add demo notebooks

sire_arr129.ipynb

@@ -0,0 +1,212 @@
+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "05f55287",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "import datetime\n",
+    "import warnings\n",
+    "from dataset import Dataset\n",
+    "from extrapolations import Extrapolations\n",
+    "from experiment import Experiment\n",
+    "\n",
+    "# comment the following when debugging\n",
+    "warnings.filterwarnings(\"ignore\")"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "ae408383",
+   "metadata": {},
+   "source": [
+    "## Load ARR129 Dataset"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "e49e8ea0",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# change the company_id if you want to test a different company\n",
+    "company_id = \"5cf74ff84639c79510ef8491d4725967336ad3627216a50553f030f9c51d93bc\""
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "0c88628d",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# load dataset\n",
+    "dataset = Dataset()\n",
+    "dataset.data[dataset.data.id==company_id]"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "2fa33fdb",
+   "metadata": {},
+   "source": [
+    "## Extrapolate for one company"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "f4d8447a",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "extrapolations = Extrapolations(\n",
+    "    dataset=dataset,\n",
+    "    org_id=company_id,\n",
+    "    latest_known_dt=datetime.datetime(2018, 5, 1),\n",
+    "    extrapolate_len=36,\n",
+    "    n_trials=10,\n",
+    "    method=\"probability_matching\",\n",
+    ")\n",
+    "extrapolations.run(params={\"filter_type\": \"smooth\"})\n",
+    "extrapolations.get_extrapolations_metric_mean_confidence_interval()"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "e280e593",
+   "metadata": {},
+   "source": [
+    "## Evaluation metrics"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "0dcc59b3",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# NLL\n",
+    "extrapolations.calculate_nll()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "59fc7d11",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# ACC\n",
+    "extrapolations.calculate_acc()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "86325e5d",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# RMSE\n",
+    "extrapolations.calculate_rmse()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "40f6bdb0",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# MAPE\n",
+    "extrapolations.calculate_mape()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "f7e01c48",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# PCC\n",
+    "extrapolations.calculate_pcc()"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "c77c886d",
+   "metadata": {},
+   "source": [
+    "## Extrapolate for all possible dates"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "359d839c",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "experiment = Experiment(\n",
+    "    dataset=dataset,\n",
+    "    org_id=company_id,\n",
+    "    extrapolate_len=36, # months\n",
+    "    n_trials=10,\n",
+    "    method=\"probability_matching\",\n",
+    "    # method=\"simulate:probability_matching\",\n",
+    ")\n",
+    "experiment.run(params={})"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "1cef8bd5",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# visualize presiction starting from particular date\n",
+    "date_to_inspect = datetime.datetime(2018, 5, 1)\n",
+    "experiment.plot_extrapolations_start_from(date_to_inspect)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "d43ba330",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# print the extrapolated results from the same date\n",
+    "experiment.get_extrapolations_metric_mean_confidence_interval_df_fr(date_to_inspect)"
+   ]
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3 (ipykernel)",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.8.13"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 5
+}