TimeSeriesDataset and TimeSeriesDataModule

TimeSeries.

df = MockTimeSeries(set_index=True).df
df.head()

	time	feature_0	feature_1	feature_2
series
0	0	4	8	0
0	1	0	0	0
0	2	0	2	2
0	3	6	0	4
0	4	7	4	3

TimeSeriesDataset

source

TimeSeriesDataset

 TimeSeriesDataset (df:pandas.core.frame.DataFrame=<factory>,
                    time_key:str='time', series_key:str='series',
                    pad:Optional[bool]=True,
                    batch_first:Optional[bool]=True,
                    include_time:Optional[bool]=False,
                    device:Optional[littyping.device.Device]=None)

Example

tsd = TimeSeriesDataset(df)

tsd[[0, 1]]

(tensor([[[4., 8., 0.],
          [0., 0., 0.],
          [0., 2., 2.],
          [7., 2., 1.],
          [6., 0., 4.],
          [7., 4., 3.],
          [1., 5., 5.],
          [0., 1., 4.],
          [1., 2., 2.],
          [7., 0., 5.]],
 
         [[8., 4., 1.],
          [7., 2., 1.],
          [0., 8., 2.],
          [0., 0., 0.],
          [0., 0., 0.],
          [0., 0., 0.],
          [0., 0., 0.],
          [0., 0., 0.],
          [0., 0., 0.],
          [0., 0., 0.]]]),
 tensor([10,  3]))

TimeSeriesDataModule

source

TimeSeriesDataModule

 TimeSeriesDataModule (df:pandas.core.frame.DataFrame=<factory>)

Example

tsdm = TimeSeriesDataModule(df)