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Date Features

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Useful classes to generate date features and add them to TimeGPT.

CountryHolidays

 CountryHolidays (countries:List[str])

Given a list of countries, returns a dataframe with holidays for each country.

import pandas as pd

c_holidays = CountryHolidays(countries=['US', 'MX'])
periods = 365 * 5
dates = pd.date_range(end='2023-09-01', periods=periods)
holidays_df = c_holidays(dates)
holidays_df.head()
US_New Year's DayUS_Memorial DayUS_Independence DayUS_Labor DayUS_Veterans DayUS_Veterans Day (observed)US_ThanksgivingUS_Christmas DayUS_Martin Luther King Jr. DayUS_Washington's Birthday...US_Juneteenth National Independence Day (observed)US_Christmas Day (observed)MX_Año NuevoMX_Día de la ConstituciónMX_Natalicio de Benito JuárezMX_Día del TrabajoMX_Día de la IndependenciaMX_Día de la RevoluciónMX_Transmisión del Poder Ejecutivo FederalMX_Navidad
2018-09-030001000000...0000000000
2018-09-040000000000...0000000000
2018-09-050000000000...0000000000
2018-09-060000000000...0000000000
2018-09-070000000000...0000000000

5 rows × 24 columns

SpecialDates

 SpecialDates (special_dates:Dict[str,List[str]])

Given a dictionary of categories and dates, returns a dataframe with the special dates.

special_dates = SpecialDates(
    special_dates={
        'Important Dates': ['2021-02-26', '2020-02-26'],
        'Very Important Dates': ['2021-01-26', '2020-01-26', '2019-01-26']
    }
)
periods = 365 * 5
dates = pd.date_range(end='2023-09-01', periods=periods)
holidays_df = special_dates(dates)
holidays_df.head()
Important DatesVery Important Dates
2018-09-0300
2018-09-0400
2018-09-0500
2018-09-0600
2018-09-0700

Updated 3 months ago