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[ENH] Make TimeSince trafo faster by changing period diff calculation #4018

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merged 1 commit into from Dec 30, 2022
Merged

[ENH] Make TimeSince trafo faster by changing period diff calculation #4018

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49 changes: 35 additions & 14 deletions sktime/transformations/series/time_since.py
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Expand Up @@ -229,26 +229,47 @@ def _transform(self, X, y=None):
freq_ = _remove_digits_from_str(self.freq_)
freq_period = get_period_alias(freq_)

# Convert `start` and datetime index to period.
start_period = pd.Period(start_, freq=freq_period)
# Convert `start` and `time_index` to period.
# Casting `start_` to PeriodIndex using pd.period_range
# here so we can later cast it to an int using
# `astype(int)` in _get_period_diff_as_int().
start_period = pd.period_range(
start=start_, periods=1, freq=freq_period
)
time_index_period = time_index.to_period(freq=freq_period)
# Compute time differences and convert to integers.
time_deltas_period = time_index_period - start_period
time_deltas = _period_to_int(time_deltas_period)
# Compute time differences.
time_deltas = _get_period_diff_as_int(
time_index_period, start_period
)

elif isinstance(time_index, pd.PeriodIndex):
if pd.__version__ < "1.5.0":
# Earlier versions of pandas returned incorrect result
# when taking a difference between Periods when the frequency
# is a multiple of a unit (e.g. "15T"). Solution is to
# cast to lowest frequency when taking difference (e.g., "T").
freq_ = _remove_digits_from_str(time_index.freqstr)
time_deltas_period = time_index.to_timestamp().to_period(
freq_
) - start_.to_timestamp().to_period(freq_)
freq_ = _remove_digits_from_str(self.freq_)

# Change freq of `start` and `time_index`.
# Casting `start_` to PeriodIndex using pd.period_range
# here so we can later cast it to an int using
# `astype(int)` in _get_period_diff_as_int().
start_period = pd.period_range(
start=start_.to_timestamp(), periods=1, freq=freq_
)
time_index = time_index.to_timestamp().to_period(freq_)
else:
time_deltas_period = time_index - start_
time_deltas = _period_to_int(time_deltas_period)
elif X.index.is_numeric():
# Casting `start_` to PeriodIndex using pd.period_range
# here so we can later cast it to an int using
# `astype(int)` in _get_period_diff_as_int().
start_period = pd.period_range(
start=start_, periods=1, freq=self.freq_
)

# Compute time differences.
time_deltas = _get_period_diff_as_int(time_index, start_period)

elif time_index.is_numeric():
time_deltas = time_index - start_
else:
time_deltas = time_index - start_
Expand Down Expand Up @@ -293,8 +314,8 @@ def get_test_params(cls, parameter_set="default"):
]


def _period_to_int(x: pd.PeriodIndex | list[pd.offsets.DateOffset]) -> int:
return x.map(lambda y: y.n)
def _get_period_diff_as_int(x: pd.PeriodIndex, y: pd.PeriodIndex) -> pd.Index:
return x.astype(int) - y.astype(int)


def _remove_digits_from_str(x: str) -> str:
Expand Down