Class ARIMAPlus (2.29.0)

  ARIMAPlus 
 ( 
 * 
 , 
 horizon 
 : 
 int 
 = 
 1000 
 , 
 auto_arima 
 : 
 bool 
 = 
 True 
 , 
 auto_arima_max_order 
 : 
 typing 
 . 
 Optional 
 [ 
 int 
 ] 
 = 
 None 
 , 
 auto_arima_min_order 
 : 
 typing 
 . 
 Optional 
 [ 
 int 
 ] 
 = 
 None 
 , 
 data_frequency 
 : 
 str 
 = 
 "auto_frequency" 
 , 
 include_drift 
 : 
 bool 
 = 
 False 
 , 
 holiday_region 
 : 
 typing 
 . 
 Optional 
 [ 
 str 
 ] 
 = 
 None 
 , 
 clean_spikes_and_dips 
 : 
 bool 
 = 
 True 
 , 
 adjust_step_changes 
 : 
 bool 
 = 
 True 
 , 
 forecast_limit_lower_bound 
 : 
 typing 
 . 
 Optional 
 [ 
 float 
 ] 
 = 
 None 
 , 
 forecast_limit_upper_bound 
 : 
 typing 
 . 
 Optional 
 [ 
 float 
 ] 
 = 
 None 
 , 
 time_series_length_fraction 
 : 
 typing 
 . 
 Optional 
 [ 
 float 
 ] 
 = 
 None 
 , 
 min_time_series_length 
 : 
 typing 
 . 
 Optional 
 [ 
 int 
 ] 
 = 
 None 
 , 
 max_time_series_length 
 : 
 typing 
 . 
 Optional 
 [ 
 int 
 ] 
 = 
 None 
 , 
 trend_smoothing_window_size 
 : 
 typing 
 . 
 Optional 
 [ 
 int 
 ] 
 = 
 None 
 , 
 decompose_time_series 
 : 
 bool 
 = 
 True 
 ) 
 

Time Series ARIMA Plus model.

Properties

coef_

Inspect the coefficients of the model.

..note::

 Output matches that of the ML.ARIMA_COEFFICIENTS function.
See: https://cloud.google.com/bigquery/docs/reference/standard-sql/bigqueryml-syntax-arima-coefficients
for the outputs relevant to this model type. 
Returns
Type
Description
A DataFrame with the coefficients for the 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 
 , 
 pandas 
 . 
 core 
 . 
 frame 
 . 
 DataFrame 
 , 
 pandas 
 . 
 core 
 . 
 series 
 . 
 Series 
 , 
 ], 
 * 
 , 
 anomaly_prob_threshold 
 : 
 float 
 = 
 0.95 
 ) 
 - 
> bigframes 
 . 
 dataframe 
 . 
 DataFrame 
 

Detect the anomaly data points of the input.

Returns
Type
Description
Detected DataFrame.

fit

  fit 
 ( 
 X 
 : 
 typing 
 . 
 Union 
 [ 
 bigframes 
 . 
 dataframe 
 . 
 DataFrame 
 , 
 bigframes 
 . 
 series 
 . 
 Series 
 , 
 pandas 
 . 
 core 
 . 
 frame 
 . 
 DataFrame 
 , 
 pandas 
 . 
 core 
 . 
 series 
 . 
 Series 
 , 
 ], 
 y 
 : 
 typing 
 . 
 Union 
 [ 
 bigframes 
 . 
 dataframe 
 . 
 DataFrame 
 , 
 bigframes 
 . 
 series 
 . 
 Series 
 , 
 pandas 
 . 
 core 
 . 
 frame 
 . 
 DataFrame 
 , 
 pandas 
 . 
 core 
 . 
 series 
 . 
 Series 
 , 
 ], 
 transforms 
 = 
 None 
 , 
 id_col 
 : 
 typing 
 . 
 Optional 
 [ 
 typing 
 . 
 Union 
 [ 
 bigframes 
 . 
 dataframe 
 . 
 DataFrame 
 , 
 bigframes 
 . 
 series 
 . 
 Series 
 , 
 pandas 
 . 
 core 
 . 
 frame 
 . 
 DataFrame 
 , 
 pandas 
 . 
 core 
 . 
 series 
 . 
 Series 
 , 
 ] 
 ] 
 = 
 None 
 , 
 ) 
 

API documentation for fit method.

get_params

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

Get parameters for this estimator.

Parameter
Name
Description
deep
bool, default True

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

Returns
Type
Description
Dictionary
A dictionary of parameter names mapped to their values.

predict

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

Forecast time series at future horizon.

Returns
Type
Description
The predicted DataFrames. Which contains 2 columns: "forecast_timestamp", "id" as optional, and "forecast_value".

predict_explain

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

Explain Forecast time series at future horizon.

Returns
Type
Description
The predicted DataFrames.

register

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

Register the model to Vertex AI.

After register, go to the 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
Name
Description
vertex_ai_model_id
Optional[str], default None

Optional string id as model id in Vertex. If not set, will 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 
 , 
 pandas 
 . 
 core 
 . 
 frame 
 . 
 DataFrame 
 , 
 pandas 
 . 
 core 
 . 
 series 
 . 
 Series 
 , 
 ], 
 y 
 : 
 typing 
 . 
 Union 
 [ 
 bigframes 
 . 
 dataframe 
 . 
 DataFrame 
 , 
 bigframes 
 . 
 series 
 . 
 Series 
 , 
 pandas 
 . 
 core 
 . 
 frame 
 . 
 DataFrame 
 , 
 pandas 
 . 
 core 
 . 
 series 
 . 
 Series 
 , 
 ], 
 id_col 
 : 
 typing 
 . 
 Optional 
 [ 
 typing 
 . 
 Union 
 [ 
 bigframes 
 . 
 dataframe 
 . 
 DataFrame 
 , 
 bigframes 
 . 
 series 
 . 
 Series 
 , 
 pandas 
 . 
 core 
 . 
 frame 
 . 
 DataFrame 
 , 
 pandas 
 . 
 core 
 . 
 series 
 . 
 Series 
 , 
 ] 
 ] 
 = 
 None 
 , 
 ) 
 - 
> bigframes 
 . 
 dataframe 
 . 
 DataFrame 
 

Calculate evaluation metrics of the model.

Returns
Type
Description
A 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.

Returns
Type
Description
A DataFrame as evaluation result.

to_gbq

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

Save the model to BigQuery.

Returns
Type
Description
ARIMAPlus
Saved model.
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