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More operators for synthetic data generation #286

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merged 5 commits into from
Sep 16, 2019
Merged

More operators for synthetic data generation #286

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8086ab3
More operators for synthetic data generation
jgasthaus Sep 5, 2019
a724cef
Fix typing, black, tests, and item_id issues
jgasthaus Sep 13, 2019
fae1e0b
Fix recipe generation
jgasthaus Sep 16, 2019
9df14dd
Make black happy
jgasthaus Sep 16, 2019
4421d2d
fix missing length argument
jgasthaus Sep 16, 2019
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16 changes: 9 additions & 7 deletions src/gluonts/dataset/artificial/_base.py
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Original file line number Diff line number Diff line change
Expand Up @@ -330,7 +330,7 @@ def generate_ts(
ts_data = dict(
start=self.start,
target=target,
item=str(i),
item_id=str(i),
feat_static_cat=[i],
feat_static_real=[i],
)
Expand Down Expand Up @@ -508,7 +508,7 @@ def train(self) -> List[DataEntry]:
dict(
start=ts["start"],
target=ts["target"][: -self.prediction_length],
item=ts["item"],
item_id=ts["item_id"],
)
for ts in self.make_timeseries()
]
Expand Down Expand Up @@ -609,7 +609,7 @@ def sigmoid(x: np.ndarray) -> np.ndarray:
dict(
start=pd.Timestamp(start, freq=self.freq_str),
target=np.array(v),
item=i,
item_id=i,
)
)
return res
Expand Down Expand Up @@ -681,7 +681,9 @@ def trim_ts_item_end(x: DataEntry, length: int) -> DataEntry:
the last prediction_length time points from the target and dynamic
features."""
y = dict(
item=x["item"], start=x["start"], target=x["target"][:-length]
item_id=x["item_id"],
start=x["start"],
target=x["target"][:-length],
)

if "feat_dynamic_cat" in x:
Expand All @@ -703,7 +705,7 @@ def trim_ts_item_front(x: DataEntry, length: int) -> DataEntry:
assert length <= len(x["target"])

y = dict(
item=x["item"],
item_id=x["item_id"],
start=x["start"] + length * x["start"].freq,
target=x["target"][length:],
)
Expand Down Expand Up @@ -799,7 +801,7 @@ def constant_dataset() -> Tuple[DatasetInfo, Dataset, Dataset]:
train_ds = ListDataset(
data_iter=[
{
"item": str(i),
"item_id": str(i),
"start": start_date,
"target": [float(i)] * 24,
"feat_static_cat": [i],
Expand All @@ -813,7 +815,7 @@ def constant_dataset() -> Tuple[DatasetInfo, Dataset, Dataset]:
test_ds = ListDataset(
data_iter=[
{
"item": str(i),
"item_id": str(i),
"start": start_date,
"target": [float(i)] * 30,
"feat_static_cat": [i],
Expand Down
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