Ray

Run StatsForecast distributedly on top of Ray.

Installation

As long as Ray is installed and configured, StatsForecast will be able to use it. If executing on a distributed Ray cluster, make use the statsforecast library is installed across all the workers.

StatsForecast on Pandas

Before running on Ray, it’s recommended to test on a smaller Pandas dataset to make sure everything is working. This example also helps show the small differences when using Ray.

from statsforecast.core import StatsForecast
from statsforecast.models import AutoARIMA, AutoETS
from statsforecast.utils import generate_series

n_series = 4
horizon = 7

series = generate_series(n_series)

sf = StatsForecast(
    models=[AutoETS(season_length=7)],
    freq='D',
)
sf.forecast(df=series, h=horizon).head()

	unique_id	ds	AutoETS
0	0	2000-08-10	5.261609
1	0	2000-08-11	6.196357
2	0	2000-08-12	0.282309
3	0	2000-08-13	1.264195
4	0	2000-08-14	2.262453

Executing on Ray

To run the forecasts distributed on Ray, just pass in a Ray Dataset instead.

import ray
import logging

ray.init(logging_level=logging.ERROR)

series['unique_id'] = series['unique_id'].astype(str)
ctx = ray.data.context.DatasetContext.get_current()
ctx.use_streaming_executor = False
ray_series = ray.data.from_pandas(series).repartition(4)

sf.forecast(df=ray_series, h=horizon).take(5)