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--- |
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license: mit |
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task_categories: |
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- time-series-forecasting |
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language: |
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- en |
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size_categories: |
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- 1M<n<1B |
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tags: |
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- finance |
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--- |
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# Timeseries Data Processing |
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This repository contains a script for loading and processing timeseries data using the `datasets` library and converting it to a pandas DataFrame for further analysis. |
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## Dataset |
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The dataset used in this example is `Weijie1996/load_timeseries`, which contains timeseries data with the following features: |
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- `id` |
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- `datetime` |
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- `target` |
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- `category` |
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## Requirements |
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- Python 3.6+ |
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- `datasets` library |
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- `pandas` library |
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You can install the required libraries using pip: |
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```sh |
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pip install datasets pandas |
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``` |
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## Usage |
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The following example demonstrates how to load the dataset and convert it to a pandas DataFrame. |
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```python |
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from datasets import load_dataset |
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ds = load_dataset("Weijie1996/load_timeseries", split='train') |
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# Print the category of the dataset |
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print(set(ds['category'])) |
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print(set(ds['id'])) |
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# Filter the dataset that category is 15m and id is GE_1 |
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ds = ds.filter(lambda x: x['category'] == '30m' and x['id'] == 'GE_1') |
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# Transform the dataset to a pandas dataframe |
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df = ds.to_pandas() |
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``` |
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## Output |
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``` data |
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id datetime target category |
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0 NL_1 2013-01-01 00:00:00 0.117475 60m |
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1 NL_1 2013-01-01 01:00:00 0.104347 60m |
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2 NL_1 2013-01-01 02:00:00 0.103173 60m |
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3 NL_1 2013-01-01 03:00:00 0.101686 60m |
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4 NL_1 2013-01-01 04:00:00 0.099632 60m |
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``` |