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PanelGluontsList

PanelGluontsList

class PanelGluontsList(is_univariate=None, is_equally_spaced=None, is_equal_length=None, is_empty=None, is_one_series=None, has_nans=None, n_instances=None, n_features=None, feature_names=None, dtypekind_dfip=None, feature_kind=None)[source]

Data type: gluonTS representation of univariate and multivariate time series.

Name: "gluonts_ListDataset_panel"

Short description:

A list of dict, with list index = instances, dict['target'] rows = time points, dict['target'] cols = variables, and dict['start'] marking the interval. Identical to gluonts.dataset.common.ListDataset.

Long description:

The "gluonts_ListDataset_panel" mtype is a concrete specification that implements the Panel scitype, i.e., the abstract type of a collection of time series.

An object obj: list follows the specification iff:

  • structure convention: obj must be a list of dict. Each dict must contain a key "target"``which maps to a 1D ``numpy.ndarray for a univariate, and 2D numpy.ndarray for a multivariate time series. Optionally, it may also contain a key "start" that maps to a pandas.Period object. eg: pandas.Period("2024-01-01", freq="D") for a time series starting on 2024-01-01 and sampled daily.

  • instances: instances correspond to different list elements of obj.

  • instance index: the instance index of an instance is the list index at which it is located in obj. That is, the data at obj[i] correspond to observations of the instance with index i.

  • time points: rows of obj[i]['target'] correspond to different, distinct time points, at which instance i is observed.

  • time index: the time index is implicit and by-convention. The j-th element (for an integer j) of instance i is interpreted as an observation at the time point j. If "start" key is present, the time index for the j-th element of instance i is obj[i]['start'] + j.

  • variables: columns of obj[i]['target'] correspond to different variables available for instance i.

  • variable names: numpy mtypes cannot represent variable names. If required, then variable names are assigned "value_{k} where k is the feature column index.

Capabilities:

  • can represent panels of multivariate series

  • can not represent panels of unequally spaced series

  • can represent panels of unequally supported series

  • can represent panels of series with different sets of variables

  • can represent missing values

Parameters:
is_univariate: bool

True iff table has one variable

is_equally_spacedbool

True iff series index is equally spaced

is_equal_length: bool

True iff all series in panel are of equal length

is_empty: bool

True iff table has no variables or no instances

is_one_series: bool

True iff there is only one series in the panel of time series

has_nans: bool

True iff the table contains NaN values

n_instances: int

number of instances in the panel of time series

n_features: int

number of variables in table

feature_names: list of int or object

names of variables in table

dtypekind_dfip: list of DtypeKind enum

list of DtypeKind enum values for each feature in the panel, following the data frame interface protocol

feature_kind: list of str

list of feature kind strings for each feature in the panel, coerced to FLOAT or CATEGORICAL type

Methods

__call__(obj[, return_metadata, var_name, ...])

Check if obj is of this data type.

check(obj[, return_metadata, var_name, ...])

Check if obj is of this data type.

clone()

Obtain a clone of the object with same hyper-parameters and config.

clone_tags(estimator[, tag_names])

Clone tags from another object as dynamic override.

create_test_instance([parameter_set])

Construct an instance of the class, using first test parameter set.

create_test_instances_and_names([parameter_set])

Create list of all test instances and a list of names for them.

get(key[, default])

Get attribute by key.

get_class_tag(tag_name[, tag_value_default])

Get class tag value from class, with tag level inheritance from parents.

get_class_tags()

Get class tags from class, with tag level inheritance from parent classes.

get_config()

Get config flags for self.

get_param_defaults()

Get object's parameter defaults.

get_param_names([sort])

Get object's parameter names.

get_params([deep])

Get a dict of parameters values for this object.

get_tag(tag_name[, tag_value_default, ...])

Get tag value from instance, with tag level inheritance and overrides.

get_tags()

Get tags from instance, with tag level inheritance and overrides.

get_test_params([parameter_set])

Return testing parameter settings for the skbase object.

is_composite()

Check if the object is composed of other BaseObjects.

load_from_path(serial)

Load object from file location.

load_from_serial(serial)

Load object from serialized memory container.

reset()

Reset the object to a clean post-init state.

save([path, serialization_format])

Save serialized self to bytes-like object or to (.zip) file.

set_config(**config_dict)

Set config flags to given values.

set_params(**params)

Set the parameters of this object.

set_random_state([random_state, deep, ...])

Set random_state pseudo-random seed parameters for self.

set_tags(**tag_dict)

Set instance level tag overrides to given values.