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fredmontet committed Nov 17, 2023
2 parents aa75f10 + 0999bd7 commit db4d2a9
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686 changes: 0 additions & 686 deletions notebooks/demo.ipynb

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251 changes: 251 additions & 0 deletions notebooks/docs/1_module/1.0-preprocessing-common.ipynb
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{
"cells": [
{
"cell_type": "markdown",
"id": "41296cc6-9d84-47c5-8a92-2d292f6f3c4a",
"metadata": {},
"source": [
"# Module - Preprocessing"
]
},
{
"cell_type": "code",
"execution_count": 1,
"id": "9286e0b8-3c78-4b0f-943c-d219e9840dfe",
"metadata": {},
"outputs": [],
"source": [
"# Import to be able to import python package from src\n",
"import sys\n",
"sys.path.insert(0, '../src')"
]
},
{
"cell_type": "code",
"execution_count": 5,
"id": "2028eed7-b1c3-4c9e-b6a0-00433caa7d0f",
"metadata": {},
"outputs": [],
"source": [
"import pandas as pd\n",
"import numpy as np\n",
"from darts.datasets import EnergyDataset"
]
},
{
"cell_type": "code",
"execution_count": 6,
"id": "4733b4e6-71a2-42b2-93fd-a5615b84ac1a",
"metadata": {},
"outputs": [],
"source": [
"import ontime as on"
]
},
{
"cell_type": "markdown",
"id": "e24da8ab-6a83-4c2f-9ff0-c633d4693a91",
"metadata": {},
"source": [
"---\n",
"## Load data"
]
},
{
"cell_type": "code",
"execution_count": 3,
"id": "e9a96d79-0423-4d79-b01d-726193216238",
"metadata": {},
"outputs": [],
"source": [
"ts = EnergyDataset().load()\n",
"ts = ts.astype(np.float32)"
]
},
{
"cell_type": "markdown",
"id": "1d4bec6b-eedb-4a88-ba68-dbeae5f0644e",
"metadata": {},
"source": [
"---"
]
},
{
"cell_type": "markdown",
"id": "c2c873dd-8643-40cd-895b-fddd7a515c6d",
"metadata": {},
"source": [
"## Common Preprocessing"
]
},
{
"cell_type": "code",
"execution_count": 10,
"id": "a630af5c-687e-48e2-a6d4-5a8cb1d1ec66",
"metadata": {},
"outputs": [],
"source": [
"from ontime.module import preprocessing"
]
},
{
"cell_type": "markdown",
"id": "9b508ee5-7c7e-4793-904e-45a40df354db",
"metadata": {},
"source": [
"### Normalize"
]
},
{
"cell_type": "code",
"execution_count": 11,
"id": "a4b12f07-8a97-403a-a554-89e166574120",
"metadata": {},
"outputs": [
{
"name": "stderr",
"output_type": "stream",
"text": [
"/Users/fred.montet/Library/Caches/pypoetry/virtualenvs/ontime-FpQu8-YN-py3.10/lib/python3.10/site-packages/sklearn/preprocessing/_data.py:479: RuntimeWarning: All-NaN slice encountered\n",
" data_min = np.nanmin(X, axis=0)\n",
"/Users/fred.montet/Library/Caches/pypoetry/virtualenvs/ontime-FpQu8-YN-py3.10/lib/python3.10/site-packages/sklearn/preprocessing/_data.py:480: RuntimeWarning: All-NaN slice encountered\n",
" data_max = np.nanmax(X, axis=0)\n"
]
}
],
"source": [
"ts_t = preprocessing.common.normalize(ts)"
]
},
{
"cell_type": "markdown",
"id": "42428ed1-7556-4341-9675-bad6dca0ecac",
"metadata": {},
"source": [
"### Train test split (for time series)"
]
},
{
"cell_type": "code",
"execution_count": 9,
"id": "8b67892d-db8c-4f12-93b6-147016da4186",
"metadata": {},
"outputs": [],
"source": [
"train, test = preprocessing.common.train_test_split(ts_t, train_split=0.8)"
]
},
{
"cell_type": "markdown",
"id": "498b0e13-04bc-45ee-ab1a-3996fbfd1df2",
"metadata": {},
"source": [
"### Split time series in chunks"
]
},
{
"cell_type": "code",
"execution_count": 14,
"id": "500e954a-82d6-4eff-bbdd-0b889c2a10f8",
"metadata": {},
"outputs": [],
"source": [
"train_list = preprocessing.common.split_by_length(train, 6)\n",
"test_list = preprocessing.common.split_by_length(test, 6)"
]
},
{
"cell_type": "markdown",
"id": "b4a88496-6b33-4bff-abb7-1d5ff4c81597",
"metadata": {},
"source": [
"### Split in X and y"
]
},
{
"cell_type": "code",
"execution_count": 15,
"id": "f7897c44-71ba-4752-86c6-547387245ae4",
"metadata": {},
"outputs": [],
"source": [
"X_train, y_train = preprocessing.common.split_inputs_from_targets(train_list, 4, 2)\n",
"X_test, y_test = preprocessing.common.split_inputs_from_targets(test_list, 4, 2)"
]
},
{
"cell_type": "markdown",
"id": "9626370a-e4ba-4421-b40b-d6e7c5787beb",
"metadata": {},
"source": [
"### Transform in generic data type "
]
},
{
"cell_type": "code",
"execution_count": 16,
"id": "a4ab9cfa-289d-4d8e-be40-d5d4247f5ab5",
"metadata": {},
"outputs": [],
"source": [
"X_train = preprocessing.common.timeseries_list_to_numpy(X_train)\n",
"y_train = preprocessing.common.timeseries_list_to_numpy(y_train)\n",
"X_test = preprocessing.common.timeseries_list_to_numpy(X_test)\n",
"y_test = preprocessing.common.timeseries_list_to_numpy(y_test)"
]
},
{
"cell_type": "code",
"execution_count": 17,
"id": "1b0a2843-6d02-4b08-96f8-91712e521bf5",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"(4675, 4, 28)\n",
"(4675, 2, 28)\n",
"(1168, 4, 28)\n",
"(1168, 2, 28)\n"
]
}
],
"source": [
"print(X_train.shape)\n",
"print(y_train.shape)\n",
"print(X_test.shape)\n",
"print(y_test.shape)"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "54b0dfbd-be2f-4a3e-b152-f0bab31bb372",
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3 (ipykernel)",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.10.10"
}
},
"nbformat": 4,
"nbformat_minor": 5
}
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