PythonTsa 1.4.7__py3-none-any.whl → 1.4.9__py3-none-any.whl

PythonTsa/{Utils.py → TsTensor.py}

@@ -8,10 +8,10 @@ import numpy as np
 import pandas as pd
 import requests
 
-def create_evaluation_df(predictions, test_inputs, H, scaler):
+def create_evaluation_df(predictions, test_inputs, h, scaler):
     """Create a data frame for easy evaluation"""
     eval_df = pd.DataFrame(
-        predictions, columns=["t+" + str(t) for t in range(1, H + 1)]
+        predictions, columns=["t+" + str(t) for t in range(1, h + 1)]
     )
     eval_df["timestamp"] = test_inputs.dataframe.index
     eval_df = pd.melt(
@@ -24,7 +24,7 @@ def create_evaluation_df(predictions, test_inputs, H, scaler):
     return eval_df
 
 
-class TimeSeriesTensor(UserDict):
+class tstensor(UserDict):
     """A dictionary of tensors for input into the RNN model.
 
     Use this class to:
@@ -47,7 +47,7 @@ class TimeSeriesTensor(UserDict):
     """
 
     def __init__(
-        self, dataset, target, H, tensor_structure, freq="H", drop_incomplete=True
+        self, dataset, target, h, tensor_structure, freq="h", drop_incomplete=True
     ):
         self.dataset = dataset
         self.target = target
@@ -57,7 +57,7 @@ class TimeSeriesTensor(UserDict):
         self.dataframe = self._shift_data(H, freq, drop_incomplete)
         self.data = self._df2tensors(self.dataframe)
 
-    def _shift_data(self, H, freq, drop_incomplete):
+    def _shift_data(self, h, freq, drop_incomplete):
 
         # Use the tensor_structures definitions to shift the features in the original dataset.
         # The result is a Pandas dataframe with multi-index columns in the hierarchy
@@ -68,7 +68,7 @@ class TimeSeriesTensor(UserDict):
         df = self.dataset.copy()
 
         idx_tuples = []
-        for t in range(1, H + 1):
+        for t in range(1, h + 1):
             df["t+" + str(t)] = df[self.target].shift(t * -1, freq=freq)
             idx_tuples.append(("target", "y", "t+" + str(t)))
 
@@ -103,26 +103,27 @@ class TimeSeriesTensor(UserDict):
     
         return df
  
-        def _df2tensors(self, dataframe):
+    def _df2tensors(self, dataframe):
 
-            inputs = {}
-            y = dataframe["target"]
-            y = y.to_numpy()
-            inputs["target"] = y
+        inputs = {}
+        y = dataframe["target"]
+        y = y.to_numpy()
+        inputs["target"] = y
  
-            for name, structure in self.tensor_structure.items():
-                rng = structure[0]
-                cols = structure[1]
-                tensor = dataframe[name][cols].to_numpy()
-                if rng is None:
-                    tensor = tensor.reshape(tensor.shape[0], len(cols))
-                else:
-                    tensor = tensor.reshape(tensor.shape[0], len(cols), len(rng))
-                    tensor = np.transpose(tensor, axes=[0, 2, 1])
-                inputs[name] = tensor
+        for name, structure in self.tensor_structure.items():
+            rng = structure[0]
+            cols = structure[1]
+            tensor = dataframe[name][cols].to_numpy()
+            if rng is None:
+                tensor = tensor.reshape(tensor.shape[0], len(cols))
+            else:
+                tensor = tensor.reshape(tensor.shape[0], len(cols), len(rng))
+                tensor = np.transpose(tensor, axes=[0, 2, 1])
+            inputs[name] = tensor
     
-            return inputs
+        return inputs
  
-        def subset_data(self, new_dataframe):
+    def subset_data(self, new_dataframe):
 
-            self.dataframe = new_dataframe
+        self.dataframe = new_dataframe
+        self.data = self._df2tensors(self.dataframe)

PythonTsa/__init__.py

@@ -1 +1 @@
-__version__ = "1.4.7"
+__version__ = "1.4.8"

{PythonTsa-1.4.7.dist-info → pythontsa-1.4.9.dist-info}/METADATA

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.4
 Name: PythonTsa
-Version: 1.4.7
+Version: 1.4.9
 Summary: Package for Applied Time Series Analysis and Forecasting with Python, Springer 2022
 Author: Changquan Huang
 Author-email: h.changquan@icloud.com
@@ -9,6 +9,13 @@ Classifier: License :: OSI Approved :: MIT License
 Classifier: Operating System :: OS Independent
 Requires-Python: >=3.6
 Description-Content-Type: text/markdown
+Dynamic: author
+Dynamic: author-email
+Dynamic: classifier
+Dynamic: description
+Dynamic: description-content-type
+Dynamic: requires-python
+Dynamic: summary
 
 This package is a companion to the book  Applied Time Series Analysis and Forecasting with Python, Springer 2022. It contains several 
 important Python functions for analyzing time series and most data sets analyzed in the book. Naturally, these functions can also be used to analyze other time series data. 

{PythonTsa-1.4.7.dist-info → pythontsa-1.4.9.dist-info}/RECORD

@@ -9,8 +9,8 @@ PythonTsa/Selecting_arma.py,sha256=wuhYx8oWpaBQ2bRbpzFq6d6ZlaB-LY7ckMERrprqftE,3
 PythonTsa/Selecting_arma2.py,sha256=x33yavKr5jE3nBoF8LhSWXoj-lM6_OvsIiqoS-k5qNA,3472
 PythonTsa/SimulSBM.py,sha256=hOkp5RaAepGiSKxEi0b_ttcN3pE0qQYcIYS20SWb_F8,696
 PythonTsa/True_acf.py,sha256=mH3WVoCSOF_8FeCw9ZVbak0VMmYR7RnwrWGAaCUm5zw,1266
-PythonTsa/Utils.py,sha256=V3fVW7GYh5Nf3MKfSVzp7MePwUj5l_pChzxT6OY6LBo,4977
-PythonTsa/__init__.py,sha256=J_NywHoSHyIte5hglrEd6NCRzwecLOYNvbQbgoiBa2A,23
+PythonTsa/TsTensor.py,sha256=EIBISKBf2VPY93iLjIeejIp4yW3j0ix23x3Zu7r4DEQ,4951
+PythonTsa/__init__.py,sha256=E4mzTBdhfF_J-eYfpxL9p266GOT21FVqqvr6DARJwNo,23
 PythonTsa/datadir.py,sha256=joAY91FulKj62XPM57OiLKF9Zp26Xjy_N3Yqu0YN0q0,344
 PythonTsa/plot_acf_pacf.py,sha256=K4eW8tFea2M9Ztm39uJqPgubQs_j0BwHg-aYITOaNvs,1762
 PythonTsa/plot_multi_ACF.py,sha256=P-clInPKu4VouCx72YOHtRiDeVX8S4oULG3VYx1WovM,2407
@@ -52,7 +52,7 @@ PythonTsa/Ptsadata/realGdpConsInv.csv,sha256=IxKMRypOpBlnTPzgI9ITMJxVAJ32y5auKTC
 PythonTsa/Ptsadata/us-q-rgdp.csv,sha256=NL30qZ5lkdIR3HLhqZbwh9yxzHO1E21t6nf0uVgH4zA,6055
 PythonTsa/Ptsadata/usFOI.csv,sha256=byZRSPnk599eqWnuo-2lONvO_nnLE-z2J9KyaG_Kn-w,8492
 PythonTsa/Ptsadata/usGDPnotAdjust.csv,sha256=LVX8mmEDZoQ35dHSgG0L6NchXFUu9LO770nUiKRljwg,6114
-PythonTsa-1.4.7.dist-info/METADATA,sha256=66CpdVbP12ZbSXD6ky7OMTDCMkePAwrOifKH3PNsEBM,740
-PythonTsa-1.4.7.dist-info/WHEEL,sha256=Xo9-1PvkuimrydujYJAjF7pCkriuXBpUPEjma1nZyJ0,92
-PythonTsa-1.4.7.dist-info/top_level.txt,sha256=iCSWYaQTwlSCwrOInjSrMBYGOGlyU8KHW3el0-Kq1Xs,10
-PythonTsa-1.4.7.dist-info/RECORD,,
+pythontsa-1.4.9.dist-info/METADATA,sha256=nbxq9oqu71Rxm0sKGtohUuxXewhfOJp2R8gak9gfPwg,902
+pythontsa-1.4.9.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+pythontsa-1.4.9.dist-info/top_level.txt,sha256=iCSWYaQTwlSCwrOInjSrMBYGOGlyU8KHW3el0-Kq1Xs,10
+pythontsa-1.4.9.dist-info/RECORD,,

{PythonTsa-1.4.7.dist-info → pythontsa-1.4.9.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: bdist_wheel (0.41.3)
+Generator: setuptools (80.9.0)
 Root-Is-Purelib: true
 Tag: py3-none-any