Week_9/Day_2/tim_series_supervised_learning.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "import numpy as np"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>t</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>3</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>4</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>6</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>7</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>9</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   t\n",
       "0  0\n",
       "1  1\n",
       "2  2\n",
       "3  3\n",
       "4  4\n",
       "5  5\n",
       "6  6\n",
       "7  7\n",
       "8  8\n",
       "9  9"
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df = pd.DataFrame()\n",
    "df['t'] = [x for x in range(10)]\n",
    "df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>t</th>\n",
       "      <th>t-1</th>\n",
       "      <th>t+1</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>1</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2</td>\n",
       "      <td>1.0</td>\n",
       "      <td>3.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>3</td>\n",
       "      <td>2.0</td>\n",
       "      <td>4.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>4</td>\n",
       "      <td>3.0</td>\n",
       "      <td>5.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>5</td>\n",
       "      <td>4.0</td>\n",
       "      <td>6.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>6</td>\n",
       "      <td>5.0</td>\n",
       "      <td>7.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>7</td>\n",
       "      <td>6.0</td>\n",
       "      <td>8.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>8</td>\n",
       "      <td>7.0</td>\n",
       "      <td>9.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>9</td>\n",
       "      <td>8.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   t  t-1  t+1\n",
       "0  0  NaN  1.0\n",
       "1  1  0.0  2.0\n",
       "2  2  1.0  3.0\n",
       "3  3  2.0  4.0\n",
       "4  4  3.0  5.0\n",
       "5  5  4.0  6.0\n",
       "6  6  5.0  7.0\n",
       "7  7  6.0  8.0\n",
       "8  8  7.0  9.0\n",
       "9  9  8.0  NaN"
      ]
     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df['t-1'] = df['t'].shift(1)\n",
    "df['t+1'] = df['t'].shift(-1)\n",
    "df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {},
   "outputs": [],
   "source": [
    "def series_to_supervised(data, n_in=1, n_out=1, dropnan=True):\n",
    "    n_vars = 1 if type(data) is list else data.shape[1]\n",
    "    df = pd.DataFrame(data)\n",
    "    cols, names = list(), list()\n",
    "    \n",
    "    # input sequence (t-n, ... t-1)\n",
    "    for i in range(n_in, 0, -1):\n",
    "        cols.append(df.shift(i))\n",
    "        names += [('var%d(t-%d)' % (j+1, i)) for j in range(n_vars)]\n",
    "        \n",
    "    # forecast sequence (t, t+1, ... t+n)\n",
    "    for i in range(0, n_out):\n",
    "        cols.append(df.shift(-i))\n",
    "        if i == 0:\n",
    "            names += [('var%d(t)' % (j+1)) for j in range(n_vars)]\n",
    "        else:\n",
    "            names += [('var%d(t+%d)' % (j+1, i)) for j in range(n_vars)]\n",
    "            \n",
    "    # put it all together\n",
    "    agg = pd.concat(cols, axis=1)\n",
    "    agg.columns = names\n",
    "    \n",
    "    # drop rows with NaN values\n",
    "    if dropnan:\n",
    "        agg.dropna(inplace=True)\n",
    "    return agg"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "[0, 1, 2, 3, 4, 5, 6, 7, 8, 9]"
      ]
     },
     "execution_count": 19,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "values= [x for x in range(10)]\n",
    "values"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>var1(t-3)</th>\n",
       "      <th>var1(t-2)</th>\n",
       "      <th>var1(t-1)</th>\n",
       "      <th>var1(t)</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>3</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>1.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>4</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>2.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>3.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>6</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>4.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>7</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>5.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>7.0</td>\n",
       "      <td>8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>6.0</td>\n",
       "      <td>7.0</td>\n",
       "      <td>8.0</td>\n",
       "      <td>9</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   var1(t-3)  var1(t-2)  var1(t-1)  var1(t)\n",
       "3        0.0        1.0        2.0        3\n",
       "4        1.0        2.0        3.0        4\n",
       "5        2.0        3.0        4.0        5\n",
       "6        3.0        4.0        5.0        6\n",
       "7        4.0        5.0        6.0        7\n",
       "8        5.0        6.0        7.0        8\n",
       "9        6.0        7.0        8.0        9"
      ]
     },
     "execution_count": 20,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data = series_to_supervised(values, 3)\n",
    "data"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Multi-step/ Sequencing Forecasting"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>var1(t-2)</th>\n",
       "      <th>var1(t-1)</th>\n",
       "      <th>var1(t)</th>\n",
       "      <th>var1(t+1)</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>2</td>\n",
       "      <td>3.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>1.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>3</td>\n",
       "      <td>4.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>4</td>\n",
       "      <td>5.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>3.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>5</td>\n",
       "      <td>6.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>4.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>6</td>\n",
       "      <td>7.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>5.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>7</td>\n",
       "      <td>8.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>6.0</td>\n",
       "      <td>7.0</td>\n",
       "      <td>8</td>\n",
       "      <td>9.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   var1(t-2)  var1(t-1)  var1(t)  var1(t+1)\n",
       "2        0.0        1.0        2        3.0\n",
       "3        1.0        2.0        3        4.0\n",
       "4        2.0        3.0        4        5.0\n",
       "5        3.0        4.0        5        6.0\n",
       "6        4.0        5.0        6        7.0\n",
       "7        5.0        6.0        7        8.0\n",
       "8        6.0        7.0        8        9.0"
      ]
     },
     "execution_count": 21,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data = series_to_supervised(values, 2, 2)\n",
    "data"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Multivairate forecasting "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "   var1(t-1)  var2(t-1)  var1(t)  var2(t)\n",
      "1        0.0       50.0        1       51\n",
      "2        1.0       51.0        2       52\n",
      "3        2.0       52.0        3       53\n",
      "4        3.0       53.0        4       54\n",
      "5        4.0       54.0        5       55\n",
      "6        5.0       55.0        6       56\n",
      "7        6.0       56.0        7       57\n",
      "8        7.0       57.0        8       58\n",
      "9        8.0       58.0        9       59\n"
     ]
    }
   ],
   "source": [
    "raw = DataFrame()\n",
    "raw['ob1'] = [x for x in range(10)]\n",
    "raw['ob2'] = [x for x in range(50, 60)]\n",
    "values = raw.values\n",
    "data = series_to_supervised(values)\n",
    "print(data)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
 "metadata": {
  "kernelspec": {
   "display_name": "Python 3",
   "language": "python",
   "name": "python3"
  },
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 3
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
   "version": "3.8.2"
  }
 },
 "nbformat": 4,
 "nbformat_minor": 4
}