openstef 3.4.43__tar.gz → 3.4.44__tar.gz

{openstef-3.4.43 → openstef-3.4.44}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: openstef
-Version: 3.4.43
+Version: 3.4.44
 Summary: Open short term energy forecaster
 Home-page: https://github.com/OpenSTEF/openstef
 Author: Alliander N.V

{openstef-3.4.43 → openstef-3.4.44}/openstef/feature_engineering/apply_features.py

@@ -28,6 +28,11 @@ from openstef.feature_engineering.weather_features import (
     add_humidity_features,
 )
 
+from openstef.feature_engineering.cyclic_features import (
+    add_seasonal_cyclic_features,
+    add_time_cyclic_features,
+)
+
 
 def apply_features(
     data: pd.DataFrame,
@@ -113,5 +118,11 @@ def apply_features(
     # Add solar features; when pj is unavailable a default location is used.
     data = add_additional_solar_features(data, pj, feature_names)
 
+    # Adds cyclical features to capture seasonal and periodic patterns in time-based data.
+    data = add_seasonal_cyclic_features(data)
+
+    # Adds polar time features (sine and cosine) to capture periodic patterns based on the timestamp index.
+    data = add_time_cyclic_features(data)
+
     # Return dataframe including all requested features
     return data

openstef-3.4.44/openstef/feature_engineering/cyclic_features.py

@@ -0,0 +1,102 @@
+# SPDX-FileCopyrightText: 2017-2023 Contributors to the OpenSTEF project <korte.termijn.prognoses@alliander.com> # noqa E501>
+#
+# SPDX-License-Identifier: MPL-2.0
+
+# Module for adding temporal cyclic features to time-based data for capturing seasonality and periodic patterns.
+# Features include yearly, weekly, and monthly seasonality, as well as time-of-day periodicity.
+
+
+import numpy as np
+import pandas as pd
+
+import structlog
+import logging
+
+from openstef.settings import Settings
+
+structlog.configure(
+    wrapper_class=structlog.make_filtering_bound_logger(
+        logging.getLevelName(Settings.log_level)
+    )
+)
+logger = structlog.get_logger(__name__)
+
+
+NUM_SECONDS_IN_A_DAY = 24 * 60 * 60
+
+
+def add_time_cyclic_features(
+    data: pd.DataFrame,
+) -> pd.DataFrame:
+    """Adds time of the day features cyclically encoded using sine and cosine to the input data.
+
+    Args:
+        data: Dataframe indexed by datetime.
+
+    Returns:
+        DataFrame that is the same as input dataframe with extra columns for the added time of the day features.
+    """
+    # Ensure the index is a DatetimeIndex
+    if not isinstance(data.index, pd.DatetimeIndex):
+        raise ValueError("Index should be a pandas DatetimeIndex")
+
+    # Make a copy of the DataFrame to avoid modifying the original
+    data = data.copy()
+
+    second_of_the_day = (
+        data.index.second + data.index.minute * 60 + data.index.hour * 60 * 60
+    )
+    period_of_the_day = 2 * np.pi * second_of_the_day / NUM_SECONDS_IN_A_DAY
+
+    data["time0fday_sine"] = np.sin(period_of_the_day)
+    data["time0fday_cosine"] = np.cos(period_of_the_day)
+
+    return data
+
+
+def add_seasonal_cyclic_features(
+    data: pd.DataFrame, compute_features: list = None
+) -> pd.DataFrame:
+    """Adds cyclical features to capture seasonal and periodic patterns in time-based data.
+
+    Args:
+    - data (pd.DataFrame): DataFrame with a DatetimeIndex.
+    - compute_features (list): Optional. List of features to compute. Options are:
+      ['season', 'dayofweek', 'month']. Default is all features.
+
+    Returns:
+    - pd.DataFrame: DataFrame with added cyclical features.
+
+    Example:
+    >>> data = pd.DataFrame(index=pd.date_range(start='2023-01-01', periods=365, freq='D'))
+    >>> data_with_features = add_cyclical_features(data)
+    >>> print(data_with_features.head())
+    """
+    # Ensure the index is a DatetimeIndex
+    if not isinstance(data.index, pd.DatetimeIndex):
+        raise ValueError("The DataFrame index must be a DatetimeIndex.")
+
+    # Make a copy of the DataFrame to avoid modifying the original
+    data = data.copy()
+
+    # Default to all features if none specified
+    compute_features = compute_features or ["season", "dayofweek", "month"]
+
+    days_in_year = 365.25  # Account for leap years
+
+    # Add seasonality features (day of year)
+    if "season" in compute_features:
+        data["season_sine"] = np.sin(2 * np.pi * data.index.dayofyear / days_in_year)
+        data["season_cosine"] = np.cos(2 * np.pi * data.index.dayofyear / days_in_year)
+
+    # Add weekly features (day of the week)
+    if "dayofweek" in compute_features:
+        data["day0fweek_sine"] = np.sin(2 * np.pi * data.index.day_of_week / 7)
+        data["day0fweek_cosine"] = np.cos(2 * np.pi * data.index.day_of_week / 7)
+
+    # Add monthly features (month of the year)
+    if "month" in compute_features:
+        data["month_sine"] = np.sin(2 * np.pi * data.index.month / 12)
+        data["month_cosine"] = np.cos(2 * np.pi * data.index.month / 12)
+
+    return data

{openstef-3.4.43 → openstef-3.4.44}/openstef.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: openstef
-Version: 3.4.43
+Version: 3.4.44
 Summary: Open short term energy forecaster
 Home-page: https://github.com/OpenSTEF/openstef
 Author: Alliander N.V

{openstef-3.4.43 → openstef-3.4.44}/openstef.egg-info/SOURCES.txt

@@ -30,6 +30,7 @@ openstef/data_classes/split_function.py
 openstef/feature_engineering/__init__.py
 openstef/feature_engineering/apply_features.py
 openstef/feature_engineering/bidding_zone_to_country_mapping.py
+openstef/feature_engineering/cyclic_features.py
 openstef/feature_engineering/data_preparation.py
 openstef/feature_engineering/feature_adder.py
 openstef/feature_engineering/feature_applicator.py

{openstef-3.4.43 → openstef-3.4.44}/setup.py

@@ -29,7 +29,7 @@ def read_long_description_from_readme():
 
 setup(
     name="openstef",
-    version="3.4.43",
+    version="3.4.44",
     packages=find_packages(include=["openstef", "openstef.*"]),
     description="Open short term energy forecaster",
     long_description=read_long_description_from_readme(),