Set aspects of the visual theme for all matplotlib plots.
This function changes the global defaults for all plots using the matplotlib
rcParams system. The theme includes specific colors for figure and axes
backgrounds, gridlines, text, labels, and ticks. It also sets the font size
and line width.
Parameters:
Name
Type
Description
Default
custom_style
dict
Optional dictionary containing custom styles to be added or override the
default dark theme. It is applied after the default theme is set by
using the plt.rcParams.update() method.
defset_dark_theme(custom_style:dict|None=None)->None:""" Set aspects of the visual theme for all matplotlib plots. This function changes the global defaults for all plots using the matplotlib rcParams system. The theme includes specific colors for figure and axes backgrounds, gridlines, text, labels, and ticks. It also sets the font size and line width. Parameters ---------- custom_style : dict, default None Optional dictionary containing custom styles to be added or override the default dark theme. It is applied after the default theme is set by using the `plt.rcParams.update()` method. Returns ------- None """plt.style.use('fivethirtyeight')dark_style={'figure.facecolor':'#001633','axes.facecolor':'#001633','savefig.facecolor':'#001633','axes.grid':True,'axes.grid.which':'both','axes.spines.left':False,'axes.spines.right':False,'axes.spines.top':False,'axes.spines.bottom':False,'grid.color':'#212946','grid.linewidth':'1','text.color':'0.9','axes.labelcolor':'0.9','xtick.color':'0.9','ytick.color':'0.9','font.size':10,'lines.linewidth':1.5}ifcustom_styleisnotNone:dark_style.update(custom_style)plt.rcParams.update(dark_style)
defplot_residuals(residuals:np.ndarray|pd.Series|None=None,y_true:np.ndarray|pd.Series|None=None,y_pred:np.ndarray|pd.Series|None=None,fig:matplotlib.figure.Figure|None=None,**fig_kw)->matplotlib.figure.Figure:""" Parameters ---------- residuals : pandas Series, numpy ndarray, default None. Values of residuals. If `None`, residuals are calculated internally using `y_true` and `y_pred`. y_true : pandas Series, numpy ndarray, default None. Ground truth (correct) values. Ignored if residuals is not `None`. y_pred : pandas Series, numpy ndarray, default None. Values of predictions. Ignored if residuals is not `None`. fig : matplotlib.figure.Figure, default None. Pre-existing fig for the plot. Otherwise, call matplotlib.pyplot.figure() internally. fig_kw : dict Other keyword arguments are passed to matplotlib.pyplot.figure() Returns ------- fig: matplotlib.figure.Figure Matplotlib Figure. """ifresidualsisNoneand(y_trueisNoneory_predisNone):raiseValueError("If `residuals` argument is None then, `y_true` and `y_pred` must be provided.")ifresidualsisNone:residuals=y_true-y_prediffigisNone:fig=plt.figure(constrained_layout=True,**fig_kw)gs=matplotlib.gridspec.GridSpec(2,2,figure=fig)ax1=plt.subplot(gs[0,:])ax2=plt.subplot(gs[1,0])ax3=plt.subplot(gs[1,1])ax1.plot(residuals)residuals_kde=np.asarray(residuals,dtype=float)residuals_kde=residuals_kde[~np.isnan(residuals_kde)]hist_color="C0"_,bin_edges,_=ax2.hist(residuals_kde,bins=30,facecolor=matplotlib.colors.to_rgba(hist_color,0.5),edgecolor=matplotlib.rcParams["patch.edgecolor"],linewidth=0.5,)ifresiduals_kde.size>1andnp.ptp(residuals_kde)>0:kde=gaussian_kde(residuals_kde)x_kde=np.linspace(bin_edges[0],bin_edges[-1],200)bin_width=bin_edges[1]-bin_edges[0]ax2.plot(x_kde,kde(x_kde)*residuals_kde.size*bin_width,color=hist_color)ax2.set_ylabel("Count")plot_acf(residuals,ax=ax3,lags=60)ax1.set_title("Residuals")ax2.set_title("Distribution")ax3.set_title("Autocorrelation")returnfig
Ridge plot of bootstrapping predictions. This plot is very useful to understand
the uncertainty of forecasting predictions.
Parameters:
Name
Type
Description
Default
bootstrapping_predictions
pandas DataFrame
Bootstrapping predictions created with Forecaster.predict_bootstrapping.
required
bw_method
(str, scalar, Callable)
The method used to calculate the estimator bandwidth. This can be 'scott',
'silverman', a scalar constant or a Callable. If None (default), 'scott'
is used. See scipy.stats.gaussian_kde for more information.
None
fig_kw
dict
All additional keyword arguments are passed to the pyplot.figure call.
defplot_prediction_distribution(bootstrapping_predictions:pd.DataFrame,bw_method:Any|None=None,**fig_kw)->matplotlib.figure.Figure:""" Ridge plot of bootstrapping predictions. This plot is very useful to understand the uncertainty of forecasting predictions. Parameters ---------- bootstrapping_predictions : pandas DataFrame Bootstrapping predictions created with `Forecaster.predict_bootstrapping`. bw_method : str, scalar, Callable, default None The method used to calculate the estimator bandwidth. This can be 'scott', 'silverman', a scalar constant or a Callable. If None (default), 'scott' is used. See scipy.stats.gaussian_kde for more information. fig_kw : dict All additional keyword arguments are passed to the `pyplot.figure` call. Returns ------- fig : matplotlib.figure.Figure Matplotlib Figure. """index=bootstrapping_predictions.index.astype(str).to_list()[::-1]palette=plt.get_cmap('cubehelix')(np.linspace(0.15,0.7,len(index)))fig,axs=plt.subplots(len(index),1,sharex=True,**fig_kw)ifnotisinstance(axs,np.ndarray):axs=np.array([axs])fori,stepinenumerate(index):plot=(bootstrapping_predictions.loc[step,:].plot.kde(ax=axs[i],bw_method=bw_method,lw=0.5))# Fill density areax=plot.get_children()[0]._xy=plot.get_children()[0]._yaxs[i].fill_between(x,y,color=palette[i])prediction_mean=bootstrapping_predictions.loc[step,:].mean()# Closest point on x to the prediction meanidx=np.abs(x-prediction_mean).argmin()axs[i].vlines(x[idx],ymin=0,ymax=y[idx],linestyle="dashed",color='w')axs[i].spines['top'].set_visible(False)axs[i].spines['right'].set_visible(False)axs[i].spines['bottom'].set_visible(False)axs[i].spines['left'].set_visible(False)axs[i].set_yticklabels([])axs[i].set_yticks([])axs[i].set_ylabel(step,rotation='horizontal')axs[i].set_xlabel('prediction')fig.subplots_adjust(hspace=-0)fig.suptitle('Forecasting distribution per step')returnfig
defplot_prediction_intervals(predictions:pd.DataFrame,y_true:pd.Series|pd.DataFrame,target_variable:str,initial_x_zoom:list[str]|None=None,title:str|None=None,xaxis_title:str|None=None,yaxis_title:str|None=None,ax:plt.Axes|None=None,kwargs_subplots:dict[str,object]={'figsize':(7,3)},kwargs_fill_between:dict[str,object]={'color':'#444444','alpha':0.3,'zorder':1}):""" Plot predicted intervals vs real values using matplotlib. Parameters ---------- predictions : pandas DataFrame Predicted values and intervals. Expected columns are 'pred', 'lower_bound' and 'upper_bound'. y_true : pandas Series, pandas DataFrame Real values of target variable. target_variable : str Name of target variable. initial_x_zoom : list, default None Initial zoom of x-axis, by default None. title : str, default None Title of the plot, by default None. xaxis_title : str, default None Title of x-axis, by default None. yaxis_title : str, default None Title of y-axis, by default None. ax : matplotlib axes, default None Axes where to plot, by default None. kwargs_subplots : dict, default {'figsize': (7, 3)} Additional keyword arguments (key, value mappings) to pass to `plt.subplots`. kwargs_fill_between : dict, default {'color': '#444444', 'alpha': 0.3} Additional keyword arguments (key, value mappings) to pass to `ax.fill_between`. Returns ------- None """ifaxisNone:fig,ax=plt.subplots(**kwargs_subplots)ifisinstance(y_true,pd.Series):y_true=y_true.to_frame()y_true.loc[predictions.index,target_variable].plot(ax=ax,label='real value')predictions['pred'].plot(ax=ax,label='prediction')ax.fill_between(predictions.index,predictions['lower_bound'],predictions['upper_bound'],label='prediction interval',**kwargs_fill_between)ax.set_ylabel(yaxis_title)ax.set_xlabel(xaxis_title)ax.set_title(title)ax.legend()ifinitial_x_zoomisnotNone:ax.set_xlim(initial_x_zoom)
Dictionary with colors for the different elements of the plot. Must
contain the following keys: ['train', 'last_window', 'gap', 'test', 'v_lines'].
Defaults colors are {"train": "#329239", "last_window": "#f7931a",
"gap": "#4d4d4d", "test": "#0d579b", "v_lines": "#252525"}
defbacktesting_gif_creator(data:pd.Series|pd.DataFrame,cv:object,series_to_plot:list[str]|None=None,plot_last_window:bool=False,filename:str="backtesting.gif",plt_style:str="ggplot",figsize:tuple[int,int]=(9,4),colors:dict[str,str]|None=None,title_template:str="Backtesting — Fold {fold_num} (refit: {refit})",fps:int=2,dpi:int=100)->Path:""" Create a GIF of the backtesting folds using Matplotlib FuncAnimation. Parameters ---------- data : pandas Series, pandas DataFrame Time series data to be used for backtesting. Can be a single series or multiple series. cv : TimeSeriesFold TimeSeriesFold object with the information needed to split the data into folds. series_to_plot : list, default None List of series names to plot. If None, all series will be plotted. plot_last_window : bool, default False Whether to plot the last window of the time series. If True, window_size must be specified in the cv object. filename : str, default "backtesting.gif" Name of the output GIF file. figsize : tuple, default (9, 4) Size of the figure. plt_style : str, default "ggplot" Style to use for the plots. See Matplotlib styles for available options here: https://matplotlib.org/stable/gallery/style_sheets/style_sheets_reference.html. colors : dict, default None Dictionary with colors for the different elements of the plot. Must contain the following keys: ['train', 'last_window', 'gap', 'test', 'v_lines']. Defaults colors are {"train": "#329239", "last_window": "#f7931a", "gap": "#4d4d4d", "test": "#0d579b", "v_lines": "#252525"} title_template : str, default "Backtesting — Fold {fold_num} (refit: {refit})" Template for the title of each plot. fps : int, default 2 Frames per second for the GIF. dpi : int, default 100 Dots per inch for the GIF. Returns ------- filename_path : Path Path to the output GIF file. """ifisinstance(data,pd.Series):data=input_to_frame(data=data,input_name=data.nameifdata.nameisnotNoneelse'y')ifnotisinstance(data,pd.DataFrame):raiseTypeError(f"`data` must be a pandas Series or DataFrame. Got {type(data)}.")ifnotisinstance(data.index,(pd.RangeIndex,pd.DatetimeIndex)):raiseTypeError(f"`data` must have a pandas RangeIndex or DatetimeIndex. Got {type(data.index)}.")cv_name=type(cv).__name__ifcv_name!="TimeSeriesFold":raiseTypeError(f"`cv` must be a 'TimeSeriesFold' object. Got '{cv_name}'.")ifnotisinstance(fps,int)orfps<=0:raiseTypeError(f"`fps` must be a positive integer. Got {fps}.")ifnotisinstance(dpi,int)ordpi<=0:raiseTypeError(f"`dpi` must be a positive integer. Got {dpi}.")ifseries_to_plotisNone:series_to_plot=data.columns.to_list()else:ifnotisinstance(series_to_plot,list):raiseTypeError(f"`series_to_plot` must be a list of column names. Got {type(series_to_plot)}.")missing_cols=[colforcolinseries_to_plotifcolnotindata.columns]ifmissing_cols:raiseValueError(f"Columns not found in `data`: {missing_cols}")folds=cv.split(X=data)ifcv.return_all_indexes:# NOTE: +1 to prevent iloc pandas from deleting the last observationfolds=[[fold[0],[fold[1][0],fold[1][-1]+1],([fold[2][0],fold[2][-1]+1]ifcv.window_sizeisnotNoneelse[]),[fold[3][0],fold[3][-1]+1],[fold[4][0],fold[4][-1]+1],fold[5],]forfoldinfolds]ifcolorsisNone:colors={"train":"#329239","last_window":"#f7931a","gap":"#4d4d4d","test":"#0d579b","v_lines":"#252525",}else:ifnotset(colors.keys())>={"train","last_window","gap","test","v_lines"}:raiseValueError(f"`colors` must contain the following keys: "f"{['train','last_window','gap','test','v_lines']}")y_values=data[series_to_plot].to_numpy().flatten()y_min,y_max=np.nanmin(y_values),np.nanmax(y_values)# Include some padding to y-axis limitsy_pad=0.05*(y_max-y_minifnp.isfinite(y_max-y_min)and(y_max-y_min)>0else1.0)y_min_plot=(y_min-y_pad)ifnp.isfinite(y_min)else-1y_max_plot=(y_max+y_pad)ifnp.isfinite(y_max)else1withplt.style.context(plt_style):fig,ax=plt.subplots(figsize=figsize)x_index=data.indexdef_draw_fold(ax,fold,title:str):ax.clear()forcolinseries_to_plot:ax.plot(x_index,data[col].to_numpy(),linewidth=1.5,alpha=0.9,label=col,)y_min_relative=(y_min-y_min_plot)/(y_max_plot-y_min_plot)y_max_relative=(y_max-y_min_plot)/(y_max_plot-y_min_plot)# Traintrain_start,train_end=fold[1]ax.axvspan(x_index[train_start],x_index[train_end],y_min_relative,y_max_relative,facecolor=colors["train"],alpha=0.2ifplot_last_windowelse0.4,zorder=0,label="Train",)# last_windowifplot_last_window:ifcv.window_sizeisNone:warnings.warn("Last window cannot be calculated because the `window_size` ""of the `cv` object is None.",IgnoredArgumentWarning)else:last_window_start,last_window_end=fold[2]ax.axvspan(x_index[last_window_start],x_index[last_window_end],y_min_relative,y_max_relative,facecolor=colors["last_window"],alpha=0.4,zorder=0,label="Last window",)# Gap (if exists)gap_start=fold[3][0]gap_end=fold[4][0]ifgap_start!=gap_end:ax.axvspan(x_index[gap_start],x_index[gap_end],y_min_relative,y_max_relative,facecolor="#bababa",alpha=0.9,zorder=0,label="Gap",hatch="////",edgecolor=colors["gap"],)# Testtest_start,test_end=fold[4]ax.axvspan(x_index[test_start],x_index[test_end-1],y_min_relative,y_max_relative,facecolor=colors["test"],alpha=0.4,zorder=0,label="Test",)defvline(ax,i):ax.axvline(x_index[i],ymin=y_min_relative,ymax=y_max_relative,lw=1,ls="--",alpha=0.5,color=colors["v_lines"],)vline(ax,train_end)vline(ax,test_start)ax.set_ylim(y_min_plot,y_max_plot)ax.set_title(title)ax.legend(loc="upper left")ax.grid(True,alpha=0.8)# --------- Animation functions ----------definit():# Draw the first fold as the initial state_draw_fold(ax,folds[0],title=title_template.format(fold_num=1,refit=0))return(ax,)defupdate(i):fold=folds[i]fold_num=min(i+1,len(folds)-n_extra)refit=fold[5]iflen(fold)>4elseititle=title_template.format(fold_num=fold_num,refit=refit)_draw_fold(ax,fold,title=title)return(ax,)# --------- Construction and saving ----------# Add extra folds for pause at the endn_extra=2foriinrange(n_extra):folds.append(folds[-1])ani=FuncAnimation(fig,update,frames=len(folds),init_func=init,blit=False,repeat=False)# Save GIFwriter=PillowWriter(fps=max(1,int(fps)))ani.save(Path(filename).with_suffix('.gif'),writer=writer,dpi=dpi)plt.close(fig)filename_path=os.path.join(os.getcwd(),filename)returnPath(filename_path)
defplot_multivariate_time_series_corr(corr:pd.DataFrame,ax:matplotlib.axes.Axes|None=None,**fig_kw)->matplotlib.figure.Figure:""" Heatmap plot of a correlation matrix. Parameters ---------- corr : pandas DataFrame correlation matrix ax : matplotlib.axes.Axes, default None Pre-existing ax for the plot. Otherwise, call matplotlib.pyplot.subplots() internally. fig_kw : dict Other keyword arguments are passed to matplotlib.pyplot.subplots() Returns ------- fig: matplotlib.figure.Figure Matplotlib Figure. """ifaxisNone:fig,ax=plt.subplots(1,1,**fig_kw)else:fig=ax.get_figure()values=corr.to_numpy()im=ax.imshow(values,cmap='viridis',aspect='auto')fig.colorbar(im,ax=ax)ax.set_xticks(np.arange(corr.shape[1]))ax.set_yticks(np.arange(corr.shape[0]))ax.set_xticklabels(corr.columns)ax.set_yticklabels(corr.index)# Minor ticks to draw separating grid lines between cellsax.set_xticks(np.arange(corr.shape[1]+1)-0.5,minor=True)ax.set_yticks(np.arange(corr.shape[0]+1)-0.5,minor=True)ax.grid(which='minor',color='w',linewidth=0.5)ax.tick_params(which='minor',bottom=False,left=False)# Annotate each cell, choosing text color for contrast with the backgroundforiinrange(values.shape[0]):forjinrange(values.shape[1]):value=values[i,j]r,g,b,_=im.cmap(im.norm(value))luminance=0.299*r+0.587*g+0.114*bax.text(j,i,f"{value:.2g}",ha='center',va='center',color='white'ifluminance<0.5else'black')ax.set_xlabel('Time series')returnfig