paddlex 3.0.0b2__py3-none-any.whl → 3.0.0rc0__py3-none-any.whl

paddlex/inference/models/common/ts/funcs.py

@@ -0,0 +1,533 @@
+# copyright (c) 2024 PaddlePaddle Authors. All Rights Reserve.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#    http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+
+from typing import Any, Callable, List, Optional, Sequence, Tuple, Union, Dict
+import os
+import numpy as np
+import pandas as pd
+import chinese_calendar
+from pandas.tseries.offsets import DateOffset, Easter, Day
+from pandas.tseries import holiday as hd
+from sklearn.preprocessing import StandardScaler
+
+
+MAX_WINDOW = 183 + 17
+EasterSunday = hd.Holiday("Easter Sunday", month=1, day=1, offset=[Easter(), Day(0)])
+NewYearsDay = hd.Holiday("New Years Day", month=1, day=1)
+SuperBowl = hd.Holiday("Superbowl", month=2, day=1, offset=DateOffset(weekday=hd.SU(1)))
+MothersDay = hd.Holiday(
+    "Mothers Day", month=5, day=1, offset=DateOffset(weekday=hd.SU(2))
+)
+IndependenceDay = hd.Holiday("Independence Day", month=7, day=4)
+ChristmasEve = hd.Holiday("Christmas", month=12, day=24)
+ChristmasDay = hd.Holiday("Christmas", month=12, day=25)
+NewYearsEve = hd.Holiday("New Years Eve", month=12, day=31)
+BlackFriday = hd.Holiday(
+    "Black Friday",
+    month=11,
+    day=1,
+    offset=[pd.DateOffset(weekday=hd.TH(4)), Day(1)],
+)
+CyberMonday = hd.Holiday(
+    "Cyber Monday",
+    month=11,
+    day=1,
+    offset=[pd.DateOffset(weekday=hd.TH(4)), Day(4)],
+)
+
+HOLIDAYS = [
+    hd.EasterMonday,
+    hd.GoodFriday,
+    hd.USColumbusDay,
+    hd.USLaborDay,
+    hd.USMartinLutherKingJr,
+    hd.USMemorialDay,
+    hd.USPresidentsDay,
+    hd.USThanksgivingDay,
+    EasterSunday,
+    NewYearsDay,
+    SuperBowl,
+    MothersDay,
+    IndependenceDay,
+    ChristmasEve,
+    ChristmasDay,
+    NewYearsEve,
+    BlackFriday,
+    CyberMonday,
+]
+
+
+def _cal_year(
+    x: np.datetime64,
+):
+    return x.year
+
+
+def _cal_month(
+    x: np.datetime64,
+):
+    return x.month
+
+
+def _cal_day(
+    x: np.datetime64,
+):
+    return x.day
+
+
+def _cal_hour(
+    x: np.datetime64,
+):
+    return x.hour
+
+
+def _cal_weekday(
+    x: np.datetime64,
+):
+    return x.dayofweek
+
+
+def _cal_quarter(
+    x: np.datetime64,
+):
+    return x.quarter
+
+
+def _cal_hourofday(
+    x: np.datetime64,
+):
+    return x.hour / 23.0 - 0.5
+
+
+def _cal_dayofweek(
+    x: np.datetime64,
+):
+    return x.dayofweek / 6.0 - 0.5
+
+
+def _cal_dayofmonth(
+    x: np.datetime64,
+):
+    return x.day / 30.0 - 0.5
+
+
+def _cal_dayofyear(
+    x: np.datetime64,
+):
+    return x.dayofyear / 364.0 - 0.5
+
+
+def _cal_weekofyear(
+    x: np.datetime64,
+):
+    return x.weekofyear / 51.0 - 0.5
+
+
+def _cal_holiday(
+    x: np.datetime64,
+):
+    return float(chinese_calendar.is_holiday(x))
+
+
+def _cal_workday(
+    x: np.datetime64,
+):
+    return float(chinese_calendar.is_workday(x))
+
+
+def _cal_minuteofhour(
+    x: np.datetime64,
+):
+    return x.minute / 59 - 0.5
+
+
+def _cal_monthofyear(
+    x: np.datetime64,
+):
+    return x.month / 11.0 - 0.5
+
+
+CAL_DATE_METHOD = {
+    "year": _cal_year,
+    "month": _cal_month,
+    "day": _cal_day,
+    "hour": _cal_hour,
+    "weekday": _cal_weekday,
+    "quarter": _cal_quarter,
+    "minuteofhour": _cal_minuteofhour,
+    "monthofyear": _cal_monthofyear,
+    "hourofday": _cal_hourofday,
+    "dayofweek": _cal_dayofweek,
+    "dayofmonth": _cal_dayofmonth,
+    "dayofyear": _cal_dayofyear,
+    "weekofyear": _cal_weekofyear,
+    "is_holiday": _cal_holiday,
+    "is_workday": _cal_workday,
+}
+
+
+def load_from_one_dataframe(
+    data: Union[pd.DataFrame, pd.Series],
+    time_col: Optional[str] = None,
+    value_cols: Optional[Union[List[str], str]] = None,
+    freq: Optional[Union[str, int]] = None,
+    drop_tail_nan: bool = False,
+    dtype: Optional[Union[type, Dict[str, type]]] = None,
+) -> pd.DataFrame:
+    """Transforms a DataFrame or Series into a time-indexed DataFrame.
+
+    Args:
+        data (Union[pd.DataFrame, pd.Series]): The input data containing time series information.
+        time_col (Optional[str]): The column name representing time information. If None, uses the index.
+        value_cols (Optional[Union[List[str], str]]): Columns to extract as values. If None, uses all except time_col.
+        freq (Optional[Union[str, int]]): The frequency of the time series data.
+        drop_tail_nan (bool): If True, drop trailing NaN values from the data.
+        dtype (Optional[Union[type, Dict[str, type]]]): Enforce a specific data type on the resulting DataFrame.
+
+    Returns:
+        pd.DataFrame: A DataFrame with time as the index and specified value columns.
+
+    Raises:
+        ValueError: If the time column doesn't exist, or if frequency cannot be inferred.
+
+    """
+    # Initialize series_data with specified value columns or all except time_col
+    series_data = None
+    if value_cols is None:
+        if isinstance(data, pd.Series):
+            series_data = data.copy()
+        else:
+            series_data = data.loc[:, data.columns != time_col].copy()
+    else:
+        series_data = data.loc[:, value_cols].copy()
+
+    # Determine the time column values
+    if time_col:
+        if time_col not in data.columns:
+            raise ValueError(
+                "The time column: {} doesn't exist in the `data`!".format(time_col)
+            )
+        time_col_vals = data.loc[:, time_col]
+    else:
+        time_col_vals = data.index
+
+    # Handle integer-based time column values when frequency is a string
+    if np.issubdtype(time_col_vals.dtype, np.integer) and isinstance(freq, str):
+        time_col_vals = time_col_vals.astype(str)
+
+    # Process integer-based time column values
+    if np.issubdtype(time_col_vals.dtype, np.integer):
+        if freq:
+            if not isinstance(freq, int) or freq < 1:
+                raise ValueError(
+                    "The type of `freq` should be `int` when the type of `time_col` is `RangeIndex`."
+                )
+        else:
+            freq = 1  # Default frequency for integer index
+        start_idx, stop_idx = min(time_col_vals), max(time_col_vals) + freq
+        if (stop_idx - start_idx) / freq != len(data):
+            raise ValueError("The number of rows doesn't match with the RangeIndex!")
+        time_index = pd.RangeIndex(start=start_idx, stop=stop_idx, step=freq)
+
+    # Process datetime-like time column values
+    elif np.issubdtype(time_col_vals.dtype, np.object_) or np.issubdtype(
+        time_col_vals.dtype, np.datetime64
+    ):
+        time_col_vals = pd.to_datetime(time_col_vals, infer_datetime_format=True)
+        time_index = pd.DatetimeIndex(time_col_vals)
+        if freq:
+            if not isinstance(freq, str):
+                raise ValueError(
+                    "The type of `freq` should be `str` when the type of `time_col` is `DatetimeIndex`."
+                )
+        else:
+            # Attempt to infer frequency if not provided
+            freq = pd.infer_freq(time_index)
+            if freq is None:
+                raise ValueError(
+                    "Failed to infer the `freq`. A valid `freq` is required."
+                )
+            if freq[0] == "-":
+                freq = freq[1:]
+
+    # Raise error for unsupported time column types
+    else:
+        raise ValueError("The type of `time_col` is invalid.")
+
+    # Ensure series_data is a DataFrame
+    if isinstance(series_data, pd.Series):
+        series_data = series_data.to_frame()
+
+    # Set time index and sort data
+    series_data.set_index(time_index, inplace=True)
+    series_data.sort_index(inplace=True)
+    return series_data
+
+
+def load_from_dataframe(
+    df: pd.DataFrame,
+    group_id: Optional[str] = None,
+    time_col: Optional[str] = None,
+    target_cols: Optional[Union[List[str], str]] = None,
+    label_col: Optional[Union[List[str], str]] = None,
+    observed_cov_cols: Optional[Union[List[str], str]] = None,
+    feature_cols: Optional[Union[List[str], str]] = None,
+    known_cov_cols: Optional[Union[List[str], str]] = None,
+    static_cov_cols: Optional[Union[List[str], str]] = None,
+    freq: Optional[Union[str, int]] = None,
+    fill_missing_dates: bool = False,
+    fillna_method: str = "pre",
+    fillna_window_size: int = 10,
+    **kwargs,
+) -> Dict[str, Optional[Union[pd.DataFrame, Dict[str, any]]]]:
+    """Loads and processes time series data from a DataFrame.
+
+    This function extracts and organizes time series data from a given DataFrame.
+    It supports optional grouping and extraction of specific columns as features.
+
+    Args:
+        df (pd.DataFrame): The input DataFrame containing time series data.
+        group_id (Optional[str]): Column name used for grouping the data.
+        time_col (Optional[str]): Name of the time column.
+        target_cols (Optional[Union[List[str], str]]): Columns to be used as target.
+        label_col (Optional[Union[List[str], str]]): Columns to be used as label.
+        observed_cov_cols (Optional[Union[List[str], str]]): Columns for observed covariates.
+        feature_cols (Optional[Union[List[str], str]]): Columns to be used as features.
+        known_cov_cols (Optional[Union[List[str], str]]): Columns for known covariates.
+        static_cov_cols (Optional[Union[List[str], str]]): Columns for static covariates.
+        freq (Optional[Union[str, int]]): Frequency of the time series data.
+        fill_missing_dates (bool): Whether to fill missing dates in the time series.
+        fillna_method (str): Method to fill missing values ('pre' or 'post').
+        fillna_window_size (int): Window size for filling missing values.
+        **kwargs: Additional keyword arguments.
+
+    Returns:
+        Dict[str, Optional[Union[pd.DataFrame, Dict[str, any]]]]: A dictionary containing processed time series data.
+    """
+    # List to store DataFrames if grouping is applied
+    dfs = []
+
+    # Separate the DataFrame into groups if group_id is provided
+    if group_id is not None:
+        group_unique = df[group_id].unique()
+        for column in group_unique:
+            dfs.append(df[df[group_id].isin([column])])
+    else:
+        dfs = [df]
+
+    # Result list to store processed data from each group
+    res = []
+
+    # If label_col is provided, ensure it is a single column
+    if label_col:
+        if isinstance(label_col, str) and len(label_col) > 1:
+            raise ValueError("The length of label_col must be 1.")
+        target_cols = label_col
+
+    # If feature_cols is provided, treat it as observed_cov_cols
+    if feature_cols:
+        observed_cov_cols = feature_cols
+
+    # Process each DataFrame in the list
+    for df in dfs:
+        target = None
+        observed_cov = None
+        known_cov = None
+        static_cov = dict()
+
+        # If no specific columns are provided, use all columns except time_col
+        if not any([target_cols, observed_cov_cols, known_cov_cols, static_cov_cols]):
+            target = load_from_one_dataframe(
+                df,
+                time_col,
+                [a for a in df.columns if a != time_col],
+                freq,
+            )
+        else:
+            if target_cols:
+                target = load_from_one_dataframe(
+                    df,
+                    time_col,
+                    target_cols,
+                    freq,
+                )
+
+            if observed_cov_cols:
+                observed_cov = load_from_one_dataframe(
+                    df,
+                    time_col,
+                    observed_cov_cols,
+                    freq,
+                )
+
+            if known_cov_cols:
+                known_cov = load_from_one_dataframe(
+                    df,
+                    time_col,
+                    known_cov_cols,
+                    freq,
+                )
+
+            if static_cov_cols:
+                if isinstance(static_cov_cols, str):
+                    static_cov_cols = [static_cov_cols]
+                for col in static_cov_cols:
+                    if col not in df.columns or len(np.unique(df[col])) != 1:
+                        raise ValueError(
+                            "Static covariate columns data is not in columns or schema is not correct!"
+                        )
+                    static_cov[col] = df[col].iloc[0]
+        # Append the processed data into the results list
+        res.append(
+            {
+                "past_target": target,
+                "observed_cov_numeric": observed_cov,
+                "known_cov_numeric": known_cov,
+                "static_cov_numeric": static_cov,
+            }
+        )
+    # Return the first processed result
+    return res[0]
+
+
+def _distance_to_holiday(holiday) -> Callable[[pd.Timestamp], float]:
+    """Creates a function to calculate the distance in days to the nearest holiday.
+
+    This function generates a closure that computes the number of days from
+    a given date index to the nearest holiday within a defined window.
+
+    Args:
+        holiday: An object that provides a `dates` method, which returns the
+            dates of holidays within a specified range.
+
+    Returns:
+        Callable[[pd.Timestamp], float]: A function that takes a date index
+        as input and returns the distance in days to the nearest holiday.
+    """
+
+    def _distance_to_day(index: pd.Timestamp) -> float:
+        """Calculates the distance in days from a given date index to the nearest holiday.
+
+        Args:
+            index (pd.Timestamp): The date index for which the distance to the
+                nearest holiday should be calculated.
+
+        Returns:
+            float: The number of days to the nearest holiday.
+
+        Raises:
+            AssertionError: If no holiday is found within the specified window.
+        """
+        holiday_date = holiday.dates(
+            index - pd.Timedelta(days=MAX_WINDOW),
+            index + pd.Timedelta(days=MAX_WINDOW),
+        )
+        assert (
+            len(holiday_date) != 0
+        ), f"No closest holiday for the date index {index} found."
+        # It sometimes returns two dates if it is exactly half a year after the
+        # holiday. In this case, the smaller distance (182 days) is returned.
+        return float((index - holiday_date[0]).days)
+
+    return _distance_to_day
+
+
+def time_feature(
+    dataset: Dict,
+    freq: Optional[Union[str, int]],
+    feature_cols: List[str],
+    extend_points: int,
+    inplace: bool = False,
+) -> Dict:
+    """Transforms the time column of a dataset into time features.
+
+    This function extracts time-related features from the time column in a
+    dataset, optionally extending the time series for future points and
+    normalizing holiday distances.
+
+    Args:
+        dataset (Dict): Dataset to be transformed.
+        freq: Optional[Union[str, int]]: Frequency of the time series data. If not provided,
+            the frequency will be inferred.
+        feature_cols (List[str]): List of feature columns to be extracted.
+        extend_points (int): Number of future points to extend the time series.
+        inplace (bool): Whether to perform the transformation inplace. Default is False.
+
+    Returns:
+        Dict: The transformed dataset with time features added.
+
+    Raises:
+        ValueError: If the time column is of an integer type instead of datetime.
+    """
+    new_ts = dataset
+    if not inplace:
+        new_ts = dataset.copy()
+    # Get known_cov_numeric or initialize with past target index
+    kcov = new_ts["known_cov_numeric"]
+    if not kcov:
+        tf_kcov = new_ts["past_target"].index.to_frame()
+    else:
+        tf_kcov = kcov.index.to_frame()
+    time_col = tf_kcov.columns[0]
+    # Check if time column is of datetime type
+    if np.issubdtype(tf_kcov[time_col].dtype, np.integer):
+        raise ValueError(
+            "The time_col can't be the type of numpy.integer, and it must be the type of numpy.datetime64"
+        )
+    # Extend the time series if no known_cov_numeric
+    if not kcov:
+        freq = freq if freq is not None else pd.infer_freq(tf_kcov[time_col])
+        extend_time = pd.date_range(
+            start=tf_kcov[time_col][-1],
+            freq=freq,
+            periods=extend_points + 1,
+            closed="right",
+            name=time_col,
+        ).to_frame()
+        tf_kcov = pd.concat([tf_kcov, extend_time])
+
+    # Extract and add time features to known_cov_numeric
+    for k in feature_cols:
+        if k != "holidays":
+            v = tf_kcov[time_col].apply(lambda x: CAL_DATE_METHOD[k](x))
+            v.index = tf_kcov[time_col]
+
+            if new_ts["known_cov_numeric"] is None:
+                new_ts["known_cov_numeric"] = pd.DataFrame(v.rename(k), index=v.index)
+            else:
+                new_ts["known_cov_numeric"][k] = v.rename(k).reindex(
+                    new_ts["known_cov_numeric"].index
+                )
+        else:
+            holidays_col = []
+            for i, H in enumerate(HOLIDAYS):
+                v = tf_kcov[time_col].apply(_distance_to_holiday(H))
+                v.index = tf_kcov[time_col]
+                holidays_col.append(k + "_" + str(i))
+                if new_ts["known_cov_numeric"] is None:
+                    new_ts["known_cov_numeric"] = pd.DataFrame(
+                        v.rename(k + "_" + str(i)), index=v.index
+                    )
+                else:
+                    new_ts["known_cov_numeric"][k + "_" + str(i)] = v.rename(k).reindex(
+                        new_ts["known_cov_numeric"].index
+                    )
+
+            scaler = StandardScaler()
+            scaler.fit(new_ts["known_cov_numeric"][holidays_col])
+            new_ts["known_cov_numeric"][holidays_col] = scaler.transform(
+                new_ts["known_cov_numeric"][holidays_col]
+            )
+    return new_ts