You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
Input data for AutoML forecasting must contain valid time series in tabular format. Each variable must have its own corresponding column in the data table. AutoML requires at least two columns: a **time column** representing the time axis and the **target column** which is the quantity to forecast. Other columns can serve as predictors. For more details, see [how AutoML uses your data](./concept-automl-forecasting-methods.md#how-automl-uses-your-data).
Once you've used to AutoML to train and select a best model, the next step is to evaluate the model. If it meets your requirements, you can use it to generate forecasts into the future. This section shows how to write Python scripts for evaluation and prediction (inference). For an example of deploying a trained model with an inference script, see our [example notebook](https://github.com/Azure/azureml-examples/blob/main/sdk/python/jobs/automl-standalone-jobs/automl-forecasting-github-dau/auto-ml-forecasting-github-dau.ipynb).
338
+
Once you've used AutoML to train and select a best model, the next step is to evaluate the model. If it meets your requirements, you can use it to generate forecasts into the future. This section shows how to write Python scripts for evaluation and prediction. For an example of deploying a trained model with an inference script, see our [example notebook](https://github.com/Azure/azureml-examples/blob/main/sdk/python/jobs/automl-standalone-jobs/automl-forecasting-github-dau/auto-ml-forecasting-github-dau.ipynb).
341
339
342
340
### Evaluating model accuracy with a rolling forecast
343
341
@@ -403,7 +401,7 @@ In this sample, the step size for the rolling forecast is set to one which means
403
401
404
402
### Prediction into the future
405
403
406
-
The [forecast_quantiles()](/python/api/azureml-train-automl-client/azureml.train.automl.model_proxy.modelproxy#forecast-quantiles-x-values--typing-any--y-values--typing-union-typing-any--nonetype----none--forecast-destination--typing-union-typing-any--nonetype----none--ignore-data-errors--bool---false-----azureml-data-abstract-dataset-abstractdataset) function allows specifications of when predictions should start, unlike the `predict()`method, which is typically used for classification and regression tasks. The forecast_quantiles() method, by default, generates a point forecast that doesn't have a cone of uncertainty around it. Learn more in the [Forecasting away from training data notebook](https://github.com/Azure/azureml-examples/blob/main/v1/python-sdk/tutorials/automl-with-azureml/forecasting-forecast-function/auto-ml-forecasting-function.ipynb).
404
+
The [forecast_quantiles()](python/api/azureml-training-tabular/azureml.training.tabular.models.forecasting_pipeline_wrapper_base.forecastingpipelinewrapperbase#azureml-training-tabular-models-forecasting-pipeline-wrapper-base-forecastingpipelinewrapperbase-forecast-quantiles) generates forecasts for given quantiles of the prediction distribution. This method thus provides a way to get a point forecast with a cone of uncertainty around it. Learn more in the [Forecasting away from training data notebook](https://github.com/Azure/azureml-examples/blob/main/v1/python-sdk/tutorials/automl-with-azureml/forecasting-forecast-function/auto-ml-forecasting-function.ipynb).
407
405
408
406
In the following example, you first replace all values in `y_pred` with `NaN`. The forecast origin is at the end of training data in this case. However, if you replaced only the second half of `y_pred` with `NaN`, the function would leave the numerical values in the first half unmodified, but forecast the `NaN` values in the second half. The function returns both the forecasted values and the aligned features.
409
407
@@ -413,20 +411,20 @@ You can also use the `forecast_destination` parameter in the `forecast_quantiles
You may want to understand the predictions at a specific quantile of the distribution. For example, when the forecast is used to control inventory like grocery items or virtual machines for a cloud service. In such cases, the control point is usually something like "we want the item to be in stock and not run out 99% of the time". The following sample demonstrates how to specify which quantiles you want to see for your predictions, such as 50th or 95th percentile:
418
+
No quantiles are specified here, so only the point forecast is generated. You may want to understand the predictions at a specific quantile of the distribution. For example, when the forecast is used to control inventory like grocery items or virtual machines for a cloud service. In such cases, the control point is usually something like "we want the item to be in stock and not run out 99% of the time". The following sample demonstrates how to specify forecast quantiles, such as 50th or 95th percentile:
420
419
421
420
```python
422
421
# Get forecasts for the 5th, 50th, and 90th percentiles
If you don't specify any quantiles then only the median predictions are returned.
429
-
430
428
You can calculate model metrics like, root mean squared error (RMSE) or mean absolute percentage error (MAPE) to help you estimate the models performance. See the Evaluate section of the [Bike share demand notebook](~/azureml-examples-main/v1/python-sdk/tutorials/automl-with-azureml/forecasting-bike-share/auto-ml-forecasting-bike-share.ipynb) for an example.
431
429
432
430
After the overall model accuracy has been determined, the most realistic next step is to use the model to forecast unknown future values.
@@ -457,7 +455,7 @@ Grouping is a concept in time series forecasting that allows time series to be c
457
455
458
456
### Many models
459
457
460
-
The Azure Machine Learning many models solution with automated machine learning allows users to train and manage millions of models in parallel. Many models The solution accelerator uses [Azure Machine Learning pipelines](concept-ml-pipelines.md) to train the model. Specifically, a [Pipeline](/python/api/azureml-pipeline-core/azureml.pipeline.core.pipeline%28class%29) object and [ParalleRunStep](/python/api/azureml-pipeline-steps/azureml.pipeline.steps.parallelrunstep) are used and require specific configuration parameters set through the [ParallelRunConfig](/python/api/azureml-pipeline-steps/azureml.pipeline.steps.parallelrunconfig).
458
+
The Azure Machine Learning many models solution with automated machine learning allows users to train and manage millions of models in parallel. The Many Models Solution Accelerator uses [Azure Machine Learning pipelines](concept-ml-pipelines.md) to train the model. Specifically, a [Pipeline](/python/api/azureml-pipeline-core/azureml.pipeline.core.pipeline%28class%29) object and [ParalleRunStep](/python/api/azureml-pipeline-steps/azureml.pipeline.steps.parallelrunstep) are used and require specific configuration parameters set through the [ParallelRunConfig](/python/api/azureml-pipeline-steps/azureml.pipeline.steps.parallelrunconfig).
461
459
462
460
463
461
The following diagram shows the workflow for the many models solution.
0 commit comments