probabilistic-forecast / make_plot.py
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from typing import List
import numpy as np
import pandas as pd
import plotly.graph_objects as go
def plot_train_test(df1: pd.DataFrame, df2: pd.DataFrame) -> go.Figure:
"""
Plot the training and test datasets using Plotly.
Args:
df1 (pd.DataFrame): Train dataset
df2 (pd.DataFrame): Test dataset
Returns:
None
"""
# Create a Plotly figure
fig = go.Figure()
# Add the first scatter plot with steelblue color
fig.add_trace(
go.Scatter(
x=df1.index,
y=df1.iloc[:, 0],
mode="lines",
name="Training Data",
line=dict(color="steelblue"),
marker=dict(color="steelblue"),
)
)
# Add the second scatter plot with yellow color
fig.add_trace(
go.Scatter(
x=df2.index,
y=df2.iloc[:, 0],
mode="lines",
name="Test Data",
line=dict(color="gold"),
marker=dict(color="gold"),
)
)
# Customize the layout
fig.update_layout(
title="Univariate Time Series",
xaxis=dict(title="Date"),
yaxis=dict(title="Value"),
showlegend=True,
template="plotly_white",
)
return fig
def plot_forecast(df: pd.DataFrame, forecasts: List[pd.DataFrame]):
"""
Plot the true values and forecasts using Plotly.
Args:
df (pd.DataFrame): DataFrame with the true values. Assumed to have an index and columns.
forecasts (List[pd.DataFrame]): List of DataFrames containing the forecasts.
Returns:
go.Figure: Plotly figure object.
"""
# Create a Plotly figure
fig = go.Figure()
# Add the true values trace
fig.add_trace(
go.Scatter(
x=pd.to_datetime(df.index),
y=df.iloc[:, 0],
mode="lines",
name="True values",
line=dict(color="black"),
)
)
# Add the forecast traces
colors = ["green", "blue", "purple"]
for i, forecast in enumerate(forecasts):
color = colors[i]
for sample in forecast.samples:
fig.add_trace(
go.Scatter(
x=forecast.index.to_timestamp(),
y=sample,
mode="lines",
opacity=0.15, # Adjust opacity to control visibility of individual samples
name=f"Forecast {i + 1}",
showlegend=False, # Hide the individual forecast series from the legend
hoverinfo="none", # Disable hover information for the forecast series
line=dict(color=color),
)
)
# Add the average
mean_forecast = np.mean(forecast.samples, axis=0)
fig.add_trace(
go.Scatter(
x=forecast.index.to_timestamp(),
y=mean_forecast,
mode="lines",
name="Mean Forecast",
line=dict(color="red", dash="dash"),
)
)
# Customize the layout
fig.update_layout(
title=f"{df.columns[0]} Forecast",
yaxis=dict(title=df.columns[0]),
showlegend=True,
legend=dict(x=0, y=1, font=dict(size=16)),
hovermode="x", # Enable x-axis hover for better interactivity
)
# Return the figure
return fig