TimeSeriesDataFrame.from_data_frame

classmethod TimeSeriesDataFrame.from_data_frame(df: DataFrame, id_column: str | None = None, timestamp_column: str | None = None, static_features_df: DataFrame | None = None) → TimeSeriesDataFrame[source]

Construct a TimeSeriesDataFrame from a pandas DataFrame.

Parameters:

  • df (pd.DataFrame) –

    A pd.DataFrame with ‘item_id’ and ‘timestamp’ as columns. For example:

       item_id  timestamp  target
0        0 2019-01-01       0
1        0 2019-01-02       1
2        0 2019-01-03       2
3        1 2019-01-01       3
4        1 2019-01-02       4
5        1 2019-01-03       5
6        2 2019-01-01       6
7        2 2019-01-02       7
8        2 2019-01-03       8

  • id_column (str, optional) – Name of the ‘item_id’ column if column name is different

  • timestamp_column (str, optional) – Name of the ‘timestamp’ column if column name is different

  • static_features_df (pd.DataFrame, optional) –

    A pd.DataFrame with ‘item_id’ column that contains the static features for each time series. For example:

       item_id feat_1   feat_2
0        0 foo         0.5
1        1 foo         2.2
2        2 bar         0.1

Returns:

ts_df – A dataframe in TimeSeriesDataFrame format.

Return type:

TimeSeriesDataFrame