Commit Graph

4 Commits

Author SHA1 Message Date
Timothy Kassis
f8da4bf9a7 Forecasting examples 2026-02-23 10:50:24 -08:00
Clayton Young
df58339850 feat(timesfm): complete all three examples with quality docs
- anomaly-detection: full two-phase rewrite (context Z-score + forecast PI),
  2-panel viz, Sep 2023 correctly flagged CRITICAL (z=+3.03)
- covariates-forecasting: v3 rewrite with variable-shadowing bug fixed,
  2x2 shared-axis viz showing actionable covariate decomposition,
  108-row CSV with distinct per-store price arrays
- global-temperature: output/ subfolder reorganization (all 6 output files
  moved, 5 scripts + shell script paths updated)
- SKILL.md: added Examples table, Quality Checklist, Common Mistakes (8 items),
  Validation & Verification with regression assertions
- .gitattributes already at repo root covering all binary types
2026-02-23 07:43:04 -05:00
Clayton Young
509190118f fix(examples): correct quantile indices, variable shadowing, and test design in anomaly + covariates examples
Anomaly detection fixes:
- Fix critical quantile index bug: index 0 is mean not q10; correct indices are q10=1, q20=2, q80=8, q90=9
- Redesign test: use all 36 months as context, inject 3 synthetic anomalies into future
- Result: 3 CRITICAL detected (was 11/12 — caused by test-set leakage + wrong indices)
- Update severity labels: CRITICAL = outside 80% PI, WARNING = outside 60% PI

Covariates fixes:
- Fix variable-shadowing bug: inner dict comprehension overwrote outer loop store_id
  causing all stores to get identical covariate arrays (store_A's price for everyone)
- Give each store a distinct price baseline (premium $12, standard $10, discount $7.50)
- Trim CONTEXT_LEN from 48 → 24 weeks; CSV now 108 rows (was 180)
- Add NOTE ON REAL DATA comment: temp file pattern for large external datasets

Both scripts regenerated with clean outputs.
2026-02-23 07:43:04 -05:00
Clayton Young
0d98fa353c feat(examples): add anomaly detection and covariates examples
Anomaly Detection Example:
- Uses quantile forecasts as prediction intervals
- Flags values outside 80%/90% CI as warnings/critical anomalies
- Includes visualization with deviation plot

Covariates (XReg) Example:
- Demonstrates forecast_with_covariates() API
- Shows dynamic numerical/categorical covariates
- Shows static categorical covariates
- Includes synthetic retail sales data with price, promotion, holiday

SKILL.md Updates:
- Added anomaly detection section with code example
- Expanded covariates section with covariate types table
- Added XReg modes explanation
- Updated 'When not to use' section to note anomaly detection workaround
2026-02-23 07:43:04 -05:00