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Fix/operand error with encoders #2034

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merged 4 commits into from
Oct 28, 2023
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Fix/operand error with encoders #2034

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94dcc41
fix: create a temporary Datetime index when series frequency represen…
madtoinou Oct 25, 2023
7afb93b
feat: updated changelog
madtoinou Oct 27, 2023
12ba6ee
fix: fixed corner case, generate the shortest temporary datetimeindex…
madtoinou Oct 27, 2023
1e9ed89
feat: added tests to cover the cases where the series freq cannot be …
madtoinou Oct 27, 2023
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24 changes: 19 additions & 5 deletions darts/utils/data/tabularization.py
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Original file line number Diff line number Diff line change
Expand Up @@ -884,11 +884,25 @@ def _create_lagged_data_by_moving_window(
# If `start_time` not included in `time_index_i`, can 'manually' calculate
# what its index *would* be if `time_index_i` were extended to include that time:
if not is_target_series and (time_index_i[-1] <= start_time):
start_time_idx = (
len(time_index_i)
- 1
+ (start_time - time_index_i[-1]) // series_i.freq
)
# Series frequency represents a non-ambiguous timedelta value (not ‘M’, ‘Y’ or ‘y’)
if pd.to_timedelta(series_i.freq, errors="coerce") is not pd.NaT:
start_time_idx = (
len(time_index_i)
- 1
+ (start_time - time_index_i[-1]) // series_i.freq
)
else:
# Create a temporary DatetimeIndex to extract the actual start index.
start_time_idx = (
len(
pd.date_range(
start=time_index_i[0],
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It might be more efficient to generate the index from the end of the series instead of from the beginning and then just add the len(time_index_i) to it?

Also we could use our darts.utils.timeseries_generation.generate_index for that

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Yup, I don't know if this is much faster but at least, it looks similar to the other case

end=start_time,
freq=series_i.freq,
)
)
- 1
)
elif not is_target_series and (time_index_i[0] >= start_time):
start_time_idx = max_lag_i
# If `start_time` *is* included in `time_index_i`, need to binary search `time_index_i`
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