urban -store_A,27,horizon,1284.67,1139.97,12.265,-5.3,1,0,6,premium,urban -store_A,28,horizon,1284.67,1137.36,12.1347,-2.69,1,0,0,premium,urban -store_A,29,horizon,1132.79,1133.86,12.0536,-1.07,0,0,1,premium,urban -store_A,30,horizon,1197.3,1198.49,12.0592,-1.18,0,0,2,premium,urban -store_A,31,horizon,1247.22,1093.3,11.804,3.92,1,0,3,premium,urban -store_A,32,horizon,1095.84,1086.46,11.5308,9.38,0,0,4,premium,urban -store_A,33,horizon,1073.83,1072.57,11.9367,1.27,0,0,5,premium,urban -store_A,34,horizon,1134.51,1128.8,11.7146,5.71,0,0,6,premium,urban -store_A,35,horizon,1351.15,1149.32,11.9085,1.83,0,1,0,premium,urban -store_B,0,context,1062.53,712.0,9.9735,0.53,1,1,0,standard,suburban -store_B,1,context,904.49,749.83,9.767,4.66,1,0,1,standard,suburban -store_B,2,context,813.63,810.26,9.8316,3.37,0,0,2,standard,suburban -store_B,3,context,720.11,720.53,10.0207,-0.41,0,0,3,standard,suburban -store_B,4,context,820.78,819.55,9.9389,1.22,0,0,4,standard,suburban -store_B,5,context,833.27,823.7,9.5216,9.57,0,0,5,standard,suburban -store_B,6,context,795.26,801.78,10.3263,-6.53,0,0,6,standard,suburban -store_B,7,context,770.37,778.29,10.3962,-7.92,0,0,0,standard,suburban -store_B,8,context,855.92,848.72,9.6402,7.2,0,0,1,standard,suburban -store_B,9,context,832.33,833.41,10.054,-1.08,0,0,2,standard,suburban -store_B,10,context,1029.44,871.61,9.6086,7.83,1,0,3,standard,suburban -store_B,11,context,1066.35,869.8,10.1722,-3.44,0,1,4,standard,suburban -store_B,12,context,942.86,938.49,9.7812,4.38,0,0,5,standard,suburban -store_B,13,context,1015.99,869.18,10.1594,-3.19,1,0,6,standard,suburban -store_B,14,context,836.44,840.98,10.227,-4.54,0,0,0,standard,suburban -store_B,15,context,885.72,891.1,10.2686,-5.37,0,0,1,standard,suburban -store_B,16,context,901.45,893.6,9.6077,7.85,0,0,2,standard,suburban -store_B,17,context,1080.63,938.95,10.416,-8.32,1,0,3,standard,suburban -store_B,18,context,922.14,916.74,9.7302,5.4,0,0,4,standard,suburban 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b/timesfm-forecasting/examples/global-temperature/output/forecast_animation.gif deleted file mode 100644 index 2784f3c..0000000 Binary files a/timesfm-forecasting/examples/global-temperature/output/forecast_animation.gif and /dev/null differ diff --git a/timesfm-forecasting/examples/global-temperature/output/forecast_output.csv b/timesfm-forecasting/examples/global-temperature/output/forecast_output.csv deleted file mode 100644 index 0a4de7d..0000000 --- a/timesfm-forecasting/examples/global-temperature/output/forecast_output.csv +++ /dev/null @@ -1,13 +0,0 @@ -date,point_forecast,mean,q10,q20,q30,q40,q50,q60,q70,q80,q90 -2025-01-01,1.2223774,1.2215943,1.1230627,1.1613995,1.1832488,1.2030286,1.2223774,1.240989,1.2626991,1.2927711,1.339603 -2025-02-01,1.2563584,1.2502017,1.1482248,1.1891649,1.2134029,1.2355918,1.2563584,1.2787917,1.3061507,1.3358022,1.3880283 -2025-03-01,1.286477,1.2816916,1.1694773,1.2141376,1.2430503,1.2636719,1.286477,1.3101407,1.3365126,1.3725822,1.4265702 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"forecast_max_c": 1.286, - "forecast_min_c": 1.203, - "vs_last_year_mean": -0.017 - } -} \ No newline at end of file diff --git a/timesfm-forecasting/examples/global-temperature/output/forecast_visualization.png b/timesfm-forecasting/examples/global-temperature/output/forecast_visualization.png deleted file mode 100644 index f965a5a..0000000 Binary files a/timesfm-forecasting/examples/global-temperature/output/forecast_visualization.png and /dev/null differ diff --git a/timesfm-forecasting/examples/global-temperature/output/interactive_forecast.html b/timesfm-forecasting/examples/global-temperature/output/interactive_forecast.html deleted file mode 100644 index 7cb213f..0000000 --- a/timesfm-forecasting/examples/global-temperature/output/interactive_forecast.html +++ /dev/null @@ -1,5939 +0,0 @@ - - - - - - TimesFM Interactive Forecast Animation - - - - -
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TimesFM Forecast Evolution

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Watch the forecast evolve as more data is added — forecasts extend to 2025-12

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