import streamlit as st import pandas as pd import plotly.express as px import plotly.graph_objects as go import statsmodels.api as sm from sklearn.metrics import mean_absolute_error, r2_score,mean_absolute_percentage_error from sklearn.preprocessing import MinMaxScaler import matplotlib.pyplot as plt from statsmodels.stats.outliers_influence import variance_inflation_factor from plotly.subplots import make_subplots st.set_option('deprecation.showPyplotGlobalUse', False) from datetime import datetime import seaborn as sns def plot_actual_vs_predicted(date, y, predicted_values, model, target_column=None, flag=None, repeat_all_years=False, is_panel=False): """ Plots actual vs predicted values with optional flags and aggregation for panel data. Parameters: date (pd.Series): Series of dates for x-axis. y (pd.Series): Actual values. predicted_values (pd.Series): Predicted values from the model. model (object): Trained model object. target_column (str, optional): Name of the target column. flag (tuple, optional): Start and end dates for flagging periods. repeat_all_years (bool, optional): Whether to repeat flags for all years. is_panel (bool, optional): Whether the data is panel data requiring aggregation. Returns: metrics_table (pd.DataFrame): DataFrame containing MAPE, R-squared, and Adjusted R-squared. line_values (list): List of flag values for plotting. fig (go.Figure): Plotly figure object. """ if flag is not None: fig = make_subplots(specs=[[{"secondary_y": True}]]) else: fig = go.Figure() if is_panel: df = pd.DataFrame() df['date'] = date df['Actual'] = y df['Predicted'] = predicted_values df_agg = df.groupby('date').agg({'Actual': 'sum', 'Predicted': 'sum'}).reset_index() df_agg.columns = ['date', 'Actual', 'Predicted'] assert len(df_agg) == pd.Series(date).nunique() fig.add_trace(go.Scatter(x=df_agg['date'], y=df_agg['Actual'], mode='lines', name='Actual', line=dict(color='#08083B'))) fig.add_trace(go.Scatter(x=df_agg['date'], y=df_agg['Predicted'], mode='lines', name='Predicted', line=dict(color='#11B6BD'))) else: fig.add_trace(go.Scatter(x=date, y=y, mode='lines', name='Actual', line=dict(color='#08083B'))) fig.add_trace(go.Scatter(x=date, y=predicted_values, mode='lines', name='Predicted', line=dict(color='#11B6BD'))) line_values = [] if flag: min_date, max_date = flag[0], flag[1] min_week = datetime.strptime(str(min_date), "%Y-%m-%d").strftime("%U") max_week = datetime.strptime(str(max_date), "%Y-%m-%d").strftime("%U") if repeat_all_years: line_values = list(pd.Series(date).map(lambda x: 1 if (pd.Timestamp(x).week >= int(min_week)) & (pd.Timestamp(x).week <= int(max_week)) else 0)) assert len(line_values) == len(date) fig.add_trace(go.Scatter(x=date, y=line_values, mode='lines', name='Flag', line=dict(color='#FF5733')), secondary_y=True) else: line_values = list(pd.Series(date).map(lambda x: 1 if (pd.Timestamp(x) >= pd.Timestamp(min_date)) and (pd.Timestamp(x) <= pd.Timestamp(max_date)) else 0)) fig.add_trace(go.Scatter(x=date, y=line_values, mode='lines', name='Flag', line=dict(color='#FF5733')), secondary_y=True) mape = mean_absolute_percentage_error(y, predicted_values) r2 = r2_score(y, predicted_values) adjr2 = 1 - (1 - r2) * (len(y) - 1) / (len(y) - len(model.params) - 1) metrics_table = pd.DataFrame({ 'Metric': ['MAPE', 'R-squared', 'AdjR-squared'], 'Value': [mape, r2, adjr2] }) fig.update_layout( xaxis=dict(title='Date'), yaxis=dict(title=target_column), xaxis_tickangle=-30 ) fig.add_annotation( text=f"MAPE: {mape * 100:0.1f}%, Adj. R-squared: {adjr2 * 100:.1f}%", xref="paper", yref="paper", x=0.95, y=1.2, showarrow=False, ) return metrics_table, line_values, fig def plot_residual_predicted(actual, predicted, df): """ Plots standardized residuals against predicted values. Parameters: actual (pd.Series): Actual values. predicted (pd.Series): Predicted values. df (pd.DataFrame): DataFrame containing the data. Returns: fig (go.Figure): Plotly figure object. """ df_ = df.copy() df_['Residuals'] = actual - pd.Series(predicted) df_['StdResidual'] = (df_['Residuals'] - df_['Residuals'].mean()) / df_['Residuals'].std() fig = px.scatter(df_, x=predicted, y='StdResidual', opacity=0.5, color_discrete_sequence=["#11B6BD"]) fig.add_hline(y=0, line_dash="dash", line_color="darkorange") fig.add_hline(y=2, line_color="red") fig.add_hline(y=-2, line_color="red") fig.update_xaxes(title='Predicted') fig.update_yaxes(title='Standardized Residuals (Actual - Predicted)') fig.update_layout(title='2.3.1 Residuals over Predicted Values', autosize=False, width=600, height=400) return fig def residual_distribution(actual, predicted): """ Plots the distribution of residuals. Parameters: actual (pd.Series): Actual values. predicted (pd.Series): Predicted values. Returns: plt (matplotlib.pyplot): Matplotlib plot object. """ Residuals = actual - pd.Series(predicted) sns.set(style="whitegrid") plt.figure(figsize=(6, 4)) sns.histplot(Residuals, kde=True, color="#11B6BD") plt.title('2.3.3 Distribution of Residuals') plt.xlabel('Residuals') plt.ylabel('Probability Density') return plt def qqplot(actual, predicted): """ Creates a QQ plot of the residuals. Parameters: actual (pd.Series): Actual values. predicted (pd.Series): Predicted values. Returns: fig (go.Figure): Plotly figure object. """ Residuals = actual - pd.Series(predicted) Residuals = pd.Series(Residuals) Resud_std = (Residuals - Residuals.mean()) / Residuals.std() fig = go.Figure() fig.add_trace(go.Scatter(x=sm.ProbPlot(Resud_std).theoretical_quantiles, y=sm.ProbPlot(Resud_std).sample_quantiles, mode='markers', marker=dict(size=5, color="#11B6BD"), name='QQ Plot')) diagonal_line = go.Scatter( x=[-2, 2], y=[-2, 2], mode='lines', line=dict(color='red'), name=' ' ) fig.add_trace(diagonal_line) fig.update_layout(title='2.3.2 QQ Plot of Residuals', title_x=0.5, autosize=False, width=600, height=400, xaxis_title='Theoretical Quantiles', yaxis_title='Sample Quantiles') return fig