openstef 3.4.54__tar.gz → 3.4.56__tar.gz

{openstef-3.4.54 → openstef-3.4.56}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: openstef
-Version: 3.4.54
+Version: 3.4.56
 Summary: Open short term energy forecaster
 Home-page: https://github.com/OpenSTEF/openstef
 Author: Alliander N.V

{openstef-3.4.54 → openstef-3.4.56}/openstef/data_classes/prediction_job.py

@@ -9,7 +9,7 @@ from pydantic.v1 import BaseModel
 from openstef.data_classes.data_prep import DataPrepDataClass
 from openstef.data_classes.model_specifications import ModelSpecificationDataClass
 from openstef.data_classes.split_function import SplitFuncDataClass
-from openstef.enums import PipelineType, BiddingZone
+from openstef.enums import PipelineType, BiddingZone, AggregateFunction
 
 
 class PredictionJobDataClass(BaseModel):
@@ -83,6 +83,8 @@ class PredictionJobDataClass(BaseModel):
     data_balancing_ratio: Optional[float] = None
     """If data balancing is enabled, the data will be balanced with data from 1 year 
     ago in the future."""
+    rolling_aggregate_features: Optional[list[AggregateFunction]] = None
+    """If not None, rolling aggregate(s) of load will be used as features in the model."""
     depends_on: Optional[list[Union[int, str]]]
     """Link to another prediction job on which this prediction job might depend."""
     sid: Optional[str]

{openstef-3.4.54 → openstef-3.4.56}/openstef/enums.py

@@ -108,6 +108,13 @@ class BiddingZone(Enum):
     DE_AMP_LU = "DE_AMP_LU"
 
 
+class AggregateFunction(Enum):
+    MEAN = "mean"
+    MEDIAN = "median"
+    MAX = "max"
+    MIN = "min"
+
+
 class ModelType(Enum):
     XGB = "xgb"
     XGB_QUANTILE = "xgb_quantile"

{openstef-3.4.54 → openstef-3.4.56}/openstef/feature_engineering/apply_features.py

@@ -22,6 +22,7 @@ from openstef.feature_engineering.lag_features import generate_lag_feature_funct
 from openstef.feature_engineering.bidding_zone_to_country_mapping import (
     BIDDING_ZONE_TO_COUNTRY_CODE_MAPPING,
 )
+from openstef.feature_engineering.rolling_features import add_rolling_aggregate_features
 from openstef.feature_engineering.weather_features import (
     add_additional_solar_features,
     add_additional_wind_features,
@@ -130,5 +131,8 @@ def apply_features(
     # Adds daylight terrestrial feature
     data = add_daylight_terrestrial_feature(data)
 
+    if pj.get("rolling_aggregate_features") is not None:
+        data = add_rolling_aggregate_features(data, pj=pj)
+
     # Return dataframe including all requested features
     return data

openstef-3.4.56/openstef/feature_engineering/rolling_features.py

@@ -0,0 +1,58 @@
+# SPDX-FileCopyrightText: 2017-2023 Contributors to the OpenSTEF project <korte.termijn.prognoses@alliander.com> # noqa E501>
+#
+# SPDX-License-Identifier: MPL-2.0
+from datetime import timedelta
+
+import pandas as pd
+
+from openstef.data_classes.prediction_job import PredictionJobDataClass
+from pydantic import TypeAdapter
+
+
+def convert_timedelta_to_isoformat(td: timedelta) -> str:
+    """
+    Converts a timedelta to an ISO 8601 formatted period string.
+
+    Args:
+        td: timedelta object to convert.
+
+    Returns:
+        ISO 8601 formatted period string.
+    """
+    timedelta_adapter = TypeAdapter(timedelta)
+    return timedelta_adapter.dump_python(td, mode="json")
+
+
+def add_rolling_aggregate_features(
+    data: pd.DataFrame,
+    pj: PredictionJobDataClass,
+    rolling_window: timedelta = timedelta(hours=24),
+) -> pd.DataFrame:
+    """
+    Adds rolling aggregate features to the input dataframe.
+
+    These features are calculated with an aggregation over a rolling window of the data.
+    A list of requested features is used to determine whether to add the rolling features
+    or not.
+
+    Args:
+        data: Input dataframe to which the rolling features will be added.
+        pj: Prediction job data.
+        rolling_window: Rolling window size for the aggregation.
+
+    Returns:
+        DataFrame with added rolling features.
+    """
+    # Ensure the index is a DatetimeIndex
+    if not isinstance(data.index, pd.DatetimeIndex):
+        raise ValueError("The DataFrame index must be a DatetimeIndex.")
+
+    if "load" not in data.columns:
+        raise ValueError("The DataFrame must contain a 'load' column.")
+    rolling_window_load = data["load"].rolling(window=rolling_window)
+
+    for aggregate_func in pj["rolling_aggregate_features"]:
+        data[
+            f"rolling_{aggregate_func.value}_load_{convert_timedelta_to_isoformat(rolling_window)}"
+        ] = rolling_window_load.aggregate(aggregate_func.value)
+    return data

{openstef-3.4.54 → openstef-3.4.56}/openstef.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: openstef
-Version: 3.4.54
+Version: 3.4.56
 Summary: Open short term energy forecaster
 Home-page: https://github.com/OpenSTEF/openstef
 Author: Alliander N.V

{openstef-3.4.54 → openstef-3.4.56}/openstef.egg-info/SOURCES.txt

@@ -40,6 +40,7 @@ openstef/feature_engineering/general.py
 openstef/feature_engineering/holiday_features.py
 openstef/feature_engineering/lag_features.py
 openstef/feature_engineering/missing_values_transformer.py
+openstef/feature_engineering/rolling_features.py
 openstef/feature_engineering/weather_features.py
 openstef/metrics/__init__.py
 openstef/metrics/figure.py

{openstef-3.4.54 → openstef-3.4.56}/setup.py

@@ -29,7 +29,7 @@ def read_long_description_from_readme():
 
 setup(
     name="openstef",
-    version="3.4.54",
+    version="3.4.56",
     packages=find_packages(include=["openstef", "openstef.*"]),
     description="Open short term energy forecaster",
     long_description=read_long_description_from_readme(),