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Open source time series library for Python

PyFlux PyFlux is an open source time series library for Python. The library has a good array of modern time series models, as well as a flexible array of inference options (frequentist and Bayesian) that can be applied to the
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Category: Python / Date and Time
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Last update: May 31, 2023
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https://github.com/RJT1990/pyflux

PyFlux

Join the chat at https://gitter.im/RJT1990/pyflux PyPI version Documentation Status

PyFlux is an open source time series library for Python. The library has a good array of modern time series models, as well as a flexible array of inference options (frequentist and Bayesian) that can be applied to these models. By combining breadth of models with breadth of inference, PyFlux allows for a probabilistic approach to time series modelling.

See some examples and documentation below. PyFlux is still only alpha software; this means you use it at your own risk, that test coverage is still in need of expansion, and also that some modules are still in need of being optimized.

Click here for a getting started guide.

Note From Author : I am currently working on other projects as of now, so have paused updates for this library for the immediate future. If you'd like to help move the library forward by contributing, then do get in touch! I am planning to review at end of year and update the library as required (new version requirements, etc).

Models

Inference

Installing PyFlux

pip install pyflux

Python Version

Supported on Python 2.7 and 3.5.

Talks

Citation

PyFlux is still alpha software so results should be treated with care, but citations are very welcome:

Ross Taylor. 2016. PyFlux: An open source time series library for Python

92 Open More issues
Closed

failure in install with pip

OS: windows 10 python version: 3.5 form Anaconda the command pip install pyflux fails and has the following output from cmd:

Failed building wheel for pyflux Running setup.py clean for pyflux Failed to build pyflux Installing collected packages: pyflux Running setup.py install for pyflux ... error

Complete output from command c:\anaconda3\python.exe -u -c "import setuptools, tokenize;__file__='C:\\Users\\Victor\\AppData\\Local\\Temp\\pip-build-kmpjxnhy\\pyflux\\setup.py';f=getattr(tokenize, 'open', open)(__file__);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, __file__, 'exec'))" install --record C:\Users\Victor\AppData\Local\Temp\pip-szvhc2lu-record\install-record.txt --single-version-externally-managed --compile:

A few things happen successfully after that message but at the end this happens:

_check_build.c c:\anaconda3\include\pyconfig.h(243): fatal error C1083: Cannot open include file: 'basetsd.h': No such file or directory error: Command "C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\BIN\x86_amd64\cl.exe /c /nologo /Ox /W3 /GL /DNDEBUG /MD -Ic:\anaconda3\lib\site-packages\numpy\core\include -Ic:\anaconda3\include -Ic:\anaconda3\include -I"C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\INCLUDE" -I"C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\ATLMFC\INCLUDE" -I"C:\Program Files (x86)\Windows Kits\10\include\10.0.10240.0\ucrt" -I"C:\Program Files (x86)\Windows Kits\NETFXSDK\4.6.1\include\um" /Tcpyflux\__check_build\_check_build.c /Fobuild\temp.win-amd64-3.5\Release\pyflux\__check_build\_check_build.obj" failed with exit status 2

---------------------------------------- Command "c:\anaconda3\python.exe -u -c "import setuptools, [pyflux fail install.txt](https://github.com/RJT1990/pyflux/files/1087255/pyflux.fail.install.txt) tokenize;__file__='C:\\Users\\Victor\\AppData\\Local\\Temp\\pip-build-kmpjxnhy\\pyflux\\setup.py';f=getattr(tokenize, 'open', open)(__file__);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, __file__, 'exec'))" install --record C:\Users\Victor\AppData\Local\Temp\pip-szvhc2lu-record\install-record.txt --single-version-externally-managed --compile" failed with error code 1 in C:\Users\Victor\AppData\Local\Temp\pip-build-kmpjxnhy\pyflux\

How can I fix this?

opened Jun 20, 2017 by RichardMM 16
Closed

plot_predict : 'module' object has no attribute 'indexes'

When I run the ARMAX example: http://pyflux.readthedocs.io/en/latest/arimax.html I get the following error from model.plot_predict(h=10,oos_data=data.iloc[-12:],past_values=100,figsize=(15,5)) : File "/usr/local/lib/python2.7/dist-packages/pyflux/arma/arimax.py", line 778, in plot_predict date_index = self.shift_dates(h) File "/usr/local/lib/python2.7/dist-packages/pyflux/tsm.py", line 536, in shift_dates if isinstance(date_index, pd.core.indexes.datetimes.DatetimeIndex): AttributeError: 'module' object has no attribute 'indexes'

opened Sep 1, 2017 by alireza-akhondi-asl 10
Closed

pip install -e . RuntimeError: Running cythonize failed!

When I try install pyflux from the source code

pip install -e .

I get this error message

    Complete output from command python setup.py egg_info:
    /Users/pablo/.envs/pyflux/bin/python3: can't open file '/Users/pablo/src/pyflux/tools/cythonize.py': [Errno 2] No such file or directory
    Traceback (most recent call last):
      File "<string>", line 1, in <module>
      File "/Users/pablo/src/pyflux/setup.py", line 92, in <module>
        setup_package()
      File "/Users/pablo/src/pyflux/setup.py", line 70, in setup_package
        generate_cython(PACKAGE_NAME)
      File "/Users/pablo/src/pyflux/setup.py", line 38, in generate_cython
        raise RuntimeError("Running cythonize failed!")
    RuntimeError: Running cythonize failed!
    Cythonizing sources
opened Jan 16, 2017 by juanpabloaj 10
Closed

statsmodels statespace models

Curious if you've had a look at the statespace work going on in statsmodels? @chadfulton

opened May 22, 2016 by jseabold 10
Closed

failed building wheel for pyflux

I've tried a couple of different approaches but can't seem to get past this error.

Failed building wheel for pyflux Running setup.py clean for pyflux Failed to build pyflux Installing collected packages: pyflux Running setup.py install for pyflux ... error Complete output from command /Users/pillbug/anaconda3/bin/python -u -c "import setuptools, tokenize;file='/private/var/folders/17/gfz9lnjs30l_sd0tgn7v1m3m0000gn/T/pip-build-hktpm5i6/pyflux/setup.py';f=getattr(tokenize, 'open', open)(file);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, file, 'exec'))" install --record /var/folders/17/gfz9lnjs30l_sd0tgn7v1m3m0000gn/T/pip-2tnfhoox-record/install-record.txt --single-version-externally-managed --compile: running install running build running config_cc unifing config_cc, config, build_clib, build_ext, build commands --compiler options running config_fc unifing config_fc, config, build_clib, build_ext, build commands --fcompiler options running build_src build_src building extension "pyflux.__check_build._check_build" sources building extension "pyflux.arma.arma_recursions" sources building extension "pyflux.arma.nn_architecture" sources building extension "pyflux.families.gas_recursions" sources building extension "pyflux.families.poisson_kalman_recursions" sources building extension "pyflux.garch.garch_recursions" sources building extension "pyflux.gas.gas_core_recursions" sources building extension "pyflux.gpnarx.kernel_routines" sources building extension "pyflux.inference.metropolis_sampler" sources building extension "pyflux.inference.bbvi_routines" sources building extension "pyflux.ssm.kalman" sources building extension "pyflux.var.var_recursions" sources build_src: building npy-pkg config files running build_py creating build creating build/lib.macosx-10.6-x86_64-3.5 creating build/lib.macosx-10.6-x86_64-3.5/pyflux copying pyflux/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux copying pyflux/covariances.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux copying pyflux/data_check.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux copying pyflux/latent_variables.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux copying pyflux/results.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux copying pyflux/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux copying pyflux/tsm.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux creating build/lib.macosx-10.6-x86_64-3.5/pyflux/__check_build copying pyflux/__check_build/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/__check_build copying pyflux/__check_build/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/__check_build creating build/lib.macosx-10.6-x86_64-3.5/pyflux/arma copying pyflux/arma/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/arma copying pyflux/arma/arimax.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/arma copying pyflux/arma/arma.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/arma copying pyflux/arma/nnar.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/arma copying pyflux/arma/nnarx.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/arma copying pyflux/arma/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/arma creating build/lib.macosx-10.6-x86_64-3.5/pyflux/ensembles copying pyflux/ensembles/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ensembles copying pyflux/ensembles/mixture_of_experts.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ensembles creating build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/cauchy.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/exponential.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/family.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/flat.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/inverse_gamma.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/inverse_wishart.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/laplace.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/normal.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/poisson.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/skewt.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/t.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/truncated_normal.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families creating build/lib.macosx-10.6-x86_64-3.5/pyflux/garch copying pyflux/garch/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/garch copying pyflux/garch/egarch.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/garch copying pyflux/garch/egarchm.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/garch copying pyflux/garch/egarchmreg.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/garch copying pyflux/garch/garch.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/garch copying pyflux/garch/lmegarch.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/garch copying pyflux/garch/segarch.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/garch copying pyflux/garch/segarchm.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/garch copying pyflux/garch/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/garch creating build/lib.macosx-10.6-x86_64-3.5/pyflux/gas copying pyflux/gas/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gas copying pyflux/gas/gas.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gas copying pyflux/gas/gasllm.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gas copying pyflux/gas/gasllt.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gas copying pyflux/gas/gasrank.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gas copying pyflux/gas/gasreg.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gas copying pyflux/gas/gasx.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gas copying pyflux/gas/scores.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gas copying pyflux/gas/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gas creating build/lib.macosx-10.6-x86_64-3.5/pyflux/gpnarx copying pyflux/gpnarx/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gpnarx copying pyflux/gpnarx/gpnarx.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gpnarx copying pyflux/gpnarx/kernels.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gpnarx copying pyflux/gpnarx/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gpnarx creating build/lib.macosx-10.6-x86_64-3.5/pyflux/inference copying pyflux/inference/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/inference copying pyflux/inference/bbvi.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/inference copying pyflux/inference/metropolis_hastings.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/inference copying pyflux/inference/norm_post_sim.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/inference copying pyflux/inference/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/inference copying pyflux/inference/stoch_optim.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/inference creating build/lib.macosx-10.6-x86_64-3.5/pyflux/output copying pyflux/output/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/output copying pyflux/output/tableprinter.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/output creating build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/dar.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/dynamic_glm.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/dynlin.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/llm.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/llt.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/local_level.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/local_trend.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/ndynlin.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/nllm.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/nllt.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm creating build/lib.macosx-10.6-x86_64-3.5/pyflux/tests copying pyflux/tests/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/tests copying pyflux/tests/nhst.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/tests creating build/lib.macosx-10.6-x86_64-3.5/pyflux/var copying pyflux/var/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/var copying pyflux/var/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/var copying pyflux/var/var.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/var running build_ext customize UnixCCompiler customize UnixCCompiler using build_ext building 'pyflux.__check_build._check_build' extension compiling C sources C compiler: /usr/bin/clang -Wno-unused-result -Wsign-compare -Wunreachable-code -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -I/Users/pillbug/anaconda3/include -arch x86_64

creating build/temp.macosx-10.6-x86_64-3.5
creating build/temp.macosx-10.6-x86_64-3.5/pyflux
creating build/temp.macosx-10.6-x86_64-3.5/pyflux/__check_build
compile options: '-I/Users/pillbug/anaconda3/lib/python3.5/site-packages/numpy/core/include -I/Users/pillbug/anaconda3/include/python3.5m -c'
clang: pyflux/__check_build/_check_build.c
xcrun: error: invalid active developer path (/Library/Developer/CommandLineTools), missing xcrun at: /Library/Developer/CommandLineTools/usr/bin/xcrun
xcrun: error: invalid active developer path (/Library/Developer/CommandLineTools), missing xcrun at: /Library/Developer/CommandLineTools/usr/bin/xcrun
error: Command "/usr/bin/clang -Wno-unused-result -Wsign-compare -Wunreachable-code -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -I/Users/pillbug/anaconda3/include -arch x86_64 -I/Users/pillbug/anaconda3/lib/python3.5/site-packages/numpy/core/include -I/Users/pillbug/anaconda3/include/python3.5m -c pyflux/__check_build/_check_build.c -o build/temp.macosx-10.6-x86_64-3.5/pyflux/__check_build/_check_build.o" failed with exit status 1

----------------------------------------

Command "/Users/pillbug/anaconda3/bin/python -u -c "import setuptools, tokenize;file='/private/var/folders/17/gfz9lnjs30l_sd0tgn7v1m3m0000gn/T/pip-build-hktpm5i6/pyflux/setup.py';f=getattr(tokenize, 'open', open)(file);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, file, 'exec'))" install --record /var/folders/17/gfz9lnjs30l_sd0tgn7v1m3m0000gn/T/pip-2tnfhoox-record/install-record.txt --single-version-externally-managed --compile" failed with error code 1 in /private/var/folders/17/gfz9lnjs30l_sd0tgn7v1m3m0000gn/T/pip-build-hktpm5i6/pyflux/

opened Jan 30, 2017 by mjjohns1 9
Closed

Import matplotlib only if required to avoid dependency issues with Tkinter

Right now it's not possible to use pyflux in a python environment which is not configured for Tk, which is the case for most server environments:

Traceback (most recent call last):
  File "...", line 1, in <module>
    import pyflux as pf
  File ".../python/lib/python2.7/site-packages/pyflux/__init__.py", line 5, in <module>
    from .arma import *
  File ".../python/lib/python2.7/site-packages/pyflux/arma/__init__.py", line 1, in <module>
    from .arma import ARIMA
  File ".../python/lib/python2.7/site-packages/pyflux/arma/arma.py", line 8, in <module>
    import matplotlib.pyplot as plt
  File ".../python/lib/python2.7/site-packages/matplotlib/pyplot.py", line 114, in <module>
    _backend_mod, new_figure_manager, draw_if_interactive, _show = pylab_setup()
  File ".../python/lib/python2.7/site-packages/matplotlib/backends/__init__.py", line 32, in pylab_setup
    globals(),locals(),[backend_name],0)
  File ".../python/lib/python2.7/site-packages/matplotlib/backends/backend_tkagg.py", line 6, in <module>
    from matplotlib.externals.six.moves import tkinter as Tk
  File ".../python/lib/python2.7/site-packages/matplotlib/externals/six.py", line 199, in load_module
    mod = mod._resolve()
  File ".../python/lib/python2.7/site-packages/matplotlib/externals/six.py", line 113, in _resolve
    return _import_module(self.mod)
  File ".../python/lib/python2.7/site-packages/matplotlib/externals/six.py", line 80, in _import_module
    __import__(name)
  File ".../python/lib/python2.7/lib-tk/Tkinter.py", line 39, in <module>
      import _tkinter # If this fails your Python may not be configured for Tk
ImportError: No module named _tkinter

This PR moves all matplotlib imports from the global scope into the different plotting functions so that Tkinter is only required if you actually use the plotting capabilities of pyflux.

opened Oct 18, 2016 by tmak 9
Open

Add support to release Linux aarch64 wheels

Problem

On aarch64, ‘pip install pyflux’ is giving the below error -

pyflux/arma/arma_recursions.c: In function ‘__Pyx__ExceptionSave’:
    pyflux/arma/arma_recursions.c:19331:21: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_type’; did you mean ‘curexc_type’?
    19331 |     *type = tstate->exc_type;
          |                     ^~~~~~~~
          |                     curexc_type
    pyflux/arma/arma_recursions.c:19332:22: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_value’; did you mean ‘curexc_value’?
    19332 |     *value = tstate->exc_value;
          |                      ^~~~~~~~~
          |                      curexc_value
    pyflux/arma/arma_recursions.c:19333:19: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_traceback’; did you mean ‘curexc_traceback’?
    19333 |     *tb = tstate->exc_traceback;
          |                   ^~~~~~~~~~~~~
          |                   curexc_traceback
    pyflux/arma/arma_recursions.c: In function ‘__Pyx__ExceptionReset’:
    pyflux/arma/arma_recursions.c:19340:24: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_type’; did you mean ‘curexc_type’?
    19340 |     tmp_type = tstate->exc_type;
          |                        ^~~~~~~~
          |                        curexc_type
    pyflux/arma/arma_recursions.c:19341:25: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_value’; did you mean ‘curexc_value’?
    19341 |     tmp_value = tstate->exc_value;
          |                         ^~~~~~~~~
          |                         curexc_value
    pyflux/arma/arma_recursions.c:19342:22: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_traceback’; did you mean ‘curexc_traceback’?
    19342 |     tmp_tb = tstate->exc_traceback;
          |                      ^~~~~~~~~~~~~
          |                      curexc_traceback
    pyflux/arma/arma_recursions.c:19343:13: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_type’; did you mean ‘curexc_type’?
    19343 |     tstate->exc_type = type;
          |             ^~~~~~~~
          |             curexc_type
    pyflux/arma/arma_recursions.c:19344:13: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_value’; did you mean ‘curexc_value’?
    19344 |     tstate->exc_value = value;
          |             ^~~~~~~~~
          |             curexc_value
    pyflux/arma/arma_recursions.c:19345:13: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_traceback’; did you mean ‘curexc_traceback’?
    19345 |     tstate->exc_traceback = tb;
          |             ^~~~~~~~~~~~~
          |             curexc_traceback
    pyflux/arma/arma_recursions.c: In function ‘__Pyx__GetException’:
    pyflux/arma/arma_recursions.c:19400:24: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_type’; did you mean ‘curexc_type’?
    19400 |     tmp_type = tstate->exc_type;
          |                        ^~~~~~~~
          |                        curexc_type
    pyflux/arma/arma_recursions.c:19401:25: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_value’; did you mean ‘curexc_value’?
    19401 |     tmp_value = tstate->exc_value;
          |                         ^~~~~~~~~
          |                         curexc_value
    pyflux/arma/arma_recursions.c:19402:22: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_traceback’; did you mean ‘curexc_traceback’?
    19402 |     tmp_tb = tstate->exc_traceback;
          |                      ^~~~~~~~~~~~~
          |                      curexc_traceback
    pyflux/arma/arma_recursions.c:19403:13: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_type’; did you mean ‘curexc_type’?
    19403 |     tstate->exc_type = local_type;
          |             ^~~~~~~~
          |             curexc_type
    pyflux/arma/arma_recursions.c:19404:13: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_value’; did you mean ‘curexc_value’?
    19404 |     tstate->exc_value = local_value;
          |             ^~~~~~~~~
          |             curexc_value
    pyflux/arma/arma_recursions.c:19405:13: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_traceback’; did you mean ‘curexc_traceback’?
    19405 |     tstate->exc_traceback = local_tb;
          |             ^~~~~~~~~~~~~
          |             curexc_traceback
    pyflux/arma/arma_recursions.c: In function ‘__Pyx__ExceptionSwap’:
    pyflux/arma/arma_recursions.c:19427:24: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_type’; did you mean ‘curexc_type’?
    19427 |     tmp_type = tstate->exc_type;
          |                        ^~~~~~~~
          |                        curexc_type
    pyflux/arma/arma_recursions.c:19428:25: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_value’; did you mean ‘curexc_value’?
    19428 |     tmp_value = tstate->exc_value;
          |                         ^~~~~~~~~
          |                         curexc_value
    pyflux/arma/arma_recursions.c:19429:22: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_traceback’; did you mean ‘curexc_traceback’?
    19429 |     tmp_tb = tstate->exc_traceback;
          |                      ^~~~~~~~~~~~~
          |                      curexc_traceback
    pyflux/arma/arma_recursions.c:19430:13: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_type’; did you mean ‘curexc_type’?
    19430 |     tstate->exc_type = *type;
          |             ^~~~~~~~
          |             curexc_type
    pyflux/arma/arma_recursions.c:19431:13: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_value’; did you mean ‘curexc_value’?
    19431 |     tstate->exc_value = *value;
          |             ^~~~~~~~~
          |             curexc_value
    pyflux/arma/arma_recursions.c:19432:13: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_traceback’; did you mean ‘curexc_traceback’?
    19432 |     tstate->exc_traceback = *tb;
          |             ^~~~~~~~~~~~~
          |             curexc_traceback
    In file included from /usr/local/lib/python3.8/dist-packages/numpy/core/include/numpy/ndarrayobject.h:21,
                     from /usr/local/lib/python3.8/dist-packages/numpy/core/include/numpy/arrayobject.h:5,
                     from pyflux/arma/arma_recursions.c:274:
    At top level:
    /usr/local/lib/python3.8/dist-packages/numpy/core/include/numpy/__multiarray_api.h:1477:1: warning: ‘_import_array’ defined but not used [-Wunused-function]
     1477 | _import_array(void)
          | ^~~~~~~~~~~~~
    error: Command "aarch64-linux-gnu-gcc -pthread -Wno-unused-result -Wsign-compare -DNDEBUG -g -fwrapv -O2 -Wall -g -fstack-protector-strong -Wformat -Werror=format-security -g -fwrapv -O2 -g -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -fPIC -I/usr/local/lib/python3.8/dist-packages/numpy/core/include -Ibuild/src.linux-aarch64-3.8/numpy/distutils/include -I/usr/include/python3.8 -c pyflux/arma/arma_recursions.c -o build/temp.linux-aarch64-3.8/pyflux/arma/arma_recursions.o -MMD -MF build/temp.linux-aarch64-3.8/pyflux/arma/arma_recursions.o.d" failed with exit status 1

Resolution

On aarch64, ‘pip install pyflux’ should download the wheels from PyPI.

@RJT1990 and Team, Please let me know your interest in releasing aarch64 wheels. I can help in this.

opened Jul 15, 2022 by odidev 0
Open

EGARCHMReg predict error

Hi, anyone can help how to use predict in EGARCHMReg? I got this error :

---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
<ipython-input-56-dfcdc33a1b08> in <module>()
----> 1 modelx.predict(180,final_returns, intervals=False)

C:\Users\Owner\Anaconda3\envs\pyflux\lib\site-packages\pyflux\garch\egarchmreg.py in predict(self, h, oos_data, intervals)
    765             X_oos = np.array([X_oos])[0]
    766             X_pred = X_oos[:h]
--> 767             lmda, Y, scores = self._model(self.latent_variables.get_z_values())
    768             date_index = self.shift_dates(h)
    769 

ValueError: too many values to unpack (expected 3)

I used same dataset in example part of documentation.

modelx.predict(180,final_returns, intervals=False)

Thank you

opened Jun 18, 2022 by ramdhan1989 0
Open

Install Issue for the newest mac M1 pro chip

Could you upgrade the package for the newest MacBook pro package installation? It appears that the package will be compiled into an incompatible type for the MacBook pro M1 chip.

opened Mar 14, 2022 by joychen98er 0
Open

Evaluation metrics

Hi team, I am trying to use your Arimax and do not see any evaluation metrics besides AIC/BIC. Any suggestions? Thanks!

opened Feb 21, 2022 by OleksiyAnokhin 0
Open

Pyflux throws out errors for GARCH

I am following the example on PyFlux and I get to the GARCH model and it throws out these errors. Can someone help, please?

In [118]: my_model = pf.GARCH(p = 1, q = 1, data = a_returns)

AttributeError Traceback (most recent call last) in ----> 1 my_model = pf.GARCH(p = 1, q = 1, data = a_returns)

C:\ProgramData\Anaconda3\lib\site-packages\pyflux\garch\garch.py in init(self, data, p, q, target) 53 54 # Format the data ---> 55 self.data, self.data_name, self.is_pandas, self.index = dc.data_check(data,target) 56 self.data_length = self.data.shape[0] 57 self._create_latent_variables()

C:\ProgramData\Anaconda3\lib\site-packages\pyflux\data_check.py in data_check(data, target) 32 data_index = data.index 33 if target is None: ---> 34 transformed_data = data.ix[:,0].values 35 data_name = str(data.columns.values[0]) 36 else:

C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\generic.py in getattr(self, name) 5485 ): 5486 return self[name] -> 5487 return object.getattribute(self, name) 5488 5489 def setattr(self, name: str, value) -> None:

AttributeError: 'DataFrame' object has no attribute 'ix'

opened Dec 6, 2021 by ckorkpoe 0
Open

pip install fail on google colab 

Collecting pyflux
  Using cached pyflux-0.4.15.tar.gz (1.3 MB)
Requirement already satisfied: numpy in /usr/local/lib/python3.7/dist-packages (from pyflux) (1.19.5)
Requirement already satisfied: pandas in /usr/local/lib/python3.7/dist-packages (from pyflux) (1.1.5)
Requirement already satisfied: scipy in /usr/local/lib/python3.7/dist-packages (from pyflux) (1.4.1)
Requirement already satisfied: numdifftools in /usr/local/lib/python3.7/dist-packages (from pyflux) (0.9.40)
Requirement already satisfied: patsy in /usr/local/lib/python3.7/dist-packages (from pyflux) (0.5.2)
Requirement already satisfied: algopy>=0.4 in /usr/local/lib/python3.7/dist-packages (from numdifftools->pyflux) (0.5.7)
Requirement already satisfied: statsmodels>=0.6 in /usr/local/lib/python3.7/dist-packages (from numdifftools->pyflux) (0.10.2)
Requirement already satisfied: python-dateutil>=2.7.3 in /usr/local/lib/python3.7/dist-packages (from pandas->pyflux) (2.8.2)
Requirement already satisfied: pytz>=2017.2 in /usr/local/lib/python3.7/dist-packages (from pandas->pyflux) (2018.9)
Requirement already satisfied: six in /usr/local/lib/python3.7/dist-packages (from patsy->pyflux) (1.15.0)
Building wheels for collected packages: pyflux
  Building wheel for pyflux (setup.py) ... error
  ERROR: Failed building wheel for pyflux
  Running setup.py clean for pyflux
Failed to build pyflux
Installing collected packages: pyflux
    Running setup.py install for pyflux ... error
ERROR: Command errored out with exit status 1: /usr/bin/python3 -u -c 'import io, os, sys, setuptools, tokenize; sys.argv[0] = '"'"'/tmp/pip-install-55kchscf/pyflux_5882bd81dcd145dbaf93bfa838249a71/setup.py'"'"'; __file__='"'"'/tmp/pip-install-55kchscf/pyflux_5882bd81dcd145dbaf93bfa838249a71/setup.py'"'"';f = getattr(tokenize, '"'"'open'"'"', open)(__file__) if os.path.exists(__file__) else io.StringIO('"'"'from setuptools import setup; setup()'"'"');code = f.read().replace('"'"'\r\n'"'"', '"'"'\n'"'"');f.close();exec(compile(code, __file__, '"'"'exec'"'"'))' install --record /tmp/pip-record-bvd4wquf/install-record.txt --single-version-externally-managed --compile --install-headers /usr/local/include/python3.7/pyflux Check the logs for full command output.
opened Oct 19, 2021 by dirknbr 2

Contents

    chickenbestlover RNN based Time-series Anomaly detector model implemented in Pytorch.
    johannfaouzi A Python package for time series classification
    SiriDB SiriDB is a highly-scalable, robust and super fast time series database. Build from the ground up SiriDB uses a unique mechanism to operate without a global index and allows server resources to be added on the fly. SiriDB's unique query language includes dynamic grouping of time series for easy analysis over large amounts of time series.
    nokia Time series data collector / exporter
    khiati-walid A Django | React application that forecast time series data using ARIMA and RNN models.
    firmai AtsPy: Automated Time Series Models in Python (by @firmai)
    simonboots A Fourier Series visualisation written in Swift/SwiftUI
    fraunhoferportugal TSFEL - Time Series Feature Extraction Library python package.
    baidu An Integrated Experimental Platform for time series data anomaly detection.
    winedarksea AutoTS - Automated Time Series Forecasting
    facebookarchive Beringei is a high performance, in-memory storage engine for time series data.
    astroML General tools for Astronomical Time Series in Python
    MaxBenChrist This curated list contains python packages for time series analysis
    uber Orbit is a Python package for time series modeling and inference using Bayesian sampling methods for model estimation.
    PYFTS An open source library for Fuzzy Time Series in Python
    sky-uk A Python library for time series forecasting
    jaungiers LSTM built using Keras Python package to predict time series steps and sequences. Includes sin wave and stock market data
    Shawshank-Smile PYTSDA-TDengine is an end-to end time series data analysis Python system with TDengine.
    tinkoff-ai ETNA – Time-Series Library
    gingfacekillah Basic cryptocurrency time-series forecasting with prophet library in R
    LiDan456 Applied generative adversarial networks (GANs) to do anomaly detection for time series data
    Share this repo

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