jmawirat-ml-helpers 1.0.1

Time-series data splitting, feature engineering, and stationarity transformations

jmawirat_ml_helpers

A lightweight Python package providing handy utilities for time-series feature engineering, splitting, and stationarity transformations.

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Table of Contents

• Installation
• Features
  • Time-Series Splitting (data_split.py)
  • Feature Engineering (feature_engineering.py)
  • Stationarity Transformations (stationarity.py)
• Quick Start
• Usage Examples
  • 1. Splitting a Time Series
  • 2. Adding Lag Features
  • 3. Adding Time-Based Features
  • 4. Adding Rolling Statistics
  • 5. Making Data Stationary

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Installation

pip install jmawirat_ml_helpers

That’s it! You can now import the functions directly from the jmawirat_ml_helpers package in your Python scripts or notebooks.

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Features

Time-Series Splitting

• split_time_series Splits your DataFrame in various ways:
  • Train/Test: A single split for training and testing.
  • Expanding: Multiple splits with a growing training window.
  • Rolling: Multiple splits with a fixed-size rolling window.

Feature Engineering

• add_lag_features Generate lagged features for one or more columns.

• add_time_features Create time-based features like year, month, day_of_week, and cyclical encodings (e.g., sine/cosine for hours, days, months).

• add_rolling_statistics_features Add rolling aggregations (mean, sum, min, max, std) over specified window sizes for your time series columns.

Stationarity Transformations

• make_stationary Generate log, differenced, and log-differenced versions of one or more columns. Optionally run ADF tests to check stationarity.

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Quick Start

1. Install the package:

   pip install jmawirat_ml_helpers
   

2. Import the functions in your script or notebook:

   from jmawirat_ml_helpers import (
       split_time_series,
       add_lag_features,
       add_time_features,
       add_rolling_statistics_features,
       make_stationary
   )
   

3. Use them on your time-series DataFrame:

   train_test_splits = split_time_series(df, method='train_test', train_size=0.8)
   df_lagged = add_lag_features(df, {'sales': [1, 2]})
   

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Usage Examples

1. Splitting a Time Series

import pandas as pd
from jmawirat_ml_helpers import split_time_series

# Example DataFrame
df = pd.DataFrame({
    'date': pd.date_range(start='2021-01-01', periods=100, freq='D'),
    'value': range(100)
})

# Single Train-Test split
splits = split_time_series(
    df,
    date_col='date',
    value_col='value',
    method='train_test',
    train_size=0.7
)

# You get a list of (train_df, test_df) pairs. For train_test, it's just 1 pair:
train_df, test_df = splits[0]

This plots the train/test split automatically and returns the corresponding subsets.

2. Adding Lag Features

import pandas as pd
from jmawirat_ml_helpers import add_lag_features

df = pd.DataFrame({
    'timestamp': pd.date_range(start='2021-01-01', periods=10, freq='D'),
    'value': range(10)
})

# Create lag_1 and lag_2 for 'value'
df_lagged = add_lag_features(
    df,
    col_lag_map={'value': [1, 2]},
    sort_col='timestamp'
)

print(df_lagged.head())

Generates new columns: value_lag_1, value_lag_2.

3. Adding Time-Based Features

import pandas as pd
from jmawirat_ml_helpers import add_time_features

df = pd.DataFrame({
    'date': pd.date_range('2021-01-01', periods=5, freq='D'),
    'sales': [10, 15, 20, 25, 30]
})

df_features = add_time_features(df, date_col='date')

print(df_features.columns)
# Original columns plus: year, month, day_of_month, day_of_week, day_of_year,
# quarter, hour, minute, day_sin, day_cos, month_sin, month_cos, time_sin, time_cos

4. Adding Rolling Statistics

import pandas as pd
from jmawirat_ml_helpers import add_rolling_statistics_features

df = pd.DataFrame({'value': range(10)})
df_rolled = add_rolling_statistics_features(
    df,
    col_window_map={'value': [3]},  # 3-day rolling window
    sort_col=None  # means sort by index
)

print(df_rolled.columns)
# This adds the following columns:
# 'value_roll_mean_3', 'value_roll_sum_3', 'value_roll_min_3',
# 'value_roll_max_3', 'value_roll_std_3'

5. Making Data Stationary

import pandas as pd
from jmawirat_ml_helpers import make_stationary

# Sample DataFrame
df = pd.DataFrame({
    'date': pd.date_range(start='2021-01-01', periods=5, freq='D'),
    'sales': [100, 110, 115, 120, 150]
})

df_stationary = make_stationary(
    df,
    columns=['sales'],
    sort_col='date',
    run_adf_tests=False  # Change to True to print ADF test results
)

print(df_stationary.columns)
# Adds: sales_log, sales_diff, sales_log_diff