How to use the gluonts.dataset.field_names.FieldName.TARGET function in gluonts

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github awslabs / gluon-ts / test / model / seq2seq / test_forking_sequence_splitter.py View on Github external
[14.0, 15.0, 16.0],
            [15.0, 16.0, 17.0],
            [16.0, 17.0, 18.0],
            [17.0, 18.0, 19.0],
        ]
    )

    assert (
        np.linalg.norm(future_target - transformed_data["future_target"])
        < 1e-5
    ), "the forking sequence target should be computed correctly."

    trans_oob = transform.Chain(
        trans=[
            transform.AddAgeFeature(
                target_field=FieldName.TARGET,
                output_field="age",
                pred_length=10,
            ),
            ForkingSequenceSplitter(
                train_sampler=TSplitSampler(),
                time_series_fields=["age"],
                enc_len=20,
                dec_len=20,
            ),
        ]
    )

    transformed_data_oob = next(iter(trans_oob(iter(ds), is_train=True)))

    assert (
        np.sum(transformed_data_oob["future_target"]) - np.sum(np.arange(20))
github awslabs / gluon-ts / test / paper_examples / test_axiv_paper_examples.py View on Github external
def create_transformation(self):
            # Model specific input transform
            # Here we use a transformation that randomly
            # selects training samples from all series.
            return InstanceSplitter(
                target_field=FieldName.TARGET,
                is_pad_field=FieldName.IS_PAD,
                start_field=FieldName.START,
                forecast_start_field=FieldName.FORECAST_START,
                train_sampler=ExpectedNumInstanceSampler(num_instances=1),
                past_length=self.context_length,
                future_length=self.prediction_length,
            )
github awslabs / gluon-ts / src / gluonts / model / deepvar / _estimator.py View on Github external
def use_marginal_transformation(
            marginal_transformation: bool
        ) -> Transformation:
            if marginal_transformation:
                return CDFtoGaussianTransform(
                    target_field=FieldName.TARGET,
                    observed_values_field=FieldName.OBSERVED_VALUES,
                    max_context_length=self.conditioning_length,
                    target_dim=self.target_dim,
                )
            else:
                return RenameFields(
                    {
                        f"past_{FieldName.TARGET}": f"past_{FieldName.TARGET}_cdf",
                        f"future_{FieldName.TARGET}": f"future_{FieldName.TARGET}_cdf",
                    }
github awslabs / gluon-ts / src / gluonts / dataset / artificial / _base.py View on Github external
def trim_ts_item_front(x: DataEntry, length: int) -> DataEntry:
        """Trim a TimeSeriesItem into a training range, by removing
        the first offset_front time points from the target and dynamic
        features."""
        assert length <= len(x[FieldName.TARGET])

        y = dict(
            item_id=x[FieldName.ITEM_ID],
            start=x[FieldName.START] + length * x[FieldName.START].freq,
            target=x[FieldName.TARGET][length:],
        )

        if FieldName.FEAT_DYNAMIC_CAT in x:
            y[FieldName.FEAT_DYNAMIC_CAT] = x[FieldName.FEAT_DYNAMIC_CAT][
                :, length:
            ]
        if FieldName.FEAT_DYNAMIC_REAL in x:
            y[FieldName.FEAT_DYNAMIC_REAL] = x[FieldName.FEAT_DYNAMIC_REAL][
                :, length:
            ]
        return y
github awslabs / gluon-ts / src / gluonts / model / deepstate / _estimator.py View on Github external
target_field=FieldName.TARGET,
                    output_field=FieldName.FEAT_AGE,
                    pred_length=self.prediction_length,
                    log_scale=True,
                ),
                VstackFeatures(
                    output_field=FieldName.FEAT_TIME,
                    input_fields=[FieldName.FEAT_TIME, FieldName.FEAT_AGE]
                    + (
                        [FieldName.FEAT_DYNAMIC_REAL]
                        if self.use_feat_dynamic_real
                        else []
                    ),
                ),
                CanonicalInstanceSplitter(
                    target_field=FieldName.TARGET,
                    is_pad_field=FieldName.IS_PAD,
                    start_field=FieldName.START,
                    forecast_start_field=FieldName.FORECAST_START,
                    instance_sampler=TestSplitSampler(),
                    time_series_fields=[
                        FieldName.FEAT_TIME,
                        SEASON_INDICATORS_FIELD,
                        FieldName.OBSERVED_VALUES,
                    ],
                    allow_target_padding=True,
                    instance_length=self.past_length,
                    use_prediction_features=True,
                    prediction_length=self.prediction_length,
                ),
github awslabs / gluon-ts / src / gluonts / model / transformer / _estimator.py View on Github external
else []
            )
            + [
                AsNumpyArray(field=FieldName.FEAT_STATIC_CAT, expected_ndim=1),
                AsNumpyArray(
                    field=FieldName.TARGET,
                    # in the following line, we add 1 for the time dimension
                    expected_ndim=1 + len(self.distr_output.event_shape),
                ),
                AddObservedValuesIndicator(
                    target_field=FieldName.TARGET,
                    output_field=FieldName.OBSERVED_VALUES,
                ),
                AddTimeFeatures(
                    start_field=FieldName.START,
                    target_field=FieldName.TARGET,
                    output_field=FieldName.FEAT_TIME,
                    time_features=self.time_features,
                    pred_length=self.prediction_length,
                ),
                AddAgeFeature(
                    target_field=FieldName.TARGET,
                    output_field=FieldName.FEAT_AGE,
                    pred_length=self.prediction_length,
                    log_scale=True,
                ),
                VstackFeatures(
                    output_field=FieldName.FEAT_TIME,
                    input_fields=[FieldName.FEAT_TIME, FieldName.FEAT_AGE]
                    + (
                        [FieldName.FEAT_DYNAMIC_REAL]
                        if self.use_feat_dynamic_real
github awslabs / gluon-ts / src / gluonts / model / wavenet / _estimator.py View on Github external
def create_transformation(
        self, bin_edges: np.ndarray, pred_length: int
    ) -> transform.Transformation:
        return Chain(
            [
                AsNumpyArray(field=FieldName.TARGET, expected_ndim=1),
                AddObservedValuesIndicator(
                    target_field=FieldName.TARGET,
                    output_field=FieldName.OBSERVED_VALUES,
                ),
                AddTimeFeatures(
                    start_field=FieldName.START,
                    target_field=FieldName.TARGET,
                    output_field=FieldName.FEAT_TIME,
                    time_features=time_features_from_frequency_str(self.freq),
                    pred_length=self.prediction_length,
                ),
                AddAgeFeature(
                    target_field=FieldName.TARGET,
                    output_field=FieldName.FEAT_AGE,
                    pred_length=self.prediction_length,
                ),
                VstackFeatures(
                    output_field=FieldName.FEAT_TIME,
github awslabs / gluon-ts / src / gluonts / model / deepar / _estimator.py View on Github external
expected_ndim=1,
                    dtype=self.dtype,
                ),
                AsNumpyArray(
                    field=FieldName.FEAT_STATIC_REAL,
                    expected_ndim=1,
                    dtype=self.dtype,
                ),
                AsNumpyArray(
                    field=FieldName.TARGET,
                    # in the following line, we add 1 for the time dimension
                    expected_ndim=1 + len(self.distr_output.event_shape),
                    dtype=self.dtype,
                ),
                AddObservedValuesIndicator(
                    target_field=FieldName.TARGET,
                    output_field=FieldName.OBSERVED_VALUES,
                    dtype=self.dtype,
                ),
                AddTimeFeatures(
                    start_field=FieldName.START,
                    target_field=FieldName.TARGET,
                    output_field=FieldName.FEAT_TIME,
                    time_features=self.time_features,
                    pred_length=self.prediction_length,
                ),
                AddAgeFeature(
                    target_field=FieldName.TARGET,
                    output_field=FieldName.FEAT_AGE,
                    pred_length=self.prediction_length,
                    log_scale=True,
                    dtype=self.dtype,
github awslabs / gluon-ts / src / gluonts / transform.py View on Github external
def __init__(
        self,
        past_interval_length: float,
        future_interval_length: float,
        train_sampler: ContinuousTimePointSampler,
        target_field: str = FieldName.TARGET,
        start_field: str = FieldName.START,
        end_field: str = "end",
        forecast_start_field: str = FieldName.FORECAST_START,
    ) -> None:

        assert (
            future_interval_length > 0
        ), "Prediction interval must have length greater than 0."

        self.train_sampler = train_sampler
        self.past_interval_length = past_interval_length
        self.future_interval_length = future_interval_length
        self.target_field = target_field
        self.start_field = start_field
        self.end_field = end_field
        self.forecast_start_field = forecast_start_field
github awslabs / gluon-ts / src / gluonts / model / deepvar / _estimator.py View on Github external
pred_length=self.prediction_length,
                ),
                VstackFeatures(
                    output_field=FieldName.FEAT_TIME,
                    input_fields=[FieldName.FEAT_TIME],
                ),
                SetFieldIfNotPresent(
                    field=FieldName.FEAT_STATIC_CAT, value=[0.0]
                ),
                TargetDimIndicator(
                    field_name="target_dimension_indicator",
                    target_field=FieldName.TARGET,
                ),
                AsNumpyArray(field=FieldName.FEAT_STATIC_CAT, expected_ndim=1),
                InstanceSplitter(
                    target_field=FieldName.TARGET,
                    is_pad_field=FieldName.IS_PAD,
                    start_field=FieldName.START,
                    forecast_start_field=FieldName.FORECAST_START,
                    train_sampler=ExpectedNumInstanceSampler(num_instances=1),
                    past_length=self.history_length,
                    future_length=self.prediction_length,
                    time_series_fields=[
                        FieldName.FEAT_TIME,
                        FieldName.OBSERVED_VALUES,
                    ],
                    pick_incomplete=self.pick_incomplete,
                ),
                use_marginal_transformation(self.use_marginal_transformation),
            ]