def test_AddTimeFeatures(start, target, is_train: bool):
pred_length = 13
t = transform.AddTimeFeatures(
start_field=FieldName.START,
target_field=FieldName.TARGET,
output_field="myout",
pred_length=pred_length,
time_features=[time_feature.DayOfWeek(), time_feature.DayOfMonth()],
)
data = {"start": start, "target": target}
res = t.map_transform(data, is_train=is_train)
mat = res["myout"]
expected_length = len(target) + (0 if is_train else pred_length)
assert mat.shape == (2, expected_length)
tmp_idx = pd.date_range(start=start, freq=start.freq, periods=expected_length)
assert np.alltrue(mat[0] == time_feature.DayOfWeek()(tmp_idx))
assert np.alltrue(mat[1] == time_feature.DayOfMonth()(tmp_idx))
def test_Transformation():
train_length = 100
ds = ListDataset(
[{"start": "2012-01-01", "target": [0.2] * train_length}], freq="1D"
)
pred_length = 10
t = transform.Chain(
trans=[
transform.AddTimeFeatures(
start_field=FieldName.START,
target_field=FieldName.TARGET,
output_field="time_feat",
time_features=[
time_feature.DayOfWeek(),
time_feature.DayOfMonth(),
time_feature.MonthOfYear(),
],
pred_length=pred_length,
),
transform.AddAgeFeature(
target_field=FieldName.TARGET,
output_field="age",
pred_length=pred_length,
log_scale=True,
),
transform.AddObservedValuesIndicator(
target_field=FieldName.TARGET, output_field="observed_values"
),
transform.VstackFeatures(
output_field="dynamic_feat",
input_fields=["age", "time_feat"],
drop_inputs=True,
),
transform.InstanceSplitter(
target_field=FieldName.TARGET,
is_pad_field=FieldName.IS_PAD,
start_field=FieldName.START,
forecast_start_field=FieldName.FORECAST_START,
train_sampler=transform.ExpectedNumInstanceSampler(
num_instances=4
),
past_length=train_length,
future_length=pred_length,
time_series_fields=["dynamic_feat", "observed_values"],
),
]
)
for u in t(iter(ds), is_train=True):
print(u)
def test_multi_dim_transformation(is_train):
train_length = 10
first_dim: list = list(np.arange(1, 11, 1))
first_dim[-1] = "NaN"
second_dim: list = list(np.arange(11, 21, 1))
second_dim[0] = "NaN"
ds = ListDataset(
data_iter=[{
"start": "2012-01-01",
"target": [first_dim, second_dim]
}],
freq="1D",
one_dim_target=False,
)
pred_length = 2
# Looks weird - but this is necessary to assert the nan entries correctly.
first_dim[-1] = np.nan
second_dim[0] = np.nan
t = transform.Chain(trans=[
transform.AddTimeFeatures(
start_field=FieldName.START,
target_field=FieldName.TARGET,
output_field="time_feat",
time_features=[
time_feature.DayOfWeek(),
time_feature.DayOfMonth(),
time_feature.MonthOfYear(),
],
pred_length=pred_length,
),
transform.AddAgeFeature(
target_field=FieldName.TARGET,
output_field="age",
pred_length=pred_length,
log_scale=True,
),
transform.AddObservedValuesIndicator(
target_field=FieldName.TARGET,
output_field="observed_values",
convert_nans=False,
),
transform.VstackFeatures(
output_field="dynamic_feat",
input_fields=["age", "time_feat"],
drop_inputs=True,
),
transform.InstanceSplitter(
target_field=FieldName.TARGET,
is_pad_field=FieldName.IS_PAD,
start_field=FieldName.START,
forecast_start_field=FieldName.FORECAST_START,
train_sampler=transform.ExpectedNumInstanceSampler(
num_instances=4),
past_length=train_length,
future_length=pred_length,
time_series_fields=["dynamic_feat", "observed_values"],
time_first=False,
),
])
if is_train:
for u in t(iter(ds), is_train=True):
assert_shape(u["past_target"], (2, 10))
assert_shape(u["past_dynamic_feat"], (4, 10))
assert_shape(u["past_observed_values"], (2, 10))
assert_shape(u["future_target"], (2, 2))
assert_padded_array(
u["past_observed_values"],
np.array([[1.0] * 9 + [0.0], [0.0] + [1.0] * 9]),
u["past_is_pad"],
)
assert_padded_array(
u["past_target"],
np.array([first_dim, second_dim]),
u["past_is_pad"],
)
else:
for u in t(iter(ds), is_train=False):
assert_shape(u["past_target"], (2, 10))
assert_shape(u["past_dynamic_feat"], (4, 10))
assert_shape(u["past_observed_values"], (2, 10))
assert_shape(u["future_target"], (2, 0))
assert_padded_array(
u["past_observed_values"],
np.array([[1.0] * 9 + [0.0], [0.0] + [1.0] * 9]),
u["past_is_pad"],
)
assert_padded_array(
u["past_target"],
np.array([first_dim, second_dim]),
u["past_is_pad"],
)