Class ARIMAPlus (0.24.0)

ARIMAPlus()

Time Series ARIMA Plus model.

Methods

__repr__

__repr__()

Print the estimator's constructor with all non-default parameter values

detect_anomalies

detect_anomalies(
    X: typing.Union[bigframes.dataframe.DataFrame, bigframes.series.Series],
    *,
    anomaly_prob_threshold: float = 0.95
) -> bigframes.dataframe.DataFrame

Detect the anomaly data points of the input.

Parameters
NameDescription
X bigframes.dataframe.DataFrame or bigframes.series.Series

Series or a DataFrame to detect anomalies.

anomaly_prob_threshold float, default 0.95

Identifies the custom threshold to use for anomaly detection. The value must be in the range [0, 1), with a default value of 0.95.

Returns
TypeDescription
bigframes.dataframe.DataFramedetected DataFrame.

fit

fit(
    X: typing.Union[bigframes.dataframe.DataFrame, bigframes.series.Series],
    y: typing.Union[bigframes.dataframe.DataFrame, bigframes.series.Series],
) -> bigframes.ml.base._T

API documentation for fit method.

get_params

get_params(deep: bool = True) -> typing.Dict[str, typing.Any]

Get parameters for this estimator.

Parameter
NameDescription
deep bool, default True

Default True. If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns
TypeDescription
DictionaryA dictionary of parameter names mapped to their values.

predict

predict(
    X=None, *, horizon: int = 3, confidence_level: float = 0.95
) -> bigframes.dataframe.DataFrame

Predict the closest cluster for each sample in X.

Parameters
NameDescription
X default None

ignored, to be compatible with other APIs.

confidence_level float, default 0.95

a float value that specifies percentage of the future values that fall in the prediction interval. The valid input range is [0.0, 1.0).

Returns
TypeDescription
bigframes.dataframe.DataFrameThe predicted DataFrames. Which contains 2 columns "forecast_timestamp" and "forecast_value".

register

register(vertex_ai_model_id: typing.Optional[str] = None) -> bigframes.ml.base._T

Register the model to Vertex AI.

After register, go to Google Cloud Console (https://console.cloud.google.com/vertex-ai/models) to manage the model registries. Refer to https://cloud.google.com/vertex-ai/docs/model-registry/introduction for more options.

Parameter
NameDescription
vertex_ai_model_id Optional[str], default None

optional string id as model id in Vertex. If not set, will by default to 'bigframes_{bq_model_id}'. Vertex Ai model id will be truncated to 63 characters due to its limitation.

score

score(
    X: typing.Union[bigframes.dataframe.DataFrame, bigframes.series.Series],
    y: typing.Union[bigframes.dataframe.DataFrame, bigframes.series.Series],
) -> bigframes.dataframe.DataFrame

Calculate evaluation metrics of the model.

Parameters
NameDescription
X bigframes.dataframe.DataFrame or bigframes.series.Series

A BigQuery DataFrame only contains 1 column as evaluation timestamp. The timestamp must be within the horizon of the model, which by default is 1000 data points.

y bigframes.dataframe.DataFrame or bigframes.series.Series

A BigQuery DataFrame only contains 1 column as evaluation numeric values.

Returns
TypeDescription
bigframes.dataframe.DataFrameA DataFrame as evaluation result.

summary

summary(show_all_candidate_models: bool = False) -> bigframes.dataframe.DataFrame

Summary of the evaluation metrics of the time series model.

Parameter
NameDescription
show_all_candidate_models bool, default to False

Whether to show evaluation metrics or an error message for either all candidate models or for only the best model with the lowest AIC. Default to False.

Returns
TypeDescription
bigframes.dataframe.DataFrameA DataFrame as evaluation result.

to_gbq

to_gbq(
    model_name: str, replace: bool = False
) -> bigframes.ml.forecasting.ARIMAPlus

Save the model to BigQuery.

Parameters
NameDescription
model_name str

the name of the model.

replace bool, default False

whether to replace if the model already exists. Default to False.

Returns
TypeDescription
ARIMAPlussaved model.