Source code for greykite.algo.forecast.silverkite.constants.silverkite_time_frequency

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#    http://www.apache.org/licenses/LICENSE-2.0
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# original author: Rachit Arora

from dataclasses import dataclass
from enum import Enum
from typing import Type

from greykite.common.enums import FrequencyEnum
from greykite.common.enums import SeasonalityEnum


@dataclass
class SilverkiteFrequency:
    """Provides properties for modeling for various time frequencies in Silverkite."""

    name: FrequencyEnum
    """The name of the FrequencyEnum e.g. MINUTE, HOUR etc."""

    auto_fourier_seas: [SeasonalityEnum]
    """The recommended seasonality periods to model with fourier series"""


[docs]class SilverkiteTimeFrequencyEnum(Enum): """Provides properties for modeling for various time frequencies in Silverkite. The enum names is the time frequency, corresponding to the simple time frequencies in `~greykite.common.enums.SimpleTimeFrequencyEnum`. """ # minutely MINUTE: SilverkiteFrequency = SilverkiteFrequency( name=FrequencyEnum.MINUTE, auto_fourier_seas={SeasonalityEnum.DAILY_SEASONALITY.name, SeasonalityEnum.WEEKLY_SEASONALITY.name, # MONTHLY_SEASONALITY is excluded from defaults SeasonalityEnum.QUARTERLY_SEASONALITY.name, SeasonalityEnum.YEARLY_SEASONALITY.name}) # hourly HOUR: SilverkiteFrequency = SilverkiteFrequency( name=FrequencyEnum.HOUR, auto_fourier_seas={SeasonalityEnum.DAILY_SEASONALITY.name, SeasonalityEnum.WEEKLY_SEASONALITY.name, # MONTHLY_SEASONALITY is excluded from defaults SeasonalityEnum.QUARTERLY_SEASONALITY.name, SeasonalityEnum.YEARLY_SEASONALITY.name}) # daily DAY: SilverkiteFrequency = SilverkiteFrequency( name=FrequencyEnum.DAY, auto_fourier_seas={SeasonalityEnum.WEEKLY_SEASONALITY.name, # MONTHLY_SEASONALITY is excluded from defaults SeasonalityEnum.QUARTERLY_SEASONALITY.name, SeasonalityEnum.YEARLY_SEASONALITY.name}) # weekly WEEK: SilverkiteFrequency = SilverkiteFrequency( name=FrequencyEnum.WEEK, auto_fourier_seas={SeasonalityEnum.MONTHLY_SEASONALITY.name, SeasonalityEnum.QUARTERLY_SEASONALITY.name, SeasonalityEnum.YEARLY_SEASONALITY.name}) # monthly MONTH: SilverkiteFrequency = SilverkiteFrequency( name=FrequencyEnum.MONTH, auto_fourier_seas={ # QUARTERLY_SEASONALITY and YEARLY_SEASONALITY are excluded from defaults # It's better to use `C(month)` as a categorical feature indicating the month }) # quarterly QUARTER: SilverkiteFrequency = SilverkiteFrequency( name=FrequencyEnum.QUARTER, auto_fourier_seas={ # YEARLY_SEASONALITY is excluded from defaults # It's better to use `C(quarter)` as a categorical feature indicating the quarter }) # yearly YEAR: SilverkiteFrequency = SilverkiteFrequency( name=FrequencyEnum.YEAR, auto_fourier_seas={}) # longer than yearly MULTIYEAR: SilverkiteFrequency = SilverkiteFrequency( name=FrequencyEnum.MULTIYEAR, auto_fourier_seas={})
class SilverkiteTimeFrequencyEnumMixin: """Provides a mixin for the SilverkiteTimeFrequencyEnum constants""" def get_silverkite_time_frequency_enum(self) -> Type[SilverkiteTimeFrequencyEnum]: """Return the SilverkiteTimeFrequencyEnum constants""" return SilverkiteTimeFrequencyEnum