Datasets:
Tasks:
Time Series Forecasting
Multilinguality:
monolingual
Size Categories:
1K<n<10K
Language Creators:
found
Annotations Creators:
no-annotation
Source Datasets:
original
ArXiv:
Tags:
License:
# Copyright 2020 The HuggingFace Datasets Authors and the current dataset script contributor. | |
# | |
# Licensed under the Apache License, Version 2.0 (the "License"); | |
# you may not use this file except in compliance with the License. | |
# You may obtain a copy of the License at | |
# | |
# http://www.apache.org/licenses/LICENSE-2.0 | |
# | |
# Unless required by applicable law or agreed to in writing, software | |
# distributed under the License is distributed on an "AS IS" BASIS, | |
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | |
# See the License for the specific language governing permissions and | |
# limitations under the License. | |
"""Electricity Transformer Temperature (ETT) dataset.""" | |
from dataclasses import dataclass | |
import pandas as pd | |
import datasets | |
_CITATION = """\ | |
@inproceedings{haoyietal-informer-2021, | |
author = {Haoyi Zhou and | |
Shanghang Zhang and | |
Jieqi Peng and | |
Shuai Zhang and | |
Jianxin Li and | |
Hui Xiong and | |
Wancai Zhang}, | |
title = {Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting}, | |
booktitle = {The Thirty-Fifth {AAAI} Conference on Artificial Intelligence, {AAAI} 2021, Virtual Conference}, | |
volume = {35}, | |
number = {12}, | |
pages = {11106--11115}, | |
publisher = {{AAAI} Press}, | |
year = {2021}, | |
} | |
""" | |
_DESCRIPTION = """\ | |
The data of Electricity Transformers from two separated counties | |
in China collected for two years at hourly and 15-min frequencies. | |
Each data point consists of the target value "oil temperature" and | |
6 power load features. The train/val/test is 12/4/4 months. | |
""" | |
_HOMEPAGE = "https://github.com/zhouhaoyi/ETDataset" | |
_LICENSE = "The Creative Commons Attribution 4.0 International License. https://creativecommons.org/licenses/by/4.0/" | |
# The HuggingFace Datasets library doesn't host the datasets but only points to the original files. | |
# This can be an arbitrary nested dict/list of URLs (see below in `_split_generators` method) | |
_URLS = { | |
"h1": "https://raw.githubusercontent.com/zhouhaoyi/ETDataset/main/ETT-small/ETTh1.csv", | |
"h2": "https://raw.githubusercontent.com/zhouhaoyi/ETDataset/main/ETT-small/ETTh2.csv", | |
"m1": "https://raw.githubusercontent.com/zhouhaoyi/ETDataset/main/ETT-small/ETTm1.csv", | |
"m2": "https://raw.githubusercontent.com/zhouhaoyi/ETDataset/main/ETT-small/ETTm2.csv", | |
} | |
class ETTBuilderConfig(datasets.BuilderConfig): | |
"""ETT builder config.""" | |
prediction_length: int = 24 | |
multivariate: bool = False | |
class ETT(datasets.GeneratorBasedBuilder): | |
"""Electricity Transformer Temperature (ETT) dataset""" | |
VERSION = datasets.Version("1.0.0") | |
# You will be able to load one or the other configurations in the following list with | |
# data = datasets.load_dataset('ett', 'h1') | |
# data = datasets.load_dataset('ett', 'm2') | |
BUILDER_CONFIGS = [ | |
ETTBuilderConfig( | |
name="h1", | |
version=VERSION, | |
description="Time series from first county at hourly frequency.", | |
), | |
ETTBuilderConfig( | |
name="h2", | |
version=VERSION, | |
description="Time series from second county at hourly frequency.", | |
), | |
ETTBuilderConfig( | |
name="m1", | |
version=VERSION, | |
description="Time series from first county at 15-min frequency.", | |
), | |
ETTBuilderConfig( | |
name="m2", | |
version=VERSION, | |
description="Time series from second county at 15-min frequency.", | |
), | |
] | |
DEFAULT_CONFIG_NAME = "h1" # It's not mandatory to have a default configuration. Just use one if it make sense. | |
def _info(self): | |
if self.config.multivariate: | |
features = datasets.Features( | |
{ | |
"start": datasets.Value("timestamp[s]"), | |
"target": datasets.Sequence(datasets.Sequence(datasets.Value("float32"))), | |
"feat_static_cat": datasets.Sequence(datasets.Value("uint64")), | |
"item_id": datasets.Value("string"), | |
} | |
) | |
else: | |
features = datasets.Features( | |
{ | |
"start": datasets.Value("timestamp[s]"), | |
"target": datasets.Sequence(datasets.Value("float32")), | |
"feat_static_cat": datasets.Sequence(datasets.Value("uint64")), | |
"feat_dynamic_real": datasets.Sequence(datasets.Sequence(datasets.Value("float32"))), | |
"item_id": datasets.Value("string"), | |
} | |
) | |
return datasets.DatasetInfo( | |
# This is the description that will appear on the datasets page. | |
description=_DESCRIPTION, | |
# This defines the different columns of the dataset and their types | |
features=features, # Here we define them above because they are different between the two configurations | |
# If there's a common (input, target) tuple from the features, uncomment supervised_keys line below and | |
# specify them. They'll be used if as_supervised=True in builder.as_dataset. | |
# supervised_keys=("sentence", "label"), | |
# Homepage of the dataset for documentation | |
homepage=_HOMEPAGE, | |
# License for the dataset if available | |
license=_LICENSE, | |
# Citation for the dataset | |
citation=_CITATION, | |
) | |
def _split_generators(self, dl_manager): | |
urls = _URLS[self.config.name] | |
filepath = dl_manager.download_and_extract(urls) | |
return [ | |
datasets.SplitGenerator( | |
name=datasets.Split.TRAIN, | |
# These kwargs will be passed to _generate_examples | |
gen_kwargs={ | |
"filepath": filepath, | |
"split": "train", | |
}, | |
), | |
datasets.SplitGenerator( | |
name=datasets.Split.TEST, | |
# These kwargs will be passed to _generate_examples | |
gen_kwargs={ | |
"filepath": filepath, | |
"split": "test", | |
}, | |
), | |
datasets.SplitGenerator( | |
name=datasets.Split.VALIDATION, | |
# These kwargs will be passed to _generate_examples | |
gen_kwargs={ | |
"filepath": filepath, | |
"split": "dev", | |
}, | |
), | |
] | |
# method parameters are unpacked from `gen_kwargs` as given in `_split_generators` | |
def _generate_examples(self, filepath, split): | |
data = pd.read_csv(filepath, parse_dates=True, index_col=0) | |
start_date = data.index.min() | |
if self.config.name in ["m1", "m2"]: | |
factor = 4 # 15-min frequency | |
else: | |
factor = 1 # hourly frequency | |
train_end_date_index = 12 * 30 * 24 * factor # 1 year | |
if split == "dev": | |
end_date_index = train_end_date_index + 4 * 30 * 24 * factor # 1 year + 4 months | |
else: | |
end_date_index = train_end_date_index + 8 * 30 * 24 * factor # 1 year + 8 months | |
if self.config.multivariate: | |
if split in ["test", "dev"]: | |
# rolling windows of prediction_length for dev and test | |
for i, index in enumerate( | |
range( | |
train_end_date_index, | |
end_date_index, | |
self.config.prediction_length, | |
) | |
): | |
yield i, { | |
"start": start_date, | |
"target": data[: index + self.config.prediction_length].values.astype("float32").T, | |
"feat_static_cat": [0], | |
"item_id": "0", | |
} | |
else: | |
yield 0, { | |
"start": start_date, | |
"target": data[:train_end_date_index].values.astype("float32").T, | |
"feat_static_cat": [0], | |
"item_id": "0", | |
} | |
else: | |
if split in ["test", "dev"]: | |
# rolling windows of prediction_length for dev and test | |
for i, index in enumerate( | |
range( | |
train_end_date_index, | |
end_date_index, | |
self.config.prediction_length, | |
) | |
): | |
target = data["OT"][: index + self.config.prediction_length].values.astype("float32") | |
feat_dynamic_real = data[["HUFL", "HULL", "MUFL", "MULL", "LUFL", "LULL"]][ | |
: index + self.config.prediction_length | |
].values.T.astype("float32") | |
yield i, { | |
"start": start_date, | |
"target": target, | |
"feat_dynamic_real": feat_dynamic_real, | |
"feat_static_cat": [0], | |
"item_id": "OT", | |
} | |
else: | |
target = data["OT"][:train_end_date_index].values.astype("float32") | |
feat_dynamic_real = data[["HUFL", "HULL", "MUFL", "MULL", "LUFL", "LULL"]][ | |
:train_end_date_index | |
].values.T.astype("float32") | |
yield 0, { | |
"start": start_date, | |
"target": target, | |
"feat_dynamic_real": feat_dynamic_real, | |
"feat_static_cat": [0], | |
"item_id": "OT", | |
} | |