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seq2seq-time/seq2seq_time/data/data.py
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wassname d2f0257237 model size
2020-10-31 09:12:30 +08:00

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from typing import List, Tuple
from torchvision.datasets.utils import download_url, extract_archive, download_and_extract_archive
import os
from tqdm.auto import tqdm
from pathlib import Path
from sklearn_pandas import DataFrameMapper
import xarray as xr
import pandas as pd
import numpy as np
import zipfile
from .dataset import Seq2SeqDataSet
from .util import normalize_encode_dataframe, timeseries_split
from ..util import dset_to_nc
from .tidal import generate_tidal_periods
class RegressionForecastData:
columns_forecast = None # The input colums which can be included in future (e.g. week or weather forecast)
columns_target = None # Target columns
def __init__(self, datasets_root):
self.datasets_root = datasets_root
# Process data
self.df = self.download()
self.df_norm, self.scaler = self.normalize(self.df)
self.output_scaler = next(filter(lambda r:r[0][0] in self.columns_target, self.scaler.features))[-1]
self.df_train, self.df_val, self.df_test = self.split(self.df_norm)
# Check processing
self.check()
@property
def columns_past(self):
return set(self.df.columns)-set(self.columns_forecast)-set(self.columns_target)
def download(self) -> pd.DataFrame:
"""Implement this method to download data and return raw df"""
raise NotImplementedError()
return df
def normalize(self, df) -> Tuple[pd.DataFrame, DataFrameMapper]:
df_norm, scaler = normalize_encode_dataframe(df)
return df_norm, scaler
def split(self, df_norm: pd.DataFrame) -> Tuple[pd.DataFrame, pd.DataFrame]:
df_train, df_test = timeseries_split(df_norm, 0.3)
df_test, df_val = timeseries_split(df_test, 0.5)
return df_train, df_val, df_test
def check(self) -> None:
"""Check the resulting dataframe"""
assert isinstance(self.df.index, pd.DatetimeIndex), 'index must be datetime'
assert self.df.index.freq is not None, 'df must have freq'
assert self.columns_forecast is not None
assert self.columns_target is not None
assert ~set(self.columns_target).issubset(set(self.columns_forecast)), 'target columns should not be in forecast'
assert set(self.columns_forecast).issubset(set(self.df.columns)), 'columns_forecast must be in df'
assert set(self.columns_target).issubset(set(self.df.columns)), 'columns_target must be in df'
def to_datasets(self, window_past: int, window_future: int, valid:bool=False) -> Tuple[Seq2SeqDataSet, Seq2SeqDataSet]:
"""Convert to torch datasets"""
ds_train = Seq2SeqDataSet(self.df_train, window_past=window_past, window_future=window_future, columns_target=self.columns_target, columns_past=self.columns_past)
ds_val = Seq2SeqDataSet(self.df_val, window_past=window_past, window_future=window_future, columns_target=self.columns_target, columns_past=self.columns_past)
ds_test = Seq2SeqDataSet(self.df_test, window_past=window_past, window_future=window_future, columns_target=self.columns_target, columns_past=self.columns_past)
return ds_train, ds_val, ds_test
def __repr__(self):
return f'<{type(self).__name__} {self.df.shape if (self.df is not None) else None}>'
class GasSensor(RegressionForecastData):
"""
See: http://archive.ics.uci.edu/ml/datasets/Gas+sensor+array+temperature+modulation
"""
columns_target = ['R1 (MOhm)']
columns_forecast = ['Flow rate (mL/min)', 'Heater voltage (V)']
def download(self):
# TODO cache in faster format
url = 'http://archive.ics.uci.edu/ml/machine-learning-databases/00487/gas-sensor-array-temperature-modulation.zip'
# download if needed
# extract_path = self.datasets_root/'gas-sensor-array-temperature-modulation.zip'
download_url(url, self.datasets_root)
outfile = self.datasets_root / 'gas-sensor-array-temperature-modulation.pk'
if not outfile.exists():
# Load csv's from inside zip
zf = zipfile.ZipFile(self.datasets_root / 'gas-sensor-array-temperature-modulation.zip')
dfs=[]
for f in zf.namelist():
if f.endswith('.csv'):
now = pd.to_datetime(Path(f).stem, format='%Y%m%d_%H%M%S')
df = pd.read_csv(zf.open(f))
df.index = pd.to_timedelta(df['Time (s)'], unit='s') + now
dfs.append(df)
self.df = pd.concat(dfs).dropna(subset=self.columns_target)
df = df[[ 'CO (ppm)', 'Humidity (%r.h.)', 'Temperature (C)',
'Flow rate (mL/min)', 'Heater voltage (V)', 'R1 (MOhm)']]
df = df.resample('0.3S').first()
df.to_pickle(outfile)
df = pd.read_pickle(outfile)
return df
class MetroInterstateTraffic(RegressionForecastData):
"""
See: https://archive.ics.uci.edu/ml/datasets/Metro+Interstate+Traffic+Volume
"""
columns_target = ['traffic_volume']
columns_forecast = ['holiday', 'month', 'day', 'week', 'hour',
'minute', 'dayofweek']
def download(self):
url = 'https://archive.ics.uci.edu/ml/machine-learning-databases/00492/Metro_Interstate_Traffic_Volume.csv.gz'
# download if needed
filename = '00492_Metro_Interstate_Traffic_Volume.csv.gz'
local_path = self.datasets_root/filename
if not local_path.exists():
download_url(url, self.datasets_root, filename)
df = (pd.read_csv(local_path, index_col='date_time', parse_dates=['date_time'])
.dropna(subset=self.columns_target)
.resample('1H').first()
)
# Make holiday a bool
df['holiday'] = ~df['holiday'].isna()
df['weather_main'] = df['weather_main'].fillna('none')
df['weather_description'] = df['weather_description'].fillna('none')
# Add time features
time = df.index.to_series()
df["month"] = time.dt.month
df['day'] = time.dt.day
df['week'] = time.dt.isocalendar().week
df['hour'] = time.dt.hour
df['minute'] = time.dt.minute
df['dayofweek'] = time.dt.dayofweek
return df
class AppliancesEnergyPrediction(RegressionForecastData):
"""
See: https://archive.ics.uci.edu/ml/datasets/Appliances+energy+prediction
"""
columns_target = ['log_Appliances']
columns_forecast = ['month', 'day', 'week', 'hour',
'minute', 'dayofweek']
def download(self):
url = 'https://archive.ics.uci.edu/ml/machine-learning-databases/00374/energydata_complete.csv'
# download if needed
filename = '00374_AppliancesEnergyPrediction.csv'
local_path = self.datasets_root/filename
if not local_path.exists():
download_url(url, self.datasets_root, filename)
df = pd.read_csv(local_path, index_col='date', parse_dates=['date'])
# log target
df['log_Appliances'] = np.log(df['Appliances'] + 1e-5)
df = df.drop(columns=['Appliances'])
df = df.dropna(subset=self.columns_target).resample('10T').first()
# Add time features
time = df.index.to_series()
df["month"] = time.dt.month
df['day'] = time.dt.day
df['week'] = time.dt.isocalendar().week
df['hour'] = time.dt.hour
df['minute'] = time.dt.minute
df['dayofweek'] = time.dt.dayofweek
return df
class BejingPM25(RegressionForecastData):
"""
See: http://archive.ics.uci.edu/ml/datasets/Beijing+PM2.5+Data
"""
columns_target = ['log_pm2.5']
columns_forecast = ['month', 'day', 'week', 'hour',
'minute', 'dayofweek']
def download(self):
url = 'http://archive.ics.uci.edu/ml/machine-learning-databases/00381/PRSA_data_2010.1.1-2014.12.31.csv'
# download if needed
filename = '00381_BejingPM25.csv'
local_path = self.datasets_root/filename
if not local_path.exists():
download_url(url, self.datasets_root, filename)
df = pd.read_csv(local_path)
df.index = pd.to_datetime(df[['year', 'month', 'day', 'hour']]).dt.tz_localize('Asia/Shanghai')
df = df.drop(columns=['year', 'month', 'day', 'hour', 'No'])
# log target
df['log_pm2.5'] = np.log(df['pm2.5'] + 1e-5)
df = df.drop(columns=['pm2.5'])
df.dropna(subset=self.columns_target, inplace=True)
df = df.resample('1H').first()
df['cbwd'] = df['cbwd'].fillna('none')
# Add time features
time = df.index.to_series()
df["month"] = time.dt.month
df['day'] = time.dt.day
df['week'] = time.dt.isocalendar().week
df['hour'] = time.dt.hour
df['minute'] = time.dt.minute
df['dayofweek'] = time.dt.dayofweek
# df['log_pm2.5'] = np.log(df['pm2.5']+1e-5)
return df
def get_current_timeseries(
cache_folder=Path("../data/raw/IMOS_ANMN/"),
outfile=Path(
'../data/processed/currents/MOS_ANMN-WA_AETVZ_WATR20_FV01_WATR20-1909-Continental-194_currents.nc'
)):
"""
Download Current data from the IMOS and pre-process.
"""
if not outfile.exists():
files = [
"IMOS_ANMN-WA_AETVZ_20090715T080000Z_WATR20_FV01_WATR20-0907-Continental-194_END-20090716T181317Z_C-20191122T052830Z.nc",
"IMOS_ANMN-WA_AETVZ_20100409T080000Z_WATR20_FV01_WATR20-1004-Continental-194_END-20100430T084500Z_C-20191122T053845Z.nc",
"IMOS_ANMN-WA_AETVZ_20101222T080000Z_WATR20_FV01_WATR20-1012-Continental-194_END-20110518T051500Z_C-20200916T020035Z.nc",
"IMOS_ANMN-WA_AETVZ_20110608T080000Z_WATR20_FV01_WATR20-1106-Continental-194_END-20111122T035000Z_C-20200916T025619Z.nc",
"IMOS_ANMN-WA_AETVZ_20111221T060300Z_WATR20_FV01_WATR20-1112-Continental-194_END-20120704T050500Z_C-20200916T043212Z.nc",
"IMOS_ANMN-WA_AETVZ_20120726T044000Z_WATR20_FV01_WATR20-1207-Continental-194_END-20130204T044000Z_C-20200916T032027Z.nc",
"IMOS_ANMN-WA_AETVZ_20130221T080000Z_WATR20_FV01_WATR20-1302-Continental-194_END-20131003T035000Z_C-20180529T020609Z.nc",
"IMOS_ANMN-WA_AETVZ_20131111T080000Z_WATR20_FV01_WATR20-1311-Continental-194_END-20140519T035000Z_C-20200114T033335Z.nc",
"IMOS_ANMN-WA_AETVZ_20140710T080000Z_WATR20_FV01_WATR20-1407-Continental-194_END-20150121T021500Z_C-20180529T055902Z.nc",
"IMOS_ANMN-WA_AETVZ_20150213T080000Z_WATR20_FV01_WATR20-1502-Continental-194_END-20150424T134002Z_C-20200114T035347Z.nc",
"IMOS_ANMN-WA_AETVZ_20150914T080000Z_WATR20_FV01_WATR20-1509-Continental-194_END-20160331T043000Z_C-20180601T013623Z.nc",
"IMOS_ANMN-WA_AETVZ_20160427T080000Z_WATR20_FV01_WATR20-1604-Continental-194_END-20160531T021800Z_C-20180531T071709Z.nc",
# "IMOS_ANMN-WA_AETVZ_20170512T080000Z_WATR20_FV01_WATR20-1705-Continental-194_END-20170717T014558Z_C-20190805T004647Z.nc",
"IMOS_ANMN-WA_AETVZ_20171204T080000Z_WATR20_FV01_WATR20-1712-Continental-194_END-20180618T030000Z_C-20180620T233149Z.nc",
"IMOS_ANMN-WA_AETVZ_20180802T080000Z_WATR20_FV01_WATR20-1807-Continental-194_END-20190225T054500Z_C-20190227T001343Z.nc",
"IMOS_ANMN-WA_AETVZ_20190307T080000Z_WATR20_FV01_WATR20-1903-Continental-194_END-20190911T003144Z_C-20200114T045053Z.nc",
"IMOS_ANMN-WA_AETVZ_20190926T080000Z_WATR20_FV01_WATR20-1909-Continental-194_END-20200326T030000Z_C-20200420T064334Z.nc",
]
base = "http://thredds.aodn.org.au/thredds/fileServer/IMOS/ANMN/WA/WATR20/Velocity/"
# Download files
[download_url(base + f, cache_folder) for f in files]
# load and merge
xds = [xr.open_dataset(cache_folder / f) for f in files]
vars = [
'VCUR', 'UCUR', 'WCUR', 'TEMP', 'PRES_REL', 'DEPTH', 'ROLL',
'PITCH'
]
xds2 = [x[vars].isel(HEIGHT_ABOVE_SENSOR=18) for x in xds]
xd = xr.concat(xds2, dim='TIME')
xd = xd.where(xd.DEPTH > 150) # remove outliers
xd['TIME'] = xd['TIME'].dt.round('10T')
xd = xd.dropna(dim='TIME', subset=['VCUR', 'UCUR', 'WCUR'])
# Generate tidal freqs
t = xd.TIME.to_series()
df_eta = generate_tidal_periods(t)
# Add tidal freqs
xd = xd.merge(df_eta)
dset_to_nc(xd, outfile)
return outfile
class IMOSCurrentsVel(RegressionForecastData):
"""
Current Speed at ANMN Two Rocks, WA, 204m mooring
see:
- http://thredds.aodn.org.au/thredds/fileServer/IMOS/ANMN/WA/WATR20/Velocity/
from https://catalogue-imos.aodn.org.au/geonetwork/srv/api/records/ae86e2f5-eaaf-459e-a405-e654d85adb9c
and http://thredds.aodn.org.au/thredds/catalog/IMOS/ANMN/WA/WATR20/Velocity/catalog.html
And https://en.wikipedia.org/wiki/Theory_of_tides
"""
columns_target = ['SPD']
columns_forecast = [
'M2', 'S2', 'N2', 'K2', 'K1', 'O1', 'P1', 'Q1', 'M4', 'M6', 'S4',
'MK3', 'MM', 'SSA', 'SA'
]
def download(self):
outfile = self.datasets_root / 'MOS_ANMN-WA_AETVZ_WATR20_FV01_WATR20-1909-Continental-194_currents.nc'
get_current_timeseries(outfile=outfile)
# made in previous notebook
xd = xr.load_dataset(outfile)
df = xd.to_dataframe().drop(
columns=['HEIGHT_ABOVE_SENSOR', 'NOMINAL_DEPTH'])
df['SPD'] = np.sqrt(df.VCUR**2 + df.UCUR**2)
df.dropna(subset=self.columns_target, inplace=True)
df = df.resample('30T').first().loc['2011':'2015-03']
return df
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