# SPDX-FileCopyrightText: 2025 Stanford University, ETH Zurich, and the project authors (see CONTRIBUTORS.md) # SPDX-FileCopyrightText: 2025 This source file is part of the OpenTSLM open-source project. # # SPDX-License-Identifier: MIT """ m4_loader.py ------------ Loader utilities for the M4 time series dataset with captions. This module provides functions to load, merge, and split the processed M4 time series and caption data for use in machine learning tasks such as time series caption generation. Data source: https://github.com/StanfordBDHG/M4TimeSeriesCaptionDataset Expected data location: data/M4TimeSeriesCaptionDataset/generated/ """ import os import json import pandas as pd import numpy as np import subprocess import shutil import urllib.request import zipfile from typing import Dict, List, Literal, Optional, Tuple from datasets import Dataset from sklearn.model_selection import train_test_split from opentslm.time_series_datasets.constants import RAW_DATA # --------------------------- # Constants # --------------------------- RELEASE_URL = "https://polybox.ethz.ch/index.php/s/MT3y9WdEebT8wfj/download/M4TimeSeriesCaptionDatasetV02.zip" DATA_DIR = os.path.join(RAW_DATA, "M4TimeSeriesCaptionDataset") GENERATED_DATA_DIR = os.path.join(DATA_DIR, "M4TimeSeriesCaptionDataset") AVAILABLE_FREQUENCIES = ["Daily", "Hourly", "Monthly", "Quarterly", "Weekly", "Yearly"] TEST_FRAC = 0.1 VAL_FRAC = 0.1 # --------------------------- # Data download and setup # --------------------------- def download_and_extract_dataset(): """ Download the M4TimeSeriesCaptionDataset zip file and extract it. """ if os.path.exists(GENERATED_DATA_DIR): print(f"Dataset already exists at {GENERATED_DATA_DIR}") return # Create data directory if it doesn't exist os.makedirs(DATA_DIR, exist_ok=True) # Download the zip file zip_path = os.path.join(DATA_DIR, "M4TimeSeriesCaptionDatasetv01.zip") print(f"Downloading dataset from {RELEASE_URL}...") try: urllib.request.urlretrieve(RELEASE_URL, zip_path) print("Download completed successfully.") except Exception as e: raise RuntimeError(f"Failed to download dataset: {e}") # Extract the zip file print("Extracting dataset...") try: with zipfile.ZipFile(zip_path, 'r') as zip_ref: zip_ref.extractall(DATA_DIR) print("Extraction completed successfully.") except Exception as e: raise RuntimeError(f"Failed to extract dataset: {e}") # Clean up the zip file try: os.remove(zip_path) print("Cleaned up zip file.") except Exception as e: print(f"Warning: Could not remove zip file: {e}") if not os.path.exists(GENERATED_DATA_DIR): raise FileNotFoundError(f"Generated data directory not found after extraction: {GENERATED_DATA_DIR}") def ensure_m4_dataset(): """ Ensure the M4TimeSeriesCaptionDataset is available. If not present, download and extract it from the GitHub release. """ if not os.path.exists(GENERATED_DATA_DIR): download_and_extract_dataset() def get_data_file_path(frequency: str, file_type: str) -> str: """ Get the path to a data file in the dataset. Args: frequency: The frequency (Monthly, Quarterly, Weekly) file_type: Either 'series' or 'captions' Returns: Path to the data file """ return os.path.join(GENERATED_DATA_DIR, f"m4_{file_type}_{frequency}.csv") # --------------------------- # Core loader # --------------------------- def load_m4_data(frequency: Literal["Monthly", "Quarterly", "Weekly"]) -> Tuple[pd.DataFrame, pd.DataFrame]: """ Load the M4 series and captions data for a given frequency. Args: frequency: One of ["Monthly", "Quarterly", "Weekly"] Returns: Tuple of (series_df, captions_df) where: - series_df has columns ["id", "series"] - captions_df has columns ["id", "caption"] Raises: ValueError: If frequency is not supported or no common IDs are found. FileNotFoundError: If the required CSV files are missing. """ if frequency not in AVAILABLE_FREQUENCIES: raise ValueError(f"Frequency must be one of {AVAILABLE_FREQUENCIES}") # Ensure dataset is available ensure_m4_dataset() # Load series data series_file = get_data_file_path(frequency, "series") if not os.path.exists(series_file): raise FileNotFoundError(f"Series file not found: {series_file}") series_df = pd.read_csv(series_file) # Load captions data captions_file = get_data_file_path(frequency, "captions") if not os.path.exists(captions_file): raise FileNotFoundError(f"Captions file not found: {captions_file}") captions_df = pd.read_csv(captions_file) # Ensure both dataframes have the same IDs series_ids = set(series_df['id']) caption_ids = set(captions_df['id']) common_ids = series_ids.intersection(caption_ids) if len(common_ids) == 0: raise ValueError(f"No common IDs found between series and captions for frequency {frequency}") # Filter to common IDs series_df = series_df[series_df['id'].isin(common_ids)].reset_index(drop=True) captions_df = captions_df[captions_df['id'].isin(common_ids)].reset_index(drop=True) print(f"Loaded {len(series_df)} samples for frequency {frequency}") return series_df, captions_df def load_all_m4_data() -> Dict[str, Tuple[pd.DataFrame, pd.DataFrame]]: """ Load M4 data for all available frequencies. Returns: Dictionary mapping frequency to (series_df, captions_df) tuple """ data = {} for frequency in AVAILABLE_FREQUENCIES: try: series_df, captions_df = load_m4_data(frequency) data[frequency] = (series_df, captions_df) except Exception as e: print(f"Warning: Could not load data for frequency {frequency}: {e}") return data def create_combined_dataset( data_dict: Dict[str, Tuple[pd.DataFrame, pd.DataFrame]], seed: int = 42 ) -> Tuple[Dataset, Dataset, Dataset]: """ Create train/val/test splits from combined data across all frequencies. Args: data_dict: Dictionary mapping frequency to (series_df, captions_df) tuple seed: Random seed for reproducibility Returns: Tuple of (train_dataset, val_dataset, test_dataset) """ all_samples = [] for frequency, (series_df, captions_df) in data_dict.items(): # Merge series and captions data merged_df = series_df.merge(captions_df, on='id', how='inner') # Convert to list of dictionaries for _, row in merged_df.iterrows(): # Parse the series string to list of floats try: series_str = row['series'] if isinstance(series_str, str): series_list = json.loads(series_str) else: series_list = series_str sample = { 'id': row['id'], 'frequency': frequency, 'series': series_list, 'caption': row['caption'] } all_samples.append(sample) except Exception as e: print(f"Warning: Could not parse series for {row['id']}: {e}") continue # Create dataset full_dataset = Dataset.from_list(all_samples) # Split into train/val/test train_val, test = full_dataset.train_test_split( test_size=TEST_FRAC, seed=seed ).values() val_frac_adj = VAL_FRAC / (1.0 - TEST_FRAC) train, val = train_val.train_test_split( test_size=val_frac_adj, seed=seed + 1 ).values() print(f"Dataset splits - Train: {len(train)}, Val: {len(val)}, Test: {len(test)}") return train, val, test # --------------------------- # Helper functions # --------------------------- def get_frequency_distribution(dataset: Dataset) -> Dict[str, int]: """ Get the distribution of frequencies in a dataset. Args: dataset: The dataset to analyze. Returns: Dictionary mapping frequency to count. """ frequencies = dataset['frequency'] return dict(pd.Series(frequencies).value_counts()) def print_dataset_info(dataset: Dataset, name: str): """ Print information about a dataset split. Args: dataset: The dataset split. name: Name of the split (e.g., 'Train'). """ freq_dist = get_frequency_distribution(dataset) print(f"\n{name} dataset:") print(f" Total samples: {len(dataset)}") print(f" Frequency distribution:") for freq, count in freq_dist.items(): print(f" {freq}: {count} ({count/len(dataset)*100:.1f}%)") # --------------------------- # Example usage # --------------------------- if __name__ == "__main__": # Load all data data_dict = load_all_m4_data() # Create splits train, val, test = create_combined_dataset(data_dict) # Print information print_dataset_info(train, "Train") print_dataset_info(val, "Validation") print_dataset_info(test, "Test") # Example of accessing data print(f"\nExample sample from train:") sample = train[0] print(f" ID: {sample['id']}") print(f" Frequency: {sample['frequency']}") print(f" Series length: {len(sample['series'])}") print(f" Caption preview: {sample['caption'][:100]}...")