Загрузка данных
# Визуализация прогнозных результатов модели
import matplotlib.pyplot as plt
import numpy as np
from sklearn.metrics import mean_absolute_error, r2_score
# ------------------------------------------------------------
# 1. Функция получения сравнения
# ------------------------------------------------------------
def get_comparison(df_part):
if len(df_part) == 0:
return pd.DataFrame()
fact = aggregate_weighted(df_part, date_col, target, weight_col)
pred = aggregate_weighted(df_part, date_col, pred_col, weight_col)
comp = fact.merge(pred, on=date_col, suffixes=('_fact', '_pred'))
return comp
# ------------------------------------------------------------
# 2. Функция построения графика
# ------------------------------------------------------------
def plot_forecast_full(ax, comp, title, benchmark_value):
if len(comp) == 0:
ax.text(0.5, 0.5, 'Нет данных', ha='center', va='center', transform=ax.transAxes)
ax.set_title(title)
return
y_true = comp[target].values
y_pred = comp[pred_col].values
weights = comp[f'{weight_col}_fact'].values
ax.plot(comp[date_col], y_true, marker='o', label='Факт', color='blue', linewidth=2)
ax.plot(comp[date_col], y_pred, marker='s', label='Прогноз модели', color='red', linewidth=2)
ax.axhline(y=benchmark_value, color='green', linestyle='--', linewidth=2,
label=f'Бенчмарк (ср.={benchmark_value:.3f})')
ax.axvline(x=train_end, color='black', linestyle=':', linewidth=2, alpha=0.7,
label='Разделение train/test')
ax.set_title(title)
ax.set_ylabel('Доля пролонгаций')
ax.grid(True, alpha=0.3)
ax.tick_params(axis='x', rotation=45)
ax2 = ax.twinx()
ax2.bar(comp[date_col], weights, alpha=0.3, color='gray', width=15, label='Объём')
ax2.set_ylabel('Суммарный объём (sum_total_out)', color='gray')
ax2.tick_params(axis='y', labelcolor='gray')
mae = mean_absolute_error(y_true, y_pred)
r2 = r2_score(y_true, y_pred)
ax.text(0.05, 0.95, f'MAE = {mae:.3f}\nR² = {r2:.3f}',
transform=ax.transAxes, fontsize=11,
verticalalignment='top',
bbox=dict(boxstyle='round', facecolor='white', alpha=0.8))
ax.legend(loc='lower left')
# ------------------------------------------------------------
# 3. Подготовка данных
# ------------------------------------------------------------
train_end = pd.Timestamp('2025-02-01')
train_df = df[df[date_col] < train_end].copy()
test_df = df[df[date_col] >= train_end].copy()
segments = ['mass', 'mid', 'prem']
comparisons = {}
benchmarks = {}
# Общий портфель
comparisons['все сегменты'] = get_comparison(df)
benchmarks['все сегменты'] = np.average(
train_df[target].values,
weights=train_df[weight_col].values
)
# По сегментам
for seg in segments:
train_seg = train_df[train_df['segment'] == seg].copy()
if len(train_seg) > 0:
benchmarks[seg] = np.average(
train_seg[target].values,
weights=train_seg[weight_col].values
)
else:
benchmarks[seg] = None
df_seg = df[df['segment'] == seg].copy()
comparisons[seg] = get_comparison(df_seg)
# ------------------------------------------------------------
# 4. Построение графиков
# ------------------------------------------------------------
order = ['все сегменты'] + segments
titles = {
'все сегменты': 'Все сегменты (прогноз vs факт)',
'mass': 'Масс-сегмент (прогноз vs факт)',
'mid': 'Mid-сегмент (прогноз vs факт)',
'prem': 'Prem-сегмент (прогноз vs факт)'
}
n_plots = len(order)
fig, axes = plt.subplots(n_plots, 1, figsize=(16, 5 * n_plots))
if n_plots == 1:
axes = [axes]
for ax, key in zip(axes, order):
comp = comparisons.get(key, pd.DataFrame())
benchmark_value = benchmarks.get(key, 0)
if benchmark_value is None:
benchmark_value = 0
plot_forecast_full(ax, comp, titles.get(key, key), benchmark_value)
plt.suptitle('Сравнение фактической и прогнозной доли пролонгаций с бенчмарком', fontsize=16, y=1.02)
plt.tight_layout()
plt.show()
# 1. Качество прогноза модели
import pandas as pd
import numpy as np
from sklearn.metrics import mean_absolute_error, r2_score
# ------------------------------------------------------------
# 1. Разделение на train/test
# ------------------------------------------------------------
train_end = pd.Timestamp('2025-02-01')
train_df = df[df[date_col] < train_end].copy()
test_df = df[df[date_col] >= train_end].copy()
# ------------------------------------------------------------
# 2. Функция расчёта метрик
# ------------------------------------------------------------
def calc_metrics(comp, benchmark_value):
if len(comp) == 0:
return None
y_true = comp[target].values
y_pred = comp[pred_col].values
weights = comp[f'{weight_col}_fact'].values
model_wmae = np.average(np.abs(y_true - y_pred), weights=weights)
model_r2 = r2_score(y_true, y_pred)
benchmark_pred = np.full_like(y_true, benchmark_value)
bench_wmae = np.average(np.abs(y_true - benchmark_pred), weights=weights)
bench_r2 = r2_score(y_true, benchmark_pred)
return {
'model_wmae': model_wmae,
'model_r2': model_r2,
'bench_wmae': bench_wmae,
'bench_r2': bench_r2
}
# ------------------------------------------------------------
# 3. Сбор данных
# ------------------------------------------------------------
segments = ['mass', 'mid', 'prem']
results = []
def get_comparison(df_part):
if len(df_part) == 0:
return pd.DataFrame()
fact = aggregate_weighted(df_part, date_col, target, weight_col)
pred = aggregate_weighted(df_part, date_col, pred_col, weight_col)
comp = fact.merge(pred, on=date_col, suffixes=('_fact', '_pred'))
return comp
# Общий портфель
for label, df_part in [('Train', train_df), ('Test', test_df)]:
comp = get_comparison(df_part)
if len(comp) > 0:
# Бенчмарк на train ЭТОЙ же выборки
bench_val = np.average(
train_df[target].values,
weights=train_df[weight_col].values
)
metrics = calc_metrics(comp, bench_val)
if metrics:
results.append({
'Выборка': f'{label} (весь портфель)',
'Модель wMAE': metrics['model_wmae'],
'Модель R2': metrics['model_r2'],
'Бенчмарк wMAE': metrics['bench_wmae'],
'Бенчмарк R2': metrics['bench_r2']
})
# По сегментам
for seg in segments:
for label, df_part in [('Train', train_df), ('Test', test_df)]:
df_seg = df_part[df_part['segment'] == seg].copy()
if len(df_seg) == 0:
continue
comp = get_comparison(df_seg)
if len(comp) == 0:
continue
# Бенчмарк на train ЭТОГО сегмента
train_seg = train_df[train_df['segment'] == seg].copy()
if len(train_seg) > 0:
bench_val = np.average(
train_seg[target].values,
weights=train_seg[weight_col].values
)
else:
bench_val = 0
metrics = calc_metrics(comp, bench_val)
if metrics:
results.append({
'Выборка': f'{label} ({seg})',
'Модель wMAE': metrics['model_wmae'],
'Модель R2': metrics['model_r2'],
'Бенчмарк wMAE': metrics['bench_wmae'],
'Бенчмарк R2': metrics['bench_r2']
})
# ------------------------------------------------------------
# 4. Вывод таблицы
# ------------------------------------------------------------
df_metrics = pd.DataFrame(results).round(4)
columns_order = ['Выборка', 'Модель wMAE', 'Модель R2', 'Бенчмарк wMAE', 'Бенчмарк R2']
df_metrics = df_metrics[columns_order]
print("=== МЕТРИКИ КАЧЕСТВА ПРОГНОЗА ===")
print("Бенчмарк = средневзвешенное на train соответствующей выборки")
print()
display(df_metrics)