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pytorch-ts/pts/feature/utils.py
T
2020-04-30 11:04:18 +02:00

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Python

# Copyright 2018 Amazon.com, Inc. or its affiliates. All Rights Reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License").
# You may not use this file except in compliance with the License.
# A copy of the License is located at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# or in the "license" file accompanying this file. This file is distributed
# on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either
# express or implied. See the License for the specific language governing
# permissions and limitations under the License.
import re
from functools import lru_cache
from typing import Tuple
def get_granularity(freq_str: str) -> Tuple[int, str]:
"""
Splits a frequency string such as "7D" into the multiple 7 and the base
granularity "D".
Parameters
----------
freq_str
Frequency string of the form [multiple][granularity] such as "12H", "5min", "1D" etc.
"""
freq_regex = r"\s*((\d+)?)\s*([^\d]\w*)"
m = re.match(freq_regex, freq_str)
assert m is not None, "Cannot parse frequency string: %s" % freq_str
groups = m.groups()
multiple = int(groups[1]) if groups[1] is not None else 1
granularity = groups[2]
return multiple, granularity
@lru_cache()
def get_seasonality(freq: str) -> int:
"""
Returns the default seasonality for a given freq str. E.g. for
2H -> 12
"""
match = re.match(r"(\d*)(\w+)", freq)
assert match, "Cannot match freq regex"
mult, base_freq = match.groups()
multiple = int(mult) if mult else 1
seasonalities = {"H": 24, "D": 1, "W": 1, "M": 12, "B": 5}
if base_freq in seasonalities:
seasonality = seasonalities[base_freq]
else:
seasonality = 1
if seasonality % multiple != 0:
# logging.warning(
# f"multiple {multiple} does not divide base "
# f"seasonality {seasonality}."
# f"Falling back to seasonality 1"
# )
return 1
return seasonality // multiple