Custom date features

Define your own functions to be used as date features

from mlforecast import MLForecast
from mlforecast.utils import generate_daily_series

The date_features argument of MLForecast can take pandas date attributes as well as functions that take a pandas DatetimeIndex and return a numeric value. The name of the function is used as the name of the feature, so please use unique and descriptive names.

series = generate_daily_series(1, min_length=6, max_length=6)

def even_day(dates):
    """Day of month is even"""
    return dates.day % 2 == 0

def month_start_or_end(dates):
    """Date is month start or month end"""
    return dates.is_month_start | dates.is_month_end

def is_monday(dates):
    """Date is monday"""
    return dates.dayofweek == 0

fcst = MLForecast(
    [],
    freq='D',
    date_features=['dayofweek', 'dayofyear', even_day, month_start_or_end, is_monday]
)
fcst.preprocess(series)

	unique_id	ds	y	dayofweek	dayofyear	even_day	month_start_or_end	is_monday
0	id_0	2000-01-01	0.274407	5	1	False	True	False
1	id_0	2000-01-02	1.357595	6	2	True	False	False
2	id_0	2000-01-03	2.301382	0	3	False	False	True
3	id_0	2000-01-04	3.272442	1	4	True	False	False
4	id_0	2000-01-05	4.211827	2	5	False	False	False
5	id_0	2000-01-06	5.322947	3	6	True	False	False