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Data Utils

Collection of utilities to work with Time Series data and tests.

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create_synthetic_tsdata[source]

create_synthetic_tsdata(n_ts:int=64, sort:bool=False)

Creates synthetic time serie data.

Parameters

n_ts: int Number of data inputs in synthetic time series dataset. sort: bool If true sort values in dataframes.

Returns

Y_df: pd.DataFrame Target time series with columns ['unique_id', 'ds', 'y']. X_df: pd.DataFrame Exogenous time series with columns ['unique_id', 'ds', 'y']. S_df: pd.DataFrame Static exogenous variables with columns ['unique_id', 'ds'] and static variables.

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