from datetime import datetime from distutils.util import strtobool import numpy as np import pandas as pd # Converts the contents in a .tsf file into a dataframe and returns # it along with other meta-data of the dataset: # frequency, horizon, whether the dataset contains missing values and whether the series have equal lengths # # Parameters # full_file_path_and_name - complete .tsf file path # replace_missing_vals_with - a term to indicate the missing values in series in the returning dataframe # value_column_name - Any name that is preferred to have as the name of the column containing series values in the returning dataframe def convert_tsf_to_dataframe( full_file_path_and_name, replace_missing_vals_with="NaN", value_column_name="series_value", ): col_names = [] col_types = [] all_data = {} line_count = 0 frequency = None forecast_horizon = None contain_missing_values = None contain_equal_length = None found_data_tag = False found_data_section = False started_reading_data_section = False with open(full_file_path_and_name, "r", encoding="cp1252") as file: for line in file: # Strip white space from start/end of line line = line.strip() if line: if line.startswith("@"): # Read meta-data if not line.startswith("@data"): line_content = line.split(" ") if line.startswith("@attribute"): if len(line_content) != 3: # Attributes have both name and type raise ValueError("Invalid meta-data specification.") col_names.append(line_content[1]) col_types.append(line_content[2]) else: if len(line_content) != 2: # Other meta-data have only values raise ValueError("Invalid meta-data specification.") if line.startswith("@frequency"): frequency = line_content[1] elif line.startswith("@horizon"): forecast_horizon = int(line_content[1]) elif line.startswith("@missing"): contain_missing_values = bool(strtobool(line_content[1])) elif line.startswith("@equallength"): contain_equal_length = bool(strtobool(line_content[1])) else: if len(col_names) == 0: raise ValueError("Missing attribute section. Attribute section must come before data.") found_data_tag = True elif not line.startswith("#"): if len(col_names) == 0: raise ValueError("Missing attribute section. Attribute section must come before data.") elif not found_data_tag: raise ValueError("Missing @data tag.") else: if not started_reading_data_section: started_reading_data_section = True found_data_section = True all_series = [] for col in col_names: all_data[col] = [] full_info = line.split(":") if len(full_info) != (len(col_names) + 1): raise ValueError("Missing attributes/values in series.") series = full_info[len(full_info) - 1] series = series.split(",") if len(series) == 0: raise ValueError( "A given series should contains a set of comma separated numeric values. At least one numeric value should be there in a series. Missing values should be indicated with ? symbol" ) numeric_series = [] for val in series: if val == "?": numeric_series.append(replace_missing_vals_with) else: numeric_series.append(float(val)) if numeric_series.count(replace_missing_vals_with) == len(numeric_series): raise ValueError( "All series values are missing. A given series should contains a set of comma separated numeric values. At least one numeric value should be there in a series." ) all_series.append(np.array(numeric_series, dtype=np.float32)) for i in range(len(col_names)): att_val = None if col_types[i] == "numeric": att_val = int(full_info[i]) elif col_types[i] == "string": att_val = str(full_info[i]) elif col_types[i] == "date": att_val = datetime.strptime(full_info[i], "%Y-%m-%d %H-%M-%S") else: raise ValueError( "Invalid attribute type." ) # Currently, the code supports only numeric, string and date types. Extend this as required. if att_val is None: raise ValueError("Invalid attribute value.") else: all_data[col_names[i]].append(att_val) line_count = line_count + 1 if line_count == 0: raise ValueError("Empty file.") if len(col_names) == 0: raise ValueError("Missing attribute section.") if not found_data_section: raise ValueError("Missing series information under data section.") all_data[value_column_name] = all_series loaded_data = pd.DataFrame(all_data) return ( loaded_data, frequency, forecast_horizon, contain_missing_values, contain_equal_length, ) def convert_multiple(text: str) -> str: if text.isnumeric(): return text if text == "half": return "0.5" def frequency_converter(freq: str): parts = freq.split("_") if len(parts) == 1: return BASE_FREQ_TO_PANDAS_OFFSET[parts[0]] if len(parts) == 2: return convert_multiple(parts[0]) + BASE_FREQ_TO_PANDAS_OFFSET[parts[1]] raise ValueError(f"Invalid frequency string {freq}.") BASE_FREQ_TO_PANDAS_OFFSET = { "seconds": "S", "minutely": "T", "minutes": "T", "hourly": "H", "hours": "H", "daily": "D", "days": "D", "weekly": "W", "weeks": "W", "monthly": "M", "months": "M", "quarterly": "Q", "quarters": "Q", "yearly": "Y", "years": "Y", } # Example of usage # loaded_data, frequency, forecast_horizon, contain_missing_values, contain_equal_length = convert_tsf_to_dataframe("TSForecasting/tsf_data/sample.tsf") # print(loaded_data) # print(frequency) # print(forecast_horizon) # print(contain_missing_values) # print(contain_equal_length)