Date Features

Date features are an essential part of time series analysis. This document introduces helpful classes (CountryHolidays and SpecialDates) for generating holiday flags, custom date markers, and adding them to TimeGPT.

Overview

CountryHolidays

Easily attach holiday flags for multiple countries based on a list of countries.

SpecialDates

Add flags for custom events or significant dates you define.

These classes help you enrich your time series datasets with relevant date-based signals. Use them alongside standard data preprocessing techniques to enhance your model’s understanding of seasonality and special events. source

CountryHolidays

 CountryHolidays (countries:list[str])

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

import pandas as pd

	US_Labor Day	…
2018-09-03	1	…
2018-09-04	0	…
2018-09-05	0	…
2018-09-06	0	…
2018-09-07	0	…

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()

source

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 Dates	Very Important Dates
2018-09-03	0	0
2018-09-04	0	0
2018-09-05	0	0
2018-09-06	0	0
2018-09-07	0	0

⌘I

INTRODUCTION

SETUP

DATA REQUIREMENTS

FORECASTING

ANOMALY DETECTION

USE CASES

REFERENCE

About

Overview

CountryHolidays

SpecialDates

CountryHolidays

SpecialDates

​Overview

CountryHolidays

SpecialDates

​CountryHolidays

​SpecialDates

Overview

CountryHolidays

SpecialDates