fix: remove dataframe.columns name to avoid error with xarray (#1938)

* fix: remove dataframe columns name to avoid error with xarray

* feat: adding corresponding unittest

* test: simplified the unittest

* Update CHANGELOG.md

---------

Co-authored-by: Dennis Bader <dennis.bader@gmx.ch>

CHANGELOG.md

@@ -8,6 +8,12 @@ but cannot always guarantee backwards compatibility. Changes that may **break co
 
 [Full Changelog](https://github.com/unit8co/darts/compare/0.25.0...master)
 
+### For users of the library:
+
+**Fixed**
+- Fixed a bug in `TimeSeries.from_dataframe()` when using a pandas.DataFrame with `df.columns.name != None`. [#1938](https://github.com/unit8co/darts/pull/1938) by [Antoine Madrona](https://github.com/madtoinou).
+
+
 ## [0.25.0](https://github.com/unit8co/darts/tree/0.25.0) (2023-08-04)
 ### For users of the library:
 

darts/tests/test_timeseries.py

@@ -10,7 +10,11 @@
 
 from darts import TimeSeries, concatenate
 from darts.tests.base_test_class import DartsBaseTestClass
-from darts.utils.timeseries_generation import constant_timeseries, linear_timeseries
+from darts.utils.timeseries_generation import (
+    constant_timeseries,
+    generate_index,
+    linear_timeseries,
+)
 
 
 class TimeSeriesTestCase(DartsBaseTestClass):
@@ -2202,6 +2206,28 @@ def test_time_col_convert_garbage(self):
         with self.assertRaises(AttributeError):
             TimeSeries.from_dataframe(df=df, time_col="Time")
 
+    def test_df_named_columns_index(self):
+        time_index = generate_index(
+            start=pd.Timestamp("2000-01-01"), length=4, freq="D", name="index"
+        )
+        df = pd.DataFrame(
+            data=np.arange(4),
+            index=time_index,
+            columns=["y"],
+        )
+        df.columns.name = "id"
+        ts = TimeSeries.from_dataframe(df)
+
+        exp_ts = TimeSeries.from_times_and_values(
+            times=time_index,
+            values=np.arange(4),
+            columns=["y"],
+        )
+        # check that series are exactly identical
+        self.assertEqual(ts, exp_ts)
+        # check that the original df was not changed
+        self.assertEqual(df.columns.name, "id")
+
 
 class SimpleStatisticsTestCase(DartsBaseTestClass):
 

darts/timeseries.py

@@ -710,6 +710,9 @@ def from_dataframe(
         if not time_index.name:
             time_index.name = time_col if time_col else DIMS[0]
 
+        if series_df.columns.name:
+            series_df.columns.name = None
+
         xa = xr.DataArray(
             series_df.values[:, :, np.newaxis],
             dims=(time_index.name,) + DIMS[-2:],