Time Series Generator documentation

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Welcome to Time Series Generator’s documentation!

This documents the python package sourced from the following repository.

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Description

Emulates Teras Tensorflow TimeSeriesGenerator functionality presenting a candidate solution for the direct multi-step outputs limitation in Keras version.

Installation

pip install time-series-generator

Usage

Main Functionality

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Candidate Improvement

Addition of the keyworded argument length_output.

# define dataset
series = np.array([1, 2, 3, 4, 5, 6, 7, 8, 9, 10])
target = np.array([1, 2, 3, 4, 5, 6, 7, 8, 9, 10])
# define generator
n_input = 2
n_output = 2
generator = TimeseriesGenerator(series, target, length=n_input, length_output=n_output, batch_size=1)
# print each sample
for i in range(len(generator)):
   x, y = generator[i]
   print('%s => %s' % (x, y))

Output

[[1 2]] => [[3 4]]
[[2 3]] => [[4 5]]
[[3 4]] => [[5 6]]
[[4 5]] => [[6 7]]
[[5 6]] => [[7 8]]
[[6 7]] => [[8 9]]
[[7 8]] => [[9 10]]

Documentation for the Code

Indices and tables