Zebras: Add update to TimeSeries. #2855
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lostella
reviewed
May 15, 2023
src/gluonts/zebras/_time_frame.py
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| The new frame spans both input frames and inserts default values if | ||
| there is a gap between the two frames. If both frames overlap, the | ||
| second can overwrite the values of the first frame. |
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can or does?
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| second can overwrite the values of the first frame. | |
| second overwrites the values of the first frame. |
src/gluonts/zebras/_time_series.py
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| The new series spans both input series and inserts default values if | ||
| there is a gap between the two series. If both series overlap, the | ||
| second can overwrite the values of the first series. |
There was a problem hiding this comment.
Suggested change
| second can overwrite the values of the first series. | |
| second overwrites the values of the first series. |
src/gluonts/zebras/_time_frame.py
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| for name, (self_col, other_col, tdim) in rows_to_columns( | ||
| (self.columns, other.columns, self.tdims) | ||
| ).items(): |
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What columns are taken? Is it assumed that the two frames have the same columns? On only the ones from self are considered?
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Yes, the idea is that they need to be identical at the moment. I guess what we can do is to allow to update the result only partially and just fall back on the default value. That way one can even update different parts of the time frame at different times.
lostella
approved these changes
Jun 1, 2023
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Allow merging of two time series.
With
updateit is possible to gradually build up a time series by updating the time series.This works by creating a new series that spans both input series and is pre-filled with a default values. Then values are copied for the input series. This has some implications: If there is an overlap, the values of the second series overwrite the values of the first series in the overlapping span. Also, the values spanning between the two series remain the default value.
TODO:
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Please tag this pr with at least one of these labels to make our release process faster: BREAKING, new feature, bug fix, other change, dev setup