Date Features
Useful classes to generate date features and add them to TimeGPT
.
CountryHolidays
CountryHolidays (countries:List[str])
Given a list of countries, returns a dataframe with holidays for each country.
c_holidays = CountryHolidays(countries=['US', 'MX'])
periods = 365 * 5
dates = pd.date_range(end='2023-09-01', periods=periods)
holidays_df = c_holidays(dates)
holidays_df.head()
US_New Year’s Day | US_Martin Luther King Jr. Day | US_Washington’s Birthday | US_Memorial Day | US_Independence Day | US_Labor Day | US_Columbus Day | US_Veterans Day | US_Veterans Day (Observed) | US_Thanksgiving | … | MX_Día de la Independencia [Independence Day] | MX_Día de la Independencia [Independence Day] (Observed) | MX_Día de la Revolución [Revolution Day] (Observed) | MX_Día de la Revolución [Revolution Day] | MX_Transmisión del Poder Ejecutivo Federal [Change of Federal Government] | MX_Transmisión del Poder Ejecutivo Federal [Change of Federal Government] (Observed) | MX_Navidad [Christmas] | MX_Día de la Constitución [Constitution Day] | MX_Año Nuevo [New Year’s Day] (Observed) | MX_Día del Trabajo [Labour Day] (Observed) | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2018-09-03 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | … | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
2018-09-04 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | … | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
2018-09-05 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | … | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
2018-09-06 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | … | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
2018-09-07 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | … | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
SpecialDates
SpecialDates (special_dates:Dict[str,List[str]])
Given a dictionary of categories and dates, returns a dataframe with the special dates.
special_dates = SpecialDates(
special_dates={
'Important Dates': ['2021-02-26', '2020-02-26'],
'Very Important Dates': ['2021-01-26', '2020-01-26', '2019-01-26']
}
)
periods = 365 * 5
dates = pd.date_range(end='2023-09-01', periods=periods)
holidays_df = special_dates(dates)
holidays_df.head()
Important Dates | Very Important Dates | |
---|---|---|
2018-09-03 | 0 | 0 |
2018-09-04 | 0 | 0 |
2018-09-05 | 0 | 0 |
2018-09-06 | 0 | 0 |
2018-09-07 | 0 | 0 |