| from datetime import datetime |
| from distutils.util import strtobool |
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| import numpy as np |
| import pandas as pd |
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| def convert_tsf_to_dataframe( |
| full_file_path_and_name, |
| replace_missing_vals_with="NaN", |
| value_column_name="series_value", |
| ): |
| col_names = [] |
| col_types = [] |
| all_data = {} |
| line_count = 0 |
| frequency = None |
| forecast_horizon = None |
| contain_missing_values = None |
| contain_equal_length = None |
| found_data_tag = False |
| found_data_section = False |
| started_reading_data_section = False |
|
|
| with open(full_file_path_and_name, "r", encoding="cp1252") as file: |
| for line in file: |
| |
| line = line.strip() |
|
|
| if line: |
| if line.startswith("@"): |
| if not line.startswith("@data"): |
| line_content = line.split(" ") |
| if line.startswith("@attribute"): |
| if len(line_content) != 3: |
| raise ValueError("Invalid meta-data specification.") |
|
|
| col_names.append(line_content[1]) |
| col_types.append(line_content[2]) |
| else: |
| if len(line_content) != 2: |
| raise ValueError("Invalid meta-data specification.") |
|
|
| if line.startswith("@frequency"): |
| frequency = line_content[1] |
| elif line.startswith("@horizon"): |
| forecast_horizon = int(line_content[1]) |
| elif line.startswith("@missing"): |
| contain_missing_values = bool(strtobool(line_content[1])) |
| elif line.startswith("@equallength"): |
| contain_equal_length = bool(strtobool(line_content[1])) |
|
|
| else: |
| if len(col_names) == 0: |
| raise ValueError("Missing attribute section. Attribute section must come before data.") |
|
|
| found_data_tag = True |
| elif not line.startswith("#"): |
| if len(col_names) == 0: |
| raise ValueError("Missing attribute section. Attribute section must come before data.") |
| elif not found_data_tag: |
| raise ValueError("Missing @data tag.") |
| else: |
| if not started_reading_data_section: |
| started_reading_data_section = True |
| found_data_section = True |
| all_series = [] |
|
|
| for col in col_names: |
| all_data[col] = [] |
|
|
| full_info = line.split(":") |
|
|
| if len(full_info) != (len(col_names) + 1): |
| raise ValueError("Missing attributes/values in series.") |
|
|
| series = full_info[len(full_info) - 1] |
| series = series.split(",") |
|
|
| if len(series) == 0: |
| raise ValueError( |
| "A given series should contains a set of comma separated numeric values. At least one numeric value should be there in a series. Missing values should be indicated with ? symbol" |
| ) |
|
|
| numeric_series = [] |
|
|
| for val in series: |
| if val == "?": |
| numeric_series.append(replace_missing_vals_with) |
| else: |
| numeric_series.append(float(val)) |
|
|
| if numeric_series.count(replace_missing_vals_with) == len(numeric_series): |
| raise ValueError( |
| "All series values are missing. A given series should contains a set of comma separated numeric values. At least one numeric value should be there in a series." |
| ) |
|
|
| all_series.append(np.array(numeric_series, dtype=np.float32)) |
|
|
| for i in range(len(col_names)): |
| att_val = None |
| if col_types[i] == "numeric": |
| att_val = int(full_info[i]) |
| elif col_types[i] == "string": |
| att_val = str(full_info[i]) |
| elif col_types[i] == "date": |
| att_val = datetime.strptime(full_info[i], "%Y-%m-%d %H-%M-%S") |
| else: |
| raise ValueError( |
| "Invalid attribute type." |
| ) |
|
|
| if att_val is None: |
| raise ValueError("Invalid attribute value.") |
| else: |
| all_data[col_names[i]].append(att_val) |
|
|
| line_count = line_count + 1 |
|
|
| if line_count == 0: |
| raise ValueError("Empty file.") |
| if len(col_names) == 0: |
| raise ValueError("Missing attribute section.") |
| if not found_data_section: |
| raise ValueError("Missing series information under data section.") |
|
|
| all_data[value_column_name] = all_series |
| loaded_data = pd.DataFrame(all_data) |
|
|
| return ( |
| loaded_data, |
| frequency, |
| forecast_horizon, |
| contain_missing_values, |
| contain_equal_length, |
| ) |
|
|
|
|
| def convert_multiple(text: str) -> str: |
| if text.isnumeric(): |
| return text |
| if text == "half": |
| return "0.5" |
|
|
|
|
| def frequency_converter(freq: str): |
| parts = freq.split("_") |
| if len(parts) == 1: |
| return BASE_FREQ_TO_PANDAS_OFFSET[parts[0]] |
| if len(parts) == 2: |
| return convert_multiple(parts[0]) + BASE_FREQ_TO_PANDAS_OFFSET[parts[1]] |
| raise ValueError(f"Invalid frequency string {freq}.") |
|
|
|
|
| BASE_FREQ_TO_PANDAS_OFFSET = { |
| "seconds": "S", |
| "minutely": "T", |
| "minutes": "T", |
| "hourly": "H", |
| "hours": "H", |
| "daily": "D", |
| "days": "D", |
| "weekly": "W", |
| "weeks": "W", |
| "monthly": "M", |
| "months": "M", |
| "quarterly": "Q", |
| "quarters": "Q", |
| "yearly": "Y", |
| "years": "Y", |
| } |
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