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pytorch-ts/pts/feature/__init__.py
T
Edrin BashaandKashif Rasul 204efc8bdc Add a new CustomDateFeatureSet class to calculate holiday features ba… (#12)
* Add a new CustomDateFeatureSet class to calculate holiday features based on an array of pandas timestamps

Add a new CustomDateFeatureSet class to calculate holiday features based on an array of pandas timestamps

* Added test case for the CustomDateFeatureSet

Added test case for the CustomDateFeatureSet

* Added new class in the init file

Added new class in the init file
2020-05-22 15:43:13 +02:00

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Python

from .holiday import SPECIAL_DATE_FEATURES, SpecialDateFeatureSet, CustomDateFeatureSet
from .lag import get_lags_for_frequency, get_fourier_lags_for_frequency
from .time_feature import (
DayOfMonth,
DayOfWeek,
DayOfYear,
HourOfDay,
MinuteOfHour,
MonthOfYear,
TimeFeature,
WeekOfYear,
FourierDateFeatures,
time_features_from_frequency_str,
fourier_time_features_from_frequency_str,
)
from .utils import get_granularity, get_seasonality