LSTM-forecaster / utils /forecasting_utils.py
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#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""
Created on 2024-07-19 20:32:30 Friday
@author: Nikhil Kapila
"""
import numpy as np
import pandas as pd
def sliding_windows(data:pd.DataFrame, lookback:int=30)->tuple[np.array, np.array, pd.Index]:
X, y, timestamps = [], [], []
for i in range(len(data) - lookback):
X.append(data.iloc[i:i + lookback].values)
y.append(data.iloc[i + lookback])
timestamps.append(data.index[i + lookback])
return np.array(X), np.array(y), pd.Index(timestamps)
def resampler(df, time='h'):
times = ['h', 'm', 'd']
if time not in times: raise ValueError
return df.resample(time).sum()
def df_from_np(values, timestamps, value_col='predicted'):
if len(values.shape) == 2: values1 = values.flatten()
return pd.DataFrame({
'timestamp': timestamps,
f'{value_col}': values
})