aggdisagg 1.0.3__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- aggdisagg-1.0.3/.github/workflows/ci.yml +42 -0
- aggdisagg-1.0.3/.github/workflows/publish.yml +38 -0
- aggdisagg-1.0.3/.gitignore +163 -0
- aggdisagg-1.0.3/CODE_OF_CONDUCT.md +132 -0
- aggdisagg-1.0.3/LICENSE +21 -0
- aggdisagg-1.0.3/PKG-INFO +183 -0
- aggdisagg-1.0.3/README.md +134 -0
- aggdisagg-1.0.3/benchmarks/compare.py +63 -0
- aggdisagg-1.0.3/docs/api.md +8 -0
- aggdisagg-1.0.3/docs/benchmarks.md +5 -0
- aggdisagg-1.0.3/docs/examples.md +16 -0
- aggdisagg-1.0.3/docs/index.md +60 -0
- aggdisagg-1.0.3/docs/quickstart.md +27 -0
- aggdisagg-1.0.3/examples/quickstart.py +55 -0
- aggdisagg-1.0.3/mkdocs.yml +25 -0
- aggdisagg-1.0.3/pyproject.toml +134 -0
- aggdisagg-1.0.3/src/aggdisagg/__init__.py +33 -0
- aggdisagg-1.0.3/src/aggdisagg/api.py +154 -0
- aggdisagg-1.0.3/src/aggdisagg/conversion.py +69 -0
- aggdisagg-1.0.3/src/aggdisagg/core.py +608 -0
- aggdisagg-1.0.3/src/aggdisagg/methods.py +135 -0
- aggdisagg-1.0.3/team_onboarding.ipynb +258 -0
- aggdisagg-1.0.3/tests/test_basic.py +292 -0
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url: https://pypi.org/p/aggdisagg
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# For TestPyPI first (optional): use a separate job or environment "testpypi" + --repository testpypi
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# Contributor Covenant Code of Conduct
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## Our Pledge
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We as members, contributors, and leaders pledge to make participation in our
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community a harassment-free experience for everyone, regardless of age, body
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identity and orientation.
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We pledge to act and interact in ways that contribute to an open, welcoming,
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diverse, inclusive, and healthy community.
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## Our Standards
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community include:
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* Demonstrating empathy and kindness toward other people
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* Being respectful of differing opinions, viewpoints, and experiences
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* Giving and gracefully accepting constructive feedback
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* Accepting responsibility and apologizing to those affected by our mistakes,
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and learning from the experience
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* Focusing on what is best not just for us as individuals, but for the overall
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community
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Examples of unacceptable behavior include:
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* The use of sexualized language or imagery, and sexual attention or advances of
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any kind
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* Trolling, insulting or derogatory comments, and personal or political attacks
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* Public or private harassment
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* Publishing others' private information, such as a physical or email address,
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without their explicit permission
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* Other conduct which could reasonably be considered inappropriate in a
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## Enforcement Responsibilities
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Community leaders are responsible for clarifying and enforcing our standards of
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acceptable behavior and will take appropriate and fair corrective action in
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response to any behavior that they deem inappropriate, threatening, offensive,
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or harmful.
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Community leaders have the right and responsibility to remove, edit, or reject
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comments, commits, code, wiki edits, issues, and other contributions that are
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not aligned to this Code of Conduct, and will communicate reasons for moderation
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decisions when appropriate.
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## Scope
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an individual is officially representing the community in public spaces.
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Examples of representing our community include using an official e-mail address,
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representative at an online or offline event.
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## Enforcement
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Instances of abusive, harassing, or otherwise unacceptable behavior may be
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reported to the community leaders responsible for enforcement at
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conduct@aggdisagg.dev.
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All complaints will be reviewed and investigated promptly and fairly.
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All community leaders are obligated to respect the privacy and security of the
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reporter of any incident.
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**Consequence**: A private, written warning from community leaders, providing
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**Consequence**: A warning with consequences for continued behavior. No
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### 4. Permanent Ban
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**Community Impact**: Demonstrating a pattern of violation of community
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standards, including sustained inappropriate behavior, harassment of an
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individual, or aggression toward or disparagement of classes of individuals.
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**Consequence**: A permanent ban from any sort of public interaction within the
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community.
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## Attribution
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This Code of Conduct is adapted from the [Contributor Covenant][homepage],
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version 2.1, available at
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[https://www.contributor-covenant.org/version/2/1/code_of_conduct.html][v2.1].
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Community Impact Guidelines were inspired by
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[Mozilla's code of conduct enforcement ladder][Mozilla CoC].
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For answers to common questions about this code of conduct, see the FAQ at
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[https://www.contributor-covenant.org/faq][FAQ]. Translations are available at
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[https://www.contributor-covenant.org/translations][translations].
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[homepage]: https://www.contributor-covenant.org
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[v2.1]: https://www.contributor-covenant.org/version/2/1/code_of_conduct.html
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[Mozilla CoC]: https://github.com/mozilla/diversity
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[FAQ]: https://www.contributor-covenant.org/faq
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[translations]: https://www.contributor-covenant.org/translations
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aggdisagg-1.0.3/LICENSE
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MIT License
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Copyright (c) 2026 aggdisagg contributors
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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aggdisagg-1.0.3/PKG-INFO
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Metadata-Version: 2.4
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Name: aggdisagg
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Version: 1.0.3
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Summary: Temporal Aggregation & Disaggregation for Modern Python (Polars-first)
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Project-URL: Homepage, https://github.com/aggdisagg/aggdisagg
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Project-URL: Repository, https://github.com/aggdisagg/aggdisagg
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Project-URL: Issues, https://github.com/aggdisagg/aggdisagg/issues
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Project-URL: Documentation, https://aggdisagg.readthedocs.io
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Author: aggdisagg Contributors
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License: MIT
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License-File: LICENSE
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Keywords: econometrics,frequency-conversion,pandas,polars,temporal-aggregation,temporal-disaggregation,time-series
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Classifier: Development Status :: 5 - Production/Stable
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Classifier: Intended Audience :: Developers
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Classifier: Intended Audience :: Science/Research
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Classifier: License :: OSI Approved :: MIT License
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Classifier: Operating System :: OS Independent
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Classifier: Programming Language :: Python :: 3.10
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Classifier: Programming Language :: Python :: 3.11
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Classifier: Programming Language :: Python :: 3.12
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Classifier: Programming Language :: Python :: 3.13
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Classifier: Topic :: Scientific/Engineering :: Information Analysis
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Classifier: Topic :: Scientific/Engineering :: Mathematics
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Classifier: Topic :: Software Development :: Libraries :: Python Modules
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Requires-Python: >=3.10
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Requires-Dist: numpy>=1.24.0
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Requires-Dist: polars>=1.0.0
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Requires-Dist: scipy>=1.10.0
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Provides-Extra: all
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Requires-Dist: pandas>=2.0.0; extra == 'all'
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Requires-Dist: plotly>=5.0.0; extra == 'all'
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Requires-Dist: scikit-learn>=1.3.0; extra == 'all'
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Requires-Dist: sktime>=0.25.0; extra == 'all'
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Requires-Dist: statsforecast>=1.5.0; extra == 'all'
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Requires-Dist: xarray>=2023.0.0; extra == 'all'
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Provides-Extra: pandas
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Requires-Dist: pandas>=2.0.0; extra == 'pandas'
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Provides-Extra: plot
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Requires-Dist: plotly>=5.0.0; extra == 'plot'
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Provides-Extra: sklearn
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Requires-Dist: scikit-learn>=1.3.0; extra == 'sklearn'
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Provides-Extra: sktime
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Requires-Dist: sktime>=0.25.0; extra == 'sktime'
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Provides-Extra: statsforecast
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Requires-Dist: statsforecast>=1.5.0; extra == 'statsforecast'
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Provides-Extra: xarray
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Requires-Dist: xarray>=2023.0.0; extra == 'xarray'
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Description-Content-Type: text/markdown
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|
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# aggdisagg
|
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+
|
|
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+
> **Temporal Aggregation & Disaggregation for Modern Python**
|
|
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|
+
|
|
54
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+
[](https://www.python.org)
|
|
55
|
+
[](https://pola.rs)
|
|
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|
+
[](https://opensource.org/licenses/MIT)
|
|
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+
[](https://github.com/astral-sh/uv)
|
|
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|
+
[](https://pypi.org/project/aggdisagg/)
|
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|
+
[](https://github.com/aggdisagg/aggdisagg)
|
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|
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<!-- GitHub social preview: the image below is auto-generated for social sharing -->
|
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|
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|
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**Install & try in 10 seconds:**
|
|
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|
+
|
|
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|
+
```bash
|
|
67
|
+
pip install aggdisagg
|
|
68
|
+
```
|
|
69
|
+
|
|
70
|
+
```python
|
|
71
|
+
import polars as pl
|
|
72
|
+
from aggdisagg import TemporalAligner
|
|
73
|
+
df = pl.DataFrame({"date": ["2020", "2021"], "y": [100.0, 120.0]})
|
|
74
|
+
print(TemporalAligner().fit_transform(df, datetime_col="date", target_col="y"))
|
|
75
|
+
```
|
|
76
|
+
|
|
77
|
+
**aggdisagg** is a clean, **Polars-first** Python library for converting time series between frequencies with **perfect aggregation consistency**.
|
|
78
|
+
|
|
79
|
+
- Disaggregate low → high frequency (with indicators)
|
|
80
|
+
- Aggregate high → low frequency (symmetric)
|
|
81
|
+
- Works with **Polars** (primary), **pandas**, and **xarray**
|
|
82
|
+
|
|
83
|
+
## Installation + Try in 10 Seconds
|
|
84
|
+
|
|
85
|
+
```bash
|
|
86
|
+
pip install "aggdisagg[all]" && python -c "
|
|
87
|
+
import polars as pl
|
|
88
|
+
from datetime import date
|
|
89
|
+
from aggdisagg import TemporalAligner
|
|
90
|
+
df = pl.DataFrame({'date':[date(2020,1,1),date(2021,1,1)], 'y':[1000.,1200.]})
|
|
91
|
+
print(TemporalAligner(method='uniform').fit_transform(df, datetime_col='date', target_col='y'))
|
|
92
|
+
"
|
|
93
|
+
```
|
|
94
|
+
|
|
95
|
+
## Quickstart with `TemporalAligner`
|
|
96
|
+
|
|
97
|
+
```python
|
|
98
|
+
import polars as pl
|
|
99
|
+
from datetime import date
|
|
100
|
+
from aggdisagg import TemporalAligner
|
|
101
|
+
|
|
102
|
+
df = pl.DataFrame({
|
|
103
|
+
"date": [date(2020, 1, 1), date(2021, 1, 1), date(2022, 1, 1)],
|
|
104
|
+
"y": [1200.0, 1500.0, 1350.0], # low-frequency target
|
|
105
|
+
"indicator": [100.0, 125.0, 110.0], # high-frequency indicator
|
|
106
|
+
})
|
|
107
|
+
|
|
108
|
+
aligner = TemporalAligner(
|
|
109
|
+
method="chow-lin-opt",
|
|
110
|
+
target_freq="1mo",
|
|
111
|
+
agg="sum",
|
|
112
|
+
indicator_cols=["indicator"],
|
|
113
|
+
)
|
|
114
|
+
|
|
115
|
+
monthly = aligner.fit_transform(df, datetime_col="date", target_col="y")
|
|
116
|
+
print(monthly.head())
|
|
117
|
+
|
|
118
|
+
# Perfect symmetric aggregation
|
|
119
|
+
yearly_back = aligner.aggregate(monthly, freq="1y")
|
|
120
|
+
print("Roundtrip OK:", (yearly_back["y_1y"] - df["y"]).abs().sum() < 1e-8)
|
|
121
|
+
|
|
122
|
+
# Plot (requires plotly)
|
|
123
|
+
monthly.plot() # or use .plot() on the result if extended
|
|
124
|
+
```
|
|
125
|
+
|
|
126
|
+
## Supported Methods
|
|
127
|
+
|
|
128
|
+
- `uniform`
|
|
129
|
+
- `linear`
|
|
130
|
+
- `denton` / `denton-cholette`
|
|
131
|
+
- `chow-lin`, `chow-lin-opt` (auto ρ via maxlog/minrss)
|
|
132
|
+
- `litterman`, `fernandez`
|
|
133
|
+
|
|
134
|
+
All methods guarantee `C @ y_high ≈ y_low` exactly.
|
|
135
|
+
|
|
136
|
+
## Why aggdisagg?
|
|
137
|
+
|
|
138
|
+
- **Polars-native** core (lazy-friendly)
|
|
139
|
+
- **Perfect consistency** by construction (C/D matrices)
|
|
140
|
+
- **Sklearn-style** + fluent API
|
|
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|
+
- Real econometric methods (Denton quadratic, Chow-Lin GLS)
|
|
142
|
+
- Excellent pandas / xarray interop
|
|
143
|
+
- Production quality (typed, tested, documented)
|
|
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|
+
|
|
145
|
+
## v0.2 Highlights
|
|
146
|
+
|
|
147
|
+
- Hierarchical reconciliation (national → regional)
|
|
148
|
+
- Uncertainty (bootstrap + analytic std errors)
|
|
149
|
+
- Full Polars lazy + xarray DataArray I/O
|
|
150
|
+
- Negative post-correction + NNLS ensemble
|
|
151
|
+
- sktime / statsforecast compatible wrapper
|
|
152
|
+
|
|
153
|
+
```python
|
|
154
|
+
# Hierarchical
|
|
155
|
+
rec = aligner.reconcile_hierarchical([nat_df, reg_df])
|
|
156
|
+
|
|
157
|
+
# Uncertainty
|
|
158
|
+
mean, std = aligner.predict_with_uncertainty()
|
|
159
|
+
|
|
160
|
+
# Lazy + xarray
|
|
161
|
+
lazy_high = aligner.fit_transform(lazy_df)
|
|
162
|
+
xa = aligner.to_xarray(high_df)
|
|
163
|
+
```
|
|
164
|
+
|
|
165
|
+
See `examples/quickstart.py` for complete gallery.
|
|
166
|
+
|
|
167
|
+
## Development & Publishing
|
|
168
|
+
|
|
169
|
+
```bash
|
|
170
|
+
uv sync --all-extras
|
|
171
|
+
uv run pytest
|
|
172
|
+
uv run python examples/quickstart.py
|
|
173
|
+
uv build
|
|
174
|
+
# twine or uv publish
|
|
175
|
+
```
|
|
176
|
+
|
|
177
|
+
## License
|
|
178
|
+
|
|
179
|
+
MIT
|
|
180
|
+
|
|
181
|
+
---
|
|
182
|
+
|
|
183
|
+
**Built for data scientists who want temporal frequency conversion that just works.**
|