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# State space components and ensembles
load("//tensorflow:tensorflow.bzl", "tf_py_test")
load("//tensorflow:tensorflow.bzl", "py_test")
package(
default_visibility = ["//tensorflow:internal"],
)
licenses(["notice"]) # Apache 2.0
exports_files(["LICENSE"])
py_library(
name = "state_space_model",
srcs = ["state_space_model.py"],
srcs_version = "PY2AND3",
deps = [
":kalman_filter",
"//tensorflow/contrib/layers:layers_py",
"//tensorflow/contrib/timeseries/python/timeseries:feature_keys",
"//tensorflow/contrib/timeseries/python/timeseries:math_utils",
"//tensorflow/contrib/timeseries/python/timeseries:model",
"//tensorflow/contrib/timeseries/python/timeseries:model_utils",
"//tensorflow/python:array_ops",
"//tensorflow/python:constant_op",
"//tensorflow/python:control_flow_ops",
"//tensorflow/python:dtypes",
"//tensorflow/python:framework_ops",
"//tensorflow/python:linalg_ops",
"//tensorflow/python:math_ops",
"//tensorflow/python:variable_scope",
"//tensorflow/python/estimator:estimator_py",
"//third_party/py/numpy",
],
)
py_test(
name = "state_space_model_test",
timeout = "long", # Moderate but for asan
srcs = ["state_space_model_test.py"],
srcs_version = "PY2AND3",
tags = ["no_windows"], # TODO: needs investigation on Windows
deps = [
":state_space_model",
"//tensorflow/contrib/layers:layers_py",
"//tensorflow/contrib/timeseries/python/timeseries:estimators",
"//tensorflow/contrib/timeseries/python/timeseries:feature_keys",
"//tensorflow/contrib/timeseries/python/timeseries:input_pipeline",
"//tensorflow/contrib/timeseries/python/timeseries:math_utils",
"//tensorflow/contrib/timeseries/python/timeseries:saved_model_utils",
"//tensorflow/contrib/timeseries/python/timeseries:state_management",
"//tensorflow/contrib/timeseries/python/timeseries:test_utils",
"//tensorflow/python:array_ops",
"//tensorflow/python:client_testlib",
"//tensorflow/python:constant_op",
"//tensorflow/python:dtypes",
"//tensorflow/python:framework_ops",
"//tensorflow/python:linalg_ops",
"//tensorflow/python:math_ops",
"//tensorflow/python:random_seed",
"//tensorflow/python:tensor_shape",
"//tensorflow/python:training",
"//tensorflow/python:variable_scope",
"//tensorflow/python:variables",
"//tensorflow/python/estimator:estimator_py",
"//tensorflow/python/saved_model:loader",
"//tensorflow/python/saved_model:tag_constants",
"//third_party/py/numpy",
],
)
py_library(
name = "kalman_filter",
srcs = ["kalman_filter.py"],
srcs_version = "PY2AND3",
deps = [
"//tensorflow/contrib/distributions:distributions_py",
"//tensorflow/contrib/timeseries/python/timeseries:math_utils",
"//tensorflow/python:array_ops",
"//tensorflow/python:control_flow_ops",
"//tensorflow/python:dtypes",
"//tensorflow/python:framework_ops",
"//tensorflow/python:linalg_ops",
"//tensorflow/python:math_ops",
"//tensorflow/python:numerics",
],
)
tf_py_test(
name = "kalman_filter_test",
srcs = ["kalman_filter_test.py"],
additional_deps = [
":kalman_filter",
"//third_party/py/numpy",
"//tensorflow/contrib/timeseries/python/timeseries:math_utils",
"//tensorflow/python:array_ops",
"//tensorflow/python:client_testlib",
"//tensorflow/python:constant_op",
"//tensorflow/python:dtypes",
"//tensorflow/python:linalg_ops",
"//tensorflow/python:math_ops",
],
)
py_library(
name = "level_trend",
srcs = ["level_trend.py"],
srcs_version = "PY2AND3",
deps = [
":state_space_model",
"//tensorflow/python:array_ops",
"//tensorflow/python:constant_op",
"//tensorflow/python:dtypes",
"//tensorflow/python:framework_ops",
"//tensorflow/python:init_ops",
"//tensorflow/python:linalg_ops",
"//tensorflow/python:math_ops",
"//tensorflow/python:variable_scope",
],
)
tf_py_test(
name = "level_trend_test",
srcs = ["level_trend_test.py"],
additional_deps = [
":level_trend",
":test_utils",
":state_space_model",
"//tensorflow/contrib/timeseries/python/timeseries:test_utils",
"//tensorflow/python:client_testlib",
"//tensorflow/python:dtypes",
],
)
py_library(
name = "periodic",
srcs = ["periodic.py"],
srcs_version = "PY2AND3",
deps = [
":state_space_model",
"//tensorflow/python:array_ops",
"//tensorflow/python:control_flow_ops",
"//tensorflow/python:dtypes",
"//tensorflow/python:framework_ops",
"//tensorflow/python:math_ops",
"//third_party/py/numpy",
],
)
tf_py_test(
name = "periodic_test",
srcs = ["periodic_test.py"],
additional_deps = [
":periodic",
":test_utils",
":state_space_model",
"//tensorflow/python:client_testlib",
"//tensorflow/python:dtypes",
],
)
py_library(
name = "structural_ensemble",
srcs = ["structural_ensemble.py"],
srcs_version = "PY2AND3",
deps = [
":level_trend",
":periodic",
":state_space_model",
":varma",
"//tensorflow/python:util",
"//tensorflow/python:variable_scope",
],
)
py_test(
name = "structural_ensemble_test",
timeout = "long", # Moderate but for asan/tsan timeouts
srcs = ["structural_ensemble_test.py"],
srcs_version = "PY2AND3",
deps = [
":state_space_model",
":structural_ensemble",
"//tensorflow/contrib/layers:layers_py",
"//tensorflow/contrib/timeseries/python/timeseries:estimators",
"//tensorflow/contrib/timeseries/python/timeseries:feature_keys",
"//tensorflow/contrib/timeseries/python/timeseries:input_pipeline",
"//tensorflow/python:client_testlib",
"//tensorflow/python:dtypes",
"//tensorflow/python/estimator:estimator_py",
"//third_party/py/numpy",
],
)
py_library(
name = "varma",
srcs = ["varma.py"],
srcs_version = "PY2AND3",
deps = [
":state_space_model",
"//tensorflow/contrib/timeseries/python/timeseries:math_utils",
"//tensorflow/python:array_ops",
"//tensorflow/python:framework_ops",
"//tensorflow/python:init_ops",
"//tensorflow/python:linalg_ops",
"//tensorflow/python:math_ops",
"//tensorflow/python:variable_scope",
],
)
tf_py_test(
name = "varma_test",
srcs = ["varma_test.py"],
additional_deps = [
":state_space_model",
":varma",
"//tensorflow/contrib/timeseries/python/timeseries:feature_keys",
"//tensorflow/python:client",
"//tensorflow/python:client_testlib",
"//tensorflow/python:constant_op",
"//tensorflow/python:dtypes",
"//tensorflow/python:variable_scope",
"//tensorflow/python:variables",
"//tensorflow/python/estimator:estimator_py",
],
)
py_library(
name = "filtering_postprocessor",
srcs = ["filtering_postprocessor.py"],
srcs_version = "PY2AND3",
deps = [
"//tensorflow/contrib/distributions:distributions_py",
"//tensorflow/contrib/timeseries/python/timeseries:math_utils",
"//tensorflow/python:array_ops",
"//tensorflow/python:check_ops",
"//tensorflow/python:dtypes",
"//tensorflow/python:framework_ops",
"//tensorflow/python:math_ops",
"//tensorflow/python:util",
],
)
tf_py_test(
name = "filtering_postprocessor_test",
srcs = ["filtering_postprocessor_test.py"],
additional_deps = [
":filtering_postprocessor",
"//tensorflow/python:client_testlib",
"//tensorflow/python:constant_op",
"//tensorflow/python:dtypes",
],
)
py_library(
name = "test_utils",
srcs = ["test_utils.py"],
srcs_version = "PY2AND3",
tags = ["no_pip"],
deps = [
"//tensorflow/contrib/timeseries/python/timeseries:math_utils",
"//tensorflow/python:array_ops",
"//tensorflow/python:dtypes",
"//tensorflow/python:framework_ops",
"//tensorflow/python:linalg_ops",
"//tensorflow/python:math_ops",
"//tensorflow/python:random_ops",
"//third_party/py/numpy",
],
)
filegroup(
name = "all_files",
srcs = glob(
["**/*"],
exclude = [
"**/METADATA",
"**/OWNERS",
],
),
visibility = ["//tensorflow:__subpackages__"],
)
|
