[BUG] TimeSeriesDataFrame cannot convert frequency to business hours

[canerturkmen]

Bug Report Checklist

• I provided code that demonstrates a minimal reproducible example.
• I confirmed bug exists on the latest mainline of AutoGluon via source install.
• I confirmed bug exists on the latest stable version of AutoGluon.

Describe the bug
Pandas DataFrames cannot resample to "bh" or "cbh" (business hours or custom business hours) frequency. This leads to TimeSeriesDataFrame.convert_frequency failing when these frequencies are provided.

Several related pandas issues have been open and closed. e.g., pandas-dev/pandas#12351

To Reproduce

import pandas as pd

from autogluon.timeseries import TimeSeriesDataFrame

df = pd.DataFrame(
    {"values": [1, 2, 3, 4, 5, 6]},
    index=[
        pd.Timestamp("2017-01-01 10:15"),
        pd.Timestamp("2017-01-01 11:15"),
        pd.Timestamp("2017-01-01 12:15"),
        pd.Timestamp("2017-01-02 10:15"),
        pd.Timestamp("2017-01-02 11:15"),
        pd.Timestamp("2017-01-02 12:15"),
    ],
)

tsdf = TimeSeriesDataFrame.from_data_frame(
    pd.DataFrame(
        {
            "target": [1, 2, 3, 4, 5, 6],
            "item_id": "1",
            "timestamp": [
                pd.Timestamp("2017-01-01 10:15"),
                pd.Timestamp("2017-01-01 11:15"),
                pd.Timestamp("2017-01-01 12:15"),
                pd.Timestamp("2017-01-02 10:15"),
                pd.Timestamp("2017-01-02 11:15"),
                pd.Timestamp("2017-01-02 12:15"),
            ],
        }
    )
)

cbh = pd.offsets.CustomBusinessHour(start="10:00", end="13:00", weekmask="Mon Tue Wed Thu Fri Sat Sun")


for offset in ["bh", cbh]:
    try:
        df.resample(offset).sum()
    except ValueError as e:
        assert str(e) == "Values falls after last bin"
        
        
    try:
        tsdf.convert_frequency(offset)
    except ValueError as e:
        assert str(e) == "Values falls after last bin"

[shchur]

A potential workaround for the time being is to resample the data at hourly (H) frequency and fill the values outside of the business hours with NaN (should work well in version >=1.1)