gluonts.dataset.stat module#

class gluonts.dataset.stat.DatasetStatistics(integer_dataset: bool, max_target: float, mean_abs_target: float, mean_target: float, mean_target_length: float, max_target_length: int, min_target: float, feat_static_real: List[Set[float]], feat_static_cat: List[Set[int]], num_past_feat_dynamic_real: Optional[int], num_feat_dynamic_real: Optional[int], num_feat_dynamic_cat: Optional[int], num_missing_values: int, num_time_observations: int, num_time_series: int, scale_histogram: ScaleHistogram)[source]#

Bases: NamedTuple

A NamedTuple to store the statistics of a Dataset.

feat_static_cat: List[Set[int]]#: Alias for field number 8

feat_static_real: List[Set[float]]#: Alias for field number 7

integer_dataset: bool#: Alias for field number 0

max_target: float#: Alias for field number 1

max_target_length: int#: Alias for field number 5

mean_abs_target: float#: Alias for field number 2

mean_target: float#: Alias for field number 3

mean_target_length: float#: Alias for field number 4

min_target: float#: Alias for field number 6

num_feat_dynamic_cat: Optional[int]#: Alias for field number 11

num_feat_dynamic_real: Optional[int]#: Alias for field number 10

num_missing_values: int#: Alias for field number 12

num_past_feat_dynamic_real: Optional[int]#: Alias for field number 9

num_time_observations: int#: Alias for field number 13

num_time_series: int#: Alias for field number 14

scale_histogram: ScaleHistogram#: Alias for field number 15

class gluonts.dataset.stat.ScaleHistogram(base: float = 2.0, bin_counts: Optional[dict] = None, empty_target_count: int = 0)[source]#

Bases: object

Scale histogram of a timeseries dataset.

This counts the number of timeseries whose mean of absolute values is in the [base ** i, base ** (i+1)] range for all possible i. The number of entries with empty target is counted separately.

Parameters:

base – Log-width of the histogram’s buckets.
bin_counts –
empty_target_count –

add(target_values)[source]#

bucket_index(target_values)[source]#

count(target)[source]#

gluonts.dataset.stat.calculate_dataset_statistics(ts_dataset: Any) → DatasetStatistics[source]#

Computes the statistics of a given Dataset.

Parameters:: ts_dataset – Dataset of which to compute the statistics.
Returns:: NamedTuple containing the statistics.
Return type:: DatasetStatistics