A library to generate synthetic time series data by easy-to-use factors and generator

Overview

timeseries-generator

This repository consists of a python packages that generates synthetic time series dataset in a generic way (under /timeseries_generator) and demo notebooks on how to generate synthetic timeseries data (under /examples). The goal here is to have non-sensitive data available to demo solutions and test the effectiveness of those solutions and/or algorithms. In order to test your algorithm, you want to have time series available containing different kinds of trends. The python package should help create different kinds of time series while still being maintainable.

timeseries_generator package

For this package, it is assumed that a time series is composed of a base value multiplied by many factors.

ts = base_value * factor1 * factor2 * ... * factorN + Noiser

Diagram

These factors can be anything, random noise, linear trends, to seasonality. The factors can affect different features. For example, some features in your time series may have a seasonal component, while others do not.

Different factors are represented in different classes, which inherit from the BaseFactor class. Factor classes are input for the Generator class, which creates a dataframe containing the features, base value, all the different factors working on the base value and and the final factor and value.

Core concept

  • Generator: a python class to generate the time series. A generator contains a list of factors and noiser. By overlaying the factors and noiser, generator can produce a customized time series
  • Factor: a python class to generate the trend, seasonality, holiday factors, etc. Factors take effect by multiplying on the base value of the generator.
  • Noised: a python class to generate time series noise data. Noiser take effect by summing on top of "factorized" time series. This formula describes the concepts we talk above

Built-in Factors

  • LinearTrend: give a linear trend based on the input slope and intercept
  • CountryYearlyTrend: give a yearly-based market cap factor based on the GDP per - capita.
  • EUEcoTrendComponents: give a monthly changed factor based on EU industry product public data
  • HolidayTrendComponents: simulate the holiday sale peak. It adapts the holiday days - differently in different country
  • BlackFridaySaleComponents: simulate the BlackFriday sale event
  • WeekendTrendComponents: more sales at weekends than on weekdays
  • FeatureRandFactorComponents: set up different sale amount for different stores and different product
  • ProductSeasonTrendComponents: simulate season-sensitive product sales. In this example code, we have 3 different types of product:
    • winter jacket: inverse-proportional to the temperature, more sales in winter
    • basketball top: proportional to the temperature, more sales in summer
    • Yoga Mat: temperature insensitive

Installation

pip install timeseries-generator

Usage

from timeseries_generator import LinearTrend, Generator, WhiteNoise, RandomFeatureFactor
import pandas as pd

# setting up a linear tren
lt = LinearTrend(coef=2.0, offset=1., col_name="my_linear_trend")
g = Generator(factors={lt}, features=None, date_range=pd.date_range(start="01-01-2020", end="01-20-2020"))
g.generate()
g.plot()

# update by adding some white noise to the generator
wn = WhiteNoise(stdev_factor=0.05)
g.update_factor(wn)
g.generate()
g.plot()

Example Notebooks

We currently have 2 example notebooks available:

  1. generate_stationary_process: Good for introducing the basics of the timeseries_generator. Shows how to apply simple linear trends and how to introduce features and labels, as well as random noise.
  2. use_external_factors: Goes more into detail and shows how to use the external_factors submodule. Shows how to create seasonal trends.

Web based prototyping UI

We also use Streamlit to build a web-based UI to demonstrate how to use this package to generate synthesis time series data in an interactive web UI.

streamlit run examples/streamlit/app.py

Web UI

License

This package is released under the Apache License, Version 2.0

You might also like...
A machine learning toolkit dedicated to time-series data

tslearn The machine learning toolkit for time series analysis in Python Section Description Installation Installing the dependencies and tslearn Getti

Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.

Prophet: Automatic Forecasting Procedure Prophet is a procedure for forecasting time series data based on an additive model where non-linear trends ar

A machine learning toolkit dedicated to time-series data

tslearn The machine learning toolkit for time series analysis in Python Section Description Installation Installing the dependencies and tslearn Getti

Visualize classified time series data with interactive Sankey plots in Google Earth Engine
Visualize classified time series data with interactive Sankey plots in Google Earth Engine

sankee Visualize changes in classified time series data with interactive Sankey plots in Google Earth Engine Contents Description Installation Using P

PyPOTS - A Python Toolbox for Data Mining on Partially-Observed Time Series

A python toolbox/library for data mining on partially-observed time series, supporting tasks of forecasting/imputation/classification/clustering on incomplete multivariate time series with missing values.

A collection of Scikit-Learn compatible time series transformers and tools.
A collection of Scikit-Learn compatible time series transformers and tools.

tsfeast A collection of Scikit-Learn compatible time series transformers and tools. Installation Create a virtual environment and install: From PyPi p

Automatic extraction of relevant features from time series:
Automatic extraction of relevant features from time series:

tsfresh This repository contains the TSFRESH python package. The abbreviation stands for "Time Series Feature extraction based on scalable hypothesis

A unified framework for machine learning with time series

Welcome to sktime A unified framework for machine learning with time series We provide specialized time series algorithms and scikit-learn compatible

Probabilistic time series modeling in Python
Probabilistic time series modeling in Python

GluonTS - Probabilistic Time Series Modeling in Python GluonTS is a Python toolkit for probabilistic time series modeling, built around Apache MXNet (

Comments
  • Time series data augmentation

    Time series data augmentation

    There is a code example that gives to increase the amount of series data by adding slightly modified copies of already existing time series data or newly created synthetic series data from existing data?

    opened by YAYAYru 0
  • KeyError: 'country'

    KeyError: 'country'

    From the following code,

    from timeseries_generator import HolidayFactor, LinearTrend, Generator
    
    lt = LinearTrend(coef=2.0, offset=1., col_name="my_linear_trend")
    
    g: Generator = Generator(factors={lt}, features=None, date_range=pd.date_range(start="01-01-2020", end="01-01-2021"))
    
    holiday_factor = HolidayFactor(
        country_feature_name="country",
    )
    g.add_factor(holiday_factor)
    g.generate()
    

    I get the error. I am not sure this is expected behavior.

    File /usr/local/Caskroom/miniconda/base/envs/tf/lib/python3.9/site-packages/pandas/core/frame.py:10083, in DataFrame.merge(self, right, how, on, left_on, right_on, left_index, right_index, sort, suffixes, copy, indicator, validate)
    ...
    -> 1849     raise KeyError(key)
       1851 # Check for duplicates
       1852 if values.ndim > 1:
    
    KeyError: 'country'
    
    opened by twobitunicorn 0
  • [Feature request] Customizable feature combinations

    [Feature request] Customizable feature combinations

    Hi team, Thanks for the useful library! I wonder if you'd be open to this idea:

    I would like to be able to:

    • Set up categorizing features (let's say, for illustration, CATEGORY=[footwear, t-shirts, socks], SIZE=[S, M, L, US-Mens-8, US-Womens-6) and define Factors on them
    • Generate time-series with more restricted feature combinations than the outer product (again for illustration, "t-shirt sizes for t-shirts, shoe sizes for footwear")

    Today, it seems like Generator.generate() hard-codes the assumption that time-series should be generated for the product of all provided feature values.

    It'd be helpful if, instead, we could have the option of customizing this join to limit down generated combinations?

    Some options I can think of:

    1. Leave the library as-is: Users generate full outer product and limit down what they want in post-processing
      • This seems possible already, but very RAM-intensive if your desired combinations are sparse?
    2. Accept an optional dataframe of factor combinations as parameter to the generate() method
      • Gives full flexibility over which combinations are kept / ignored, without assuming any particular rigid hierarchies between features
      • ...But might need to do a bit of validation to protect against user errors? May not be super easy to use without some documented examples / functions to generate the dataframe
    3. Some more complex API for feature configuration that accommodates specifying valid/invalid feature combinations
      • Might be nicer for usability, but difficult to make general: E.g. a straightforward hierarchy could be represented as a nested dict, but in practice many applications have multiple intersecting views of product category information e.g. brand, type, target segment, etc.
    opened by athewsey 1
  • Generate hourly data

    Generate hourly data

    First of all, thank you for making this repository public! I enjoy its ease of use and the built-in factors.

    Problem description

    I'm currently trying to generate revenue data for a bar/restaurant on an hourly basis. As far as I can see, the timeseries-generator only supports generating one data point per day, not per hour.

    I tried to generate hourly data like g = Generator(factors={lt}, features=None, date_range=pd.date_range(start='15/9/2021', end='30/9/2021', freq='h')) which didn't work.

    Potential solution

    Add the possibility to generate hourly data too. If this is a promising idea in your opinion, I'm willing to contribute to the implementation.

    Thank you in advance!

    opened by nileger 1
Releases(v0.1.0)
  • v0.1.0(Jul 20, 2021)

    • first release of time series generators, including:
      • base factor
      • linear trend factor
      • sinusoidal factor
      • white noise factor
      • random factor
      • holiday factor
      • weekday factor
      • country GDP factor
      • EU industry index factor
    • Examples
      • notebooks which includes some simple examples
      • streamlit dashboard
    Source code(tar.gz)
    Source code(zip)
Owner
Nike Inc.
Nike Inc.
Kats is a toolkit to analyze time series data, a lightweight, easy-to-use, and generalizable framework to perform time series analysis.

Kats, a kit to analyze time series data, a lightweight, easy-to-use, generalizable, and extendable framework to perform time series analysis, from understanding the key statistics and characteristics

Facebook Research 4.1k Dec 29, 2022
pure-predict: Machine learning prediction in pure Python

pure-predict speeds up and slims down machine learning prediction applications. It is a foundational tool for serverless inference or small batch prediction with popular machine learning frameworks l

Ibotta 84 Dec 29, 2022
Educational python for Neural Networks, written in pure Python/NumPy.

Educational python for Neural Networks, written in pure Python/NumPy.

127 Oct 27, 2022
Implementation of K-Nearest Neighbors Algorithm Using PySpark

KNN With Spark Implementation of KNN using PySpark. The KNN was used on two separate datasets (https://archive.ics.uci.edu/ml/datasets/iris and https:

Zachary Petroff 4 Dec 30, 2022
An implementation of Relaxed Linear Adversarial Concept Erasure (RLACE)

Background This repository contains an implementation of Relaxed Linear Adversarial Concept Erasure (RLACE). Given a dataset X of dense representation

Shauli Ravfogel 4 Apr 13, 2022
A basic Ray Tracer that exploits numpy arrays and functions to work fast.

Python-Fast-Raytracer A basic Ray Tracer that exploits numpy arrays and functions to work fast. The code is written keeping as much readability as pos

Rafael de la Fuente 393 Dec 27, 2022
Spark development environment for k8s

Local Spark Dev Env with Docker Development environment for k8s. Using the spark-operator image to ensure it will be the same environment. Start conta

Otacilio Filho 18 Jan 04, 2022
High performance Python GLMs with all the features!

High performance Python GLMs with all the features!

QuantCo 200 Dec 14, 2022
Python bindings for MPI

MPI for Python Overview Welcome to MPI for Python. This package provides Python bindings for the Message Passing Interface (MPI) standard. It is imple

MPI for Python 604 Dec 29, 2022
Classification based on Fuzzy Logic(C-Means).

CMeans_fuzzy Classification based on Fuzzy Logic(C-Means). Table of Contents About The Project Fuzzy CMeans Algorithm Built With Getting Started Insta

Armin Zolfaghari Daryani 3 Feb 08, 2022
Coursera Machine Learning - Python code

Coursera Machine Learning This repository contains python implementations of certain exercises from the course by Andrew Ng. For a number of assignmen

Jordi Warmenhoven 859 Dec 10, 2022
GRaNDPapA: Generator of Rad Names from Decent Paper Acronyms

Generator of Rad Names from Decent Paper Acronyms

264 Nov 08, 2022
Markov bot - A Writing bot based on Markov Chain for Data Structure Lab

基于马尔可夫链的写作机器人 前端 用html/css完成 Demo展示(已给出文本的相应展示) 用户提供相关的语料库后训练的成果 后端 要完成的几个接口 解析文

DysprosiumDy 9 May 05, 2022
A high performance and generic framework for distributed DNN training

BytePS BytePS is a high performance and general distributed training framework. It supports TensorFlow, Keras, PyTorch, and MXNet, and can run on eith

Bytedance Inc. 3.3k Dec 28, 2022
dirty_cat is a Python module for machine-learning on dirty categorical variables.

dirty_cat dirty_cat is a Python module for machine-learning on dirty categorical variables.

637 Dec 29, 2022
customer churn prediction prevention in telecom industry using machine learning and survival analysis

Telco Customer Churn Prediction - Plotly Dash Application Description This dash application allows you to predict telco customer churn using machine l

Benaissa Mohamed Fayçal 3 Nov 20, 2021
Bayesian Modeling and Computation in Python

Bayesian Modeling and Computation in Python Open access and Code This repository contains the open access version of the text and the code examples in

Bayesian Modeling and Computation in Python 339 Jan 02, 2023
This repository has datasets containing information of Uber pickups in NYC from April 2014 to September 2014 and January to June 2015. data Analysis , virtualization and some insights are gathered here

uber-pickups-analysis Data Source: https://www.kaggle.com/fivethirtyeight/uber-pickups-in-new-york-city Information about data set The dataset contain

B DEVA DEEKSHITH 1 Nov 03, 2021
Solve automatic numerical differentiation problems in one or more variables.

numdifftools The numdifftools library is a suite of tools written in _Python to solve automatic numerical differentiation problems in one or more vari

Per A. Brodtkorb 181 Dec 16, 2022