Duplicate from autogluon/chronos_datasets_extra
Browse filesCo-authored-by: Oleksandr Shchur <shchuro@users.noreply.huggingface.co>
- .gitattributes +55 -0
- README.md +247 -0
- chronos_datasets_extra.py +208 -0
.gitattributes
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saved_model/**/* filter=lfs diff=lfs merge=lfs -text
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# Image files - uncompressed
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*.bmp filter=lfs diff=lfs merge=lfs -text
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*.gif filter=lfs diff=lfs merge=lfs -text
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# Image files - compressed
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README.md
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1 |
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---
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+
pretty_name: Chronos datasets (extra)
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+
annotations_creators:
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- no-annotation
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source_datasets:
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- original
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task_categories:
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- time-series-forecasting
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task_ids:
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- univariate-time-series-forecasting
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- multivariate-time-series-forecasting
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license: apache-2.0
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dataset_info:
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- config_name: ETTh
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15 |
+
features:
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+
- name: id
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+
dtype: string
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+
- name: timestamp
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+
sequence: timestamp[ns]
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20 |
+
- name: HUFL
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+
sequence: float64
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- name: HULL
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sequence: float64
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- name: MUFL
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sequence: float64
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- name: MULL
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sequence: float64
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+
- name: LUFL
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sequence: float64
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- name: LULL
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+
sequence: float64
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+
- name: OT
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+
sequence: float64
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+
splits:
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- name: train
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+
num_bytes: 2229840
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+
num_examples: 2
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download_size: 0
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dataset_size: 2229840
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- config_name: ETTm
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features:
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- name: id
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dtype: string
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- name: timestamp
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sequence: timestamp[ms]
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- name: HUFL
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sequence: float64
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- name: HULL
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sequence: float64
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- name: MUFL
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sequence: float64
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- name: MULL
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sequence: float64
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54 |
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- name: LUFL
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sequence: float64
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+
- name: LULL
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sequence: float64
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- name: OT
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sequence: float64
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+
splits:
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- name: train
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num_bytes: 8919120
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+
num_examples: 2
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download_size: 0
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dataset_size: 8919120
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- config_name: brazilian_cities_temperature
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features:
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- name: id
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dtype: string
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- name: timestamp
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sequence: timestamp[ms]
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- name: temperature
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sequence: float32
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splits:
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+
- name: train
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+
num_bytes: 109234
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+
num_examples: 12
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download_size: 0
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dataset_size: 109234
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- config_name: spanish_energy_and_weather
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features:
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- name: timestamp
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sequence: timestamp[ms]
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- name: generation_biomass
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sequence: float64
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- name: generation_fossil_brown_coal/lignite
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sequence: float64
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- name: generation_fossil_gas
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sequence: float64
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- name: generation_fossil_hard_coal
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sequence: float64
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- name: generation_fossil_oil
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sequence: float64
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- name: generation_hydro_pumped_storage_consumption
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sequence: float64
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- name: generation_hydro_run-of-river_and_poundage
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sequence: float64
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+
- name: generation_hydro_water_reservoir
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+
sequence: float64
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+
- name: generation_nuclear
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+
sequence: float64
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- name: generation_other
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+
sequence: float64
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+
- name: generation_other_renewable
|
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+
sequence: float64
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- name: generation_solar
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sequence: float64
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- name: generation_waste
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sequence: float64
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- name: generation_wind_onshore
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sequence: float64
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- name: total_load_actual
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sequence: float64
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- name: price_actual
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sequence: float64
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- name: Barcelona_temp
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sequence: float64
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- name: Bilbao_temp
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sequence: float64
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- name: Madrid_temp
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+
sequence: float64
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- name: Seville_temp
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+
sequence: float64
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+
- name: Valencia_temp
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+
sequence: float64
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- name: Barcelona_temp_min
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sequence: float64
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- name: Bilbao_temp_min
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sequence: float64
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- name: Madrid_temp_min
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+
sequence: float64
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+
- name: Seville_temp_min
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+
sequence: float64
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+
- name: Valencia_temp_min
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sequence: float64
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- name: Barcelona_temp_max
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sequence: float64
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- name: Bilbao_temp_max
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sequence: float64
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- name: Madrid_temp_max
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sequence: float64
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- name: Seville_temp_max
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sequence: float64
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- name: Valencia_temp_max
|
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sequence: float64
|
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- name: Barcelona_pressure
|
147 |
+
sequence: float64
|
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- name: Bilbao_pressure
|
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sequence: float64
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- name: Madrid_pressure
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sequence: float64
|
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- name: Seville_pressure
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sequence: float64
|
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- name: Valencia_pressure
|
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sequence: float64
|
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- name: Barcelona_humidity
|
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sequence: float64
|
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- name: Bilbao_humidity
|
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+
sequence: float64
|
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+
- name: Madrid_humidity
|
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+
sequence: float64
|
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- name: Seville_humidity
|
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+
sequence: float64
|
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- name: Valencia_humidity
|
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+
sequence: float64
|
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+
- name: Barcelona_wind_speed
|
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+
sequence: float64
|
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+
- name: Bilbao_wind_speed
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+
sequence: float64
|
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+
- name: Madrid_wind_speed
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+
sequence: float64
|
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- name: Seville_wind_speed
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+
sequence: float64
|
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+
- name: Valencia_wind_speed
|
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+
sequence: float64
|
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+
- name: Barcelona_wind_deg
|
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+
sequence: float64
|
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- name: Bilbao_wind_deg
|
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+
sequence: float64
|
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- name: Madrid_wind_deg
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+
sequence: float64
|
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- name: Seville_wind_deg
|
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+
sequence: float64
|
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+
- name: Valencia_wind_deg
|
185 |
+
sequence: float64
|
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+
- name: Barcelona_rain_1h
|
187 |
+
sequence: float64
|
188 |
+
- name: Bilbao_rain_1h
|
189 |
+
sequence: float64
|
190 |
+
- name: Madrid_rain_1h
|
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+
sequence: float64
|
192 |
+
- name: Seville_rain_1h
|
193 |
+
sequence: float64
|
194 |
+
- name: Valencia_rain_1h
|
195 |
+
sequence: float64
|
196 |
+
- name: Barcelona_snow_3h
|
197 |
+
sequence: float64
|
198 |
+
- name: Bilbao_snow_3h
|
199 |
+
sequence: float64
|
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+
- name: Madrid_snow_3h
|
201 |
+
sequence: float64
|
202 |
+
- name: Seville_snow_3h
|
203 |
+
sequence: float64
|
204 |
+
- name: Valencia_snow_3h
|
205 |
+
sequence: float64
|
206 |
+
- name: Barcelona_clouds_all
|
207 |
+
sequence: float64
|
208 |
+
- name: Bilbao_clouds_all
|
209 |
+
sequence: float64
|
210 |
+
- name: Madrid_clouds_all
|
211 |
+
sequence: float64
|
212 |
+
- name: Seville_clouds_all
|
213 |
+
sequence: float64
|
214 |
+
- name: Valencia_clouds_all
|
215 |
+
sequence: float64
|
216 |
+
splits:
|
217 |
+
- name: train
|
218 |
+
num_bytes: 18794572
|
219 |
+
num_examples: 1
|
220 |
+
download_size: 0
|
221 |
+
dataset_size: 18794572
|
222 |
+
---
|
223 |
+
|
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# Chronos datasets
|
225 |
+
|
226 |
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Time series datasets used for training and evaluation of the [Chronos](https://github.com/amazon-science/chronos-forecasting) forecasting models.
|
227 |
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|
228 |
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This repository contains scripts for constructing datasets that cannot be hosted in the [main Chronos datasets repository](https://huggingface.co/datasets/autogluon/chronos_datasets) due to license restrictions.
|
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|
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|
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## Usage
|
232 |
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|
233 |
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Datasets can be loaded using the 🤗 [`datasets`](https://huggingface.co/docs/datasets/en/index) library
|
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```python
|
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import datasets
|
236 |
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|
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ds = datasets.load_dataset("autogluon/chronos_datasets_extra", "ETTh", split="train", trust_remote_code=True)
|
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ds.set_format("numpy") # sequences returned as numpy arrays
|
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```
|
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|
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For more information about the data format and usage please refer to [`autogluon/chronos_datasets`](https://huggingface.co/datasets/autogluon/chronos_datasets).
|
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|
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|
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## License
|
245 |
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Different datasets available in this collection are distributed under different open source licenses. Please see `ds.info.license` and `ds.info.homepage` for each individual dataset.
|
246 |
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|
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The dataset script provided in this repository (`chronos_datasets_extra.py`) is available under the Apache 2.0 License.
|
chronos_datasets_extra.py
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|
1 |
+
# Copyright 2020 The HuggingFace Datasets Authors and the current dataset script contributor.
|
2 |
+
#
|
3 |
+
# Licensed under the Apache License, Version 2.0 (the "License");
|
4 |
+
# you may not use this file except in compliance with the License.
|
5 |
+
# You may obtain a copy of the License at
|
6 |
+
#
|
7 |
+
# http://www.apache.org/licenses/LICENSE-2.0
|
8 |
+
#
|
9 |
+
# Unless required by applicable law or agreed to in writing, software
|
10 |
+
# distributed under the License is distributed on an "AS IS" BASIS,
|
11 |
+
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
12 |
+
# See the License for the specific language governing permissions and
|
13 |
+
# limitations under the License.
|
14 |
+
import tempfile
|
15 |
+
from pathlib import Path
|
16 |
+
|
17 |
+
import datasets
|
18 |
+
import pandas as pd
|
19 |
+
|
20 |
+
_VERSION = "1.0.0"
|
21 |
+
|
22 |
+
_DESCRIPTION = "Chronos datasets"
|
23 |
+
|
24 |
+
_CITATION = """
|
25 |
+
@article{ansari2024chronos,
|
26 |
+
author = {Ansari, Abdul Fatir and Stella, Lorenzo and Turkmen, Caner and Zhang, Xiyuan, and Mercado, Pedro and Shen, Huibin and Shchur, Oleksandr and Rangapuram, Syama Syndar and Pineda Arango, Sebastian and Kapoor, Shubham and Zschiegner, Jasper and Maddix, Danielle C. and Wang, Hao and Mahoney, Michael W. and Torkkola, Kari and Gordon Wilson, Andrew and Bohlke-Schneider, Michael and Wang, Yuyang},
|
27 |
+
title = {Chronos: Learning the Language of Time Series},
|
28 |
+
journal = {arXiv preprint arXiv:2403.07815},
|
29 |
+
year = {2024}
|
30 |
+
}
|
31 |
+
"""
|
32 |
+
|
33 |
+
|
34 |
+
_ETTH = "ETTh"
|
35 |
+
_ETTM = "ETTm"
|
36 |
+
_SPANISH_ENERGY_AND_WEATHER = "spanish_energy_and_weather"
|
37 |
+
_BRAZILIAN_TEMPERATURE = "brazilian_cities_temperature"
|
38 |
+
|
39 |
+
|
40 |
+
class ChronosExtraConfig(datasets.BuilderConfig):
|
41 |
+
def __init__(
|
42 |
+
self,
|
43 |
+
name: str,
|
44 |
+
license: str = None,
|
45 |
+
homepage: str = None,
|
46 |
+
**kwargs,
|
47 |
+
):
|
48 |
+
super().__init__(name=name, **kwargs)
|
49 |
+
self.license = license
|
50 |
+
self.homepage = homepage
|
51 |
+
|
52 |
+
|
53 |
+
class ChronosExtraBuilder(datasets.GeneratorBasedBuilder):
|
54 |
+
BUILDER_CONFIG_CLASS = ChronosExtraConfig
|
55 |
+
BUILDER_CONFIGS = [
|
56 |
+
ChronosExtraConfig(
|
57 |
+
name=_ETTH,
|
58 |
+
license="CC BY-ND 4.0",
|
59 |
+
homepage="https://github.com/zhouhaoyi/ETDataset",
|
60 |
+
version=_VERSION,
|
61 |
+
),
|
62 |
+
ChronosExtraConfig(
|
63 |
+
name=_ETTM,
|
64 |
+
license="CC BY-ND 4.0",
|
65 |
+
homepage="https://github.com/zhouhaoyi/ETDataset",
|
66 |
+
version=_VERSION,
|
67 |
+
),
|
68 |
+
ChronosExtraConfig(
|
69 |
+
name=_BRAZILIAN_TEMPERATURE,
|
70 |
+
license="Database Contents License (DbCL) v1.0",
|
71 |
+
homepage="https://www.kaggle.com/datasets/volpatto/temperature-timeseries-for-some-brazilian-cities",
|
72 |
+
version=_VERSION,
|
73 |
+
),
|
74 |
+
ChronosExtraConfig(
|
75 |
+
name=_SPANISH_ENERGY_AND_WEATHER,
|
76 |
+
homepage="https://www.kaggle.com/datasets/nicholasjhana/energy-consumption-generation-prices-and-weather",
|
77 |
+
version=_VERSION,
|
78 |
+
),
|
79 |
+
]
|
80 |
+
|
81 |
+
def _info(self):
|
82 |
+
return datasets.DatasetInfo(
|
83 |
+
description=_DESCRIPTION,
|
84 |
+
citation=_CITATION,
|
85 |
+
version=self.config.version,
|
86 |
+
license=self.config.license,
|
87 |
+
homepage=self.config.homepage,
|
88 |
+
)
|
89 |
+
|
90 |
+
def _split_generators(self, dl_manager):
|
91 |
+
return [
|
92 |
+
datasets.SplitGenerator(name=datasets.Split.TRAIN),
|
93 |
+
]
|
94 |
+
|
95 |
+
def _generate_examples(self):
|
96 |
+
if self.config.name in [_ETTH, _ETTM]:
|
97 |
+
yield from _ett_generator(self.config.name)
|
98 |
+
elif self.config.name == _SPANISH_ENERGY_AND_WEATHER:
|
99 |
+
yield from _spanish_energy_generator()
|
100 |
+
elif self.config.name == _BRAZILIAN_TEMPERATURE:
|
101 |
+
yield from _brazilian_temperature_generator()
|
102 |
+
|
103 |
+
|
104 |
+
def _ett_generator(name: str):
|
105 |
+
for region in [1, 2]:
|
106 |
+
url = f"https://raw.githubusercontent.com/zhouhaoyi/ETDataset/main/ETT-small/{name}{region}.csv?download=1"
|
107 |
+
df = pd.read_csv(url, parse_dates=["date"])
|
108 |
+
df = df.rename(columns={"date": "timestamp"})
|
109 |
+
entry = {"id": f"{name}{region}"}
|
110 |
+
for col in df.columns:
|
111 |
+
entry[col] = df[col].to_numpy()
|
112 |
+
yield region, entry
|
113 |
+
|
114 |
+
|
115 |
+
def _download_from_kaggle(dataset_name, download_path) -> None:
|
116 |
+
from kaggle.api.kaggle_api_extended import KaggleApi
|
117 |
+
|
118 |
+
api = KaggleApi()
|
119 |
+
api.authenticate()
|
120 |
+
api.dataset_download_files(dataset_name, path=download_path, unzip=True)
|
121 |
+
|
122 |
+
|
123 |
+
def _spanish_energy_generator():
|
124 |
+
with tempfile.TemporaryDirectory() as download_path:
|
125 |
+
_download_from_kaggle(
|
126 |
+
"nicholasjhana/energy-consumption-generation-prices-and-weather",
|
127 |
+
download_path,
|
128 |
+
)
|
129 |
+
download_path = Path(download_path)
|
130 |
+
df_energy = pd.read_csv(download_path / "energy_dataset.csv")
|
131 |
+
df_energy["time"] = pd.to_datetime(df_energy["time"], utc=True)
|
132 |
+
df_energy.set_index("time", inplace=True)
|
133 |
+
|
134 |
+
# Drop non-informative columns / columns containing forecasts
|
135 |
+
constant_columns = df_energy.columns[df_energy.nunique() <= 1].to_list()
|
136 |
+
forecast_columns = [
|
137 |
+
col for col in df_energy.columns if "forecast" in col or "day ahead" in col
|
138 |
+
]
|
139 |
+
columns_to_drop = constant_columns + forecast_columns
|
140 |
+
df_energy = df_energy.drop(columns_to_drop, axis=1)
|
141 |
+
|
142 |
+
entry = {"id": "0", "timestamp": df_energy.index.to_numpy(dtype="datetime64[ms]")}
|
143 |
+
for col in df_energy.columns:
|
144 |
+
saved_name = col.replace(" ", "_")
|
145 |
+
entry[saved_name] = df_energy[col].to_numpy(dtype="float64")
|
146 |
+
|
147 |
+
# Weather data
|
148 |
+
df_weather = pd.read_csv(download_path / "weather_features.csv")
|
149 |
+
df_weather["dt_iso"] = pd.to_datetime(df_weather["dt_iso"], utc=True)
|
150 |
+
df_weather = (
|
151 |
+
df_weather.rename(columns={"dt_iso": "time"})
|
152 |
+
.drop_duplicates(subset=["time", "city_name"], keep="first")
|
153 |
+
.set_index("time")
|
154 |
+
)
|
155 |
+
weather_features = [
|
156 |
+
"temp",
|
157 |
+
"temp_min",
|
158 |
+
"temp_max",
|
159 |
+
"pressure",
|
160 |
+
"humidity",
|
161 |
+
"wind_speed",
|
162 |
+
"wind_deg",
|
163 |
+
"rain_1h",
|
164 |
+
"snow_3h",
|
165 |
+
"clouds_all",
|
166 |
+
]
|
167 |
+
for feature in weather_features:
|
168 |
+
for city, df_for_city in df_weather.groupby("city_name"):
|
169 |
+
saved_name = f"{city.lstrip()}_{feature}"
|
170 |
+
entry[saved_name] = df_for_city[feature].to_numpy(dtype="float64")
|
171 |
+
assert df_for_city.index.equals(df_energy.index)
|
172 |
+
yield 0, entry
|
173 |
+
|
174 |
+
|
175 |
+
def _brazilian_temperature_generator():
|
176 |
+
months = [
|
177 |
+
"JAN",
|
178 |
+
"FEB",
|
179 |
+
"MAR",
|
180 |
+
"APR",
|
181 |
+
"MAY",
|
182 |
+
"JUN",
|
183 |
+
"JUL",
|
184 |
+
"AUG",
|
185 |
+
"SEP",
|
186 |
+
"OCT",
|
187 |
+
"NOV",
|
188 |
+
"DEC",
|
189 |
+
]
|
190 |
+
with tempfile.TemporaryDirectory() as download_path:
|
191 |
+
_download_from_kaggle(
|
192 |
+
"volpatto/temperature-timeseries-for-some-brazilian-cities", download_path
|
193 |
+
)
|
194 |
+
for filename in sorted(Path(download_path).iterdir()):
|
195 |
+
city = filename.name.split("_", maxsplit=1)[1].split(".")[0]
|
196 |
+
df = pd.read_csv(filename)
|
197 |
+
df = df.set_index("YEAR")[months]
|
198 |
+
first_timestamp = f"{df.index[0]}-01-01"
|
199 |
+
df = df.stack()
|
200 |
+
df[df == 999.9] = float("nan")
|
201 |
+
entry = {
|
202 |
+
"id": city,
|
203 |
+
"timestamp": pd.date_range(
|
204 |
+
first_timestamp, freq="MS", periods=len(df), unit="ms"
|
205 |
+
).to_numpy(),
|
206 |
+
"temperature": df.to_numpy("float32"),
|
207 |
+
}
|
208 |
+
yield city, entry
|