PythonTsa 1.4.8__tar.gz → 1.5.0__tar.gz

{PythonTsa-1.4.8 → pythontsa-1.5.0}/PKG-INFO

@@ -1,7 +1,8 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.4
 Name: PythonTsa
-Version: 1.4.8
+Version: 1.5.0
 Summary: Package for Applied Time Series Analysis and Forecasting with Python, Springer 2022
+Home-page: https://github.com/QuantLet/pyTSA
 Author: Changquan Huang
 Author-email: h.changquan@icloud.com
 Classifier: Programming Language :: Python :: 3
@@ -9,6 +10,14 @@ 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: home-page
+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-1.4.8 → pythontsa-1.5.0}/setup.py

@@ -4,14 +4,14 @@ with open("README.md", "r", encoding="utf-8") as fh:
     long_description = fh.read()
 
 setuptools.setup(
-    name="PythonTsa",
-    version="1.4.8",
-    author="Changquan Huang",
+    name ="PythonTsa",
+    version ="1.5.0",
+    author ="Changquan Huang",
     author_email="h.changquan@icloud.com",
-    description="Package for Applied Time Series Analysis and Forecasting with Python, Springer 2022",
+    description ="Package for Applied Time Series Analysis and Forecasting with Python, Springer 2022",
     long_description=long_description,
     long_description_content_type="text/markdown",
-   
+    url = "https://github.com/QuantLet/pyTSA", 
     classifiers=[
         "Programming Language :: Python :: 3",
         "License :: OSI Approved :: MIT License",

{PythonTsa-1.4.8 → pythontsa-1.5.0}/src/PythonTsa/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(
@@ -42,22 +42,22 @@ class tstensor(UserDict):
              { 'tensor_name' : (range(max_backward_shift, max_forward_shift), [feature, feature, ...] ) }
              if features are non-sequential and should not be shifted, use the form
              { 'tensor_name' : (None, [feature, feature, ...])}
-       - **freq**: time series frequency (default 'H' - hourly)
+       - **freq**: time series frequency (default 'h' - hourly)
        - **drop_incomplete**: (Boolean) whether to drop incomplete samples (default True)
     """
 
     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
         self.tensor_structure = tensor_structure
         self.tensor_names = list(tensor_structure.keys())
 
-        self.dataframe = self._shift_data(H, freq, drop_incomplete)
+        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 tstensor(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)))
 

pythontsa-1.5.0/src/PythonTsa/__init__.py

@@ -0,0 +1 @@
+__version__  =  "1.5.0"

{PythonTsa-1.4.8 → pythontsa-1.5.0}/src/PythonTsa.egg-info/PKG-INFO

@@ -1,7 +1,8 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.4
 Name: PythonTsa
-Version: 1.4.8
+Version: 1.5.0
 Summary: Package for Applied Time Series Analysis and Forecasting with Python, Springer 2022
+Home-page: https://github.com/QuantLet/pyTSA
 Author: Changquan Huang
 Author-email: h.changquan@icloud.com
 Classifier: Programming Language :: Python :: 3
@@ -9,6 +10,14 @@ 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: home-page
+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-1.4.8/src/PythonTsa/__init__.py

@@ -1 +0,0 @@
-__version__ = "1.4.8"